Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page

Release Date:  March 21, 2002

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FEDERAL RESERVE
These data are scheduled for release each Thursday. The exact time of each release will be announced, when
the information is available, on (202) 452-3206.
 
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
March 21, 2002
Millions of dollars
  Averages of daily figures
    Change from week ended  
Reserve balances of depository institutions at
F.R. Banks, Reserve Bank credit, and related items
Week ended
Mar 20, 2002
Mar 13, 2002 Mar 21, 2001 Wednesday
Mar 20, 2002
Reserve Bank Credit                                         637,254     +   3,029     +  56,002       640,547 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    574,098     +   2,184     +  51,745       573,844 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0             0            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                      26,614     +   1,571     +   3,790        28,550 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             6     +       3     -      14             3 
    Seasonal credit                                              20             0     -       2            22 
    Extended credit                                               0             0             0             0 
   Float                                                       -389     -   1,102     -     688         1,079 
   Other F.R. assets                                         36,895     +     373     +   1,171        37,039 
Gold stock                                                  11,044            0    -       2       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,349     +      14     +   1,149        33,349 
        Total factors supplying reserve funds               683,847     +   3,043     +  57,149       687,140 
     
Currency in circulation*                                    639,781     +     400     +  54,439       640,972 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         429     +       8     -      66           424 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    6,511     +   1,710     -     198         5,600 
  Foreign                                                        95     -      29     +      12            74 
  Service-related balances and adjustments (5)                9,233     -     246     +   2,297         9,233 
  Other                                                         207     -      22     -      30           219 
Other F.R. liabilities and capital                           18,276     -     320     -      42        17,949 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     674,534     +   1,503     +  56,414       674,472 
Reserve balances with F.R. Banks  (6)                         9,314     +   1,541     +     736        12,668 
                                                                
On March 20, 2002, the face amount of marketable U.S. government and federal agency securities held in custody by the Federal Reserve
Banks for foreign official and international accounts was $ 742,576 million, a change of $ - 2,725 million for the week. The total includes
$ 602,672 million of U.S. government securities and $ 139,904 million of federal agency securities. The total includes the face value of
U.S. Treasury strips and other zero coupon bonds.
1 Face value of the securities.
2 Net of $ 18,045 million (daily average over statement week) and $ 18,437 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,045 million (daily average)
and $ 18,437 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,406 million (daily average) and $ 2,093 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 10,658 million of inflation-indexed securities valued at the original face amount and
$ 943 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized
by U.S. government and federal agency securities.
5 Consists of required clearing balances of $ 8,935 million and adjustments of $ 299 million to
compensate for float.
6 Excludes required clearing balances and adjustments to compensate for float.
 

* Estimated (Treasury's figures).
Components may not add to totals due to rounding.
 

Worksheet for H.4.1 (a)
 

CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS
Millions of Dollars
 
     Change Since
ASSETS * Wednesday
Mar 20, 2002
Wednesday
Mar 13, 2002
Wednesday
Mar 21, 2001
Gold certificate account                                         11,044                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,085         -       9         -      61 
Loans                                                                24         +       2         -       3 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            28,550         +   4,550         -  10,000 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        191,443         +     381         +   7,032 
                   Notes (3)                                    278,167         +     657         +  35,111 
                   Bonds (4)                                    104,235         +      79         +   8,400 
    Total bought outright (5)                                   573,844         +   1,116         +  50,542 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           573,844         +   1,116         +  50,542 
       Total loans and securities                               602,429         +   5,668         +  40,540 
     
Items in process of collection                      (966)         8,916         +   1,410         +     814 
Bank premises                                                     1,511         +       1         +      32 
Other assets (6)                                                 35,533         +     366         +     978 
                TOTAL ASSETS                        (966)       662,718         +   7,437         +  42,301 
     
                LIABILITIES                           
Federal Reserve notes                                           609,132         +     554         +  53,215 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        22,146         +   6,845         -  11,569 
  U.S. Treasury--general account                                  5,600         +     603         +     938 
  Foreign--official accounts                                         74         -     242                 0 
    Other                                             (0)           219         +      14         -      22 
      Total deposits                                  (0)        28,039         +   7,220         -  10,653 
Deferred availability cash items                    (966)         7,597         -     173         -     175 
Other liabilities and accrued dividends (7)                       2,381         -      36         -   1,462 
                TOTAL LIABILITIES                   (966)       647,149         +   7,565         +  40,925 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,646         -       4         +     623 
Surplus                                                           7,273         -       1         +     818 
Other capital accounts                                              649         -     123         -      66 
 
*Figures in parentheses are the eliminations made in the consolidation process.
1 Cash value of agreements arranged through third-party custodial banks.
2 Face value of the securities.
3 Includes $ 5,766 million of inflation-indexed securities valued at the original face amount and
$ 539 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 4,892 million of inflation-indexed securities valued at the original face amount and
$ 404 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,437 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,093 million that are fully collateralized by other
U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued daily at market exchange rates.
7 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of
foreign exchange commitments.
Components may not add to totals due to rounding.
 
 
MATURITY DISTRIBUTION OF LOANS AND SECURITIES, March 20, 2002
 

 

 
Millions of dollars
  U.S. government
securities (1,2)
Federal agency
obligations(2)
  
Loans Holding Weekly
changes
Holdings Weekly
change
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days              24        25,007    +   7,605             0            0        22,550            0 
16 days to 90 days           0       124,213    -   6,368             0            0         6,000            0 
91 days to 1 year            0       132,506    -     856             0            0      ------      ------   
Over 1 to 5 years                    159,197    +     731            10            0      ------       ------   
Over 5 to 10 years                    51,957    +       2             0            0      ------       ------   
Over 10 years                         80,965    +       3             0            0      ------      ------   
           
Total                       24       573,844    +   1,116            10            0        28,550           0 
 
1 Includes $ 10,658 million of inflation-indexed securities valued at the original face amount and
$ 943 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
2 Includes face value of securities held under repurchase agreements classified by the remaining maturity of
the agreements.
3 Cash value of agreements arranged through third-party custodial banks classified by remaining maturity of
the agreements.
Components may not add to totals due to rounding.
 
 
H.4.1 (b)
 
STATEMENT OF CONDITION OF EACH FEDERAL RESERVE BANK ON March 20, 2002
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,044         546       4,450         454         538         741         871       1,028         343         143         317         477       1,136 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,085          67          60          58          60         162          93         133          57          38          80         133         143 
 
Loans                                             24           1           0           0           0           0           0           6           0          10           4           0           3 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          28,550           0      28,550           0           0           0           0           0           0           0           0           0           0 
Federal agency obligations(2)                                
  Bought outright                                 10           1           4           0           1           1           1           1           0           0           0           0           1 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
U.S. government securities(2)                                      
  Bought outright--Bills                     191,443      11,502      78,421       7,863      11,208      11,437      13,164      21,682       6,900         597       5,909       3,471      19,287 
                   Notes (3)                 278,167      16,713     113,946      11,425      16,285      16,618      19,128      31,505      10,026         868       8,586       5,043      28,025 
                   Bonds (4)                 104,235       6,263      42,698       4,281       6,102       6,227       7,168      11,805       3,757         325       3,217       1,890      10,501 
     Total bought outright(5)                573,844      34,478     235,066      23,570      33,596      34,282      39,459      64,992      20,683       1,790      17,712      10,403      57,814 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             573,844      34,478     235,066      23,570      33,596      34,282      39,459      64,992      20,683       1,790      17,712      10,403      57,814 
       Total loans and securities            602,429      34,479     263,620      23,570      33,596      34,282      39,460      65,000      20,684       1,800      17,716      10,403      57,818 
              
Items in process of collection                 9,881         489         776         448         411         511       1,645         746         552         674         560         604       2,465 
Bank premises                                  1,511          92         178          49         151         131         280         106          43         123          49         137         172 
Other assets(6)                               35,533       1,907      12,867       1,259       2,409       4,724       2,346       3,590         959         385         959         715       3,412 
Interdistrict settlement account                   0     - 4,261     -12,339     - 3,422     - 3,244     +11,661     + 2,138     + 1,711     -   619     +12,478     -   849     + 9,742     -12,997 
          TOTAL ASSETS                       663,683      33,434     270,487      22,500      34,027      52,359      46,999      72,527      22,089      15,672      18,898      22,309      52,382 
 
1 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized
by U.S. government and federal agency securities.
2 Face value of the securities.
3 Includes $ 5,766 million of inflation-indexed securities valued at the original face amount and $ 539 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 4,892 million of inflation-indexed securities valued at the original face amount and $ 404 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,437 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,093 million that are fully collateralized by other U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued monthly at market exchange rates.
 
Components may not add to totals due to rounding.
 
 
H.4.1 (c)
 
STATEMENT OF CONDITION OF EACH FEDERAL RESERVE BANK ON March 20, 2002
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         609,132      30,545     251,493      20,743      29,969      46,402      43,452      67,588      20,825      13,923      17,275      20,768      46,148 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      22,146       1,230       7,871         684       2,132       1,511       1,481       2,397         629         741         784         721       1,966 
  U.S. Treasury--general account                5,600           0       5,600           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       74           2          50           1           3           7           2           3           1           1           1           1           3 
  Other                                           219          11         148           0           1          43           0           3           5           0           7           1           1 
    Total deposits                                            
Deferred credit items                           8,563         613       1,028         500         396         626         859         647         208         556         334         392       2,406 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         648,115      32,548     266,948      22,038      32,640      48,804      45,991      70,885      21,771      15,285      18,499      21,972      50,733 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,646         429       1,671         222         683       1,772         447         800         150         306         194         166         805 
Surplus                                         7,273         418       1,504         221         665       1,757         535         793         149          80         191         164         796 
Other capital accounts                            649          38         364          19          39          26          26          48          19           0          15           8          48 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   663,683      33,434     270,487      22,500      34,027      52,359      46,999      72,527      22,089      15,672      18,898      22,309      52,382 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        749,676      35,475     295,238      27,937      34,455      56,279      62,534      74,722      24,160      16,148      21,524      33,827      67,377 
  Less--Held by F.R. Banks                    140,545       4,930      43,744       7,194       4,485       9,877      19,083       7,134       3,336       2,224       4,248      13,060      21,230 
  F.R. notes, net                             609,132      30,545     251,493      20,743      29,969      46,402      43,452      67,588      20,825      13,923      17,275      20,768      46,148 
Collateral held against F.R. notes                          
   Gold certificate account                    11,044                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        595,888                 
     Total collateral                         609,132                 
 
1 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized
by U.S. government and federal agency securities.
2 Includes exchange translation account reflecting the monthly revaluation at market exchange rates of
foreign exchange commitments.
3 U.S. government and agency securities bought outright or held under repurchase agreement are valued at face amount.
Includes cash value of repurchase agreements under triparty arrangements and excludes the par value of securities
pledged under reverse repurchase agreements.
 
Components may not add to totals due to rounding.


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Last update: March 21, 2002