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Skip to Content Release Date: November 18, 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 November 18, 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 Nov 17, 1999 Nov 10, 1999 Nov 18, 1998 Nov 17, 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 561,724 + 9,482 + 66,513 564,023 492,677 0 + 717 0 + - 42,243 4,084 493,096 0 181 0 33,669 0 - 6 0 9,518 0 + 192 4,215 33,669 0 181 0 35,320 0 435 59 4 0 419 34,280 11,049 7,200 27,529 607,501 + - 344 5 1 0 103 982 0 0 2 9,484 + + + 363 26 4 0 47 1,256 7 2,000 1,393 65,912 2,115 64 5 0 571 32,671 11,049 7,200 27,527 609,799 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 568,138 0 95 + 5,399 0 0 + + 65,532 0 7 571,088 0 97 4,726 264 7,082 256 18,369 + + + 88 77 52 10 56 + + + 75 86 309 154 1,149 5,228 171 7,082 247 18,141 598,929 + 5,401 + 66,853 602,055 8,572 + 4,083 - 941 7,745 Reserve balances with F.R. Banks (6) + - + + + + + On November 17, 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 612,297 million, a change of +$ 5,500 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 $ 15,563 million (daily average over statement week) and $ 15,285 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 15,563 million (daily average) and $ 15,285 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 1,748 million (daily average) and $ 1,828 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 $ 205 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 $ 6,825 million and adjustments of $ 257 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 November 17, 1999, option contracts on repurchase agreements were outstanding as follows: $ 88,850 million with exercise dates from December 23, 1999 through December 29, 1999; $ 173,000 million with exercise dates from December 30, 1999 through January 5, 2000; and $ 109,000 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 Nov 17, 1999 11,049 7,200 272 2,184 0 35,320 181 0 Change Since Wednesday Wednesday Nov 10, 1999 Nov 18, 1998 + + 0 0 17 2,092 0 7,500 + + + 8 2,000 132 2,145 0 35,320 0 0 - 192 4,263 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 (653) (653) 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) (653) (653) 200,414 212,248 80,434 493,096 0 493,096 530,782 + + + + 197 969 2 1,168 0 1,168 10,761 + + + + + + 4,059 25,602 11,817 41,479 3,630 37,849 70,860 8,857 1,347 31,123 590,629 + 1,873 0 2,796 9,820 + + + 110 52 1,621 67,277 543,930 0 + 3,905 0 + 66,145 0 14,889 5,228 171 247 20,536 8,022 4,518 577,006 + + + + + + + + 4,612 358 10 5 4,985 731 175 9,797 + + + + 802 508 43 159 494 344 47 66,041 6,378 5,952 1,294 + 6 0 18 + + + 443 732 62 + + + 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 $ 162 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 $ 43 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 15,285 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,828 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, November 17, 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 2,177 5 2 Total 2,184 U.S. government securities (1,2) Weekly Holdings changes 11,795 6,281 104,149 + 1,840 140,438 + 4,493 122,120 + 1,894 50,513 + 297 64,082 1,074 493,096 + Federal agency obligations(2) Weekly Holdings changes 0 0 31 + 25 20 25 10 0 120 0 0 0 1,168 181 Repurchase Agreements Triparty(3) 8,745 26,575 --------------------- 0 Reverse Repurchase Agreements Triparty(3) 0 0 --------------------- 35,320 0 1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 205 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 November 17, 1999 Total Boston New York Philadelphia Cleveland 11,049 7,200 272 533 357 5 4,436 2,823 13 319 217 16 566 348 24 2,184 0 35,320 0 0 0 2,075 0 35,320 0 0 0 Richmond Atlanta Chicago St. Louis Minneap 834 599 41 724 523 39 993 637 29 337 204 12 14 9 1 0 0 0 3 0 0 2 0 0 26 0 0 41 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 0 200,414 212,248 80,434 493,096 0 493,096 530,782 10,364 10,976 4,159 25,500 0 25,500 25,509 79,814 84,527 32,032 196,373 0 196,373 233,840 6,003 6,357 2,409 14,769 0 14,769 14,775 11,601 12,286 4,656 28,543 0 28,543 28,553 15,077 15,967 6,051 37,096 0 37,096 37,112 12,199 12,919 4,896 30,014 0 30,014 30,027 18,823 19,934 7,554 46,312 0 46,312 46,355 6,592 6,982 2,646 16,220 0 16,220 16,267 2,39 2,53 96 5,89 Items in process of collection Bank premises Other assets(5) Interdistrict settlement account TOTAL ASSETS 9,510 1,347 31,123 0 591,282 431 93 1,397 + 5,673 33,998 1,319 163 10,143 -14,647 238,092 516 50 886 + 5,815 22,594 268 156 1,853 + 472 32,241 763 124 4,465 - 6,020 37,918 687 131 1,972 + 7,584 41,688 675 107 2,795 +17,060 68,652 333 32 770 + 3,555 21,510 61 12 74 - 5,09 2,53 5,89 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 $ 162 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 $ 43 million of compensation that adjusts for the effects of inflation on the principal of such securities. Net of $ 15,285 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,828 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 November 17, 1999 Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap 543,930 0 31,526 0 223,888 0 21,139 0 29,594 0 32,167 0 38,057 0 64,240 0 19,992 0 8 14,889 5,228 171 247 20,536 8,676 1,168 0 7 0 1,175 448 3,225 5,228 55 146 8,654 1,063 507 0 4 0 512 359 1,081 0 10 9 1,100 362 1,340 0 30 79 1,450 624 1,264 0 10 2 1,276 1,098 2,070 0 14 1 2,085 652 744 0 3 0 748 268 5 4,518 577,659 243 33,392 1,595 235,200 164 22,174 269 31,325 381 34,621 313 40,744 430 67,406 171 21,178 6,378 5,952 1,294 289 267 49 1,319 1,208 364 202 177 41 442 399 75 1,632 1,238 428 456 418 69 598 583 64 158 121 53 2 2 591,282 33,998 238,092 22,594 32,241 37,918 41,688 68,652 21,510 2,5 825,430 281,501 543,930 42,061 10,534 31,526 328,987 105,098 223,888 31,115 9,976 21,139 39,202 9,608 29,594 55,115 22,947 32,167 61,667 23,610 38,057 80,263 16,024 64,240 26,639 6,647 19,992 11,4 10,6 8 5 6 2,0 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 7,200 0 525,681 543,930 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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