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. September 6, 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 Sep 5, 2001 Aug 29, 2001 Sep 6, 2000 Sep 5, 2001 Reserve Bank Credit 608,992 + 8,349 + 46,114 612,097 U.S. government securities (1) Bought outright-system account (2,3) 542,052 + 178 + 30,929 542,333 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) 29,885 + 7,380 + 12,221 31,215 Acceptances 0 0 0 0 Loans to depository institutions Adjustment credit 21 - 16 - 15 99 Seasonal credit 114 - 25 - 417 96 Extended credit 0 0 0 0 Float 601 + 631 + 611 2,079 Other F.R. assets 36,310 + 202 + 2,916 36,266 Gold stock 11,044 0 - 2 11,044 Special drawing rights certificate account 2,200 0 - 2,000 2,200 Treasury currency outstanding 32,796 + 14 + 2,247 32,796 Total factors supplying reserve funds 655,032 + 8,364 + 46,359 658,137 Currency in circulation* 613,195 + 4,748 + 40,558 614,361 Reverse repurchase agreements — triparty (4) 0 0 0 0 Treasury cash holdings* 416 + 6 + 250 421 Deposits, other than reserve balances, with F.R. Banks Treasury 5,252 + 251 - 342 4,358 Foreign 77 - 29 + 3 73 Service-related balances and adjustments (5) 7,573 - 150 + 785 7,573 Other 287 - 4 + 39 308 Other F.R. liabilities and capital 18,084 - 33 + 2,928 17,672 Total factors, other than reserve balances, absorbing reserve funds 644,884 + 4,789 + 44,222 644,766 Reserve balances with F.R. Banks (6) 10,148 + 3,575 + 2,137 13,371 On September 5, 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 $ 719,895 million, a change of $ + 3,191 million for the week. The total includes $ 589,182 million of U.S. government securities and $ 130,713 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 $ 18,043 million (daily average over statement week) and $ 17,796 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 18,043 million (daily average) and $ 17,796 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 145 million (daily average) and $ 420 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 $ 894 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 $ 336 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 Sep 5, 2001 Aug 29, 2001 Sep 6, 2000 ASSETS Gold certificate account 11,044 0 - 2 Special drawing rights certificate account 2,200 0 - 2,000 Coin 1,079 - 27 + 350 Loans 195 - 79 - 438 Acceptances 0 0 0 Repurchase agreements — triparty (1) 31,215 + 6,460 + 14,535 Federal agency obligations (2) Bought outright 10 0 - 130 Held under repurchase agreements 0 0 0 U.S. government securities (2) Bought outright—Bills 184,129 - 581 - 4,866 Notes (3) 256,194 - 905 + 23,422 Bonds (4) 102,010 + 946 + 11,331 Total bought outright (5) 542,333 - 540 + 29,886 Held under repurchase agreements 0 0 0 Total U.S. government securities 542,333 - 540 + 29,886 Total loans and securities 573,753 + 5,842 + 43,854 Items in process of collection (775) 13,213 + 6,594 + 1,696 Bank premises 1,510 - 2 + 91 Other assets (6) 34,588 - 181 + 2,221 TOTAL ASSETS (775) 637,387 + 12,227 + 46,209 LIABILITIES Federal Reserve notes 583,065 + 3,216 + 38,723 Reverse repurchase agreements — triparty (1) 0 0 0 Deposits Depository institutions 20,937 + 5,411 + 3,687 U.S. Treasury—general account 4,358 - 317 - 1 Foreign—official accounts 73 - 78 - 2 Other (0) 308 + 26 + 61 Total deposits (0) 25,676 + 5,042 + 3,744 Deferred availability cash items (775) 10,974 + 4,145 + 998 Other liabilities and accrued dividends (7) 3,049 - 6 - 1,378 TOTAL LIABILITIES (775) 622,764 + 12,397 + 42,087 CAPITAL ACCOUNTS Capital paid in 7,192 + 2 + 318 Surplus 6,735 - 12 + 4,056 Other capital accounts 696 - 159 - 252 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 $ 573 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 $ 321 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 17,796 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 420 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, September 5, 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 117 16,679 - 6,904 0 0 25,215 0 16 days to 90 days 78 118,504 + 7,216 0 0 6,000 0 91 days to 1 year 0 131,525 - 1,417 0 0 ——— ——— Over 1 year to 5 years ——— 141,453 - 532 10 0 ——— ——— Over 5 years to 10 years ——— 55,583 + 150 0 0 ——— ——— Over 10 years ——— 78,589 + 947 0 0 ——— ——— Total 195 542,333 - 540 10 0 31,215 0 1 Includes $ 9,243 million of inflation-indexed securities valued at the original face amount and $ 894 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 ,5 rebmetpeS 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 6 6 2 3 5 5 1 31 8 21 4 71 8 6 5 5 2 6 7 5 9 70,1 nioC 3 3 5 1 5 3 6 9 2 7 4 9 0 4 0 0 5 91 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 12,13 0 5 12,13 )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 155,81 8 33,3 3 86,5 4 75 7 36,6 4 58,02 1 66,21 0 00,11 0 87,01 3 65,7 5 24,57 3 60,11 9 21,481 slliB —thgirtuo thguoB 118,52 4 46,4 7 09,7 9 97 4 32,9 6 10,92 7 16,71 5 03,51 9 99,41 3 25,01 5 49,401 3 93,51 4 91,652 )3( setoN 772,01 9 48,1 9 41,3 8 13 7 76,3 3 55,11 5 10,7 4 90,6 2 79,5 0 91,4 7 87,14 9 21,6 0 10,201 )4( sdnoB 936,45 2 38,9 9 37,61 2 96,1 7 45,91 3 24,16 3 92,73 9 93,23 1 57,13 6 72,22 7 51,222 5 85,23 3 33,245 )5( thgirtuo thguob latoT 0 0 0 0 0 0 0 0 0 0 0 0 0 stnemeerga esahcruper rednu dleH 936,45 2 38,9 9 37,61 2 96,1 7 45,91 3 24,16 3 92,73 9 93,23 1 57,13 6 72,22 7 51,222 5 85,23 3 33,245 seitiruces .tvog .S.U latoT 346,45 4 38,9 4 57,61 7 27,1 4 55,91 4 54,16 0 03,73 4 94,23 1 57,13 0 82,22 7 73,352 5 85,23 3 57,375 seitiruces dna snaol latoT 523,3 7 78 9 08 8 77 0 87 3 22,1 4 40,1 8 91,1 2 16 1 09 2 92,1 1 51,1 8 89,31 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 0 15,1 sesimerp knaB 934,3 0 87 7 39 8 76 1 29 5 42,3 4 82,2 3 18,4 5 50,2 6 91,1 4 54,21 6 87,1 8 85,43 )6( stessa rehtO 935,7 - 0 06,1 + 0 86 - 2 01,4 + 4 67 - 4 67,2 + 2 38,1 + 3 95,21+ 3 29,1 - 2 10,1 - 2 68,01- 0 11 - 0 tnuocca tnemelttes tcirtsidretnI 845,55 5 19,31 8 13,81 4 16,7 9 99,02 4 61,07 0 19,34 1 92,25 7 53,33 7 00,42 5 18,162 4 22,63 2 61,836 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 375 $ 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 123 $ dna tnuoma ecaf lanigiro eht ta deulav seitiruces dexedni-noitalfni fo noillim 405,3 $ sedulcnI 4 .seitiruces hcus fo lapicnirp ylluf era taht noillim 024 $ fo snaol seitiruces sedulcnI .keew tnemetats tsetal eht fo dne eht ta gnidnatstuo snoitcasnart esahcrup-elas dehctam noillim 697,71 $ 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 ,5 rebmetpeS 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 402,74 6 34,21 3 37,61 3 40,6 8 25,91 6 12,56 7 60,04 3 80,44 7 30,03 6 08,12 5 97,742 6 11,23 5 60,385 seton evreseR laredeF 0 0 0 0 0 0 0 0 0 0 0 0 0 )1( ytrapirt—stnemeerga esahcruper esreveR stisopeD 431,3 1 25 0 56 8 85 4 76 1 32,2 0 44,1 6 04,3 1 72,1 0 28 8 80,4 4 11,2 7 39,02 snoitutitsni yrotisopeD 0 0 0 0 0 0 0 0 0 0 8 53,4 0 8 53,4 tnuocca lareneg—yrusaerT .S.U 3 1 1 1 1 3 2 7 2 1 9 4 2 3 7 stnuocca laiciffo—ngieroF 31 4 2 1 1 1 2 5 41 1 0 5 31 4 8 03 rehtO 051,3 6 25 3 56 1 95 5 76 5 32,2 4 44,1 8 55,3 3 72,1 1 28 1 36,8 0 21,2 6 76,52 stisoped latoT 152,3 4 05 7 24 1 36 6 53 8 78 7 50,1 9 20,1 5 46 1 87 7 42,1 3 49 9 47,11 smeti tiderc derrefeD deurcca dna seitilibail rehtO 382 7 9 3 21 4 6 8 21 5 23 3 52 4 42 0 81 8 31 7 20,1 8 81 9 40,3 )2( sdnedivid 888,35 2 65,31 6 39,71 9 23,7 7 86,02 4 56,86 1 28,24 5 19,84 6 31,23 6 45,32 9 96,852 7 63,53 9 35,326 SEITILIBAIL LATOT STNUOCCA LATIPAC 028 2 61 8 81 4 71 9 41 7 37 8 35 3 07,1 1 16 1 22 7 64,1 1 24 2 91,7 ni diap latipaC 297 8 81 9 71 1 11 8 31 2 36 5 94 3 76,1 2 74 8 22 8 64,1 8 53 5 37,6 sulpruS 84 3 4 1 0 5 2 1 41 6 5 0 8 31 1 1 1 81 8 7 6 96 stnuocca latipac rehtO LATIPAC DNA SEITILIBAIL LATOT 845,55 5 19,31 8 13,81 4 16,7 9 99,02 4 61,07 0 19,34 1 92,25 7 53,33 7 00,42 5 18,162 4 22,63 2 61,836 STNUOCCA STNUOCCA ’STNEGA EVRESER LAREDEF 664,17 2 24,23 7 64,02 4 00,9 1 50,32 0 77,27 6 49,36 2 67,55 5 06,53 0 03,92 5 98,982 0 31,63 8 18,937 gnidnatstuo seton .R.F 262,42 6 89,91 4 37,3 1 69,2 3 25,3 4 55,7 9 78,32 9 76,11 8 65,5 4 94,7 9 90,24 4 10,4 3 57,651 sknaB .R.F yb dleH—sseL 402,74 6 34,21 3 37,61 3 40,6 8 25,91 6 12,56 7 60,04 3 80,44 7 30,03 6 08,12 5 97,742 6 11,23 5 60,385 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 228,965 )3( seitiruces ycnega dna .tvog .S.U 560,385 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