Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date:  November 21, 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
November 21, 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
Nov 20, 2002
Nov 13, 2002 Nov 21, 2001 Wednesday
Nov 20, 2002
Reserve Bank Credit                                         666,088     -     264     +  46,885       663,006 
  U.S. government securities (1)                                                                  
    Bought outright-system account (2,3)                    608,053     -     427     +  58,985       606,396 
    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)                      20,929     +   4,108     -  13,328        19,250 
  Acceptances                                                     0             0             0             0 
  Loans to depository institutions                            
    Adjustment credit                                           310     +      68     +     277             1 
    Seasonal credit                                              60     -       6     +      30            56 
    Extended credit                                               0             0             0             0 
   Float                                                       -295     -     947     -     873           766 
   Other F.R. assets                                         37,021     -   3,059     +   1,794        36,528 
Gold stock                                                  11,042            0    -       3       11,042 
Special drawing rights certificate account                    2,200             0             0         2,200 
Treasury currency outstanding                                34,401     +      14     +   1,427        34,401 
        Total factors supplying reserve funds               713,731     -     250     +  48,309       710,650 
     
Currency in circulation*                                    667,786     -     274     +  44,939       668,842 
Reverse repurchase agreements -- triparty (4)                     0             0             0             0 
Treasury cash holdings*                                         387     +       1     -      49           386 
Deposits,other than reserve balances,with F.R.Banks                                               
  Treasury                                                    4,868     -     145     -     735         4,519 
  Foreign                                                       147     +      70     -      25            72 
  Service-related balances and adjustments (5)               10,461     +     134     +   2,224        10,461 
  Other                                                         250     +      14     -      24           231 
Other F.R. liabilities and capital                           19,791     -     221     +   2,025        19,307 
        Total factors, other than reserve balances,    
        absorbing reserve funds                       
     703,692     -     420     +  48,358       703,817 
Reserve balances with F.R. Banks  (6)                        10,040     +     171     -      47         6,833 
                                                                
On November 20, 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 $ 822,919 million, a change of $ + 13,032 million for the week. The total includes
$ 672,769 million of U.S. government securities and $ 150,150 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 $ 20,417 million (daily average over statement week) and $ 22,078 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,882 million (daily average)
and $ 19,578 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 2,217 million (daily average) and $ 2,188 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
$ 1,232 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 $ 10,283 million and adjustments of $ 178 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 20, 2002
Wednesday
Nov 13, 2002
Wednesday
Nov 21, 2001
Gold certificate account                                         11,038                 0         -       7 
Special drawing rights certificate account                        2,200                 0                 0 
Coin                                                              1,076         -       4         +       2 
Loans                                                                57         -      10         +      22 
Acceptances                                                           0                 0                 0 
Repurchase agreements -- triparty (1)                            19,250         -   1,750         -  17,000 
Federal agency obligations (2)                         
  Bought outright                                                    10                 0                 0 
  Held under repurchase agreements                                    0                 0                 0 
U.S. government securities (2)                       
  Bought outright--Bills                                        204,355         -   2,594         +  19,700 
                   Notes (3)                                    297,336         +   1,422         +  35,861 
                   Bonds (4)                                    104,705         -   1,417         +   1,670 
    Total bought outright (5)                                   606,396         -   2,588         +  57,230 
  Held under repurchase agreements                                    0                 0                 0 
     Total U.S. government securities                           606,396         -   2,588         +  57,230 
       Total loans and securities                               625,712         -   4,349         +  40,252 
     
Items in process of collection                    (1,280)         8,236         -   7,345         -   1,372 
Bank premises                                                     1,533         +       3         +      14 
Other assets (6)                                                 34,994         -   3,742         +     769 
                TOTAL ASSETS                      (1,280)       684,788         -  15,439         +  39,657 
     
                LIABILITIES                           
Federal Reserve notes                                           635,898         -     603         +  41,225 
Reverse repurchase agreements -- triparty (1)                         0                 0                 0 
Deposits                                             
  Depository institutions                                        16,943         -  10,302         -   2,684 
  U.S. Treasury--general account                                  4,519         -      73         -     108 
  Foreign--official accounts                                         72         -       4         -      91 
    Other                                             (0)           231         -       7         -      26 
      Total deposits                                  (0)        21,764         -  10,387         -   2,910 
Deferred availability cash items                  (1,280)         7,820         -   4,062         -     358 
Other liabilities and accrued dividends (7)                       2,421         -      48         -     275 
                TOTAL LIABILITIES                 (1,280)       667,903         -  15,100         +  37,682 
     
                CAPITAL ACCOUNTS                       
Capital paid in                                                   8,304         +      19         +   1,023 
Surplus                                                           7,312                 0         +     582 
Other capital accounts                                            1,270         -     357         +     371 
 
*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
$ 692 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
$ 541 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 22,078 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,188 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 20, 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              45        22,429    +   7,606             0            0        14,250            0 
16 days to 90 days          12       135,186    -   6,671             0            0         5,000            0 
91 days to 1 year            0       142,178    -   1,259             0            0      ------      ------   
Over 1 to 5 years                    173,804    -   2,379            10            0      ------       ------   
Over 5 to 10 years                    52,972    +   2,032             0            0      ------       ------   
Over 10 years                         79,827    -   1,916             0            0      ------      ------   
           
Total                       57       606,396    -   2,588            10            0        19,250           0 
 
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,232 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 20, 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                                           1,076          52          48          63          50         141         122         136          62          35          74         162         131 
 
Loans                                             57           0           0           1           0           0           7           3          14          15          13           5           0 
Acceptances                                        0           0           0           0           0           0           0           0           0           0           0           0           0 
Repurchase Agreements -- triparty(1)          19,250           0      19,250           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                     204,355      11,708      80,406       7,858      11,275      15,938      14,551      24,049       7,266       3,195       6,041       4,535      17,533 
                   Notes (3)                 297,336      17,036     116,990      11,433      16,405      23,190      21,171      34,991      10,573       4,648       8,789       6,599      25,510 
                   Bonds (4)                 104,705       5,999      41,197       4,026       5,777       8,166       7,455      12,322       3,723       1,637       3,095       2,324       8,983 
     Total bought outright(5)                606,396      34,743     238,593      23,318      33,458      47,294      43,178      71,361      21,562       9,480      17,925      13,458      52,026 
  Held under repurchase agreements                 0           0           0           0           0           0           0           0           0           0           0           0           0 
     Total U.S. govt. securities             606,396      34,743     238,593      23,318      33,458      47,294      43,178      71,361      21,562       9,480      17,925      13,458      52,026 
       Total loans and securities            625,712      34,744     257,847      23,319      33,458      47,295      43,185      71,365      21,576       9,494      17,938      13,464      52,027 
              
Items in process of collection                 9,515         602       1,018         521         463         643         903         831         491         651         547         427       2,418 
Bank premises                                  1,533          91         185          49         153         129         279         116          43         125          50         140         173 
Other assets(6)                               34,994       1,819      12,213       1,103       2,376       5,274       2,341       3,566         909         597         908         765       3,122 
Interdistrict settlement account                   0     - 6,976     +32,721     - 4,768     - 6,120     - 1,493     - 4,930     -14,849     - 3,301     + 4,011     - 2,941     +11,688     - 3,043 
          TOTAL ASSETS                       686,068      30,979     309,270      20,799      31,007      52,955      42,992      62,457      20,197      15,123      16,950      27,229      56,108 
 
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 $ 692 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 $ 541 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 22,078 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,188 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 20, 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                         635,898      28,322     297,015      17,745      27,968      44,884      39,654      57,220      18,919      13,350      15,532      25,568      49,721 
Reverse repurchase agreements--triparty(1)          0           0           0           0           0           0           0           0           0           0           0           0           0 
Deposits                                                            
  Depository institutions                      16,943       1,098       2,218       1,878         960       2,945       1,289       2,495         500         389         520         744       1,906 
  U.S. Treasury--general account                4,519           0       4,519           0           0           0           0           0           0           0           0           0           0 
  Foreign--official accounts                       72           2          48           1           3           7           2           3           1           1           1           1           3 
  Other                                           231           3         143           0           1          74           1           4           1           0           1           3           1 
    Total deposits                                            
Deferred credit items                           9,099         524         895         580         534         664         826         750         255         671         392         453       2,556 
Other liabilities and accrued             
  dividends (2)                           
                         
    TOTAL LIABILITIES                         669,183      30,097     305,576      20,311      29,607      48,827      41,969      60,730      19,781      14,492      16,541      26,858      54,393 
              
       CAPITAL ACCOUNTS                                             
Capital paid in                                 8,304         434       1,773         238         699       2,069         472         848         199         338         200         183         850 
Surplus                                         7,312         418       1,504         221         665       1,757         535         793         149         118         191         164         796 
Other capital accounts                          1,270          30         416          29          37         302          17          86          68         174          18          23          69 
     TOTAL LIABILITIES AND CAPITAL        
        ACCOUNTS                          
   686,068      30,979     309,270      20,799      31,007      52,955      42,992      62,457      20,197      15,123      16,950      27,229      56,108 
              
FEDERAL RESERVE AGENTS' ACCOUNTS                                              
F.R. notes outstanding                        757,439      33,535     327,518      25,848      32,887      55,128      57,715      65,867      22,388      15,267      20,250      35,439      65,597 
  Less--Held by F.R. Banks                    121,541       5,213      30,503       8,102       4,920      10,244      18,061       8,648       3,469       1,917       4,718       9,871      15,876 
  F.R. notes, net                             635,898      28,322     297,015      17,745      27,968      44,884      39,654      57,220      18,919      13,350      15,532      25,568      49,721 
Collateral held against F.R. notes                          
   Gold certificate account                    11,038                   
   Special drawing rights                                     
     certificate account                        2,200                 
   Other eligible assets                            0                 
   U.S. govt. and agency securities(3)        622,660                 
     Total collateral                         635,898                 
 
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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