Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  October 10, 2002
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FEDERAL RESERVE
These data are scheduled for release each Thursday.
 

 
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
October 10, 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
Oct 9, 2002
Oct 2, 2002 Oct 10, 2001 Wednesday
Oct 9, 2002
Reserve Bank Credit                                         655,648     -   6,000     +  40,105       655,431 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    609,110     +   3,710     +  68,975       609,516 
    Held under repurchase agreements                              0             0             0             0 
  Federal agency obligations (1)                                                                  
    Bought outright                                              10             0             0            10 
    Held under repurchase agreements                              0             0             0             0 
  Repurchase agreements -- triparty (4)                       7,429     -  10,178     -  25,290         7,000 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                            45     +      45     +      37             0 
    Seasonal credit                                             136     -      35     +      55           137 
    Extended credit                                               0             0             0             0 
   Float                                                        453     +     390     -   1,284            48 
   Other F.R. assets                                         38,466     +      69     -   2,386        38,720 
Gold stock                                                  11,042            0    -       3       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,135     +      14     +   1,168        34,135 
        Total factors supplying reserve funds               703,026     -   5,986     +  41,271       702,808 
     
Currency in circulation*                                    661,489     +   1,544     +  44,847       663,386 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         376     -       3     -      52           381 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    5,106     -   1,076     +      30         4,401 
  Foreign                                                       116     +      29     -     533            76 
  Service-related balances and adjustments (5)               10,291     +     121     +   1,964        10,291 
  Other                                                         252     +      28     -      31           258 
Other F.R. liabilities and capital                           19,526     +      44     +   1,628        19,422 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     697,157     +     687     +  47,855       698,215 
Reserve balances with F.R. Banks  (6)                         5,869     -   6,674     -   6,585         4,594 
                                                                
On October 9, 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 $ 807,968 million, a change of $ - 4,665 million for the week. The total includes
$ 653,287 million of U.S. government securities and $ 154,681 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 $ 19,311 million (daily average over statement week) and $ 18,910 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,311 million (daily average)
and $ 18,910 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,063 million (daily average) and $ 1,158 million
(outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities.
3 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,185 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 $ 9,998 million and adjustments of $ 293 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
Oct 9, 2002
Wednesday
Oct 2, 2002
Wednesday
Oct 10, 2001
Gold certificate account                                         11,038                 0         -       7 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,072         -       6         -      38 
Loans                                                               137         -      20         +      16 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                             7,000         -  10,250         -  26,505 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        207,522         +   3,316         +  25,969 
                   Notes (3)                                    295,889         +       6         +  39,332 
                   Bonds (4)                                    106,104         +       4         +   4,103 
    Total bought outright (5)                                   609,516         +   3,326         +  69,405 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           609,516         +   3,326         +  69,405 
       Total loans and securities                               616,663         -   6,944         +  42,916 
     
Items in process of collection                    (1,091)         7,517         -   1,294         -   8,571 
Bank premises                                                     1,523         +       4         +      13 
Other assets (6)                                                 37,190         +     428         +     944 
                TOTAL ASSETS                      (1,091)       677,203         -   7,811         +  35,257 
     
                LIABILITIES                           
Federal Reserve notes                                           630,700         +   1,435         +  44,167 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        15,069         -   6,964         -   5,376 
  U.S. Treasury--general account                                  4,401         -     759         -     706 
  Foreign--official accounts                                         76         -       1         -     527 
    Other                                             (0)           258         +      10         -       1 
      Total deposits                                  (0)        19,803         -   7,715         -   6,610 
Deferred availability cash items                  (1,091)         7,278         -   1,626         -   3,884 
Other liabilities and accrued dividends (7)                       2,454         +      47         -     462 
                TOTAL LIABILITIES                 (1,091)       660,234         -   7,861         +  33,210 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,268         +       3         +   1,000 
Surplus                                                           7,312                 0         +     571 
Other capital accounts                                            1,389         +      46         +     476 
 
*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 $ 7,168 million of inflation-indexed securities valued at the original face amount and
$ 664 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and
$ 521 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 18,910 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 1,158 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, October 9, 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              50        18,269    +   1,794             0            0         7,000            0 
16 days to 90 days          86       135,392    +   1,957             0            0             0            0 
91 days to 1 year            0       145,800    -     434             0            0      ------      ------   
Over 1 to 5 years                    176,886    +       1            10            0      ------       ------   
Over 5 to 10 years                    51,444    +       5             0            0      ------       ------   
Over 10 years                         81,726    +       4             0            0      ------      ------   
           
Total                      137       609,516    +   3,326            10            0         7,000           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,185 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 October 9, 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                      11,038         533       4,363         430         522         819         926       1,080         346         179         309         485       1,046 
Special drawing rights certif. acct.           2,200         115         874          83         104         147         166         212          71          30          66          98         234 
Coin                                           1,072          46          56          51          54         142         138         133          61          34          71         157         128 
 
Loans                                            137           0           0           0           0           0           8          22          25          42          21           9          10 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)           7,000           0       7,000           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                     207,522      11,890      81,652       7,980      11,450      16,185      14,776      24,421       7,379       3,244       6,134       4,606      17,805 
                   Notes (3)                 295,889      16,953     116,421      11,378      16,326      23,077      21,068      34,820      10,521       4,626       8,746       6,567      25,386 
                   Bonds (4)                 106,104       6,079      41,748       4,080       5,854       8,275       7,555      12,486       3,773       1,659       3,136       2,355       9,103 
     Total bought outright(5)                609,516      34,922     239,821      23,438      33,630      47,538      43,400      71,728      21,673       9,528      18,017      13,527      52,294 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             609,516      34,922     239,821      23,438      33,630      47,538      43,400      71,728      21,673       9,528      18,017      13,527      52,294 
       Total loans and securities            616,663      34,923     246,825      23,438      33,630      47,539      43,409      71,751      21,699       9,570      18,038      13,537      52,305 
              
Items in process of collection                 8,608         521         902         402         408         662         644         645         377         493         619         323       2,612 
Bank premises                                  1,523          91         181          49         152         129         279         115          43         125          49         138         172 
Other assets(6)                               37,190       1,941      13,057       1,256       2,489       5,411       2,495       3,832         981         634         974         816       3,306 
Interdistrict settlement account                   0     - 7,066     +32,106     - 5,826     - 5,627     - 1,197     - 3,351     -12,245     - 2,603     + 4,024     - 2,779     +10,244     - 5,679 
          TOTAL ASSETS                       678,294      31,104     298,363      19,883      31,733      53,652      44,705      65,523      20,975      15,089      17,347      25,797      54,124 
 
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 $ 7,168 million of inflation-indexed securities valued at the original face amount and $ 664 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
4 Includes $ 5,074 million of inflation-indexed securities valued at the original face amount and $ 521 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 18,910 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 1,158 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 October 9, 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                         630,700      28,742     286,383      18,200      28,134      46,422      41,345      60,285      19,364      13,575      15,849      24,214      48,186 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      15,069         728       2,035         730       1,607       2,059       1,262       2,556         776         356         605         623       1,732 
  U.S. Treasury--general account                4,401           0       4,401           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       76           2          52           1           3           7           2           3           1           1           1           1           3 
  Other                                           258           6         147           0           0          91           1           4           3           2           1           0           0 
    Total deposits                                            
Deferred credit items                           8,369         591         871         350         437         653         857         670         311         491         381         491       2,266 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         661,326      30,217     294,643      19,390      30,322      49,483      43,666      63,776      20,561      14,505      16,933      25,424      52,406 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,268         432       1,769         237         692       2,068         474         847         199         328         200         183         840 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,389          37         447          35          54         343          31         107          66         138          23          27          82 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   678,294      31,104     298,363      19,883      31,733      53,652      44,705      65,523      20,975      15,089      17,347      25,797      54,124 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        750,654      34,107     320,331      26,165      32,601      55,880      57,846      67,528      22,760      15,400      20,429      33,782      63,826 
  Less--Held by F.R. Banks                    119,954       5,365      33,947       7,965       4,466       9,458      16,501       7,243       3,396       1,825       4,580       9,568      15,640 
  F.R. notes, net                             630,700      28,742     286,383      18,200      28,134      46,422      41,345      60,285      19,364      13,575      15,849      24,214      48,186 
Collateral held against F.R. notes                          
   Gold certificate account                    11,038                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                          936                 
   U.S. govt. and agency securities(3)        616,526                 
     Total collateral                         630,700                 
 
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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