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

Release Date:  May 04, 2000

Release dates
Current release  Other formats: Screen reader | ASCII | PDF (25 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
May 4, 2000
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
May 3, 2000
Apr 26, 2000 May 5, 1999 Wednesday
May 3, 2000
Reserve Bank Credit                                         568,555     +   4,550     +  48,069       574,324 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    506,650     -     741     +  33,079       507,137 
    Held under repurchase agreements                              0             0     -   9,155             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                             140             0     -     171           140 
    Held under repurchase agreements                              0             0     -   2,900             0 
  Repurchase agreements -- triparty (4)                      26,499     +   6,022     +  26,499        32,515 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           157     +      76     +     147            46 
    Seasonal credit                                             179     +      46     +     112           212 
    Extended credit                                               0             0             0             0 
   Float                                                        236     -     373     -     245          -106 
   Other F.R. assets                                         34,694     -     480     +     703        34,379 
Gold stock                                                  11,048            0    -       2       11,048 
Special drawing rights certificate account                    5,200             0     -   3,000         5,200 
Treasury currency outstanding                                28,659     +      14     +   1,902        28,659 
        Total factors supplying reserve funds               613,463     +   4,564     +  46,970       619,232 
                                                                          
Currency in circulation*                                    563,907     +      38     +  43,260       564,989 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         203     +       2     +      39           205 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                   14,439     +   2,022     +   6,551         8,027 
  Foreign                                                       127     +      37     -      83            71 
  Service-related balances and adjustments (5)                6,805     +       2     +      19         6,805 
  Other                                                         268     -      29     -       3           263 
Other F.R. liabilities and capital                           18,622     -     619     +   1,369        18,266 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     604,370     +   1,452     +  51,152       598,628 
                                                              
Reserve balances with F.R. Banks  (6)                         9,092     +   3,111     -   4,183        20,604 
                                                                
On May 3, 2000, 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 $ 710,978 million, a change of $ - 2,106 million for the week. The total includes
$ 625,144 million of U.S. government securities and $ 85,834 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 $ 17,157 million (daily average over statement week) and $ 16,674 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 17,157 million (daily average)
and $ 16,674 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,025 million (daily average) and $ 1,866 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 5,792 million of inflation-indexed securities valued at the original face amount and
$ 285 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 $ 6,536 million and adjustments of $ 270 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
May 3, 2000
Wednesday
Apr 26, 2000
Wednesday
May 5, 1999
Gold certificate account                                         11,048                 0         -       1 
Special drawing rights certificate account                        5,200                 0         -   3,000 
Coin                                                                553         +      15         +     142 
Loans                                                               258         -      27         +     168 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            32,515         -   7,265         +  32,515 
Federal agency obligations (2)                         
  Bought outright                                                   140                 0         -     171 
  Held under repurchase agreements                                    0                 0         -   2,488 
U.S. government securities (2)                       
  Bought outright--Bills                                        200,342         -     649         +   1,322 
                   Notes (3)                                    221,030         +       7         +  21,307 
                   Bonds (4)                                     85,765         +       3         +  11,034 
    Total bought outright (5)                                   507,137         -     639         +  33,663 
  Held under repurchase agreements (1)                                0                 0         -   9,705 
     Total U.S. government securities                           507,137         -     639         +  23,958 
       Total loans and securities                               540,050         -   7,931         +  53,983 
     
Items in process of collection                      (989)         8,110         +     232         -   2,637 
Bank premises                                                     1,393         +       5         +      82 
Other assets (6)                                                 33,133         -     973         +     462 
                TOTAL ASSETS                        (989)       599,488         -   8,651         +  49,032 
     
                LIABILITIES                           
Federal Reserve notes                                           537,088         +     138         +  40,760 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        27,616         +  12,571         +   4,684 
  U.S. Treasury--general account                                  8,027         -  21,417         +   3,028 
  Foreign--official accounts                                         71         -       8         -      96 
    Other                                             (0)           263         -      13         -      20 
      Total deposits                                  (0)        35,978         -   8,866         +   7,598 
Deferred availability cash items                    (989)         8,156         +     717         -     587 
Other liabilities and accrued dividends (7)                       4,818         -       8         +     407 
                TOTAL LIABILITIES                   (989)       586,040         -   8,019         +  48,177 
                                                     
                CAPITAL ACCOUNTS                     
Capital paid in                                                   6,755         +       4         +     568 
Surplus                                                           6,283         -     148         +     331 
Other capital accounts                                              410         -     488         -      44 
 
*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 $ 4,254 million of inflation-indexed securities valued at the original face amount and
$ 221 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
$ 64 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 16,674 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,866 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, May 3, 2000
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           92   17,346  -   2,129          0         0     30,510          0 
16 to 90 days           166  107,052  -     499          0         0      2,005          0 
91 days to 1 year         0  137,874  +   2,540         10         0   ------     ------   
Over 1 to 5 years            124,338  -     559         10         0   ------     ------   
Over 5 to 10 years            52,391  +       6        120         0   ------     ------   
Over 10 years                 68,137  +       2          0         0   ------     ------   
Total                   258  507,137  -     639        140         0     32,515          0 
 
1 Includes $ 5,792 million of inflation-indexed securities valued at the original face amount and
$ 285 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 May 3, 2000
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         535       4,430         414         520         750         802       1,064         359         158         340         514       1,162 
Special drawing rights certif. acct.           5,200         271       2,065         196         246         346         393         502         167          72         156         232         554 
Coin                                             553          19          36          20          29          75          64          68          34          33          49          61          64 
                                                                   
Loans                                            258          11           0           0           0          10           2          64          68          43          34           1          27 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)                         
Federal agency obligations(2)                                      
  Bought outright                                140           8          54           6           8           8           9          17           5           1           5           4          15 
  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                     200,342      11,501      77,333       8,344      11,211      11,761      13,335      23,964       7,610         843       6,676       5,928      21,835 
                   Notes (3)                 221,030      12,689      85,318       9,206      12,369      12,975      14,712      26,438       8,396         930       7,366       6,540      24,090 
                   Bonds (4)                  85,765       4,924      33,105       3,572       4,799       5,035       5,709      10,259       3,258         361       2,858       2,538       9,347 
     Total bought outright(5)                507,137      29,114     195,756      21,122      28,380      29,770      33,756      60,661      19,265       2,135      16,900      15,005      55,273 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             507,137      29,114     195,756      21,122      28,380      29,770      33,756      60,661      19,265       2,135      16,900      15,005      55,273 
       Total loans and securities            540,050      29,132     228,325      21,128      28,388      29,788      33,768      60,741      19,338       2,178      16,938      15,010      55,314 
                                                                   
Items in process of collection                 9,099         510       1,198         483         324         706         905         628         316         516         550         494       2,471 
Bank premises                                  1,393          93         163          50         157         124         181         106          33         127          50         145         164 
Other assets(5)                               33,133       1,580      11,171       1,132       1,966       5,013       2,175       3,212         980         659         958       1,011       3,275 
Interdistrict settlement account                   0     + 2,154     -   758     -   749     + 3,241     + 1,308     + 1,963     -   266     -   342     -   464     -   868     - 4,920     -   299 
          TOTAL ASSETS                       600,477      34,296     246,630      22,673      34,871      38,111      40,250      66,054      20,885       3,279      18,174      12,547      62,707 
 

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 $ 4,254 million of inflation-indexed securities valued at the original face amount and $ 221 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 $ 64 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 16,674 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,866 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 May 3, 2000
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         537,088      31,209     224,698      21,170      30,986      30,440      35,782      59,658      19,283       1,433      16,322      10,756      55,350 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      27,616       1,698       7,861         434       2,274       3,294       2,197       3,949         747         714         838         801       2,809 
  U.S. Treasury--general account                8,027           0       8,027           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       71           1          47           1           2           8           2           3           1           1           1           1           3 
  Other                                           263           1         140           1           7         106           1           1           0           3           1           1           2 
    Total deposits                                            
Deferred credit items                           9,145         508       1,122         443         426         698         954         667         326         542         460         378       2,622 
Other liabilities and accrued             
  dividends (2)                           
     4,818         280       1,663         213         286         346 ;        355         550         199          69         184         173         500 
    TOTAL LIABILITIES                         587,029      33,696     243,559      22,263      33,981      34,892      39,291      64,827      20,556       2,763      17,806      12,110      61,285 
 
       CAPITAL ACCOUNTS                                             
Capital paid in                                 6,755         290       1,492         202         444       1,675         482         616         160         271         181         217         725 
Surplus                                         6,283         289       1,325         199         444       1,544         460         578         158         235         179         211         660 
Other capital accounts                            410          22         254           9           2           0          17          32          11          10           8           9          36 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   600,477      34,296     246,630      22,673      34,871      38,111      40,250      66,054      20,885       3,279      18,174      12,547      62,707 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        782,353      39,995     312,831      30,698      38,944      50,662      59,960      73,721      24,862      10,529      22,989      34,556      82,607 
  Less--Held by F.R. Banks                    245,265       8,786      88,133       9,528       7,958      20,222      24,178      14,063       5,578       9,095       6,667      23,800      27,257 
  F.R. notes, net                             537,088      31,209     224,698      21,170      30,986      30,440      35,782      59,658      19,283       1,433      16,322      10,756      55,350 
Collateral held against F.R. notes                          
   Gold certificate account                    11,048                   
   Special drawing rights                 
     certificate account                  
 
     5,200 
                
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        520,840                 
     Total collateral                         537,088                 
 
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 (25 KB)
Home
Accessibility
To comment on this site, please fill out our feedback form.
Last update: May 04, 2000