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

Release Date:  December 09, 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
December 9, 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 8, 1999
Dec 1, 1999 Dec 9, 1998 Wednesday
Dec 8, 1999
Reserve Bank Credit                                         574,563     +   1,016     +  78,564       578,321 
  U.S. government securities (1)                              
    Bought outright-system account (2,3)                    493,998     +     421     +  39,468       494,744 
    Held under repurchase agreements                              0             0     -   3,509             0 
  Federal agency obligations (1)                              
    Bought outright                                             181             0     -     187           181 
    Held under repurchase agreements                              0             0     -   3,245             0 
  Repurchase agreements -- triparty (4)                      45,754     -     349     +  45,754        47,025 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            21     -      38     +      19            32 
    Seasonal credit                                              61     -       4     +      49            55 
    Special Liquidity Facility                                   10     +       2     +      10            11 
    Extended credit                                               0             0             0             0 
   Float                                                      1,229     +   1,024     +     472         2,673 
   Other F.R. assets                                        33,310    -      40    -     267       33,600 
Gold stock                                                   11,048     -       1     +       7        11,048 
Special drawing rights certificate account                    7,200             0     -   2,000         7,200 
Treasury currency outstanding                                27,583     +      26     +   1,383        27,583 
        Total factors supplying reserve funds               620,395     +   1,042     +  77,955       624,153 
     
Currency in circulation*                                    584,927     +   4,537     +  78,168       588,843 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         112     +      23     +      14           108 
Deposits,other than reserve balances,with F.R.Banks           
  Treasury                                                    4,800     -     307     -     235         5,127 
  Foreign                                                       186     -      25     +      32           178 
  Service-related balances and adjustments (5)                7,095     -     199     +     358         7,095 
  Other                                                         224     -      21     -     122           214 
Other F.R. liabilities and capital                           18,345     -      48     +   1,846        18,142 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     615,689     +   3,960     +  80,062       619,708 
Reserve balances with F.R. Banks  (6)                         4,706     -   2,918     -   2,107         4,445 
 

On December 8, 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 624,916 million, a change of
-$ 772 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 $ 16,461 million (daily average over statement week) and $ 16,466 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 16,461 million (daily average)
and $ 16,466 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 352 million (daily average) and $ 151 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
$ 220 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 $ 6,857 million and adjustments of $ 238 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 8, 1999, option contracts on repurchase agreements were outstanding as follows:
$ 114 million with exercise dates from December 23, 1999 through December 29, 1999;
$ 223 million with exercise dates from December 30, 1999 through January 5, 2000; and
$ 144 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 8, 1999
Wednesday
Dec 1, 1999
Wednesday
Dec 9, 1998
Gold certificate account                                         11,048                 0         +       7 
Special drawing rights certificate account                        7,200                 0         -   2,000 
Coin                                                                228         -       2         -     157 
Loans                                                                98         +      13         +      80 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            47,025         -   2,480         +  47,025 
Federal agency obligations (2)                         
  Bought outright                                                   181                 0         -     187 
  Held under repurchase agreements                                    0                 0         -   3,486 
U.S. government securities (2)                       
  Bought outright--Bills                                        199,233         +     392         +   1,820 
                   Notes (3)                                    213,273         +       2         +  25,383 
                   Bonds (4)                                     82,238         +     876         +  12,766 
    Total bought outright (5)                                   494,744         +   1,270         +  39,969 
  Held under repurchase agreements (1)                                0                 0         -   4,897 
     Total U.S. government securities                           494,744         +   1,270         +  35,072 
       Total loans and securities                               542,048         -   1,197         +  78,504 
     
Items in process of collection                      (852)         8,958         +     920         +     585 
Bank premises                                                     1,354         +       1         +      59 
Other assets (6)                                                 32,081         +     529         -   1,012 
                TOTAL ASSETS                        (852)       602,917         +     251         +  75,986 
     
                LIABILITIES                           
Federal Reserve notes                                           561,596         +   5,064         +  79,395 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        10,189         -   4,750         -   5,829 
  U.S. Treasury--general account                                  5,127         +      45         +     928 
  Foreign--official accounts                                        178         +      16         +      23 
    Other                                             (2)           214         -      22         -     113 
      Total deposits                                  (2)        15,709         -   4,711         -   4,989 
Deferred availability cash items                    (850)         7,469         -     253         +      86 
Other liabilities and accrued dividends (7)                       4,457                 0         +     100 
                TOTAL LIABILITIES                   (852)       589,232         +     101         +  74,593 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   6,412         +      38         +     475 
Surplus                                                           5,952                 0         +     732 
Other capital accounts                                            1,320         +     111         +     185 
 
*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
$ 173 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 $ 16,466 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 151 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 8, 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              52        15,145    +   3,707             0            0         4,850            0 
16 to 90 days               43       105,402    +   1,980            31            0        42,175            0 
91 days to 1 year            3       135,375    -   5,295            20            0      ------      ------   
Over 1 to 5 years                    122,414            0            10            0      ------       ------   
Over 5 to 10 years                    50,521    +       1           120            0      ------       ------   
Over 10 years                         65,886    +     875             0            0      ------      ------   
           
Total                       98       494,744    +   1,270           181            0        47,025           0 
 
1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and
$ 220 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 8, 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                                             228           6          11          13          12          38          30          27          11          11          17          18          34 
 
Loans                                             98          14           2           0           0           8           4          12          14           9          19           2          14 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          47,025           0      47,025           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                     199,233      10,303      79,344       5,967      11,533      14,988      12,127      18,712       6,554       2,383       5,975       9,927      21,421 
                   Notes (3)                 213,273      11,029      84,935       6,388      12,345      16,044      12,982      20,031       7,015       2,551       6,396      10,627      22,930 
                   Bonds (4)                  82,238       4,253      32,751       2,463       4,760       6,187       5,006       7,724       2,705         984       2,466       4,098       8,842 
     Total bought outright(5)                494,744      25,585     197,030      14,818      28,638      37,220      30,115      46,467      16,274       5,917      14,836      24,652      53,193 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             494,744      25,585     197,030      14,818      28,638      37,220      30,115      46,467      16,274       5,917      14,836      24,652      53,193 
       Total loans and securities            542,048      25,608     244,129      14,824      28,649      37,241      30,130      46,495      16,294       5,928      14,861      24,662      53,227 
              
Items in process of collection                 9,810         951       1,129         455         434         732       1,126         692         346         622         625         354       2,344 
Bank premises                                  1,354          93         163          50         156         124         138         107          32         128          51         146         165 
Other assets(5)                               32,081       1,434      10,598         974       1,897       4,519       2,024       2,864         789         746         807       1,311       4,117 
Interdistrict settlement account                   0     + 6,087     -24,575     + 5,935     +   382     - 3,830     + 8,599     +17,609     + 3,785     - 4,704     + 2,180     -16,004     + 4,535 
          TOTAL ASSETS                       603,768      35,068     238,714      22,787      32,444      40,258      43,294      69,425      21,797       2,962      19,057      11,459      66,503 
 
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 $ 173 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 $ 16,466 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 151 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 8, 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                         561,596      33,268     226,572      21,607      30,099      34,235      40,159      65,197      20,597       1,651      17,746       9,789      60,674 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      10,189         509       1,220         261         702       1,479         835       1,901         437         279         378         614       1,575 
  U.S. Treasury--general account                5,127           0       5,127           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      178           7          62           4          10          30          10          14           3           5           3           6          24 
  Other                                           216           0         141           0          -4          62           8           1           1           1           2           2           3 
    Total deposits                                            
Deferred credit items                           8,320         437       1,132         340         471         691       1,022         638         258         473         401         354       2,104 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         590,084      34,462     235,805      22,374      31,550      36,885      42,350      68,176      21,464       2,500      18,693      10,993      64,833 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,412         289       1,325         199         434       1,691         458         601         159         230         174         213         640 
Surplus                                         5,952         267       1,208         177         399       1,238         418         583         121         202         140         227         972 
Other capital accounts                          1,320          49         375          37          62         445          68          65          54          30          49          26          59 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   603,768      35,068     238,714      22,787      32,444      40,258      43,294      69,425      21,797       2,962      19,057      11,459      66,503 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                    
F.R. notes outstanding                        824,756      42,967     327,382      31,043      39,212      55,021      62,291      79,743      26,575      11,428      24,744      36,811      87,540 
  Less--Held by F.R. Banks                    263,160       9,698     100,810       9,436       9,113      20,785      22,132      14,546       5,978       9,777       6,997      27,022      26,866 
  F.R. notes, net                             561,596      33,268     226,572      21,607      30,099      34,235      40,159      65,197      20,597       1,651      17,746       9,789      60,674 
Collateral held against F.R. notes                          
   Gold certificate account                    11,048                   
   Special drawing rights                                     
     certificate account                        7,200                 
   Other eligible assets                        1,398                 
   U.S. govt. and agency securities(3)        541,950                 
     Total collateral                         561,596                 
 
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: December 09, 1999