H.4.1 Factors Affecting Reserve Balances of Depository Institutions

FEDERAL RESERVE These data are scheduled for release each Thursday. The exact time of each release will be announced, when the information is available, on (202) 452-3206. August 30, 2001 H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks Millions of dollars Averages of daily figures Reserve balances of depository institutions at Week ended Change from week ended Wednesday F.R. Banks, Reserve Bank credit, and related items Aug 29, 2001 Aug 22, 2001 Aug 30, 2000 Aug 29, 2001 Reserve Bank Credit 600,643 - 527 + 43,844 603,567 U.S. government securities (1) Bought outright-system account (2,3) 541,874 + 1,053 + 30,727 542,873 Held under repurchase agreements 0 0 0 0 Federal agency obligations (1) Bought outright 10 0 - 130 10 Held under repurchase agreements 0 0 0 0 Repurchase agreements — triparty (4) 22,505 - 2,048 + 11,744 24,755 Acceptances 0 0 0 0 Loans to depository institutions Adjustment credit 37 + 27 - 17 138 Seasonal credit 139 - 25 - 447 136 Extended credit 0 0 0 0 Float -30 + 39 - 522 -224 Other F.R. assets 36,108 + 428 + 2,489 35,879 Gold stock 11,044 0 - 2 11,044 Special drawing rights certificate account 2,200 0 - 2,000 2,200 Treasury currency outstanding 32,782 + 14 + 2,272 32,782 Total factors supplying reserve funds 646,668 - 513 + 44,113 649,592 Currency in circulation* 608,447 + 1,216 + 39,657 611,109 Reverse repurchase agreements — triparty (4) 0 0 0 0 Treasury cash holdings* 410 - 2 + 249 416 Deposits, other than reserve balances, with F.R. Banks Treasury 5,001 - 312 - 244 4,675 Foreign 106 + 34 + 29 151 Service-related balances and adjustments (5) 7,723 + 237 + 1,030 7,723 Other 291 - 14 + 86 282 Other F.R. liabilities and capital 18,117 - 346 + 2,816 17,848 Total factors, other than reserve balances, absorbing reserve funds 640,095 + 812 + 43,623 642,205 Reserve balances with F.R. Banks (6) 6,574 - 1,324 + 491 7,387 On August 29, 2001, the face amount of marketable U.S. government and federal agency securities held in custody by the Federal Reserve Banks for foreign official and international accounts was $ 716,704 million, a change of $ - 2,382 million for the week. The total includes $ 586,569 million of U.S. government securities and $ 130,135 million of federal agency securities. 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 $ 17,571 million (daily average over statement week) and $ 17,087 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 17,571 million (daily average) and $ 17,087 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 1,766 million (daily average) and $ 2,104 million (outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities. 3 Includes $ 9,243 million of inflation-indexed securities valued at the original face amount and $ 896 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 $ 7,237 million and adjustments of $ 486 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.

H.4.1(a) Consolidated Statement of Condition of all Federal Reserve Banks Millions of dollars Change Since Eliminations from Consolidation Wednesday Wednesday Wednesday Aug 29, 2001 Aug 22, 2001 Aug 30, 2000 ASSETS Gold certificate account 11,044 0 - 2 Special drawing rights certificate account 2,200 0 - 2,000 Coin 1,106 - 17 + 346 Loans 274 + 105 - 332 Acceptances 0 0 0 Repurchase agreements — triparty (1) 24,755 - 9,510 + 12,820 Federal agency obligations (2) Bought outright 10 0 - 130 Held under repurchase agreements 0 0 0 U.S. government securities (2) Bought outright—Bills 184,710 + 724 - 4,550 Notes (3) 257,099 + 1,320 + 23,443 Bonds (4) 101,064 + 51 + 10,885 Total bought outright (5) 542,873 + 2,095 + 29,778 Held under repurchase agreements 0 0 0 Total U.S. government securities 542,873 + 2,095 + 29,778 Total loans and securities 567,911 - 7,311 + 42,135 Items in process of collection (902) 6,619 - 222 - 492 Bank premises 1,512 0 + 100 Other assets (6) 34,769 + 495 + 2,315 TOTAL ASSETS (902) 625,160 - 7,056 + 42,401 LIABILITIES Federal Reserve notes 579,849 + 2,120 + 38,489 Reverse repurchase agreements — triparty (1) 0 0 0 Deposits Depository institutions 15,526 - 8,533 + 2,015 U.S. Treasury—general account 4,675 - 440 - 1,273 Foreign—official accounts 151 + 76 + 52 Other (0) 282 - 3 + 80 Total deposits (0) 20,634 - 8,900 + 873 Deferred availability cash items (902) 6,829 - 200 + 105 Other liabilities and accrued dividends (7) 3,055 - 13 - 1,319 TOTAL LIABILITIES (902) 610,367 - 6,992 + 38,148 CAPITAL ACCOUNTS Capital paid in 7,190 + 21 + 334 Surplus 6,747 - 3 + 4,068 Other capital accounts 855 - 83 - 150 1 Cash value of agreements arranged through third-party custodial banks. 2 Face value of the securities. 3 Includes $ 5,739 million of inflation-indexed securities valued at the original face amount and $ 574 million of compensation that adjusts for the effects of inflation on the principal of such securities. 4 Includes $ 3,504 million of inflation-indexed securities valued at the original face amount and $ 322 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 17,087 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 2,104 million that are fully collateralized by other U.S. government securities. 6 Includes assets denominated in foreign currencies, revalued daily at market exchange rates. 7 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of foreign exchange commitments. Maturity Distribution of Loans and Securities, August 29, 2001 Millions of dollars U.S. government Federal agency Reverse Repurchase securities (1,2) obligations(2) Repurchase Loans Agreements— Weekly Weekly Agreements— Holdings changes Holdings changes Triparty (3) Triparty (3) Within 15 days 266 23,583 + 414 0 0 18,750 0 16 days to 90 days 8 111,288 - 82 0 0 6,005 0 91 days to 1 year 0 132,942 + 393 0 0 ——— ——— Over 1 year to 5 years ——— 141,985 + 810 10 0 ——— ——— Over 5 years to 10 years ——— 55,433 + 559 0 0 ——— ——— Over 10 years ——— 77,642 + 1 0 0 ——— ——— Total 274 542,873 + 2,095 10 0 24,755 0 1 Includes $ 9,243 million of inflation-indexed securities valued at the original face amount and $ 896 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.

)b( 1.4.H 1002 ,92 tsuguA no knaB evreseR laredeF hcaE fo noitidnoC fo tnemetatS srallod fo snoilliM naS sasnaK sallaD silopaenniM siuoL .tS ogacihC atnaltA dnomhciR dnalevelC aihpledalihP kroY weN notsoB latoT ocsicnarF ytiC STESSA 631,1 7 74 7 13 3 41 3 43 8 20,1 1 78 1 47 8 35 4 54 0 54,4 6 45 4 40,11 tnuocca etacifitrec dloG 432 8 9 6 6 0 3 1 7 2 12 6 61 7 41 4 01 3 8 4 78 5 11 0 02,2 .tcca .fitrec sthgir gniward laicepS 931 2 11 0 7 3 3 7 5 6 31 1 31 7 71 0 7 9 5 9 5 1 6 6 01,1 nioC 5 5 1 2 6 5 6 0 4 7 0 3 3 0 01 0 0 4 72 snaoL 0 0 0 0 0 0 0 0 0 0 0 0 0 secnatpeccA 0 0 0 0 0 0 0 0 0 0 5 57,42 0 5 57,42 )1( ytrapirt — stnemeerga esahcrupeR )2( snoitagilbo ycnega laredeF 1 0 0 0 0 1 1 1 1 0 4 1 0 1 thgirtuo thguoB 0 0 0 0 0 0 0 0 0 0 0 0 0 stnemeerga esahcruper rednu dleH )2( seitiruces tnemnrevog .S.U 906,81 8 43,3 1 07,5 6 75 8 56,6 0 29,02 1 07,21 5 30,11 4 18,01 7 85,7 3 66,57 8 90,11 0 17,481 slliB —thgirtuo thguoB 209,52 1 66,4 5 39,7 2 08 7 62,9 8 11,92 9 76,71 9 53,51 2 50,51 0 65,01 6 13,501 7 44,51 9 90,752 )3( setoN 281,01 2 38,1 9 11,3 5 13 3 46,3 6 44,11 9 49,6 8 30,6 7 19,5 1 51,4 9 93,14 2 70,6 4 60,101 )4( sdnoB 396,45 1 48,9 6 57,61 4 96,1 7 65,91 5 84,16 0 33,73 1 34,23 2 87,13 8 92,22 9 73,222 7 16,23 3 78,245 )5( thgirtuo thguob latoT 0 0 0 0 0 0 0 0 0 0 0 0 0 stnemeerga esahcruper rednu dleH 396,45 1 48,9 6 57,61 4 96,1 7 65,91 5 84,16 0 33,73 1 34,23 2 87,13 8 92,22 9 73,222 7 16,23 3 78,245 seitiruces .tvog .S.U latoT 996,45 7 48,9 7 77,61 0 57,1 3 75,91 6 25,16 7 33,73 2 34,23 6 18,13 8 93,22 8 31,742 8 16,23 1 19,765 seitiruces dna snaol latoT 690,2 7 13 2 54 8 15 4 82 1 06 6 86 7 65 2 72 6 14 4 67 0 55 1 25,7 noitcelloc fo ssecorp ni smetI 371 7 31 9 4 4 21 0 4 7 01 5 82 2 31 3 51 9 4 9 61 3 9 2 15,1 sesimerp knaB 564,3 5 87 1 49 7 86 2 29 3 62,3 8 92,2 9 58,4 2 60,2 2 02,1 6 84,21 8 97,1 9 67,43 )6( stessa rehtO 167,8 - 7 06,1 + 5 96 - 1 30,4 + 8 17 - 4 85,3 + 5 74,1 + 6 27,11+ 9 74,2 - 8 64,1 - 9 07,6 - 5 95,1 - 0 tnuocca tnemelttes tcirtsidretnI 281,35 0 83,31 8 79,71 6 13,7 2 75,02 7 54,07 0 52,34 3 87,05 6 35,23 3 91,32 0 32,952 5 81,43 2 60,626 STESSA LATOT .seitiruces ycnega laredef dna tnemnrevog .S.U yb dezilaretalloc era stnemeerga esehT .sknab laidotsuc ytrap-driht hguorht degnarra stnemeerga fo eulav hsaC 1 .seitiruces eht fo eulav ecaF 2 eht no noitalfni fo stceffe eht rof stsujda taht noitasnepmoc fo noillim 475 $ dna tnuoma ecaf lanigiro eht ta deulav seitiruces dexedni-noitalfni fo noillim 937,5 $ sedulcnI 3 .seitiruces hcus fo lapicnirp eht no noitalfni fo stceffe eht rof stsujda taht noitasnepmoc fo noillim 223 $ dna tnuoma ecaf lanigiro eht ta deulav seitiruces dexedni-noitalfni fo noillim 405,3 $ sedulcnI 4 .seitiruces hcus fo lapicnirp ylluf era taht noillim 401,2 $ fo snaol seitiruces sedulcnI .keew tnemetats tsetal eht fo dne eht ta gnidnatstuo snoitcasnart esahcrup-elas dehctam noillim 780,71 $ fo teN 5 .seitiruces tnemnrevog .S.U rehto yb dezilaretalloc .setar egnahcxe tekram ta ylhtnom deulaver ,seicnerruc ngierof ni detanimoned stessa sedulcnI 6 .gnidnuor ot eud slatot ot dda ton yam stnenopmoC

)c( 1.4.H 1002 ,92 tsuguA no knaB evreseR laredeF hcaE fo noitidnoC fo tnemetatS srallod fo snoilliM naS sasnaK sallaD silopaenniM siuoL .tS ogacihC atnaltA dnomhciR dnalevelC aihpledalihP kroY weN notsoB latoT ocsicnarF ytiC SEITILIBAIL 497,64 9 11,21 6 73,61 7 00,6 5 82,91 0 85,46 1 40,04 3 56,34 6 57,92 9 77,12 5 75,742 4 88,13 9 48,975 seton evreseR laredeF 0 0 0 0 0 0 0 0 0 0 0 0 0 )1( ytrapirt—stnemeerga esahcruper esreveR stisopeD 403,2 0 15 2 66 1 34 0 46 6 73,3 2 51,1 8 07,2 5 30,1 9 73 2 46,1 6 86 6 25,51 snoitutitsni yrotisopeD 0 0 0 0 0 0 0 0 0 0 5 76,4 0 5 76,4 tnuocca lareneg—yrusaerT .S.U 3 1 1 1 1 3 2 7 2 1 8 21 2 1 51 stnuocca laiciffo—ngieroF 2 1 7 0 1 1 2 1 31 2 0 1 31 3 2 82 rehtO 903,2 2 15 0 76 3 34 2 46 0 83,3 7 51,1 7 48,2 9 30,1 0 83 7 75,6 0 96 4 36,02 stisoped latoT 711,2 2 92 0 24 9 15 2 02 5 46 5 96 1 26 0 53 8 24 3 88 7 55 1 37,7 smeti tiderc derrefeD deurcca dna seitilibail rehtO 582 0 01 2 21 5 6 0 31 6 23 3 52 3 42 4 81 7 31 3 20,1 7 81 5 50,3 )2( sdnedivid 405,15 3 20,31 7 85,71 4 20,7 9 52,02 1 39,86 6 41,24 4 63,74 9 23,13 5 27,22 8 50,652 9 13,33 9 62,116 SEITILIBAIL LATOT STNUOCCA LATIPAC 028 2 61 8 81 4 71 9 41 7 37 7 35 3 07,1 1 16 1 22 7 64,1 1 24 0 91,7 ni diap latipaC 297 8 81 9 71 8 11 8 31 2 36 5 94 9 76,1 2 74 8 22 8 64,1 8 53 7 47,6 sulpruS 66 7 4 2 0 7 2 7 51 2 7 7 3 4 21 9 1 8 32 7 8 5 58 stnuocca latipac rehtO LATIPAC DNA SEITILIBAIL LATOT 281,35 0 83,31 8 79,71 6 13,7 2 75,02 7 54,07 0 52,34 3 87,05 6 35,23 3 91,32 0 32,952 5 81,43 2 60,626 STNUOCCA STNUOCCA ’STNEGA EVRESER LAREDEF 066,17 3 82,23 9 03,02 8 20,9 6 99,22 3 95,27 4 97,36 6 76,55 1 45,53 4 73,92 8 21,092 2 01,63 4 84,937 gnidnatstuo seton .R.F 668,42 4 61,02 3 39,3 1 20,3 1 17,3 2 10,8 3 57,32 3 20,21 5 87,5 5 95,7 4 55,24 8 12,4 5 36,951 sknaB .R.F yb dleH—sseL 497,64 9 11,21 6 73,61 7 00,6 5 82,91 0 85,46 1 40,04 3 56,34 6 57,92 9 77,12 5 75,742 4 88,13 9 48,975 ten ,seton .R.F seton .R.F tsniaga dleh laretalloC 440,11 tnuocca etacifitrec dloG sthgir gniward laicepS 002,2 tnuocca etacifitrec 0 stessa elbigile rehtO 506,665 )3( seitiruces ycnega dna .tvog .S.U 948,975 laretalloc latoT .seitiruces ycnega dna tnemnrevog .S.U yb dezilaretalloc era stnemeerga esehT .sknab laidotsuc ytrap-driht hguorht degnarra stnemeerga fo eulav hsaC 1 .stnemtimmoc egnahcxe ngierof fo setar egnahcxe tekram ta noitaulaver ylhtnom eht gnitcelfer tnuocca noitalsnart-egnahcxe sedulcnI 2 ytrapirt rednu stnemeerga esahcruper fo eulav hsac sedulcnI .tnuoma ecaf ta deulav era tnemeerga esahcruper rednu dleh ro thgirtuo thguob seitiruces ycnega dna tnemnrevog .S.U 3 .stnemeerga esahcruper esrever rednu degdelp seitiruces fo eulav rap eht sedulcxe dna stnemegnarra .gnidnuor ot eud slatot ot dda ton yam stnenopmoC