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Release Date: October 31, 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 31, 2002
Millions of dollars
Averages of daily figures
Reserve balances of depository institutions at Week ended Change from week ended Wednesday
F.R. Banks, Reserve Bank credit, and related items Oct 30, 2002 Oct 23, 2002 Oct 31, 2001 Oct 30, 2002
Reserve Bank Credit 662,420 + 4,754 + 45,244 669,890
U.S. government securities (1)
Bought outright-system account (2,3) 608,693 - 1,580 + 65,258 608,665
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) 14,071 + 5,928 - 23,772 20,500
Acceptances 0 0 0 0
Loans to depository institutions
Adjustment credit 3 - 1 - 7 4
Seasonal credit 98 - 18 + 44 85
Extended credit 0 0 0 0
Float 219 - 155 + 365 1,012
Other F.R. assets 39,325 + 579 + 3,357 39,615
Gold stock 11,042 0 - 3 11,042
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding 34,359 + 14 + 1,392 34,359
Total factors supplying reserve funds 710,022 + 4,769 + 46,634 717,491
Currency in circulation* 662,090 - 753 + 47,539 664,053
Reverse repurchase agreements -- triparty (4) 0 0 0 0
Treasury cash holdings* 400 + 1 - 38 397
Deposits,other than reserve balances,with F.R.Banks
Treasury 4,799 - 265 - 322 5,388
Foreign 157 - 184 + 45 238
Service-related balances and adjustments (5) 10,183 - 114 + 1,960 10,183
Other 205 - 7 - 31 206
Other F.R. liabilities and capital 19,651 + 260 + 1,772 19,581
Total factors, other than reserve balances,
absorbing reserve funds 697,486 - 1,061 + 50,925 700,047
Reserve balances with F.R. Banks (6) 12,536 + 5,830 - 4,291 17,444
On October 30, 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 $ 806,831 million, a change of $ + 3,348 million for the week. The total includes
$ 652,337 million of U.S. government securities and $ 154,494 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 $ 19,758 million (daily average over statement week) and $ 19,791 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,758 million (daily average)
and $ 19,791 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,734 million (daily average) and $ 2,468 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
$ 1,215 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 $ 9,970 million and adjustments of $ 213 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
* Wednesday Wednesday Wednesday
Oct 30, 2002 Oct 23, 2002 Oct 31, 2001
ASSETS
Gold certificate account 11,038 0 - 7
Special drawing rights certificate account 2,200 0 0
Coin 1,079 + 5 - 44
Loans 88 - 19 + 33
Acceptances 0 0 0
Repurchase agreements -- triparty (1) 20,500 + 13,000 - 24,550
Federal agency obligations (2)
Bought outright 10 0 0
Held under repurchase agreements 0 0 0
U.S. government securities (2)
Bought outright--Bills 206,641 - 1,576 + 23,989
Notes (3) 295,907 + 6 + 37,518
Bonds (4) 106,117 + 4 + 2,871
Total bought outright (5) 608,665 - 1,566 + 64,378
Held under repurchase agreements 0 0 0
Total U.S. government securities 608,665 - 1,566 + 64,378
Total loans and securities 629,263 + 11,415 + 39,860
Items in process of collection (1,201) 9,359 + 1,520 + 1,683
Bank premises 1,528 0 + 15
Other assets (6) 38,080 + 567 + 1,357
TOTAL ASSETS (1,201) 692,547 + 13,507 + 42,865
LIABILITIES
Federal Reserve notes 631,165 + 748 + 45,823
Reverse repurchase agreements -- triparty (1) 0 0 0
Deposits
Depository institutions 28,620 + 12,693 - 4,658
U.S. Treasury--general account 5,388 - 325 + 276
Foreign--official accounts 238 + 110 + 163
Other (-1) 206 + 1 - 65
Total deposits (-1) 34,453 + 12,480 - 4,282
Deferred availability cash items (1,201) 7,347 + 69 - 486
Other liabilities and accrued dividends (7) 2,452 + 28 - 321
TOTAL LIABILITIES (1,201) 675,418 + 13,326 + 40,735
CAPITAL ACCOUNTS
Capital paid in 8,271 - 4 + 1,002
Surplus 7,312 0 + 574
Other capital accounts 1,546 + 184 + 553
*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
$ 682 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
$ 533 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 19,791 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,468 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 30, 2002
Millions of dollars
U.S. government Federal agency Reverse
Loans securities (1,2) obligations(2) Repurchase Repurchase
Weekly Weekly Agreements Agreements
Holdings changes Holdings changes Triparty(3) Triparty(3)
Within 15 days 82 24,792 - 1,182 0 0 18,500 0
16 days to 90 days 6 129,673 - 314 0 0 2,000 0
91 days to 1 year 0 144,114 - 80 0 0 ------ ------
Over 1 to 5 years 176,890 + 1 10 0 ------ ------
Over 5 to 10 years 51,458 + 5 0 0 ------ ------
Over 10 years 81,739 + 5 0 0 ------ ------
Total 88 608,665 - 1,566 10 0 20,500 0
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,215 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 30, 2002
Millions of dollars
Kansas San
Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco
ASSETS
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 1,079 49 51 54 50 140 132 137 65 34 73 159 134
Loans 88 0 0 0 0 0 9 9 20 25 17 8 1
Acceptances 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase Agreements -- triparty(1) 20,500 0 20,500 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 206,641 11,839 81,305 7,946 11,401 16,117 14,714 24,318 7,348 3,230 6,108 4,586 17,729
Notes (3) 295,907 16,954 116,428 11,378 16,327 23,079 21,070 34,822 10,522 4,626 8,747 6,567 25,388
Bonds (4) 106,117 6,080 41,753 4,080 5,855 8,276 7,556 12,488 3,773 1,659 3,137 2,355 9,104
Total bought outright(5) 608,665 34,873 239,486 23,405 33,583 47,471 43,339 71,628 21,643 9,515 17,992 13,508 52,221
Held under repurchase agreements 0 0 0 0 0 0 0 0 0 0 0 0 0
Total U.S. govt. securities 608,665 34,873 239,486 23,405 33,583 47,471 43,339 71,628 21,643 9,515 17,992 13,508 52,221
Total loans and securities 629,263 34,874 259,990 23,405 33,584 47,472 43,349 71,638 21,663 9,540 18,010 13,516 52,223
Items in process of collection 10,559 545 1,426 466 319 628 1,792 730 434 554 735 474 2,456
Bank premises 1,528 91 184 49 152 129 279 115 43 125 49 139 172
Other assets(6) 38,080 1,997 13,450 1,225 2,540 5,485 2,564 3,936 1,016 647 1,001 837 3,384
Interdistrict settlement account 0 - 6,094 +33,536 - 6,186 - 5,680 - 2,261 - 4,449 -13,727 - 3,024 + 4,146 - 2,742 +10,008 - 3,527
TOTAL ASSETS 693,747 32,109 313,875 19,526 31,591 52,560 44,759 64,120 20,614 15,255 17,501 25,716 56,122
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 $ 682 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 $ 533 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 19,791 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,468 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 30, 2002
Millions of dollars
Kansas San
Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco
LIABILITIES
Federal Reserve notes 631,165 28,429 290,069 17,494 27,965 45,769 40,630 58,866 19,226 13,598 15,667 24,088 49,365
Reverse repurchase agreements--triparty(1) 0 0 0 0 0 0 0 0 0 0 0 0 0
Deposits
Depository institutions 28,620 2,048 12,700 899 1,615 1,591 2,111 2,534 607 367 848 675 2,624
U.S. Treasury--general account 5,388 0 5,388 0 0 0 0 0 0 0 0 0 0
Foreign--official accounts 238 2 214 1 3 7 2 3 1 1 1 1 3
Other 206 5 142 0 1 50 0 3 2 0 1 1 1
Total deposits 34,453 2,055 18,444 901 1,619 1,649 2,113 2,541 610 368 850 676 2,628
Deferred credit items 8,549 578 836 528 445 683 772 692 259 607 472 478 2,198
Other liabilities and accrued
dividends (2) 2,452 150 754 108 142 260 200 259 110 80 97 96 197
TOTAL LIABILITIES 676,619 31,212 310,103 19,030 30,170 48,360 43,715 62,358 20,205 14,653 17,086 25,338 54,389
CAPITAL ACCOUNTS
Capital paid in 8,271 434 1,769 237 692 2,069 471 848 199 328 200 183 841
Surplus 7,312 418 1,504 221 665 1,757 535 793 149 118 191 164 796
Other capital accounts 1,546 46 498 37 64 374 39 121 61 156 24 31 95
TOTAL LIABILITIES AND CAPITAL
ACCOUNTS 693,747 32,109 313,875 19,526 31,591 52,560 44,759 64,120 20,614 15,255 17,501 25,716 56,122
FEDERAL RESERVE AGENTS' ACCOUNTS
F.R. notes outstanding 751,565 33,774 321,918 26,135 32,558 55,602 57,521 66,793 22,554 15,318 20,333 34,085 64,972
Less--Held by F.R. Banks 120,400 5,345 31,849 8,641 4,593 9,834 16,891 7,927 3,328 1,720 4,666 9,997 15,607
F.R. notes, net 631,165 28,429 290,069 17,494 27,965 45,769 40,630 58,866 19,226 13,598 15,667 24,088 49,365
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) 617,927
Total collateral 631,165
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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