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

Release Date:  June 06, 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
June 6, 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
Jun 5, 2002
May 29, 2002 Jun 6, 2001 Wednesday
Jun 5, 2002
Reserve Bank Credit                                         651,310     -   4,538     +  63,570       648,795 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    587,403     -     266     +  59,463       588,363 
    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)                      26,929     -   4,275     +   2,875        22,750 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             0     -       7     -     120             1 
    Seasonal credit                                             120     -       9     +      25           107 
    Extended credit                                               0             0             0             0 
   Float                                                        -42     +     140     -     497           513 
   Other F.R. assets                                         36,890     -     122     +   1,823        37,050 
Gold stock                                                  11,044            0    -       2       11,044 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,731     +      14     +   1,169        33,731 
        Total factors supplying reserve funds               698,284     -   4,524     +  64,736       695,769 
     
Currency in circulation*                                    654,300     +     352     +  59,095       655,218 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         415     +       3     -      91           412 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,338     +     326     +     542         5,776 
  Foreign                                                       100     -       9     +      17            96 
  Service-related balances and adjustments (5)                9,799     -     360     +   2,755         9,799 
  Other                                                         226     +      19     -     106           251 
Other F.R. liabilities and capital                           19,579     -     122     +   1,670        19,450 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     689,758     +     210     +  63,881       691,002 
Reserve balances with F.R. Banks  (6)                         8,527     -   4,734     +     856         4,767 
                                                                
On June 5, 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 $ 773,148 million, a change of $ + 17,290 million for the week. The total includes
$ 622,931 million of U.S. government securities and $ 150,217 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 $ 22,672 million (daily average over statement week) and $ 22,288 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 22,672 million (daily average)
and $ 22,288 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 251 million (daily average) and $ 18 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
$ 1,154 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 $ 9,810 million and adjustments of $ -10 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
Jun 5, 2002
Wednesday
May 29, 2002
Wednesday
Jun 6, 2001
Gold certificate account                                         11,044                 0         -       2 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                                929         +       1         -     145 
Loans                                                               109         -      37         -       5 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            22,750         -  24,675         +   3,700 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        194,372         -     450         +  16,905 
                   Notes (3)                                    288,576         +   1,247         +  37,157 
                   Bonds (4)                                    105,415         +       7         +   7,177 
    Total bought outright (5)                                   588,363         +     804         +  61,239 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           588,363         +     804         +  61,239 
       Total loans and securities                               611,231         -  23,909         +  64,933 
     
Items in process of collection                    (1,322)         8,957         -   1,893         -   2,749 
Bank premises                                                     1,514         -       2         +      10 
Other assets (6)                                                 35,549         +       2         +   1,942 
                TOTAL ASSETS                      (1,322)       671,424         -  25,801         +  63,989 
     
                LIABILITIES                           
Federal Reserve notes                                           622,827         -   1,020         +  58,100 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        14,554         -  25,460         +   4,295 
  U.S. Treasury--general account                                  5,776         +   1,829         -     150 
  Foreign--official accounts                                         96         -     112         +      14 
    Other                                             (0)           251         +      41         -      76 
      Total deposits                                  (0)        20,677         -  23,702         +   4,083 
Deferred availability cash items                  (1,322)         8,470         -   1,223         +      23 
Other liabilities and accrued dividends (7)                       2,508         -      14         -     862 
                TOTAL LIABILITIES                 (1,322)       654,482         -  25,959         +  61,344 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,282         +      15         +   1,221 
Surplus                                                           7,312                 0         +     728 
Other capital accounts                                            1,349         +     143         +     696 
 
*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
$ 680 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
$ 474 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 22,288 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 18 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, June 5, 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              19        17,597    -   8,651             0            0        17,750            0 
16 days to 90 days          89       137,743    +   9,364             0            0         5,000            0 
91 days to 1 year            0       131,539    -   1,710             0            0      ------      ------   
Over 1 to 5 years                    167,481    +   1,012            10            0      ------       ------   
Over 5 to 10 years                    52,467    +     782             0            0      ------       ------   
Over 10 years                         81,536    +       7             0            0      ------      ------   
           
Total                      109       588,363    +     804            10            0        22,750           0 
 
1 Includes $ 11,602 million of inflation-indexed securities valued at the original face amount and
$ 1,154 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 June 5, 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                                             929          45          48          46          45         127          92         119          55          38          67         121         123 
 
Loans                                            109           0           0           0           0           0           2          35          18          33          16           2           4 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          22,750           0      22,750           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                     194,372      11,136      76,478       7,474      10,724      15,160      13,840      22,874       6,911       3,039       5,746       4,314      16,676 
                   Notes (3)                 288,576      16,534     113,543      11,097      15,922      22,507      20,548      33,960      10,261       4,511       8,530       6,404      24,759 
                   Bonds (4)                 105,415       6,040      41,477       4,053       5,816       8,222       7,506      12,405       3,748       1,648       3,116       2,340       9,044 
     Total bought outright(5)                588,363      33,710     231,498      22,624      32,463      45,888      41,894      69,239      20,921       9,198      17,392      13,058      50,479 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             588,363      33,710     231,498      22,624      32,463      45,888      41,894      69,239      20,921       9,198      17,392      13,058      50,479 
       Total loans and securities            611,231      33,711     254,252      22,625      32,463      45,889      41,896      69,274      20,939       9,231      17,408      13,060      50,484 
              
Items in process of collection                10,279         588         708         418         329         555       1,391         662         470         572         695         566       3,324 
Bank premises                                  1,514          92         181          49         152         130         280         108          43         123          49         138         171 
Other assets(6)                               35,549       1,856      12,471       1,170       2,386       5,189       2,389       3,653         940         610         934         784       3,168 
Interdistrict settlement account                   0     - 3,744     + 5,999     - 2,480     - 4,365     + 2,443     +   754     - 4,676     - 1,679     + 4,609     -   783     + 7,934     - 4,012 
          TOTAL ASSETS                       672,746      33,196     278,903      22,340      31,637      55,299      47,895      70,432      21,185      15,391      18,746      23,185      54,539 
 
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 $ 680 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 $ 474 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 22,288 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 18 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 June 5, 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                         622,827      30,866     264,238      20,705      28,607      47,666      44,608      65,454      19,786      13,848      17,209      21,692      48,149 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      14,554         633       3,064         627         947       2,080       1,071       2,210         548         402         579         648       1,746 
  U.S. Treasury--general account                5,776           0       5,776           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       96           2          72           1           3           7           2           3           1           1           1           1           3 
  Other                                           251          16         132           0           0          87           0           1          13           0           1           1           0 
    Total deposits                                            
Deferred credit items                           9,792         637         972         433         533         925         970         809         295         612         458         403       2,744 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         655,804      32,306     275,029      21,878      30,237      51,029      46,857      68,745      20,752      14,943      18,347      22,836      52,846 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,282         432       1,834         223         686       2,119         470         817         208         304         194         169         826 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,349          40         536          18          49         393          33          77          75          26          14          16          71 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   672,746      33,196     278,903      22,340      31,637      55,299      47,895      70,432      21,185      15,391      18,746      23,185      54,539 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        751,995      35,384     305,254      27,177      33,414      57,215      61,208      71,775      23,612      15,854      21,067      33,923      66,112 
  Less--Held by F.R. Banks                    129,168       4,517      41,017       6,473       4,807       9,549      16,600       6,321       3,825       2,005       3,858      12,231      17,963 
  F.R. notes, net                             622,827      30,866     264,238      20,705      28,607      47,666      44,608      65,454      19,786      13,848      17,209      21,692      48,149 
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)        609,584                 
     Total collateral                         622,827                 
 
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: June 06, 2002