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
                                                                                            January 6, 2000
Millions of dollars

 

On    January 5, 2000, the face amount of marketable U.S. government securities held in custody by the
Federal Reserve Banks for foreign official and international accounts was    633,502 million, a change of
 -$  5,454 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 $     36,283 million (daily average over statement week) and $     30,197 million (outstanding on
   Wednesday statement date) matched sale-purchase transactions, of which $     36,283 million (daily average)
   and $     30,197 million (outstanding on Wednesday statement date) were with foreign official and international
   accounts.  Includes securities loans of $      1,481 million (daily average) and $        615 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
   $        229 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 $      7,483 million and adjustments of $        384 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 January 5, 2000, $    144,000 million of option contracts on repurchase agreements with exercise dates from
January 6, 2000 through January 12, 2000 were outstanding. Of the $    222,950 million of contracts written with
exercise dates from December 30, 1999 through January 5, 2000, $          0 (daily average) and $          0 million (on January 5)
were exercised and are reflected in the repurchase agreement data shown on this release. 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

 
*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
   $        179 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
   $         49 million of compensation that adjusts for the effects of inflation on the principal of such
   securities.
5  Net of $     30,197 million matched sale-purchase transactions outstanding at the end of the latest
   statement week.  Includes securities loans of $        615 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,    January 5, 2000
Holdings of securities include securitites held under repurchase agreements, which are classified according
to remaining maturity.
 

Millions of dollars

 
1  Includes $      5,476 million of inflation-indexed securities valued at the original face amount and
   $        229 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    January 5, 2000
Millions of dollars

 

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  $        179 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  $         49 million
   of compensation that adjusts for the effects of inflation on the principal of such securities.
5  Net of $     30,197 million matched sale-purchase transactions outstanding at the end of the latest statement week.
   Includes securities loans of $        615 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    January 5, 2000
Millions of dollars

 
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.