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Skip to Content Release Date: October 28, 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 October 28, 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 Oct 27, 1999 Oct 20, 1999 Oct 28, 1998 Oct 27, 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 543,576 - 890 + 55,403 548,135 490,711 0 - 196 0 + - 43,502 2,025 492,051 0 194 0 17,061 0 - 4 0 1,062 0 + 194 3,457 17,061 0 188 0 20,065 0 40 191 7 0 325 35,049 11,050 7,200 27,410 589,236 + + 25 33 6 0 230 605 0 0 14 875 + + + 27 100 7 0 59 325 10 2,000 1,340 54,754 27 174 10 0 278 35,342 11,050 7,200 27,410 593,795 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 553,096 0 92 + + - 1,555 0 2 + 56,459 0 2 555,448 0 94 5,206 180 7,065 260 18,242 - 215 7 31 31 90 + + 120 26 205 164 1,054 4,363 172 7,065 223 17,951 584,142 + 1,179 + 57,411 585,317 5,094 - 2,054 - 2,657 8,478 Reserve balances with F.R. Banks (6) - + + - + + + + + On October 27, 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 608,148 million, a change of -$ 1,509 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 $ 16,688 million (daily average over statement week) and $ 15,350 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 15,902 million (daily average) and $ 15,350 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 1,492 million (daily average) and $ 1,981 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 $ 189 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 $ 6,799 million and adjustments of $ 266 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 October 27, 1999, option contracts on repurchase agreements were outstanding as follows: $ 23,950 million with exercise dates from December 23, 1999 through December 29, 1999; $ 43,050 million with exercise dates from December 30, 1999 through January 5, 2000; and $ 24,000 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 Oct 27, 1999 11,050 7,200 317 211 0 20,065 188 0 Change Since Wednesday Wednesday Oct 20, 1999 Oct 28, 1998 - 0 0 0 17 0 3,485 + + + 9 2,000 141 127 0 20,065 10 0 - 200 3,440 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 (713) (713) 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) (713) (713) 200,350 211,272 80,429 492,051 0 492,051 512,515 + + + + + - 681 2 1 684 0 684 2,828 + + + + + + 3,772 26,939 13,374 44,085 2,279 41,806 58,358 6,656 1,341 33,584 572,664 + - 1,000 1 359 3,468 + + + 258 46 17 56,516 528,449 0 + 2,522 0 + 55,916 0 14,775 4,363 172 223 19,533 6,730 4,444 559,156 + - 4,858 562 5 88 5,502 449 19 3,448 + + + 1,390 2,019 41 244 915 490 33 55,459 6,354 5,952 1,201 + 17 0 38 + + - 435 732 110 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 $ 150 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 $ 38 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 15,350 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,981 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, October 27, 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 181 29 2 Total 211 U.S. government securities (1,2) Weekly Holdings changes 10,377 416 103,172 + 1,236 141,937 140 121,201 + 1 50,211 + 2 65,153 + 1 492,051 + Federal agency obligations(2) Weekly Holdings changes 7 6 45 10 120 0 684 188 - 3 1 6 0 0 0 Repurchase Agreements Triparty(3) 3,505 16,560 --------------------- 10 20,065 Reverse Repurchase Agreements Triparty(3) 0 0 --------------------0 1 Includes $ 5,476 million of inflation-indexed securities valued at the original face amount and $ 189 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 October 27, 1999 Total Boston New York Philadelphia Cleveland 11,050 7,200 317 533 357 7 4,437 2,823 16 319 217 15 566 348 29 211 0 20,065 0 0 0 1 0 20,065 1 0 0 Richmond Atlanta Chicago St. Louis Minneap 834 599 46 724 523 44 993 637 31 337 204 17 14 9 1 0 0 0 12 0 0 12 0 0 45 0 0 53 0 0 4 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 188 0 10 0 75 0 6 0 11 0 14 0 11 0 18 0 6 0 200,350 211,272 80,429 492,051 0 492,051 512,515 10,361 10,926 4,159 25,445 0 25,445 25,455 79,788 84,138 32,031 195,957 0 195,957 216,098 6,001 6,328 2,409 14,738 0 14,738 14,744 11,597 12,229 4,656 28,482 0 28,482 28,493 15,072 15,894 6,051 37,017 0 37,017 37,043 12,195 12,860 4,896 29,951 0 29,951 29,974 18,817 19,843 7,554 46,214 0 46,214 46,276 6,590 6,950 2,646 16,186 0 16,186 16,244 2,39 2,52 96 5,88 Items in process of collection Bank premises Other assets(5) Interdistrict settlement account TOTAL ASSETS 7,369 1,341 33,584 0 573,377 338 93 1,532 + 3,901 32,216 874 163 11,085 - 2,732 232,763 310 50 961 + 5,182 21,799 338 156 1,997 487 31,440 424 124 4,642 - 7,106 36,605 734 125 2,130 + 6,278 40,533 545 107 3,036 +15,677 67,302 355 32 856 + 2,647 20,692 59 12 76 - 5,31 2,35 5,88 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 $ 150 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 $ 38 million of compensation that adjusts for the effects of inflation on the principal of such securities. Net of $ 15,350 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 1,981 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 October 27, 1999 Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap 528,449 0 30,404 0 220,714 0 20,447 0 29,107 0 29,932 0 37,209 0 62,803 0 19,475 0 5 14,775 4,363 172 223 19,533 7,443 621 0 7 0 628 339 2,129 4,363 56 141 6,689 966 453 0 4 0 458 316 813 0 10 2 825 335 2,334 0 30 67 2,430 557 1,239 0 10 4 1,253 847 2,289 0 14 3 2,306 528 482 0 3 0 486 234 7 4,444 559,869 242 31,613 1,544 229,913 162 21,383 266 30,533 387 33,306 310 39,619 423 66,060 169 20,363 6,354 5,952 1,201 289 267 47 1,319 1,208 323 201 177 39 441 399 68 1,632 1,238 429 450 418 46 599 583 60 157 121 51 2 2 573,377 32,216 232,763 21,799 31,440 36,605 40,533 67,302 20,692 2,3 827,758 299,309 528,449 41,667 11,263 30,404 329,760 109,046 220,714 31,344 10,897 20,447 39,282 10,175 29,107 55,545 25,612 29,932 62,073 24,864 37,209 80,501 17,698 62,803 26,690 7,215 19,475 11,5 10,9 5 7 5 1,9 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 11,050 7,200 0 510,199 528,449 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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