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

Release Date:  August 22, 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
August 22, 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
Aug 21, 2002
Aug 14, 2002 Aug 22, 2001 Wednesday
Aug 21, 2002
Reserve Bank Credit                                         658,647     +   5,173     +  57,478       665,425 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    602,139     +   1,922     +  61,318       602,919 
    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)                      19,500     +   6,179     -   5,053        25,250 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             2     -      13     -       8             2 
    Seasonal credit                                             191     +      10     +      27           202 
    Extended credit                                               0             0             0             0 
   Float                                                       -293     +     407     -     223          -289 
   Other F.R. assets                                         37,098     -   3,331     +   1,418        37,330 
Gold stock                                                  11,042            0    -       2       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,093     +      14     +   1,228        34,093 
        Total factors supplying reserve funds               705,983     +   5,188     +  58,705       712,760 
     
Currency in circulation*                                    660,348     -     527     +  53,019       660,897 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         371     -      10     -      41           370 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,387     -     509     -     926         4,629 
  Foreign                                                       129     +      53     +      57            89 
  Service-related balances and adjustments (5)               10,160     +       5     +   2,675        10,160 
  Other                                                         211     +      10     -      94           202 
Other F.R. liabilities and capital                           19,701     +     229     +   1,238        19,205 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     695,308     -     748     +  55,928       695,553 
Reserve balances with F.R. Banks  (6)                        10,675     +   5,936     +   2,777        17,207 
                                                                
On August 21, 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 $ 805,388 million, a change of $ + 9,394 million for the week. The total includes
$ 651,190 million of U.S. government securities and $ 154,198 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 $ 22,315 million (daily average over statement week) and $ 22,328 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 22,315 million (daily average)
and $ 22,328 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 780 million (daily average) and $ 0 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,156 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 $ 9,920 million and adjustments of $ 241 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
Aug 21, 2002
Wednesday
Aug 14, 2002
Wednesday
Aug 22, 2001
Gold certificate account                                         11,038                 0         -       6 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,017         +      17         -     106 
Loans                                                               204         -      81         +      35 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            25,250         +   9,250         -   9,015 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        203,139         +   1,177         +  19,153 
                   Notes (3)                                    293,914         +   1,215         +  38,135 
                   Bonds (4)                                    105,866         +     156         +   4,853 
    Total bought outright (5)                                   602,919         +   2,547         +  62,141 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           602,919         +   2,547         +  62,141 
       Total loans and securities                               628,383         +  11,717         +  53,161 
     
Items in process of collection                    (1,060)         6,991         +     372         +     150 
Bank premises                                                     1,522         +       1         +      10 
Other assets (6)                                                 35,737         -   3,601         +   1,463 
                TOTAL ASSETS                      (1,060)       686,888         +   8,506         +  54,672 
     
                LIABILITIES                           
Federal Reserve notes                                           628,187         -     915         +  50,458 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        27,273         +  10,315         +   3,214 
  U.S. Treasury--general account                                  4,629         -     562         -     486 
  Foreign--official accounts                                         89         +      10         +      14 
    Other                                             (0)           202         +      10         -      83 
      Total deposits                                  (0)        32,193         +   9,773         +   2,659 
Deferred availability cash items                  (1,060)         7,302         +     153         +     273 
Other liabilities and accrued dividends (7)                       2,388         -      12         -     680 
                TOTAL LIABILITIES                 (1,060)       670,071         +   8,999         +  52,712 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,303         +      16         +   1,134 
Surplus                                                           7,312                 0         +     562 
Other capital accounts                                            1,203         -     510         +     265 
 
*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 $ 7,168 million of inflation-indexed securities valued at the original face amount and
$ 647 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and
$ 509 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 22,328 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 0 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, August 21, 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             183        24,726    +   1,627             0            0        21,250            0 
16 days to 90 days          21       122,596    -   4,643             0            0         4,000            0 
91 days to 1 year            0       150,483    +   8,140             0            0      ------      ------   
Over 1 to 5 years                    172,143    +      93            10            0      ------       ------   
Over 5 to 10 years                    51,258    -   2,749             0            0      ------       ------   
Over 10 years                         81,714    +      81             0            0      ------      ------   
           
Total                      204       602,919    +   2,547            10            0        25,250           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,156 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 August 21, 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                      11,038         533       4,363         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                                           1,017          43          48          48          53         131         131         133          62          33          70         143         123 
 
Loans                                            204           0           0           0           0           0           7          48          37          77          23           8           3 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          25,250           0      25,250           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                     203,139      11,639      79,927       7,811      11,208      15,843      14,464      23,905       7,223       3,176       6,005       4,508      17,429 
                   Notes (3)                 293,914      16,840     115,644      11,302      16,217      22,923      20,928      34,588      10,451       4,595       8,688       6,523      25,217 
                   Bonds (4)                 105,866       6,066      41,654       4,071       5,841       8,257       7,538      12,458       3,764       1,655       3,129       2,350       9,083 
     Total bought outright(5)                602,919      34,544     237,225      23,184      33,266      47,023      42,930      70,952      21,439       9,425      17,822      13,381      51,728 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             602,919      34,544     237,225      23,184      33,266      47,023      42,930      70,952      21,439       9,425      17,822      13,381      51,728 
       Total loans and securities            628,383      34,545     262,479      23,184      33,267      47,024      42,938      71,000      21,476       9,503      17,846      13,389      51,732 
              
Items in process of collection                 8,051         442       1,038         350         421         562         676         824         412         623         329         193       2,180 
Bank premises                                  1,522          92         183          49         152         130         280         111          43         124          49         138         172 
Other assets(6)                               35,737       1,863      12,460       1,134       2,423       5,330       2,397       3,663         934         612         935         787       3,199 
Interdistrict settlement account                   0     - 3,653     +16,133     - 4,126     - 5,564     +   795     -   930     - 9,544     - 2,328     + 4,016     - 1,293     +11,186     - 4,693 
          TOTAL ASSETS                       687,948      33,981     297,578      21,152      31,378      54,938      46,584      67,479      21,016      15,120      18,310      26,419      53,992 
 
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 $ 7,168 million of inflation-indexed securities valued at the original face amount and $ 647 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and $ 509 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 22,328 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 0 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 August 21, 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                         628,187      29,315     277,460      19,419      27,745      46,332      43,115      62,374      19,614      13,599      16,410      24,922      47,880 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      27,273       3,051       9,885         610       1,681       3,540       1,443       2,451         638         346       1,109         665       1,855 
  U.S. Treasury--general account                4,629           0       4,629           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       89           2          65           1           3           7           2           3           1           1           1           1           3 
  Other                                           202          17         132           0           1          45           0           0           3           0           1           1           0 
    Total deposits                                            
Deferred credit items                           8,362         574         802         531         426         684         800         727         236         547         270         397       2,368 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         671,131      33,103     293,721      20,668      29,994      50,836      45,560      65,812      20,598      14,573      17,888      26,076      52,303 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,303         432       1,853         237         688       2,060         473         819         201         326         207         170         837 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,203          28         501          26          31         284          17          56          67         103          25          10          56 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   687,948      33,981     297,578      21,152      31,378      54,938      46,584      67,479      21,016      15,120      18,310      26,419      53,992 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        746,997      34,398     311,559      26,557      32,386      55,765      59,248      68,860      23,091      15,547      20,722      34,051      64,814 
  Less--Held by F.R. Banks                    118,810       5,083      34,099       7,138       4,641       9,433      16,132       6,486       3,477       1,947       4,312       9,129      16,934 
  F.R. notes, net                             628,187      29,315     277,460      19,419      27,745      46,332      43,115      62,374      19,614      13,599      16,410      24,922      47,880 
Collateral held against F.R. notes                          
   Gold certificate account                    11,038                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        614,949                 
     Total collateral                         628,187                 
 
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: August 22, 2002