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Skip to Content Release Date: December 16, 1999 Release dates Current release Other formats: Screen reader | ASCII FEDERAL RESERVE These data are scheduled for release each Thursday. the information is available, on (202) 452-3206. The exact time of each release will be announced, when H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of F.R. Banks December 16, 1999 Millions of dollars Reserve balances of depository institutions at F.R. Banks, Reserve Bank credit, and related items Averages of daily figures Week ended Change from week ended Wednesday Dec 15, 1999 Dec 8, 1999 Dec 16, 1998 Dec 15, 1999 Reserve Bank Credit U.S. government securities (1) Bought outright-system account (2,3) Held under repurchase agreements Federal agency obligations (1) Bought outright Held under repurchase agreements Repurchase agreements -- triparty (4) Acceptances Loans to depository institutions Adjustment credit Seasonal credit Special Liquidity Facility Extended credit Float Other F.R. assets Gold stock Special drawing rights certificate account Treasury currency outstanding Total factors supplying reserve funds 584,135 + 9,572 + 81,030 592,193 495,734 0 + 1,736 0 + - 41,715 6,909 494,927 0 0 0 7,589 0 + 157 6,380 53,343 0 181 0 60,665 0 167 60 43 0 654 33,952 11,049 7,057 27,720 629,960 + + 146 1 33 0 575 642 1 143 14 9,443 + + + 142 47 43 0 79 894 8 2,143 1,503 80,397 1,010 72 236 0 815 34,287 11,049 6,200 27,720 637,162 Currency in circulation* Reverse repurchase agreements -- triparty (4) Treasury cash holdings* Deposits,other than reserve balances,with F.R.Banks Treasury Foreign Service-related balances and adjustments (5) Other Other F.R. liabilities and capital Total factors, other than reserve balances, absorbing reserve funds 591,918 0 108 + + - 6,869 0 4 + 84,143 0 21 597,428 0 109 5,273 214 7,338 222 18,643 + + + + 473 28 243 2 298 + + + 1,051 19 635 68 1,530 7,777 496 7,338 224 18,347 623,717 + 7,905 + 85,231 631,719 6,243 + 1,538 - 4,834 5,443 Reserve balances with F.R. Banks 181 0 53,343 0 (6) + + + + + + + + + On December 15, 1999, the face amount of marketable U.S. government securities held in custody by the Federal Reserve Banks for foreign official and international accounts was 624,582 million, a change of -$ 334 million for the week. 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 $ 16,830 million (daily average over statement week) and $ 18,505 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 16,830 million (daily average) and $ 18,505 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 370 million (daily average) and $ 1,225 million (outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities. 3 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 223 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 $ 6,857 million and adjustments of $ 481 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. Note: on December 15, 1999, option contracts on repurchase agreements were outstanding as follows: $ 114 million with exercise dates from December 23, 1999 through December 29, 1999; $ 223 million with exercise dates from December 30, 1999 through January 5, 2000; and $ 144 million with exercise dates from January 6, 2000 through January 12, 2000. Further details on these contracts can be found on the website of the Federal Reserve Bank of New York (http://www.newyorkfed.org/pihome/news/announce). Worksheet for H.4.1 (a) CONSOLIDATED STATEMENT OF CONDITION OF ALL FEDERAL RESERVE BANKS Millions of Dollars * ASSETS Gold certificate account Special drawing rights certificate account Coin Loans Acceptances Repurchase agreements -- triparty (1) Federal agency obligations (2) Bought outright Held under repurchase agreements Wednesday Dec 15, 1999 11,049 6,200 231 1,319 0 60,665 181 0 Change Since Wednesday Wednesday Dec 8, 1999 Dec 16, 1998 + + + + 1 1,000 3 1,221 0 13,640 + + + 8 3,000 168 1,160 0 60,665 0 0 - 157 7,181 U.S. government securities (2) Bought outright--Bills Notes (3) Bonds (4) Total bought outright (5) Held under repurchase agreements (1) Total U.S. government securities Total loans and securities Items in process of collection Bank premises Other assets (6) TOTAL ASSETS (736) (736) LIABILITIES Federal Reserve notes Reverse repurchase agreements -- triparty (1) Deposits Depository institutions U.S. Treasury--general account Foreign--official accounts Other Total deposits Deferred availability cash items Other liabilities and accrued dividends (7) TOTAL LIABILITIES (0) (0) (736) (736) 197,194 214,756 82,977 494,927 0 494,927 557,092 + + + + + 2,039 1,483 739 183 0 183 15,044 + + + + + 477 26,865 13,504 39,892 5,702 34,190 88,677 8,925 1,355 32,793 617,645 + + + 33 1 712 14,728 + + + 174 59 704 85,045 570,047 0 + 8,451 0 + 85,870 0 12,827 7,777 496 224 21,323 7,927 4,616 603,914 + + + + + + + + 2,638 2,650 318 10 5,614 458 159 14,682 + + + + 1,835 851 326 39 2,399 192 139 83,802 6,398 5,952 1,381 - 14 0 61 + + + 456 732 56 CAPITAL ACCOUNTS Capital paid in Surplus Other capital accounts + *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 $ 3,938 million of inflation-indexed securities valued at the original face amount and $ 175 million of compensation that adjusts for the effects of inflation on the principal of such securities. 4 Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and $ 48 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 18,505 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,225 million that are fully collateralized by other U.S. government securities. 6 Includes assets denominated in foreign currencies, revalued monthly at market exchange rates. 7 Includes exchange-translation account reflecting the monthly revaluation at market exchange rates of foreign exchange commitments. Components may not add to totals due to rounding. MATURITY DISTRIBUTION OF LOANS AND SECURITIES, December 15, 1999 Holdings of securities include securitites held under repurchase agreements, which are classified according to remaining maturity. Millions of dollars Loans Within 15 days 16 to 90 days 91 days to 1 year Over 1 to 5 years Over 5 to 10 years Over 10 years 1,039 51 229 Total 1,319 U.S. government securities (1,2) Weekly Holdings changes 10,891 4,254 102,817 2,585 140,175 + 4,800 123,671 + 1,257 51,104 + 583 66,269 + 383 494,927 + Federal agency obligations(2) Weekly Holdings changes 0 31 20 10 120 0 183 181 0 0 0 0 0 0 Repurchase Agreements Triparty(3) 6,285 54,380 --------------------- 0 60,665 Reverse Repurchase Agreements Triparty(3) 0 0 --------------------0 1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 223 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 Millions of dollars ASSETS Gold certificate account Special drawing rights certif. acct. Coin December 15, 1999 Total Boston New York Philadelphia Cleveland 11,049 6,200 231 533 307 6 4,436 2,431 12 319 187 11 566 299 15 1,319 0 60,665 16 0 0 306 0 60,665 3 0 0 Richmond Atlanta Chicago St. Louis Minneap 834 516 36 724 450 27 993 549 28 337 175 11 14 7 1 236 0 0 35 0 0 184 0 0 21 0 0 166 0 0 1 Loans Acceptances Repurchase Agreements -- triparty(1) Federal agency obligations(2) Bought outright Held under repurchase agreements U.S. government securities(2) Bought outright--Bills Notes (3) Bonds (4) Total bought outright(5) Held under repurchase agreements Total U.S. govt. securities Total loans and securities 181 0 9 0 72 0 5 0 10 0 14 0 11 0 17 0 6 0 197,194 214,756 82,977 494,927 0 494,927 557,092 10,198 11,106 4,291 25,594 0 25,594 25,620 78,532 85,526 33,045 197,102 0 197,102 258,146 5,906 6,432 2,485 14,824 0 14,824 14,832 11,415 12,431 4,803 28,649 0 28,649 28,895 14,835 16,156 6,242 37,233 0 37,233 37,282 12,003 13,072 5,051 30,126 0 30,126 30,321 18,521 20,170 7,793 46,484 0 46,484 46,521 6,487 7,064 2,729 16,280 0 16,280 16,453 2,35 2,56 99 5,91 Items in process of collection Bank premises Other assets(5) Interdistrict settlement account TOTAL ASSETS 9,662 1,355 32,793 0 618,381 521 93 1,468 + 7,409 35,956 1,122 164 10,946 -32,660 244,597 623 50 990 + 6,350 23,363 470 156 1,929 + 669 32,999 562 124 4,555 - 3,355 40,554 1,042 139 2,056 + 9,570 44,329 796 107 2,923 +17,766 69,684 449 32 810 + 4,036 22,302 57 12 75 - 3,91 3,71 5,91 5,93 1 2 3 4 5 6 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized by U.S. government and federal agency securities. Face value of the securities. Includes $ 3,938 million of inflation-indexed securities valued at the original face amount and $ 175 million of compensation that adjusts for the effects of inflation on the principal of such securities. Includes $ 1,538 million of inflation-indexed securities valued at the original face amount and $ 48 million of compensation that adjusts for the effects of inflation on the principal of such securities. Net of $ 18,505 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,225 million that are fully collateralized by other U.S. government securities. 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 Millions of dollars Total LIABILITIES Federal Reserve notes Reverse repurchase agreements--triparty(1) Deposits Depository institutions U.S. Treasury--general account Foreign--official accounts Other Total deposits Deferred credit items Other liabilities and accrued dividends (2) TOTAL LIABILITIES CAPITAL ACCOUNTS Capital paid in Surplus Other capital accounts TOTAL LIABILITIES AND CAPITAL ACCOUNTS December 15, 1999 Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap 570,047 0 33,587 0 228,181 0 22,003 0 30,287 0 35,070 0 41,122 0 65,771 0 20,768 0 2,1 12,827 7,777 496 224 21,323 8,663 1,033 0 7 0 1,039 474 2,488 7,777 380 148 10,793 1,053 403 0 4 0 407 373 1,136 0 10 4 1,150 384 957 0 30 62 1,049 639 975 0 10 1 986 949 1,503 0 14 1 1,518 731 768 0 3 0 771 258 4 4,616 604,650 250 35,351 1,631 241,657 167 22,950 275 32,095 394 37,152 323 43,379 438 68,458 174 21,971 6,398 5,952 1,381 289 267 49 1,325 1,208 405 199 177 37 439 399 66 1,691 1,238 473 460 418 71 576 583 66 159 121 51 2 2 618,381 35,956 244,597 23,363 32,999 40,554 44,329 69,684 22,302 3,7 824,510 254,463 570,047 42,919 9,332 33,587 326,952 98,771 228,181 31,059 9,056 22,003 39,035 8,748 30,287 55,018 19,948 35,070 62,572 21,450 41,122 79,529 13,758 65,771 26,558 5,791 20,768 11,4 9,2 2,1 4 5 3,2 FEDERAL RESERVE AGENTS' ACCOUNTS F.R. notes outstanding Less--Held by F.R. Banks F.R. notes, net Collateral held against F.R. notes Gold certificate account Special drawing rights certificate account Other eligible assets U.S. govt. and agency securities(3) Total collateral 1 2 3 11,049 6,200 0 552,799 570,047 Cash value of agreements arranged through third-party custodial banks. These agreements are collateralized by U.S. government and federal agency securities. Includes exchange translation account reflecting the monthly revaluation at market exchange rates of foreign exchange commitments. 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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