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

Release Date:  January 17, 2002

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 Federal Reserve Banks
January 17, 2002
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
Jan 16, 2002
Jan 9, 2002 Jan 17, 2001 Wednesday
Jan 16, 2002
Reserve Bank Credit                                         629,104     -   2,489     +  51,283       627,759 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    558,463     +   2,113     +  42,175       559,730 
    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)                      32,971     -   3,958     +   8,743        30,900 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                             8     -     147     +       4             2 
    Seasonal credit                                              10     -       2     -      16            12 
    Extended credit                                               0             0             0             0 
   Float                                                        -81     -   1,005     -     812          -643 
   Other F.R. assets                                         37,723     +     510     +   1,308        37,748 
Gold stock                                                  11,045            0    -       1       11,045 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                33,223     +      14     +   1,430        33,223 
        Total factors supplying reserve funds               675,572     -   2,475     +  52,713       674,227 
     
Currency in circulation*                                    632,744     -   6,314     +  48,405       632,241 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         432     +       4     -      24           416 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,712     +     659     -     817         6,719 
  Foreign                                                       271     +     167     +     165            88 
  Service-related balances and adjustments (5)                8,888     +      19     +   2,256         8,888 
  Other                                                         232     +      45     +      33           238 
Other F.R. liabilities and capital                           17,693     +     247     -     572        17,464 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     665,972     -   5,173     +  49,446       666,054 
Reserve balances with F.R. Banks  (6)                         9,600     +   2,699     +   3,267         8,172 
                                                                
On January 16, 2002, 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 $ 729,366 million, a change of $ + 210 million for the week. The total includes
$ 593,939 million of U.S. government securities and $ 135,427 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 $ 18,661 million (daily average over statement week) and $ 17,980 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 18,661 million (daily average)
and $ 17,980 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,624 million (daily average) and $ 2,335 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 10,186 million of inflation-indexed securities valued at the original face amount and
$ 951 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 $ 8,399 million and adjustments of $ 489 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
Jan 16, 2002
Wednesday
Jan 9, 2002
Wednesday
Jan 17, 2001
Gold certificate account                                         11,045                 0         -       1 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,094         +      41         +     107 
Loans                                                                14         -     999         -      11 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            30,900         -   6,600         +   8,380 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0         -     120 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        187,759         +   1,538         +   3,749 
                   Notes (3)                                    267,733         -       3         +  27,886 
                   Bonds (4)                                    104,238         +     580         +  11,317 
    Total bought outright (5)                                   559,730         +   2,116         +  42,952 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           559,730         +   2,116         +  42,952 
       Total loans and securities                               590,654         -   5,484         +  51,201 
     
Items in process of collection                    (1,279)         8,657         -     423         -   6,838 
Bank premises                                                     1,512         +       1         +      49 
Other assets (6)                                                 36,123         +     150         +   1,034 
                TOTAL ASSETS                      (1,279)       651,285         -   5,715         +  45,551 
     
                LIABILITIES                           
Federal Reserve notes                                           600,528         -   4,145         +  47,199 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        17,869         -   3,703         +   4,245 
  U.S. Treasury--general account                                  6,719         +   1,612         -   1,260 
  Foreign--official accounts                                         88         +       7         -      15 
    Other                                             (0)           238         +      54         -      45 
      Total deposits                                  (0)        24,915         -   2,028         +   2,925 
Deferred availability cash items                  (1,279)         8,378         +     403         -   4,101 
Other liabilities and accrued dividends (7)                       2,353         -       9         -   1,726 
                TOTAL LIABILITIES                 (1,279)       636,174         -   5,779         +  44,297 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   7,419                 0         +     419 
Surplus                                                           7,277         +       5         +   1,087 
Other capital accounts                                              414         +      58         -     253 
 
*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 $ 5,766 million of inflation-indexed securities valued at the original face amount and
$ 561 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 4,420 million of inflation-indexed securities valued at the original face amount and
$ 390 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 17,980 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,335 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, January 16, 2002
 

 

 
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               5        22,622    +   6,355             0            0        25,900            0 
16 days to 90 days           9       116,887    -   5,393             0            0         5,000            0 
91 days to 1 year            0       132,034    +     576             0            0      ------      ------   
Over 1 to 5 years                    156,660    +   1,704            10            0      ------       ------   
Over 5 to 10 years                    51,630    -   1,706             0            0      ------       ------   
Over 10 years                         79,897    +     580             0            0      ------      ------   
           
Total                       14       559,730    +   2,116            10            0        30,900           0 
 
1 Includes $ 10,186 million of inflation-indexed securities valued at the original face amount and
$ 951 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 16, 2002
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                                           1,094          60          61          49          61         171         121         119          61          33          76         135         146 
 
Loans                                             14           3           0           0           0           0           0           7           2           1           0           0           1 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          30,900           0      30,900           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                     187,759      11,281      76,912       7,712      10,992      11,217      12,911      21,265       6,767         586       5,795       3,404      18,916 
                   Notes (3)                 267,733      16,086     109,672      10,997      15,674      15,994      18,410      30,323       9,650         835       8,264       4,854      26,974 
                   Bonds (4)                 104,238       6,263      42,700       4,281       6,103       6,227       7,168      11,806       3,757         325       3,217       1,890      10,502 
     Total bought outright(5)                559,730      33,630     229,284      22,990      32,769      33,439      38,489      63,394      20,174       1,746      17,276      10,147      56,392 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             559,730      33,630     229,284      22,990      32,769      33,439      38,489      63,394      20,174       1,746      17,276      10,147      56,392 
       Total loans and securities            590,654      33,633     260,188      22,991      32,770      33,439      38,490      63,402      20,177       1,747      17,277      10,147      56,393 
              
Items in process of collection                 9,936         508       1,178         471         362         748         802         901         508         738         579         406       2,735 
Bank premises                                  1,512          91         177          49         151         132         281         106          43         123          49         137         171 
Other assets(6)                               36,123       1,873      13,203       1,323       2,134       4,805       2,379       3,432         980         656         978         795       3,565 
Interdistrict settlement account                   0     - 2,939     -11,507     - 2,547     - 2,616     +11,864     + 3,846     + 3,105     +     4     +11,938     - 1,219     + 2,214     -12,143 
          TOTAL ASSETS                       652,564      33,888     268,625      22,873      33,505      52,048      46,955      72,305      22,189      15,407      18,122      14,410      52,238 
 
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 $ 5,766 million of inflation-indexed securities valued at the original face amount and $ 561 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 4,420 million of inflation-indexed securities valued at the original face amount and $ 390 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 17,980 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,335 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 16, 2002
Millions of dollars
LIABILITIES Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas
City
Dallas San
Francisco
Federal Reserve notes                         600,528      31,177     253,153      20,786      30,096      44,399      43,593      67,154      20,957      13,883      16,459      12,818      46,052 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      17,869       1,052       3,491         917       1,524       3,085       1,223       2,460         511         465         657         719       1,765 
  U.S. Treasury--general account                6,719           0       6,719           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       88           2          64           1           2           7           2           3           1           1           1           1           3 
  Other                                           238           2         137           0           2          90           1           1           0           0           3           1           1 
    Total deposits                                            
Deferred credit items                           9,657         648       1,147         599         375         731         930         797         296         607         510         451       2,566 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         637,453      33,023     265,460      22,413      32,130      48,514      45,945      70,670      21,871      15,017      17,726      14,074      50,611 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 7,419         419       1,504         220         681       1,758         449         790         149         307         191         164         787 
Surplus                                         7,277         418       1,504         221         665       1,757         535         793         149          84         191         164         796 
Other capital accounts                            414          28         157          19          29          18          27          52          19           0          13           8          44 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   652,564      33,888     268,625      22,873      33,505      52,048      46,955      72,305      22,189      15,407      18,122      14,410      52,238 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        750,973      35,872     295,952      28,135      34,964      55,207      63,669      74,486      24,011      16,250      21,029      32,707      68,693 
  Less--Held by F.R. Banks                    150,445       4,694      42,798       7,350       4,868      10,808      20,076       7,332       3,054       2,367       4,569      19,888      22,641 
  F.R. notes, net                             600,528      31,177     253,153      20,786      30,096      44,399      43,593      67,154      20,957      13,883      16,459      12,818      46,052 
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)        587,283                 
     Total collateral                         600,528                 
 
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: January 17, 2002