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

Release Date:  May 23, 2002

Release dates
Current release  Other formats: Screen reader | ASCII | PDF (362 KB)
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
May 23, 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
May 22, 2002
May 15, 2002 May 23, 2001 Wednesday
May 22, 2002
Reserve Bank Credit                                         643,814     -   2,085     +  61,752       644,372 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    585,122     +   1,150     +  59,023       584,602 
    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)                      22,893     +     106     +   1,978        23,500 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            12     +       6     +       9            24 
    Seasonal credit                                             105     +      10     +      22           111 
    Extended credit                                               0             0             0             0 
   Float                                                       -748     -     654     -     878          -683 
   Other F.R. assets                                         36,421     -   2,703     +   1,598        36,808 
Gold stock                                                  11,044            0    -       2       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,703     +      14     +   1,199        33,703 
        Total factors supplying reserve funds               690,761     -   2,070     +  62,949       691,318 
     
Currency in circulation*                                    648,751     +   1,056     +  57,770       651,172 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         411     +       3     -     100           411 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,914     -     220     -      79         4,024 
  Foreign                                                        76     -      23             0            72 
  Service-related balances and adjustments (5)               10,159     +     117     +   3,072        10,159 
  Other                                                         217     +       3     -     125           217 
Other F.R. liabilities and capital                           19,460     +     361     +   1,516        19,406 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     683,986     +   1,294     +  62,051       685,461 
Reserve balances with F.R. Banks  (6)                         6,774     -   3,365     +     897         5,857 
                                                                
On May 22, 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 $ 747,170 million, a change of $ - 646 million for the week. The total includes
$ 603,657 million of U.S. government securities and $ 143,513 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 $ 21,919 million (daily average over statement week) and $ 23,291 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 21,704 million (daily average)
and $ 21,791 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,184 million (daily average) and $ 110 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 11,602 million of inflation-indexed securities valued at the original face amount and
$ 1,122 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 $ 9,768 million and adjustments of $ 390 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
May 22, 2002
Wednesday
May 15, 2002
Wednesday
May 23, 2001
Gold certificate account                                         11,044                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                937         -      25         -     159 
Loans                                                               135         +      31         +      50 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            23,500         -   4,751         -     205 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        193,218         -   2,158         +  18,192 
                   Notes (3)                                    286,010         +     941         +  33,656 
                   Bonds (4)                                    105,374         +      52         +   7,146 
    Total bought outright (5)                                   584,602         -   1,165         +  58,994 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           584,602         -   1,165         +  58,994 
       Total loans and securities                               608,247         -   5,885         +  58,839 
     
Items in process of collection                    (1,058)         6,470         -     113         -   1,163 
Bank premises                                                     1,515         +       1         +      16 
Other assets (6)                                                 35,043         +     839         +   1,670 
                TOTAL ASSETS                      (1,058)       665,456         -   5,183         +  59,200 
     
                LIABILITIES                           
Federal Reserve notes                                           618,818         +   2,052         +  56,405 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        15,897         -   6,357         +   2,491 
  U.S. Treasury--general account                                  4,024         -     944         -     764 
  Foreign--official accounts                                         72         -      36         -      12 
    Other                                             (0)           217         +       1         -     111 
      Total deposits                                  (0)        20,211         -   7,335         +   1,606 
Deferred availability cash items                  (1,058)         7,022         -     326         -     531 
Other liabilities and accrued dividends (7)                       2,469         +      22         -     929 
                TOTAL LIABILITIES                 (1,058)       648,519         -   5,589         +  56,550 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,096         +      16         +   1,036 
Surplus                                                           7,312         +       2         +     770 
Other capital accounts                                            1,530         +     390         +     845 
 
*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 $ 6,591 million of inflation-indexed securities valued at the original face amount and
$ 661 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and
$ 460 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 23,291 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 110 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, May 22, 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             130        26,794    +   3,356             0            0        19,500            0 
16 days to 90 days           6       126,403    -     934             0            0         4,000            0 
91 days to 1 year            0       131,761    -   4,580             0            0      ------      ------   
Over 1 to 5 years                    166,467    +     979            10            0      ------       ------   
Over 5 to 10 years                    51,654    +       6             0            0      ------       ------   
Over 10 years                         81,522    +       7             0            0      ------      ------   
           
Total                      135       584,602    -   1,165            10            0        23,500           0 
 
1 Includes $ 11,602 million of inflation-indexed securities valued at the original face amount and
$ 1,122 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 May 22, 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         533       4,369         430         522         819         926       1,080         346         179         309         485       1,046 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                             937          50          46          47          46         127          92         118          54          36          67         124         127 
 
Loans                                            135           6           0           0           0           0           2          34          19          37          11           2          23 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          23,500           0      23,500           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                     193,218      11,070      76,024       7,430      10,661      15,070      13,758      22,738       6,870       3,020       5,712       4,288      16,577 
                   Notes (3)                 286,010      16,387     112,534      10,998      15,781      22,307      20,365      33,658      10,170       4,471       8,454       6,348      24,539 
                   Bonds (4)                 105,374       6,037      41,460       4,052       5,814       8,218       7,503      12,400       3,747       1,647       3,115       2,339       9,041 
     Total bought outright(5)                584,602      33,495     230,018      22,480      32,255      45,595      41,626      68,796      20,787       9,139      17,281      12,974      50,156 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             584,602      33,495     230,018      22,480      32,255      45,595      41,626      68,796      20,787       9,139      17,281      12,974      50,156 
       Total loans and securities            608,247      33,501     253,522      22,480      32,256      45,595      41,629      68,831      20,806       9,176      17,292      12,977      50,180 
              
Items in process of collection                 7,528         552         669         359         274         501         499         606         330         538         520         335       2,344 
Bank premises                                  1,515          92         181          49         151         131         280         107          43         123          49         137         172 
Other assets(6)                               35,043       1,829      12,275       1,152       2,354       5,139       2,351       3,595         926         601         920         773       3,128 
Interdistrict settlement account                   0     - 3,500     +   942     - 2,305     - 3,445     + 2,956     + 2,035     - 4,289     - 1,628     + 4,550     -   365     + 8,195     - 3,147 
          TOTAL ASSETS                       666,514      33,174     272,877      22,295      32,263      55,417      47,979      70,261      20,948      15,233      18,858      23,125      54,084 
 
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 $ 6,591 million of inflation-indexed securities valued at the original face amount and $ 661 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,011 million of inflation-indexed securities valued at the original face amount and $ 460 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 23,291 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 110 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 May 22, 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                         618,818      30,628     260,702      20,730      28,772      47,209      44,801      65,389      19,631      13,800      17,390      21,599      48,165 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      15,897         908       2,713         510       1,534       2,952       1,105       2,298         545         415         607         734       1,576 
  U.S. Treasury--general account                4,024           0       4,024           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       72           2          49           1           3           7           2           3           1           1           1           1           3 
  Other                                           217          13         142           0           1          54           0           1           2           0           1           0           0 
    Total deposits                                            
Deferred credit items                           8,080         560         850         470         383         572         821         599         223         502         356         336       2,408 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         649,577      32,263     269,237      21,820      30,837      51,058      46,931      68,553      20,510      14,798      18,452      22,766      52,353 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,096         430       1,683         223         684       2,115         452         810         208         304         192         169         825 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,530          62         453          30          77         486          62         105          82          13          24          26         111 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   666,514      33,174     272,877      22,295      32,263      55,417      47,979      70,261      20,948      15,233      18,858      23,125      54,084 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        751,975      35,163     303,541      27,381      33,525      57,243      61,633      72,050      23,685      15,908      21,139      34,140      66,567 
  Less--Held by F.R. Banks                    133,157       4,535      42,838       6,650       4,752      10,034      16,832       6,661       4,054       2,108       3,749      12,540      18,402 
  F.R. notes, net                             618,818      30,628     260,702      20,730      28,772      47,209      44,801      65,389      19,631      13,800      17,390      21,599      48,165 
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)        605,574                 
     Total collateral                         618,818                 
 
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.


Release dates
Current release  Other formats: Screen reader | ASCII | PDF (362 KB)
Home | Statistical releases
Accessibility
To comment on this site, please fill out our feedback form.
Last update: May 23, 2002