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Skip to Content Release Date: December 2, 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 2, 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 Dec 1, 1999 Nov 24, 1999 Dec 2, 1998 Wednesday Dec 1, 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 573,579 + 10,646 + 72,141 576,290 493,577 0 - 424 0 + - 39,179 5,714 493,474 0 0 0 11,008 0 + 187 5,291 46,103 0 181 0 49,505 0 59 65 8 0 234 33,353 11,049 7,200 27,557 619,385 + + 10 6 2 0 198 262 0 0 2 10,648 + + + 25 49 8 0 472 1,558 9 2,000 1,375 71,524 8 70 7 0 47 32,998 11,048 7,200 27,555 622,094 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 580,390 0 89 + + - 7,346 0 6 - 73,415 0 11 583,745 0 113 5,107 211 7,294 245 18,393 + + - 233 8 132 10 44 + + + 197 4 83 118 1,589 5,082 162 7,294 236 17,992 611,729 + 7,193 + 74,765 614,624 7,656 + 3,455 - 3,241 7,470 Reserve balances with F.R. Banks 181 0 46,103 0 (6) + + + + + + + On December 1, 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 625,688 million, a change of +$ 13,431 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 $ 16,752 million (daily average over statement week) and $ 16,858 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 16,752 million (daily average) and $ 16,858 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 776 million (daily average) and $ 690 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 $ 218 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 $ 6,924 million and adjustments of $ 370 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 1, 1999, option contracts on repurchase agreements were outstanding as follows: $ 113,850 million with exercise dates from December 23, 1999 through December 29, 1999; $ 222,950 million with exercise dates from December 30, 1999 through January 5, 2000; and $ 144,000 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 1, 1999 11,048 7,200 230 85 0 49,505 181 0 Change Since Wednesday Wednesday Nov 24, 1999 Dec 2, 1998 + 1 0 31 287 0 8,050 + + 7 2,000 147 39 0 49,505 0 0 - 187 2,967 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 (652) (652) 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) (652) (652) 198,841 213,271 81,362 493,474 0 493,474 543,245 + + + 1,061 5 1 1,055 0 1,055 6,707 + + + + + + 1,988 25,383 11,890 39,261 5,020 34,241 80,554 8,038 1,353 31,552 602,666 + + 166 5 232 6,282 + + 1,219 59 1,778 75,476 556,532 0 + 5,194 0 + 74,507 0 14,939 5,082 162 236 20,420 7,722 4,457 589,131 + + + + + 216 557 9 17 747 544 126 6,360 + + + 1,191 700 9 124 623 147 81 73,817 6,374 5,952 1,209 - 0 0 78 + + + 438 743 477 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 $ 172 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 $ 47 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 16,858 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 690 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 1, 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 27 56 2 Total 85 U.S. government securities (1,2) Weekly Holdings changes 11,438 4,573 103,422 + 3,797 140,670 + 437 122,414 721 50,520 + 3 65,011 + 2 493,474 - Federal agency obligations(2) Weekly Holdings changes 0 31 20 10 120 0 1,055 181 0 0 0 0 0 0 Repurchase Agreements Triparty(3) 13,345 36,160 --------------------- 0 49,505 Reverse Repurchase Agreements Triparty(3) 0 0 --------------------0 1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 218 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 1, 1999 Total Boston New York Philadelphia Cleveland 11,048 7,200 230 533 357 6 4,435 2,823 12 319 217 14 566 348 14 85 0 49,505 4 0 0 3 0 49,505 0 0 0 Richmond Atlanta Chicago St. Louis Minneap 834 599 35 724 523 33 993 637 27 337 204 8 14 9 1 0 0 0 5 0 0 4 0 0 11 0 0 22 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 0 198,841 213,271 81,362 493,474 0 493,474 543,245 10,283 11,029 4,207 25,519 0 25,519 25,532 79,187 84,934 32,402 196,524 0 196,524 246,104 5,956 6,388 2,437 14,780 0 14,780 14,786 11,510 12,345 4,710 28,565 0 28,565 28,575 14,959 16,044 6,121 37,124 0 37,124 37,143 12,103 12,982 4,952 30,037 0 30,037 30,052 18,675 20,030 7,642 46,347 0 46,347 46,375 6,541 7,015 2,676 16,232 0 16,232 16,260 2,37 2,55 97 5,90 Items in process of collection Bank premises Other assets(5) Interdistrict settlement account TOTAL ASSETS 8,690 1,353 31,552 0 603,318 355 93 1,415 + 7,013 35,303 1,043 163 10,384 -26,629 238,336 431 50 895 + 6,224 22,936 374 156 1,871 + 1,252 33,156 550 124 4,481 - 4,324 39,442 890 138 1,992 + 8,883 43,235 746 107 2,825 +17,785 69,494 409 32 778 + 4,154 22,182 54 12 74 - 4,74 2,83 5,90 5,91 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 $ 172 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 $ 47 million of compensation that adjusts for the effects of inflation on the principal of such securities. Net of $ 16,858 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 690 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 1, 1999 Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap 556,532 0 32,715 0 225,119 0 21,617 0 30,078 0 33,764 0 39,937 0 64,992 0 20,544 0 1,2 14,939 5,082 162 236 20,420 8,374 1,341 0 7 0 1,348 399 2,498 5,082 46 147 7,773 992 420 0 4 0 424 325 1,565 0 10 3 1,578 350 1,275 0 30 73 1,378 618 1,079 0 10 1 1,090 961 2,160 0 14 1 2,175 667 849 0 3 1 852 287 5 4,457 589,783 243 34,705 1,563 235,448 161 22,527 266 32,272 378 36,138 308 42,296 426 68,260 168 21,851 6,374 5,952 1,209 289 267 42 1,320 1,208 359 199 177 33 430 399 55 1,642 1,238 424 458 418 63 599 583 53 158 121 52 2 2 603,318 35,303 238,336 22,936 33,156 39,442 43,235 69,494 22,182 2,8 825,329 268,797 556,532 42,715 9,999 32,715 327,689 102,570 225,119 31,122 9,506 21,617 39,102 9,024 30,078 55,220 21,457 33,764 62,322 22,385 39,937 79,831 14,839 64,992 26,620 6,076 20,544 11,4 10,2 1,2 5 5 2,3 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 11,048 7,200 0 538,284 556,532 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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