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Skip to Content Release Date: December 9, 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 9, 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 8, 1999 Dec 1, 1999 Dec 9, 1998 Wednesday Dec 8, 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 574,563 + 1,016 + 78,564 578,321 493,998 0 + 421 0 + - 39,468 3,509 494,744 0 0 0 349 0 + 187 3,245 45,754 0 181 0 47,025 0 21 61 10 0 1,229 33,310 11,048 7,200 27,583 620,395 + 38 4 2 0 1,024 40 1 0 26 1,042 + + + 19 49 10 0 472 267 7 2,000 1,383 77,955 32 55 11 0 2,673 33,600 11,048 7,200 27,583 624,153 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 584,927 0 112 + + + 4,537 0 23 + 78,168 0 14 588,843 0 108 4,800 186 7,095 224 18,345 - 307 25 199 21 48 + + + 235 32 358 122 1,846 5,127 178 7,095 214 18,142 615,689 + 3,960 + 80,062 619,708 4,706 - 2,918 - 2,107 4,445 Reserve balances with F.R. Banks 181 0 45,754 0 (6) - + + + + + + + On December 8, 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 624,916 million, a change of -$ 772 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 $ 16,461 million (daily average over statement week) and $ 16,466 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 16,461 million (daily average) and $ 16,466 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 352 million (daily average) and $ 151 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 $ 220 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 $ 238 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 8, 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 8, 1999 11,048 7,200 228 98 0 47,025 181 0 Change Since Wednesday Wednesday Dec 1, 1999 Dec 9, 1998 + - 0 0 2 13 0 2,480 + + + 7 2,000 157 80 0 47,025 0 0 - 187 3,486 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 (852) (852) 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 (2) (2) (850) (852) 199,233 213,273 82,238 494,744 0 494,744 542,048 + + + + + - 392 2 876 1,270 0 1,270 1,197 + + + + + + 1,820 25,383 12,766 39,969 4,897 35,072 78,504 8,958 1,354 32,081 602,917 + + + + 920 1 529 251 + + + 585 59 1,012 75,986 561,596 0 + 5,064 0 + 79,395 0 10,189 5,127 178 214 15,709 7,469 4,457 589,232 + + - 4,750 45 16 22 4,711 253 0 101 + + + + + 5,829 928 23 113 4,989 86 100 74,593 6,412 5,952 1,320 + 38 0 111 + + + 475 732 185 + 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 $ 173 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 $ 16,466 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 151 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 8, 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 52 43 3 Total 98 U.S. government securities (1,2) Weekly Holdings changes 15,145 + 3,707 105,402 + 1,980 135,375 5,295 122,414 0 50,521 + 1 65,886 + 875 494,744 + Federal agency obligations(2) Weekly Holdings changes 0 31 20 10 120 0 1,270 181 0 0 0 0 0 0 Repurchase Agreements Triparty(3) 4,850 42,175 --------------------- 0 47,025 Reverse Repurchase Agreements Triparty(3) 0 0 --------------------0 1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 220 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 8, 1999 Total Boston New York Philadelphia Cleveland 11,048 7,200 228 533 357 6 4,435 2,823 11 319 217 13 566 348 12 98 0 47,025 14 0 0 2 0 47,025 0 0 0 Richmond Atlanta Chicago St. Louis 834 599 38 724 523 30 993 637 27 337 204 11 0 0 0 8 0 0 4 0 0 12 0 0 14 0 0 Minneap 14 9 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 0 199,233 213,273 82,238 494,744 0 494,744 542,048 10,303 11,029 4,253 25,585 0 25,585 25,608 79,344 84,935 32,751 197,030 0 197,030 244,129 5,967 6,388 2,463 14,818 0 14,818 14,824 11,533 12,345 4,760 28,638 0 28,638 28,649 14,988 16,044 6,187 37,220 0 37,220 37,241 12,127 12,982 5,006 30,115 0 30,115 30,130 18,712 20,031 7,724 46,467 0 46,467 46,495 6,554 7,015 2,705 16,274 0 16,274 16,294 2,38 2,55 98 5,91 Items in process of collection Bank premises Other assets(5) Interdistrict settlement account TOTAL ASSETS 9,810 1,354 32,081 0 603,768 951 93 1,434 + 6,087 35,068 1,129 163 10,598 -24,575 238,714 455 50 974 + 5,935 22,787 434 156 1,897 + 382 32,444 732 124 4,519 - 3,830 40,258 1,126 138 2,024 + 8,599 43,294 692 107 2,864 +17,609 69,425 346 32 789 + 3,785 21,797 62 12 74 - 4,70 2,96 5,91 5,92 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 $ 173 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 $ 16,466 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 151 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 8, 1999 Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap 561,596 0 33,268 0 226,572 0 21,607 0 30,099 0 34,235 0 40,159 0 65,197 0 20,597 0 1,6 10,189 5,127 178 216 15,710 8,320 509 0 7 0 515 437 1,220 5,127 62 141 6,551 1,132 261 0 4 0 265 340 702 0 10 -4 707 471 1,479 0 30 62 1,571 691 835 0 10 8 853 1,022 1,901 0 14 1 1,916 638 437 0 3 1 441 258 2 4,457 590,084 241 34,462 1,550 235,805 162 22,374 272 31,550 388 36,885 316 42,350 424 68,176 168 21,464 6,412 5,952 1,320 289 267 49 1,325 1,208 375 199 177 37 434 399 62 1,691 1,238 445 458 418 68 601 583 65 159 121 54 2 2 603,768 35,068 238,714 22,787 32,444 40,258 43,294 69,425 21,797 2,9 824,756 263,160 561,596 42,967 9,698 33,268 327,382 100,810 226,572 31,043 9,436 21,607 39,212 9,113 30,099 55,021 20,785 34,235 62,291 22,132 40,159 79,743 14,546 65,197 26,575 5,978 20,597 11,4 9,7 1,6 2 4 2,5 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 1,398 541,950 561,596 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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