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

Release Date:  November 23, 2001

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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 Federal Reserve Banks
November 23, 2001
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
Nov 21, 2001
Nov 14, 2001 Nov 22, 2000 Wednesday
Nov 21, 2001
Reserve Bank Credit                                         619,225     +   3,223     +  51,224       623,390 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    549,068     +   3,031     +  36,043       549,166 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0     -     120            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                      34,257     +   3,253     +  14,639        36,250 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            33     -      57     -     383             4 
    Seasonal credit                                              30     -       1     -     118            31 
    Extended credit                                               0             0             0             0 
   Float                                                        601     +     529     -     351         2,391 
   Other F.R. assets                                         35,226     -   3,532     +   1,514        35,538 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0     -   1,000         2,200 
Treasury currency outstanding                                33,111     +      14     +   1,800        33,111 
        Total factors supplying reserve funds               665,581     +   3,237     +  52,024       669,746 
     
Currency in circulation*                                    622,985     +   1,615     +  46,435       626,282 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         436     -       2     +     147           428 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,603     +     913     +     428         4,627 
  Foreign                                                       172     +      23     +      80           163 
  Service-related balances and adjustments (5)                8,242     +     450     +   1,642         8,242 
  Other                                                         274     +      18     +      36           257 
Other F.R. liabilities and capital                           17,766     -     201     +      11        17,606 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     655,478     +   2,815     +  48,780       657,605 
Reserve balances with F.R. Banks  (6)                        10,103     +     422     +   3,244        12,141 
                                                                
On November 21, 2001, 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 $ 740,922 million, a change of $ + 4,554 million for the week. The total includes
$ 608,839 million of U.S. government securities and $ 132,083 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 $ 18,764 million (daily average over statement week) and $ 19,434 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,764 million (daily average)
and $ 19,434 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 4,371 million (daily average) and $ 4,544 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 940 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 $ 7,804 million and adjustments of $ 438 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
Nov 21, 2001
Wednesday
Nov 14, 2001
Wednesday
Nov 22, 2000
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0         -   1,000 
Coin                                                              1,074         -      33         +     169 
Loans                                                                35         +       5         -     111 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            36,250         -   1,505         +  11,635 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        184,655         +   1,149         +     772 
                   Notes (3)                                    261,475         +     935         +  24,230 
                   Bonds (4)                                    103,035         -     219         +  10,350 
    Total bought outright (5)                                   549,166         +   1,866         +  35,353 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           549,166         +   1,866         +  35,353 
       Total loans and securities                               585,460         +     365         +  46,756 
     
Items in process of collection                    (1,094)         9,608         -   5,063         +   1,136 
Bank premises                                                     1,519         +       1         +      76 
Other assets (6)                                                 34,225         -   3,407         +   1,703 
                TOTAL ASSETS                      (1,094)       645,131         -   8,137         +  48,838 
     
                LIABILITIES                           
Federal Reserve notes                                           594,673         +   3,154         +  44,481 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        19,627         -   7,198         +   3,357 
  U.S. Treasury--general account                                  4,627         -     720         +     214 
  Foreign--official accounts                                        163         -     308         +      92 
    Other                                             (0)           257         -       5         +      24 
      Total deposits                                  (0)        24,674         -   8,230         +   3,687 
Deferred availability cash items                  (1,094)         8,178         -   3,063         +     733 
Other liabilities and accrued dividends (7)                       2,696         -      48         -   1,672 
                TOTAL LIABILITIES                 (1,094)       630,221         -   8,188         +  47,229 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,281         +       4         +     251 
Surplus                                                           6,730         -       5         +   4,051 
Other capital accounts                                              899         +      51         -   2,693 
 
*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 $ 5,739 million of inflation-indexed securities valued at the original face amount and
$ 576 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and
$ 364 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 19,434 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 4,544 million that are fully collateralized by other
U.S. government securities.
6 Includes assets denominated in foreign currencies, revalued daily at market exchange rates.
7 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of
foreign exchange commitments.
Components may not add to totals due to rounding.
 
 
MATURITY DISTRIBUTION OF LOANS AND SECURITIES, November 21, 2001
 

 

 
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              31        21,887    -     848             0            0        22,250            0 
16 days to 90 days           4       115,019    -   2,360             0            0        14,000            0 
91 days to 1 year            0       130,027    +     675             0            0      ------      ------   
Over 1 to 5 years                    150,147    +   2,339            10            0      ------       ------   
Over 5 to 10 years                    53,245    +   3,031             0            0      ------       ------   
Over 10 years                         78,840    -     971             0            0      ------      ------   
           
Total                       35       549,166    +   1,866            10            0        36,250           0 
 
1 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and
$ 940 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 November 21, 2001
Millions of dollars
ASSETS Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Gold certificate account                      11,045         546       4,451         454         538         741         871       1,028         343         143         317         477       1,136 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,074          55          71          43          65         173         117         123          58          33          69         130         138 
 
Loans                                             35           1           0           0           0           0           4          11           4           3           7           2           3 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          36,250           0      36,250           0           0           0           0           0           0           0           0           0           0 
Federal agency obligations(2)                                
  Bought outright                                 10           1           4           0           1           1           1           1           0           0           0           0           1 
  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                     184,655      11,094      75,641       7,585      10,811      11,031      12,697      20,914       6,656         576       5,699       3,347      18,604 
                   Notes (3)                 261,475      15,710     107,109      10,740      15,308      15,621      17,980      29,614       9,424         816       8,071       4,740      26,343 
                   Bonds (4)                 103,035       6,191      42,207       4,232       6,032       6,155       7,085      11,670       3,714         321       3,180       1,868      10,381 
     Total bought outright(5)                549,166      32,995     224,956      22,556      32,151      32,807      37,762      62,197      19,794       1,713      16,950       9,955      55,327 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             549,166      32,995     224,956      22,556      32,151      32,807      37,762      62,197      19,794       1,713      16,950       9,955      55,327 
       Total loans and securities            585,460      32,996     261,211      22,557      32,151      32,808      37,767      62,210      19,798       1,716      16,958       9,957      55,332 
              
Items in process of collection                10,702         557         986         539         403       1,019       1,362         827         782         566         634         496       2,530 
Bank premises                                  1,519          93         175          49         152         133         286         110          41         123          49         137         172 
Other assets(6)                               34,225       1,761      12,403       1,178       2,025       4,748       2,247       3,209         909         665         923         768       3,389 
Interdistrict settlement account                   0     - 1,928     -21,525     -   649     - 1,629     +10,732     + 3,611     + 6,996     +   640     + 9,708     -   950     + 3,485     - 8,490 
          TOTAL ASSETS                       646,226      34,195     258,644      24,254      33,810      50,500      46,426      74,715      22,642      12,984      18,066      15,548      54,441 
 
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 $ 5,739 million of inflation-indexed securities valued at the original face amount and $ 576 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 3,972 million of inflation-indexed securities valued at the original face amount and $ 364 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 19,434 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 4,544 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 November 21, 2001
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         594,673      31,102     242,782      22,137      30,462      44,178      43,165      68,600      21,365      11,717      16,507      14,140      48,519 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      19,627       1,479       5,798         919       1,506       1,694       1,051       3,506         562         344         573         555       1,639 
  U.S. Treasury--general account                4,627           0       4,627           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                      163           2         139           1           2           7           2           3           1           1           1           1           3 
  Other                                           257           1         132           0           2         100           1           1           0           0          15           1           3 
    Total deposits                                            
Deferred credit items                           9,272         578       1,140         607         431         779         876         724         284         580         473         403       2,396 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         631,316      33,328     255,490      23,787      32,563      46,998      45,320      73,120      22,327      12,704      17,678      15,192      52,809 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,281         421       1,472         222         613       1,757         543         775         149         179         189         163         798 
Surplus                                         6,730         358       1,468         228         472       1,679         495         632         138         101         179         188         792 
Other capital accounts                            899          88         214          17         162          67          69         188          28           0          21           5          41 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   646,226      34,195     258,644      24,254      33,810      50,500      46,426      74,715      22,642      12,984      18,066      15,548      54,441 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        746,713      35,941     287,856      28,829      35,451      55,705      65,030      75,634      24,116      14,095      20,895      33,259      69,902 
  Less--Held by F.R. Banks                    152,040       4,838      45,074       6,693       4,989      11,527      21,865       7,034       2,751       2,379       4,389      19,119      21,383 
  F.R. notes, net                             594,673      31,102     242,782      22,137      30,462      44,178      43,165      68,600      21,365      11,717      16,507      14,140      48,519 
Collateral held against F.R. notes                          
   Gold certificate account                    11,045                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        581,428                 
     Total collateral                         594,673                 
 
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: November 23, 2001