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

Release Date:  December 02, 1999

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 F.R. Banks
December 2, 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
Dec 1, 1999
Nov 24, 1999 Dec 2, 1998 Wednesday
Dec 1, 1999
Reserve Bank Credit                                         573,579     +  10,646     +  72,141       576,290 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    493,577     -     424     +  39,179       493,474 
    Held under repurchase agreements                              0             0     -   5,714             0 
  Federal agency obligations (1)                              
    Bought outright                                             181             0     -     187           181 
    Held under repurchase agreements                              0             0     -   5,291             0 
  Repurchase agreements -- triparty (4)                      46,103     +  11,008     +  46,103        49,505 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            59     -      10     +      25             8 
    Seasonal credit                                              65     +       6     +      49            70 
    Special Liquidity Facility                                    8     +       2     +       8             7 
    Extended credit                                               0             0             0             0 
   Float                                                        234     -     198     -     472            47 
   Other F.R. assets                                        33,353    +     262    -   1,558       32,998 
Gold stock                                                   11,049             0     +       9        11,048 
Special drawing rights certificate account                    7,200             0     -   2,000         7,200 
Treasury currency outstanding                                27,557     +       2     +   1,375        27,555 
        Total factors supplying reserve funds               619,385     +  10,648     +  71,524       622,094 
     
Currency in circulation*                                    580,390     +   7,346     +  73,415       583,745 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                          89     -       6     -      11           113 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    5,107     -     233     -     197         5,082 
  Foreign                                                       211     +       8     +       4           162 
  Service-related balances and adjustments (5)                7,294     +     132     +      83         7,294 
  Other                                                         245     -      10     -     118           236 
Other F.R. liabilities and capital                           18,393     -      44     +   1,589        17,992 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     611,729     +   7,193     +  74,765       614,624 
Reserve balances with F.R. Banks  (6)                         7,656     +   3,455     -   3,241         7,470 
 

On December 1, 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 625,688 million, a change of
+$ 13,431 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 $ 16,752 million (daily average over statement week) and $ 16,858 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 16,752 million (daily average)
and $ 16,858 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 776 million (daily average) and $ 690 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
$ 218 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 $ 6,924 million and adjustments of $ 370 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 December 1, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 113,850 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 222,950 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 144,000 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
Dec 1, 1999
Wednesday
Nov 24, 1999
Wednesday
Dec 2, 1998
Gold certificate account                                         11,048         -       1         +       7 
Special drawing rights certificate account                        7,200                 0         -   2,000 
Coin                                                                230         -      31         -     147 
Loans                                                                85         -     287         -      39 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            49,505         +   8,050         +  49,505 
Federal agency obligations (2)                         
  Bought outright                                                   181                 0         -     187 
  Held under repurchase agreements                                    0                 0         -   2,967 
U.S. government securities (2)                       
  Bought outright--Bills                                        198,841         -   1,061         +   1,988 
                   Notes (3)                                    213,271         +       5         +  25,383 
                   Bonds (4)                                     81,362         +       1         +  11,890 
    Total bought outright (5)                                   493,474         -   1,055         +  39,261 
  Held under repurchase agreements (1)                                0                 0         -   5,020 
     Total U.S. government securities                           493,474         -   1,055         +  34,241 
       Total loans and securities                               543,245         +   6,707         +  80,554 
     
Items in process of collection                      (652)         8,038         -     166         -   1,219 
Bank premises                                                     1,353         +       5         +      59 
Other assets (6)                                                 31,552         -     232         -   1,778 
                TOTAL ASSETS                        (652)       602,666         +   6,282         +  75,476 
     
                LIABILITIES                           
Federal Reserve notes                                           556,532         +   5,194         +  74,507 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        14,939         +     216         -   1,191 
  U.S. Treasury--general account                                  5,082         +     557         +     700 
  Foreign--official accounts                                        162         -       9         -       9 
    Other                                             (0)           236         -      17         -     124 
      Total deposits                                  (0)        20,420         +     747         -     623 
Deferred availability cash items                    (652)         7,722         +     544         -     147 
Other liabilities and accrued dividends (7)                       4,457         -     126         +      81 
                TOTAL LIABILITIES                   (652)       589,131         +   6,360         +  73,817 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   6,374                 0         +     438 
Surplus                                                           5,952                 0         +     743 
Other capital accounts                                            1,209         -      78         +     477 
 
*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
$ 172 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
$ 47 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 16,858 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 690 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, December 1, 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 Holding Weekly
changes
Holdings Weekly
change
Repurchase
Agreements
Triparty(3)
Reverse
Repurchase
Agreements
Triparty(3)
Within 15 days              27        11,438    -   4,573             0            0        13,345            0 
16 to 90 days               56       103,422    +   3,797            31            0        36,160            0 
91 days to 1 year            2       140,670    +     437            20            0      ------      ------   
Over 1 to 5 years                    122,414    -     721            10            0      ------       ------   
Over 5 to 10 years                    50,520    +       3           120            0      ------       ------   
Over 10 years                         65,011    +       2             0            0      ------      ------   
           
Total                       85       493,474    -   1,055           181            0        49,505           0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 218 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 December 1, 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                      11,048         533       4,435         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                                             230           6          12          14          14          35          33          27           8          11          17          18          36 
 
Loans                                             85           4           3           0           0           5           4          11          22          10          23           0           3 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          49,505           0      49,505           0           0           0           0           0           0           0           0           0           0 
Federal agency obligations(2)                                
  Bought outright                                181           9          72           5          10          14          11          17           6           2           5           9          19 
  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                     198,841      10,283      79,187       5,956      11,510      14,959      12,103      18,675       6,541       2,378       5,963       9,908      21,379 
                   Notes (3)                 213,271      11,029      84,934       6,388      12,345      16,044      12,982      20,030       7,015       2,551       6,396      10,627      22,930 
                   Bonds (4)                  81,362       4,207      32,402       2,437       4,710       6,121       4,952       7,642       2,676         973       2,440       4,054       8,748 
     Total bought outright(5)                493,474      25,519     196,524      14,780      28,565      37,124      30,037      46,347      16,232       5,902      14,798      24,589      53,057 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             493,474      25,519     196,524      14,780      28,565      37,124      30,037      46,347      16,232       5,902      14,798      24,589      53,057 
       Total loans and securities            543,245      25,532     246,104      14,786      28,575      37,143      30,052      46,375      16,260       5,914      14,827      24,598      53,080 
              
Items in process of collection                 8,690         355       1,043         431         374         550         890         746         409         547         514         337       2,496 
Bank premises                                  1,353          93         163          50         156         124         138         107          32         128          51         146         165 
Other assets(5)                               31,552       1,415      10,384         895       1,871       4,481       1,992       2,825         778         745         797       1,295       4,074 
Interdistrict settlement account                   0     + 7,013     -26,629     + 6,224     + 1,252     - 4,324     + 8,883     +17,785     + 4,154     - 4,741     + 2,593     -17,768     + 5,557 
          TOTAL ASSETS                       603,318      35,303     238,336      22,936      33,156      39,442      43,235      69,494      22,182       2,834      19,315       9,596      67,489 
 
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 $ 172 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 $ 47 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 16,858 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 690 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 December 1, 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                         556,532      32,715     225,119      21,617      30,078      33,764      39,937      64,992      20,544       1,206      17,690       7,782      61,089 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      14,939       1,341       2,498         420       1,565       1,275       1,079       2,160         849         540         693         748       1,773 
  U.S. Treasury--general account                5,082           0       5,082           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      162           7          46           4          10          30          10          14           3           5           3           6          24 
  Other                                           236           0         147           0           3          73           1           1           1           2           3           2           2 
    Total deposits                                            
Deferred credit items                           8,374         399         992         325         350         618         961         667         287         530         403         370       2,472 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         589,783      34,705     235,448      22,527      32,272      36,138      42,296      68,260      21,851       2,377      18,955       9,136      65,818 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,374         289       1,320         199         430       1,642         458         599         158         230         174         213         661 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,209          42         359          33          55         424          63          53          52          25          45          21          38 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   603,318      35,303     238,336      22,936      33,156      39,442      43,235      69,494      22,182       2,834      19,315       9,596      67,489 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        825,329      42,715     327,689      31,122      39,102      55,220      62,322      79,831      26,620      11,446      24,780      36,920      87,562 
  Less--Held by F.R. Banks                    268,797       9,999     102,570       9,506       9,024      21,457      22,385      14,839       6,076      10,240       7,089      29,138      26,473 
  F.R. notes, net                             556,532      32,715     225,119      21,617      30,078      33,764      39,937      64,992      20,544       1,206      17,690       7,782      61,089 
Collateral held against F.R. notes                          
   Gold certificate account                    11,048                   
   Special drawing rights                                     
     certificate account                        7,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        538,284                 
     Total collateral                         556,532                 
 
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
Accessibility
To comment on this site, please fill out our feedback form.
Last update: December 02, 1999