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Release Date: November 29, 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 29, 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 Nov 27, 2002 Nov 20, 2002 Nov 28, 2001 Nov 27, 2002
Reserve Bank Credit 669,038 + 2,951 + 47,930 676,131
U.S. government securities (1)
Bought outright-system account (2,3) 609,235 + 1,182 + 59,741 609,614
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) 23,036 + 2,107 - 12,207 29,000
Acceptances 0 0 0 0
Loans to depository institutions
Adjustment credit 3 - 307 - 6 6
Seasonal credit 54 - 6 + 21 54
Extended credit 0 0 0 0
Float 29 + 325 - 650 613
Other F.R. assets 36,672 - 349 + 1,033 36,834
Gold stock 11,042 0 - 3 11,042
Special drawing rights certificate account 2,200 0 0 2,200
Treasury currency outstanding 34,427 + 14 + 1,453 34,427
Total factors supplying reserve funds 716,708 + 2,965 + 49,382 723,800
Currency in circulation* 669,912 + 2,114 + 43,820 674,291
Reverse repurchase agreements -- triparty (4) 0 0 0 0
Treasury cash holdings* 384 - 3 - 45 377
Deposits,other than reserve balances,with F.R.Banks
Treasury 5,016 + 148 - 58 5,082
Foreign 125 - 22 - 202 224
Service-related balances and adjustments (5) 10,625 + 164 + 2,474 10,625
Other 180 - 70 - 83 184
Other F.R. liabilities and capital 19,483 - 308 + 1,668 19,435
Total factors, other than reserve balances,
absorbing reserve funds 705,725 + 2,022 + 47,574 710,219
Reserve balances with F.R. Banks (6) 10,983 + 944 + 1,808 13,581
On November 27, 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 $ 831,289 million, a change of $ + 8,370 million for the week. The total includes
$ 676,372 million of U.S. government securities and $ 154,917 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 $ 19,295 million (daily average over statement week) and $ 19,114 million (outstanding on
Wednesday statement date) matched sale-purchase transactions, of which $ 19,295 million (daily average)
and $ 19,114 million (outstanding on Wednesday statement date) were with foreign official and international
accounts. Includes securities loans of $ 1,629 million (daily average) and $ 2,200 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
$ 1,237 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 $ 10,282 million and adjustments of $ 343 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
Nov 27, 2002 Nov 20, 2002 Nov 28, 2001
ASSETS
Gold certificate account 11,038 0 - 7
Special drawing rights certificate account 2,200 0 0
Coin 1,049 - 27 + 3
Loans 60 + 3 + 25
Acceptances 0 0 0
Repurchase agreements -- triparty (1) 29,000 + 9,750 - 10,350
Federal agency obligations (2)
Bought outright 10 0 0
Held under repurchase agreements 0 0 0
U.S. government securities (2)
Bought outright--Bills 207,568 + 3,213 + 22,269
Notes (3) 297,339 + 3 + 34,963
Bonds (4) 104,707 + 2 + 1,617
Total bought outright (5) 609,614 + 3,218 + 58,849
Held under repurchase agreements 0 0 0
Total U.S. government securities 609,614 + 3,218 + 58,849
Total loans and securities 638,684 + 12,972 + 48,523
Items in process of collection (1,748) 8,118 - 118 + 81
Bank premises 1,530 - 3 + 11
Other assets (6) 35,322 + 328 + 543
TOTAL ASSETS (1,748) 697,941 + 13,153 + 49,154
LIABILITIES
Federal Reserve notes 641,286 + 5,388 + 46,066
Reverse repurchase agreements -- triparty (1) 0 0 0
Deposits
Depository institutions 23,972 + 7,029 + 689
U.S. Treasury--general account 5,082 + 563 + 769
Foreign--official accounts 224 + 152 - 127
Other (0) 184 - 47 - 88
Total deposits (0) 29,463 + 7,699 + 1,244
Deferred availability cash items (1,748) 7,757 - 63 + 267
Other liabilities and accrued dividends (7) 2,427 + 6 - 260
TOTAL LIABILITIES (1,748) 680,933 + 13,030 + 47,317
CAPITAL ACCOUNTS
Capital paid in 8,349 + 45 + 979
Surplus 7,312 0 + 579
Other capital accounts 1,348 + 78 + 279
*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
$ 695 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
$ 543 million of compensation that adjusts for the effects of inflation on the principal of such
securities.
5 Net of $ 19,114 million matched sale-purchase transactions outstanding at the end of the latest
statement week. Includes securities loans of $ 2,200 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 27, 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 56 25,646 + 3,217 0 0 21,000 0
16 days to 90 days 4 135,245 + 59 0 0 8,000 0
91 days to 1 year 0 142,115 - 63 0 0 ------ ------
Over 1 to 5 years 173,805 + 1 10 0 ------ ------
Over 5 to 10 years 52,974 + 2 0 0 ------ ------
Over 10 years 79,829 + 2 0 0 ------ ------
Total 60 609,614 + 3,218 10 0 29,000 0
1 Includes $ 12,242 million of inflation-indexed securities valued at the original face amount and
$ 1,237 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 27, 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 1,049 49 42 62 49 142 116 131 60 35 72 162 128
Loans 60 0 0 0 0 0 8 7 14 10 12 4 5
Acceptances 0 0 0 0 0 0 0 0 0 0 0 0 0
Repurchase Agreements -- triparty(1) 29,000 0 29,000 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 207,568 11,893 81,670 7,982 11,453 16,189 14,780 24,427 7,381 3,245 6,136 4,607 17,808
Notes (3) 297,339 17,036 116,991 11,434 16,406 23,190 21,172 34,991 10,573 4,648 8,789 6,599 25,510
Bonds (4) 104,707 5,999 41,198 4,026 5,777 8,166 7,456 12,322 3,723 1,637 3,095 2,324 8,983
Total bought outright(5) 609,614 34,928 239,859 23,441 33,635 47,546 43,407 71,739 21,677 9,530 18,020 13,529 52,302
Held under repurchase agreements 0 0 0 0 0 0 0 0 0 0 0 0 0
Total U.S. govt. securities 609,614 34,928 239,859 23,441 33,635 47,546 43,407 71,739 21,677 9,530 18,020 13,529 52,302
Total loans and securities 638,684 34,928 268,863 23,442 33,636 47,546 43,416 71,748 21,690 9,540 18,032 13,534 52,308
Items in process of collection 9,866 526 822 483 526 892 921 745 530 616 631 366 2,807
Bank premises 1,530 91 184 49 152 129 278 115 43 125 50 140 172
Other assets(6) 35,322 1,838 12,357 1,115 2,404 5,279 2,362 3,605 921 604 918 774 3,146
Interdistrict settlement account 0 - 5,971 +29,924 - 5,507 - 5,055 - 2,591 - 4,394 -14,864 - 3,322 + 4,046 - 2,370 +12,408 - 2,306
TOTAL ASSETS 699,689 32,110 317,430 20,156 32,338 52,364 43,792 62,772 20,340 15,175 17,709 27,968 57,535
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 $ 695 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 $ 543 million
of compensation that adjusts for the effects of inflation on the principal of such securities.
5 Net of $ 19,114 million matched sale-purchase transactions outstanding at the end of the latest statement week.
Includes securities loans of $ 2,200 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 27, 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 641,286 28,618 298,872 17,892 28,358 45,079 39,944 57,542 18,844 13,256 15,760 26,339 50,782
Reverse repurchase agreements--triparty(1) 0 0 0 0 0 0 0 0 0 0 0 0 0
Deposits
Depository institutions 23,972 1,914 7,748 1,121 1,418 2,137 1,758 2,509 664 531 1,022 781 2,367
U.S. Treasury--general account 5,082 0 5,082 0 0 0 0 0 0 0 0 0 0
Foreign--official accounts 224 2 200 1 3 7 2 3 1 1 1 1 3
Other 184 1 145 0 1 29 1 1 2 0 1 3 1
Total deposits 29,463 1,917 13,176 1,123 1,422 2,173 1,761 2,513 666 532 1,024 785 2,371
Deferred credit items 9,504 539 904 542 1,005 704 861 719 315 669 420 378 2,447
Other liabilities and accrued
dividends (2) 2,427 147 738 106 143 266 197 258 109 83 96 92 193
TOTAL LIABILITIES 682,680 31,220 313,690 19,663 30,928 48,223 42,762 61,032 19,935 14,540 17,300 27,595 55,793
CAPITAL ACCOUNTS
Capital paid in 8,349 436 1,801 242 699 2,073 473 850 199 338 200 183 854
Surplus 7,312 418 1,504 221 665 1,757 535 793 149 118 191 164 796
Other capital accounts 1,348 35 436 30 46 311 22 97 57 178 17 26 93
TOTAL LIABILITIES AND CAPITAL
ACCOUNTS 699,689 32,110 317,430 20,156 32,338 52,364 43,792 62,772 20,340 15,175 17,709 27,968 57,535
FEDERAL RESERVE AGENTS' ACCOUNTS
F.R. notes outstanding 757,885 33,535 327,984 25,723 32,991 55,013 57,558 65,751 22,346 15,234 20,208 35,853 65,691
Less--Held by F.R. Banks 116,599 4,917 29,111 7,831 4,633 9,933 17,614 8,209 3,502 1,978 4,448 9,513 14,910
F.R. notes, net 641,286 28,618 298,872 17,892 28,358 45,079 39,944 57,542 18,844 13,256 15,760 26,339 50,782
Collateral held against F.R. notes
Gold certificate account 11,038
Special drawing rights
certificate account 2,200
Other eligible assets 0 r
U.S. govt. and agency securities(3) 628,048 r
Total collateral 641,286 r
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.
r revised. The incorrect values reported on the original release showed insufficient collateral. In fact, an adequate
volume of securities was available to collateralize Federal Reserve notes.
Components may not add to totals due to rounding.
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