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. October 11, 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 Oct 10, 2001 Oct 3, 2001 Oct 11, 2000 Oct 10, 2001 Reserve Bank Credit 612,383 - 543 + 50,668 616,970 U.S. government securities (1) Bought outright-system account (2,3) 540,135 + 5,620 + 28,050 540,111 Held under repurchase agreements 0 0 0 0 Federal agency obligations (1) Bought outright 10 0 - 120 10 Held under repurchase agreements 0 0 0 0 Repurchase agreements — triparty (4) 32,719 - 8,531 + 21,780 33,505 Acceptances 0 0 0 0 Loans to depository institutions Adjustment credit 8 - 3 - 28 46 Seasonal credit 81 - 2 - 244 75 Extended credit 0 0 0 0 Float 1,720 + 2,351 - 876 5,306 Other F.R. assets 37,709 + 20 + 2,106 37,917 Gold stock 11,045 0 - 1 11,045 Special drawing rights certificate account 2,200 0 - 1,000 2,200 Treasury currency outstanding 32,866 + 14 + 1,955 32,866 Total factors supplying reserve funds 658,493 - 530 + 51,621 663,080 Currency in circulation* 616,540 + 3,547 + 43,622 617,848 Reverse repurchase agreements — triparty (4) 0 0 0 0 Treasury cash holdings* 428 + 6 + 226 440 Deposits, other than reserve balances, with F.R. Banks Treasury 5,076 - 2,652 - 248 5,107 Foreign 649 + 30 + 560 603 Service-related balances and adjustments (5) 8,326 + 310 + 1,612 8,326 Other 283 + 48 + 14 259 Other F.R. liabilities and capital 17,898 + 43 + 2,692 17,838 Total factors, other than reserve balances, absorbing reserve funds 649,199 + 1,331 + 48,479 650,421 Reserve balances with F.R. Banks (6) 9,294 - 1,861 + 3,143 12,660 On October 10, 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 $ 732,678 million, a change of $ + 5,255 million for the week. The total includes $ 597,780 million of U.S. government securities and $ 134,898 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 $ 19,148 million (daily average over statement week) and $ 19,182 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 19,148 million (daily average) and $ 19,182 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 5,543 million (daily average) and $ 6,858 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 $ 869 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 $ 7,733 million and adjustments of $ 593 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 Oct 10, 2001 Oct 3, 2001 Oct 11, 2000 ASSETS Gold certificate account 11,045 0 - 1 Special drawing rights certificate account 2,200 0 - 1,000 Coin 1,110 - 12 + 287 Loans 121 + 36 - 223 Acceptances 0 0 0 Repurchase agreements — triparty (1) 33,505 + 750 + 21,965 Federal agency obligations (2) Bought outright 10 0 - 120 Held under repurchase agreements 0 0 0 U.S. government securities (2) Bought outright—Bills 181,553 + 2,277 - 3,561 Notes (3) 256,557 0 + 20,831 Bonds (4) 102,001 0 + 10,668 Total bought outright (5) 540,111 + 2,277 + 27,938 Held under repurchase agreements 0 0 0 Total U.S. government securities 540,111 + 2,277 + 27,938 Total loans and securities 573,747 + 3,063 + 49,560 Items in process of collection (927) 16,088 + 6,014 + 1,211 Bank premises 1,510 + 1 + 78 Other assets (6) 36,246 + 413 + 1,719 TOTAL ASSETS (927) 641,946 + 9,479 + 51,853 LIABILITIES Federal Reserve notes 586,533 + 2,753 + 42,311 Reverse repurchase agreements — triparty (1) 0 0 0 Deposits Depository institutions 20,445 + 5,067 + 6,896 U.S. Treasury—general account 5,107 - 865 - 1,055 Foreign—official accounts 603 - 6 + 518 Other (2) 259 - 24 + 6 Total deposits (2) 26,413 + 4,171 + 6,363 Deferred availability cash items (925) 11,162 + 2,380 + 335 Other liabilities and accrued dividends (7) 2,916 - 10 - 1,371 TOTAL LIABILITIES (927) 627,024 + 9,294 + 47,638 CAPITAL ACCOUNTS Capital paid in 7,268 + 2 + 323 Surplus 6,741 - 4 + 4,062 Other capital accounts 913 + 188 - 170 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 $ 557 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 $ 312 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 19,182 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 6,858 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, October 10, 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 54 13,296 - 2,580 0 0 22,505 0 16 days to 90 days 67 122,288 + 5,775 0 0 11,000 0 91 days to 1 year 0 128,573 - 917 0 0 ——— ——— Over 1 year to 5 years ——— 141,805 0 10 0 ——— ——— Over 5 years to 10 years ——— 55,570 0 0 0 ——— ——— Over 10 years ——— 78,579 0 0 0 ——— ——— Total 121 540,111 + 2,277 10 0 33,505 0 1 Includes $ 9,243 million of inflation-indexed securities valued at the original face amount and $ 869 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 ,01 rebotcO 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 1 54,4 6 45 5 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 241 2 21 9 6 5 3 9 5 3 31 2 31 8 71 6 6 0 5 6 6 8 5 0 11,1 nioC 2 4 6 5 4 2 4 4 2 7 0 0 0 0 0 1 21 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 05,33 0 5 05,33 )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 192,81 1 92,3 4 06,5 6 65 4 45,6 2 65,02 4 84,21 6 48,01 9 26,01 7 54,7 0 73,47 8 09,01 3 55,181 slliB —thgirtuo thguoB 748,52 1 56,4 9 19,7 0 08 7 42,9 7 50,92 2 46,71 7 23,51 0 20,51 8 35,01 4 90,501 4 14,51 7 55,652 )3( setoN 672,01 9 48,1 8 41,3 8 13 6 76,3 2 55,11 4 10,7 4 90,6 2 79,5 0 91,4 3 87,14 8 21,6 1 00,201 )4( sdnoB 514,45 1 97,9 1 76,61 5 86,1 7 64,91 2 71,16 0 41,73 6 62,23 1 26,13 4 81,22 7 42,122 1 54,23 1 11,045 )5( thgirtuo thguob latoT 0 0 0 0 0 0 0 0 0 0 0 0 0 stnemeerga esahcruper rednu dleH 514,45 1 97,9 1 76,61 5 86,1 7 64,91 2 71,16 0 41,73 6 62,23 1 26,13 4 81,22 7 42,122 1 54,23 1 11,045 seitiruces .tvog .S.U latoT 814,45 5 97,9 7 27,61 9 07,1 2 74,91 7 91,16 7 41,73 7 62,23 1 26,13 5 81,22 6 57,452 2 54,23 7 47,375 seitiruces dna snaol latoT 474,3 5 29 9 80,1 4 29 4 97 5 57,1 0 97,1 5 15,1 1 60,1 7 67 6 19,1 5 00,1 5 10,71 noitcelloc fo ssecorp ni smetI 271 6 31 9 4 4 21 1 4 7 01 5 82 3 31 2 51 9 4 8 61 3 9 0 15,1 sesimerp knaB 895,3 9 08 3 89 7 86 2 79 4 34,3 5 93,2 3 59,4 6 41,2 6 82,1 3 01,31 9 78,1 6 42,63 )6( stessa rehtO 082,8 - 7 41,3 + 2 45 - 5 72,6 + 9 11 + 0 01,5 + 6 92,1 + 4 99,11+ 1 09,1 - 8 56,1 - 9 38,41- 1 17 - 0 tnuocca tnemelttes tcirtsidretnI 598,45 0 15,51 8 57,81 6 29,9 1 78,12 5 69,27 3 80,44 8 29,15 8 87,33 6 12,32 6 94,062 7 34,53 3 78,246 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 755 $ 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 213 $ dna tnuoma ecaf lanigiro eht ta deulav seitiruces dexedni-noitalfni fo noillim 405,3 $ sedulcnI 4 .seitiruces hcus fo lapicnirp ylluf era taht noillim 858,6 $ fo snaol seitiruces sedulcnI .keew tnemetats tsetal eht fo dne eht ta gnidnatstuo snoitcasnart esahcrup-elas dehctam noillim 281,91 $ 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 ,01 rebotcO 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 746,74 0 88,31 7 01,71 4 82,8 7 84,02 8 24,76 9 55,04 1 71,54 6 95,03 9 40,12 2 81,242 2 41,23 3 35,685 seton evreseR laredeF 0 0 0 0 0 0 0 0 0 0 0 0 0 )1( ytrapirt—stnemeerga esahcruper esreveR stisopeD 799,1 4 96 9 85 0 75 4 15 5 67,2 4 60,1 3 39,1 4 91,1 5 10,1 3 37,6 7 73,1 5 44,02 snoitutitsni yrotisopeD 0 0 0 0 0 0 0 0 0 0 7 01,5 0 7 01,5 tnuocca lareneg—yrusaerT .S.U 3 1 1 1 1 3 2 7 2 1 9 75 2 3 06 stnuocca laiciffo—ngieroF 6 5 3 5 1 1 4 4 01 1 0 0 31 0 0 62 rehtO 600,2 0 07 3 95 7 75 5 15 8 67,2 0 70,1 4 40,2 7 91,1 6 10,1 9 45,21 9 73,1 4 14,62 stisoped latoT 972,3 6 74 1 55 9 07 0 34 9 19 2 01,1 3 10,1 6 55 0 55 7 36,1 5 68 7 80,21 smeti tiderc derrefeD deurcca dna seitilibail rehtO 862 6 9 6 11 1 6 3 21 4 13 4 42 5 42 2 71 3 31 5 69 0 81 6 19,2 )2( sdnedivid 002,35 2 51,51 7 63,81 0 36,9 6 55,12 9 24,17 5 79,24 3 74,84 2 25,23 8 47,22 3 33,752 6 65,43 1 59,726 SEITILIBAIL LATOT STNUOCCA LATIPAC 528 3 61 8 81 7 71 9 41 1 47 8 35 7 57,1 9 16 1 22 9 64,1 1 24 8 62,7 ni diap latipaC 297 8 81 9 71 9 11 8 31 2 36 5 94 2 76,1 2 74 8 22 8 64,1 8 53 1 47,6 sulpruS 77 7 5 2 0 8 2 3 61 4 7 6 2 6 71 9 1 7 22 1 9 3 19 stnuocca latipac rehtO LATIPAC DNA SEITILIBAIL LATOT 598,45 0 15,51 8 57,81 6 29,9 1 78,12 5 69,27 3 80,44 8 29,15 8 87,33 6 12,32 6 94,062 7 34,53 3 78,246 STNUOCCA STNUOCCA ’STNEGA EVRESER LAREDEF 175,07 4 11,33 6 40,12 5 48,01 6 94,32 8 66,47 2 43,46 6 11,65 6 59,53 7 49,82 6 78,782 9 64,63 7 44,347 gnidnatstuo seton .R.F 429,22 4 32,91 0 49,3 2 65,2 9 00,3 0 42,7 3 87,32 5 49,01 0 63,5 8 98,7 4 96,54 7 23,4 5 19,651 sknaB .R.F yb dleH—sseL 746,74 0 88,31 7 01,71 4 82,8 7 84,02 8 24,76 9 55,04 1 71,54 6 95,03 9 40,12 2 81,242 2 41,23 3 35,685 ten ,seton .R.F seton .R.F tsniaga dleh laretalloC 540,11 tnuocca etacifitrec dloG sthgir gniward laicepS 002,2 tnuocca etacifitrec 0 stessa elbigile rehtO 882,375 )3( seitiruces ycnega dna .tvog .S.U 335,685 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