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Skip to Content Release Date: December 30, 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 30, 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 29, 1999 Dec 22, 1999 Dec 30, 1998 Dec 29, 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 618,779 + 24,362 489,170 0 - 361 78 223 0 628 34,984 11,048 6,200 27,748 663,775 + + 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 619,081 0 109 Reserve balances with F.R. Banks + 107,821 644,623 5,427 0 + - 34,979 11,000 483,417 0 0 0 28,739 0 + 157 5,570 93,154 0 181 0 122,870 0 278 2 198 0 20 556 1 0 14 24,376 + + + 16 58 223 0 2,762 1,119 5 3,000 1,496 106,322 1,609 76 1,187 0 106 35,177 11,048 6,200 27,748 689,619 + 16,738 0 0 + 102,299 0 + 24 628,357 0 109 12,138 99 7,783 195 18,625 + + + - 5,932 41 13 18 38 658,031 + 22,669 5,745 + 1,708 181 0 93,154 0 (6) + + + + + + + + + + + 4,943 75 931 40 1,473 25,923 234 7,783 183 18,284 + 109,556 680,873 - 3,233 8,746 On December 29, 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 638,956 million, a change of +$ 13,379 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 $ 27,973 million (daily average over statement week) and $ 33,727 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 27,973 million (daily average) and $ 33,727 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 886 million (daily average) and $ 3,235 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 $ 227 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 $ 7,424 million and adjustments of $ 360 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 29, 1999, option contracts on repurchase agreements were outstanding as follows: $ 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. Of the $ 113,850 million of contracts written with exercise dates from December 23 through December 29, $ 0 million(daily average) and $ 0 million (on December 29) were exercised and are reflected in the repurchase agreement data shown on this release. 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) Wednesday Dec 29, 1999 11,048 6,200 203 2,872 0 122,870 Change Since Wednesday Wednesday Dec 22, 1999 Dec 30, 1998 + + 0 0 35 2,654 0 49,785 + + 2 3,000 157 1,203 0 + 122,870 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 (1) Total U.S. government securities Total loans and securities 181 0 Items in process of collection Bank premises Other assets (6) TOTAL ASSETS (667) (667) 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) (667) (667) 0 0 181,973 218,466 82,978 483,417 0 483,417 609,340 + + - 6,925 1,356 33,833 668,906 - 600,921 0 - 157 7,388 11,861 886 1 10,974 0 10,974 41,464 - 15,431 + 30,571 + 13,504 + 28,645 - 15,549 + 13,096 + 129,624 1,971 0 490 39,949 1,970 + 59 1,976 + 122,584 + 16,683 0 + 108,397 0 16,729 25,923 234 183 43,069 6,632 4,478 655,099 + + + + + 3,402 21,182 146 27 24,703 1,348 127 39,909 2,202 + 15,749 + 68 + 19 + 13,634 774 + 14 + 121,270 6,432 5,952 1,422 + 7 0 32 + + + CAPITAL ACCOUNTS Capital paid in Surplus Other capital accounts + + + + 481 706 126 *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 $ 178 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 $ 49 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 33,727 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 3,235 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 29, 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 2,851 10 11 Total 2,872 U.S. government securities (1,2) Weekly Holdings changes 15,634 + 2,763 83,448 - 14,219 141,030 405 125,929 + 885 51,106 + 1 66,270 + 1 483,417 - Federal agency obligations(2) Weekly Holdings changes 0 31 20 10 120 0 10,974 181 0 0 0 0 0 0 Repurchase Agreements Triparty(3) 82,055 40,815 --------------------- 0 122,870 Reverse Repurchase Agreements Triparty(3) 0 0 --------------------0 1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 227 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 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 Items in process of collection Bank premises Other assets(5) December 29, 1999 Total Boston Atlanta Chicago 11,048 6,200 203 533 307 4 New York Philadelphia Cleveland 4,435 2,431 10 319 187 8 566 299 12 Richmond 834 516 35 724 450 19 993 549 31 St. Louis 337 175 9 Minneap 14 7 1 2,872 0 122,870 222 0 0 743 0 122,870 10 0 0 21 0 0 18 0 0 436 0 0 1,262 0 0 86 0 0 1 181 0 9 0 72 0 5 0 10 0 14 0 11 0 17 0 6 0 181,973 218,466 82,978 483,417 0 483,417 609,340 9,410 11,298 4,291 24,999 0 24,999 25,230 72,470 87,003 33,046 192,519 0 192,519 316,204 5,450 6,543 2,485 14,479 0 14,479 14,495 10,533 12,646 4,803 27,982 0 27,982 28,014 13,690 16,435 6,242 36,367 0 36,367 36,399 11,077 13,298 5,051 29,425 0 29,425 29,872 17,091 20,518 7,793 45,403 0 45,403 46,681 5,986 7,186 2,729 15,902 0 15,902 15,994 2,17 2,61 99 5,78 7,592 1,356 33,833 520 93 1,516 947 164 11,481 256 50 1,015 321 156 1,974 509 125 4,613 657 139 2,108 641 107 3,003 291 32 841 49 12 76 5,78 5,79 Interdistrict settlement account TOTAL ASSETS 1 2 3 4 5 6 0 669,573 + 9,130 37,332 -64,516 271,156 + 8,904 25,234 + 3,236 34,578 298 42,733 +13,394 47,363 +20,812 72,817 + 5,476 23,156 - 3,00 4,40 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 $ 178 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 $ 49 million of compensation that adjusts for the effects of inflation on the principal of such securities. Net of $ 33,727 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 3,235 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 29, 1999 St. Louis Minneap 600,921 0 Boston 34,858 0 New York Philadelphia Cleveland 236,334 0 23,451 0 31,763 0 Richmond 37,130 0 Atlanta 44,161 0 Chicago 68,412 0 21,608 0 2,7 16,729 25,923 234 183 43,069 7,299 1,236 0 1 2 1,239 386 3,154 25,923 210 149 29,437 840 881 0 1 0 882 327 1,368 0 2 5 1,375 266 1,186 0 6 15 1,207 583 1,123 0 2 1 1,126 811 2,197 0 3 1 2,201 571 812 0 1 1 813 231 5 4,478 655,766 243 36,726 1,568 268,179 162 24,822 263 33,667 388 39,308 314 46,412 429 71,614 171 22,823 6,432 5,952 1,422 290 267 50 1,325 1,208 444 199 177 36 444 399 68 1,691 1,238 496 460 418 72 578 583 42 158 121 54 2 2 669,573 37,332 271,156 25,234 34,578 42,733 47,363 72,817 23,156 4,4 822,441 221,520 600,921 42,821 7,963 34,858 326,595 90,261 236,334 30,951 7,500 23,451 38,934 7,171 31,763 54,814 17,684 37,130 62,169 18,009 44,161 79,345 10,932 68,412 26,464 4,856 21,608 11,3 8,5 2,7 5 4 3,9 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 6,200 0 583,673 600,921 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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