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Skip to Content Release Date: November 26, 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 26, 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 24, 1999 Nov 17, 1999 Nov 25, 1998 Nov 24, 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 562,987 + 1,263 + 68,825 570,957 494,001 0 + 1,324 0 + - 41,175 3,004 494,529 0 0 0 1,426 0 + 191 2,691 35,095 0 181 0 41,455 0 69 59 6 0 486 33,091 11,049 7,200 27,555 608,791 - 366 0 2 0 67 1,189 0 0 26 1,289 + + 15 36 6 0 141 1,443 8 2,000 1,396 68,229 299 64 9 0 1,096 33,324 11,049 7,200 27,555 616,761 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 573,044 0 95 + 4,906 0 0 + - 69,127 0 3 578,547 0 85 5,340 203 7,162 255 18,437 + + + 614 61 80 1 68 + + + + 314 24 369 134 1,395 4,525 171 7,162 253 18,196 604,536 + 5,607 + 71,091 608,939 4,255 - 4,318 - 2,862 7,822 Reserve balances with F.R. Banks 181 0 35,095 0 (6) + + + - + + + + + On November 24, 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 612,257 million, a change of -$ 40 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 $ 15,599 million (daily average over statement week) and $ 15,797 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 15,599 million (daily average) and $ 15,797 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 2,039 million (daily average) and $ 1,006 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 $ 212 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 $ 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 November 24, 1999, option contracts on repurchase agreements were outstanding as follows: $ 98,850 million with exercise dates from December 23, 1999 through December 29, 1999; $ 198,000 million with exercise dates from December 30, 1999 through January 5, 2000; and $ 129,000 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 24, 1999 11,049 7,200 261 372 0 41,455 181 0 Change Since Wednesday Wednesday Nov 17, 1999 Nov 25, 1998 + 0 0 11 1,812 0 6,135 + + + 9 2,000 138 226 0 41,455 0 0 - 187 4,662 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 (651) (651) 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) (651) (651) 199,902 213,266 81,361 494,529 0 494,529 536,538 + + + + + 512 1,018 927 1,433 0 1,433 5,756 + + + + + + 2,735 25,379 11,889 40,004 3,830 36,174 73,008 8,204 1,348 31,784 596,384 + + + 653 1 661 5,755 + + + 573 53 2,376 69,128 551,338 0 + 7,408 0 + 70,238 0 14,723 4,525 171 253 19,673 7,178 4,583 582,771 - 166 703 0 6 863 844 65 5,765 + + + 1,982 356 81 103 2,520 67 155 67,939 6,374 5,952 1,287 - 4 0 7 + + - 466 732 9 + + + 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 $ 167 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 $ 45 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 15,797 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,006 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 24, 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 358 11 2 Total 372 U.S. government securities (1,2) Weekly Holdings changes 16,011 + 4,216 99,625 4,524 140,233 205 123,135 + 1,015 50,517 + 4 65,009 + 927 494,529 + Federal agency obligations(2) Weekly Holdings changes 0 31 20 10 120 0 1,433 181 0 0 0 0 0 0 Repurchase Agreements Triparty(3) 5,295 36,160 --------------------- 0 41,455 Reverse Repurchase Agreements Triparty(3) 0 0 --------------------0 1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 212 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 24, 1999 Total Boston New York Philadelphia Cleveland 11,049 7,200 261 533 357 8 4,436 2,823 14 319 217 17 566 348 18 372 0 41,455 4 0 0 5 0 41,455 0 0 0 Richmond Atlanta Chicago St. Louis 834 599 40 724 523 34 993 637 31 337 204 10 0 0 0 41 0 0 2 0 0 15 0 0 25 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 0 199,902 213,266 81,361 494,529 0 494,529 536,538 10,338 11,029 4,207 25,574 0 25,574 25,587 79,610 84,932 32,401 196,944 0 196,944 238,476 5,987 6,388 2,437 14,812 0 14,812 14,818 11,571 12,345 4,710 28,626 0 28,626 28,636 15,039 16,044 6,121 37,203 0 37,203 37,257 12,168 12,981 4,952 30,102 0 30,102 30,115 18,775 20,030 7,641 46,446 0 46,446 46,478 6,576 7,015 2,676 16,267 0 16,267 16,298 2,39 2,55 97 5,91 Items in process of collection Bank premises Other assets(5) Interdistrict settlement account TOTAL ASSETS 8,855 1,348 31,784 0 597,035 536 93 1,430 + 5,791 34,335 1,051 164 10,433 -19,169 238,228 521 50 905 + 5,915 22,763 464 156 1,887 + 286 32,360 694 124 4,510 - 4,862 39,197 745 131 2,010 + 8,097 42,379 661 107 2,853 +16,935 68,696 442 32 787 + 3,405 21,514 56 12 75 - 4,99 2,61 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 $ 167 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 $ 45 million of compensation that adjusts for the effects of inflation on the principal of such securities. Net of $ 15,797 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,006 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 24, 1999 Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap 551,338 0 32,239 0 224,389 0 21,551 0 29,854 0 33,308 0 39,185 0 64,610 0 20,339 0 1,0 14,723 4,525 171 253 19,673 7,828 854 0 7 0 860 386 3,656 4,525 55 153 8,390 972 314 0 4 0 318 314 991 0 10 4 1,005 334 1,483 0 30 79 1,592 600 925 0 10 1 936 1,002 1,761 0 14 1 1,776 635 424 0 3 0 427 244 4 4,583 583,422 244 33,730 1,584 235,334 164 22,347 268 31,461 389 35,890 313 41,436 430 67,451 171 21,181 6,374 5,952 1,287 289 267 48 1,319 1,208 366 199 177 40 430 399 71 1,640 1,238 430 458 418 67 599 583 63 158 121 54 2 2 597,035 34,335 238,228 22,763 32,360 39,197 42,379 68,696 21,514 2,6 825,190 273,852 551,338 42,543 10,303 32,239 327,848 103,459 224,389 31,176 9,625 21,551 39,110 9,256 29,854 55,360 22,051 33,308 61,991 22,806 39,185 79,877 15,267 64,610 26,636 6,297 20,339 11,4 10,3 1,0 4 5 2,1 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 0 533,089 551,338 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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