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

Release Date:  October 21, 1999

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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 F.R. Banks
October 21, 1999
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
Oct 20, 1999
Oct 13, 1999 Oct 21, 1998 Wednesday
Oct 20, 1999
Reserve Bank Credit                                         544,461     +   3,243     +  53,625       550,307 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    490,907     -     137     +  43,618       491,367 
    Held under repurchase agreements                              0             0     -   4,096             0 
  Federal agency obligations (1)                              
    Bought outright                                             198     -      21     -     190           198 
    Held under repurchase agreements                              0             0     -   4,415             0 
  Repurchase agreements -- triparty (4)                      18,123     +   3,464     +  18,123        23,550 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            15     -      11     +      11            14 
    Seasonal credit                                             224     -      39     +     125           209 
    Special Liquidity Facility                                    1     +       1     +       1             6 
    Extended credit                                               0             0             0             0 
   Float                                                        552     -     228     +     730           352 
   Other F.R. assets                                        34,442    +     216    -     281       34,613 
Gold stock                                                   11,050     -       1     +       6        11,050 
Special drawing rights certificate account                    7,200             0     -   2,000         7,200 
Treasury currency outstanding                                27,396     +      14     +   1,346        27,396 
        Total factors supplying reserve funds               590,107     +   3,256     +  52,977       595,953 
                                                              
Currency in circulation*                                    551,541     +   1,733     +  54,337       552,914 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                          94     -       3     +       2            92 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    5,421     +     186     +      99         4,925 
  Foreign                                                       187     -      15     -      22           167 
  Service-related balances and adjustments (5)                7,096     +      16     +     143         7,096 
  Other                                                         291     -      28     -     117           311 
Other F.R. liabilities and capital                           18,332     +     137     +   1,114        17,991 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     582,963     +   2,028     +  55,558       583,496 
                                                              
Reserve balances with F.R. Banks  (6)                         7,144     +   1,228     -   2,581        12,457 
 

On October 20, 1999, the face amount of marketable U.S. government securities held in custody by the
Federal Reserve Banks for foreign official and international accounts was 609,657 million, a change of
-$ 1,978 million for the week. 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 $ 16,513 million (daily average over statement week) and $ 16,031 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 16,371 million (daily average)
and $ 16,031 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,202 million (daily average) and $ 580 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 186 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 $ 6,841 million and adjustments of $ 255 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.
 

Note: on October 20, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 11,950 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 18,050 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 12,000 million with exercise dates from January 6, 2000 through January 12, 2000. Further details on these contracts
can be found on the website of the Federal Reserve Bank of New York (http://www.newyorkfed.org/pihome/news/announce).
 

Worksheet for H.4.1 (a)
 

CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS
Millions of Dollars
 
     Change Since
ASSETS * Wednesday
Oct 20, 1999
Wednesday
Oct 13, 1999
Wednesday
Oct 21, 1998
Gold certificate account                                         11,050         -       1         +       6 
Special drawing rights certificate account                        7,200                 0         -   2,000 
Coin                                                                317         +      13         -      96 
Loans                                                               228         -      33         +     133 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            23,550         +   8,030         +  23,550 
Federal agency obligations (2)                         
  Bought outright                                                   198                 0         -     190 
  Held under repurchase agreements                                    0                 0         -   5,488 
U.S. government securities (2)                       
  Bought outright--Bills                                        199,669         +     246         +   2,282 
                   Notes (3)                                    211,270         -     536         +  27,679 
                   Bonds (4)                                     80,428         +     374         +  13,373 
    Total bought outright (5)                                   491,367         +      85         +  43,335 
  Held under repurchase agreements (1)                                0                 0         -   4,115 
     Total U.S. government securities                           491,367         +      85         +  39,220 
       Total loans and securities                               515,343         +   8,082         +  57,226 
     
Items in process of collection                      (482)         7,656         -   6,221         +     691 
Bank premises                                                     1,342         +       1         +      46 
Other assets (6)                                                 33,225         +     176         +      47 
                TOTAL ASSETS                        (482)       576,132         +   2,048         +  55,919 
     
                LIABILITIES                           
Federal Reserve notes                                           525,927         +   1,384         +  53,866 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        19,633         +   4,209         +     860 
  U.S. Treasury--general account                                  4,925         -      23         +      83 
  Foreign--official accounts                                        167         -     117         -      10 
    Other                                             (7)           311         +      41         -      87 
      Total deposits                                  (7)        25,035         +   4,108         +     845 
Deferred availability cash items                    (475)         7,179         -   3,660         +     242 
Other liabilities and accrued dividends (7)                       4,463         +     201         -     125 
                TOTAL LIABILITIES                   (482)       562,604         +   2,034         +  54,828 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,337         +       1         +     421 
Surplus                                                           5,952                 0         +     732 
Other capital accounts                                            1,239         +      14         -      61 
 
*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 $ 3,938 million of inflation-indexed securities valued at the original face amount and
$ 148 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and
$ 38 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 16,031 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 580 million that are fully collateralized by other
U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued monthly at market exchange rates.
7 Includes exchange-translation account reflecting the monthly revaluation at market exchange rates of
foreign exchange commitments.
Components may not add to totals due to rounding.
 

 

MATURITY DISTRIBUTION OF LOANS AND SECURITIES, October 20, 1999
Holdings of securities include securitites held under repurchase agreements, which are classified according
to remaining maturity.
 

Millions of dollars
    U.S. government
securities (1,2)
Federal agency
obligations(2)
   
  Loans Holdings Weekly
changes
Holdings Weekly
changes
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days          197   10,793  -   4,185         10         0      6,990          0 
16 to 90 days            30  101,936  -     387          7         0     16,560          0 
91 days to 1 year         1  142,077  +   4,281         51         0   ------     ------   
Over 1 to 5 years            121,200          0         10         0   ------     ------   
Over 5 to 10 years            50,209  +       2        120         0   ------     ------   
Over 10 years                 65,152  +     374          0         0   ------     ------   
Total                   228  491,367  +      85        198         0     23,550          0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 186 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 October 20, 1999
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,050         533       4,437         319         566         834         724         993         337         140         313         575       1,279 
Special drawing rights certif. acct.           7,200         357       2,823         217         348         599         523         637         204          90         203         396         803 
Coin                                             317           9          16          16          25          45          41          35          19          13          20          36          41 
                                                                   
Loans                                            228           0           0           1           0           5           9          42          69          48          48           1           3 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                198          10          79           6          11          15          12          19           7           2           6          10          21 
  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                     199,669      10,325      79,517       5,980      11,558      15,021      12,154      18,753       6,568       2,388       5,988       9,949      21,468 
                   Notes (3)                 211,270      10,925      84,137       6,328      12,229      15,894      12,860      19,843       6,950       2,527       6,336      10,527      22,715 
                   Bonds (4)                  80,428       4,159      32,030       2,409       4,656       6,051       4,896       7,554       2,646         962       2,412       4,008       8,647 
     Total bought outright(5)                491,367      25,410     195,685      14,717      28,443      36,965      29,909      46,149      16,163       5,877      14,735      24,483      52,830 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             491,367      25,410     195,685      14,717      28,443      36,965      29,909      46,149      16,163       5,877      14,735      24,483      52,830 
       Total loans and securities            515,343      25,420     219,313      14,725      28,454      36,985      29,930      46,210      16,239       5,927      14,790      24,495      52,854 
                                                                   
Items in process of collection                 8,137         426         903         426         313         495         834         630         444         646         484         280       2,257 
Bank premises                                  1,342          93         164          50         156         124         125         107          32         129          51         146         165 
Other assets(5)                               33,225       1,512      10,924         983       1,977       4,614       2,106       2,999         839         765         852       1,384       4,270 
Interdistrict settlement account                   0     + 4,645     -   689     + 5,015     -    65     - 8,711     + 5,519     +15,961     + 2,546     - 5,545     + 1,233     -21,360     + 1,450 
          TOTAL ASSETS                       576,614      32,995     237,892      21,752      31,774      34,986      39,803      67,572      20,659       2,166      17,947       5,951      63,119 
 

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 $ 3,938 million of inflation-indexed securities valued at the original face amount and $ 148 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and $ 38 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 16,031 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 580 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 October 20, 1999
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         525,927      30,133     221,278      20,313      29,057      29,403      36,354      62,967      19,296         457      16,507       3,197      56,965 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      19,633       1,639       6,109         560       1,237       1,208       1,334       2,283         585         571         524       1,752       1,832 
  U.S. Treasury--general account                4,925           0       4,925           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      167           7          51           4          10          30          10          14           3           5           3           6          24 
  Other                                           318           0         167           0           2         113          16           1          11           1           2           3           2 
    Total deposits                                            
Deferred credit items                           7,653         367         924         295         297         565         874         632         262         614         382         300       2,142 
Other liabilities and accrued             
  dividends (2)                           
     4,463         245       1,563         163         266         375 ;        310         427         169          93         164         230         459 
    TOTAL LIABILITIES                         563,086      32,391     235,016      21,335      30,868      31,695      38,898      66,324      20,326       1,741      17,581       5,487      61,423 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,337         289       1,319         201         441       1,632         436         597         157         210         174         213         670 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,239          48         349          39          67         422          50          68          54          13          51          25          54 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   576,614      32,995     237,892      21,752      31,774      34,986      39,803      67,572      20,659       2,166      17,947       5,951      63,119 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        828,391      41,614     330,773      31,253      39,451      55,521      61,517      80,949      26,670      11,551      25,066      37,319      86,708 
  Less--Held by F.R. Banks                    302,464      11,481     109,495      10,940      10,394      26,117      25,163      17,982       7,374      11,094       8,560      34,122      29,743 
  F.R. notes, net                             525,927      30,133     221,278      20,313      29,057      29,403      36,354      62,967      19,296         457      16,507       3,197      56,965 
Collateral held against F.R. notes                          
   Gold certificate account                    11,050                   
   Special drawing rights                 
     certificate account                  
 
     7,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        507,677                 
     Total collateral                         525,927                 
 
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: October 21, 1999