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 25, 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 24, 2001 Oct 17, 2001 Oct 25, 2000 Oct 24, 2001 Reserve Bank Credit 606,621 - 10,067 + 47,229 610,749 U.S. government securities (1) Bought outright-system account (2,3) 543,577 + 2,255 + 33,113 544,190 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) 27,405 - 5,749 + 15,716 30,050 Acceptances 0 0 0 0 Loans to depository institutions Adjustment credit 10 + 3 - 165 42 Seasonal credit 64 - 3 - 213 60 Extended credit 0 0 0 0 Float -30 - 947 - 297 654 Other F.R. assets 35,585 - 5,628 - 806 35,743 Gold stock 11,045 0 - 1 11,045 Special drawing rights certificate account 2,200 0 - 1,000 2,200 Treasury currency outstanding 33,055 + 14 + 2,022 33,055 Total factors supplying reserve funds 652,921 - 10,053 + 48,251 657,049 Currency in circulation* 614,807 - 1,306 + 43,839 615,437 Reverse repurchase agreements — triparty (4) 0 0 0 0 Treasury cash holdings* 451 + 9 + 164 439 Deposits, other than reserve balances, with F.R. Banks Treasury 5,321 + 599 + 43 4,297 Foreign 579 - 53 + 488 282 Service-related balances and adjustments (5) 8,058 - 38 + 1,361 8,058 Other 262 + 5 + 21 251 Other F.R. liabilities and capital 17,844 - 114 + 1,778 17,597 Total factors, other than reserve balances, absorbing reserve funds 647,322 - 898 + 47,694 646,361 Reserve balances with F.R. Banks (6) 5,599 - 9,156 + 557 10,688 On October 24, 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 $ 737,760 million, a change of $ + 1,085 million for the week. The total includes $ 598,193 million of U.S. government securities and $ 139,567 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 $ 18,124 million (daily average over statement week) and $ 18,026 million (outstanding on Wednesday statement date) matched sale-purchase transactions, of which $ 18,124 million (daily average) and $ 18,026 million (outstanding on Wednesday statement date) were with foreign official and international accounts. Includes securities loans of $ 2,860 million (daily average) and $ 3,055 million (outstanding on Wednesday statement date) that are fully collateralized by other U.S. government securities. 3 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and $ 908 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 $ 7,427 million and adjustments of $ 631 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 24, 2001 Oct 17, 2001 Oct 25, 2000 ASSETS Gold certificate account 11,045 0 - 1 Special drawing rights certificate account 2,200 0 - 1,000 Coin 1,113 + 8 + 257 Loans 102 + 37 - 180 Acceptances 0 0 0 Repurchase agreements — triparty (1) 30,050 - 6,995 + 20,055 Federal agency obligations (2) Bought outright 10 0 - 120 Held under repurchase agreements 0 0 0 U.S. government securities (2) Bought outright—Bills 183,033 - 340 + 289 Notes (3) 258,389 0 + 22,000 Bonds (4) 102,768 + 507 + 10,863 Total bought outright (5) 544,190 + 166 + 33,152 Held under repurchase agreements 0 0 0 Total U.S. government securities 544,190 + 166 + 33,152 Total loans and securities 574,352 - 6,792 + 52,907 Items in process of collection (891) 7,709 - 388 - 1,459 Bank premises 1,514 + 3 + 81 Other assets (6) 36,760 + 249 + 1,455 TOTAL ASSETS (891) 634,694 - 6,918 + 52,240 LIABILITIES Federal Reserve notes 583,933 - 803 + 42,058 Reverse repurchase agreements — triparty (1) 0 0 0 Deposits Depository institutions 21,128 - 4,167 + 8,268 U.S. Treasury—general account 4,297 - 741 + 90 Foreign—official accounts 282 - 462 + 211 Other (0) 251 - 5 + 10 Total deposits (0) 25,958 - 5,375 + 8,578 Deferred availability cash items (891) 7,205 - 605 + 260 Other liabilities and accrued dividends (7) 2,827 - 20 - 1,466 TOTAL LIABILITIES (891) 619,923 - 6,802 + 49,430 CAPITAL ACCOUNTS Capital paid in 7,275 + 4 + 294 Surplus 6,735 - 9 + 4,056 Other capital accounts 760 - 112 - 1,540 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 $ 3,972 million of inflation-indexed securities valued at the original face amount and $ 351 million of compensation that adjusts for the effects of inflation on the principal of such securities. 5 Net of $ 18,026 million matched sale-purchase transactions outstanding at the end of the latest statement week. Includes securities loans of $ 3,055 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 24, 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 98 22,095 - 312 0 0 21,050 0 16 days to 90 days 4 116,721 + 893 0 0 9,000 0 91 days to 1 year 0 129,647 - 922 0 0 ——— ——— Over 1 year to 5 years ——— 146,198 0 10 0 ——— ——— Over 5 years to 10 years ——— 50,204 0 0 0 ——— ——— Over 10 years ——— 79,324 + 507 0 0 ——— ——— Total 102 544,190 + 166 10 0 30,050 0 1 Includes $ 9,711 million of inflation-indexed securities valued at the original face amount and $ 908 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 ,42 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 341 4 21 9 6 5 3 2 6 0 31 2 31 6 71 8 6 7 4 9 6 8 5 3 11,1 nioC 1 2 0 5 0 2 4 7 1 7 0 0 0 0 0 2 01 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 0 50,03 0 0 50,03 )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 044,81 8 13,3 9 46,5 1 75 7 95,6 0 37,02 6 85,21 4 39,01 6 17,01 8 15,7 6 79,47 7 99,01 3 30,381 slliB —thgirtuo thguoB 230,62 4 86,4 5 79,7 6 08 3 13,9 5 62,92 8 67,71 6 34,51 7 21,51 3 16,01 5 48,501 5 25,51 9 83,852 )3( setoN 453,01 3 68,1 2 71,3 1 23 4 07,3 9 36,11 7 60,7 9 31,6 7 10,6 1 22,4 7 90,24 5 71,6 8 67,201 )4( sdnoB 628,45 5 68,9 7 97,61 8 96,1 4 16,91 4 36,16 0 24,73 0 15,23 0 68,13 2 53,22 8 19,222 6 96,23 0 91,445 )5( thgirtuo thguob latoT 0 0 0 0 0 0 0 0 0 0 0 0 0 stnemeerga esahcruper rednu dleH 628,45 5 68,9 7 97,61 8 96,1 4 16,91 4 36,16 0 24,73 0 15,23 0 68,13 2 53,22 8 19,222 6 96,23 0 91,445 seitiruces .tvog .S.U latoT 828,45 8 68,9 7 48,61 8 17,1 9 16,91 2 56,16 8 24,73 1 15,23 0 68,13 3 53,22 2 79,252 7 96,23 2 53,475 seitiruces dna snaol latoT 632,2 2 14 7 85 7 95 6 82 6 56 0 57 0 15 9 45 0 93 9 51,1 9 64 1 06,8 noitcelloc fo ssecorp ni smetI 371 7 31 9 4 4 21 1 4 7 01 6 82 3 31 3 51 9 4 1 71 3 9 4 15,1 sesimerp knaB 546,3 5 18 0 00,1 7 76 7 99 4 94,3 6 24,2 4 29,4 2 71,2 7 03,1 0 93,31 2 19,1 0 67,63 )6( stessa rehtO 623,9 - 0 30,3 + 2 39 - 3 00,7 + 6 4 + 7 24,4 + 9 00,1 + 6 08,01+ 4 43,2 - 9 30,2 - 3 50,9 - 8 26,2 - 0 tnuocca tnemelttes tcirtsidretnI 860,35 2 69,41 4 00,81 7 23,01 5 64,12 6 07,17 7 60,34 7 49,94 9 90,33 5 46,22 3 30,462 2 62,33 5 85,536 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 153 $ dna tnuoma ecaf lanigiro eht ta deulav seitiruces dexedni-noitalfni fo noillim 279,3 $ sedulcnI 4 .seitiruces hcus fo lapicnirp ylluf era taht noillim 550,3 $ fo snaol seitiruces sedulcnI .keew tnemetats tsetal eht fo dne eht ta gnidnatstuo snoitcasnart esahcrup-elas dehctam noillim 620,81 $ 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 ,42 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 802,74 3 26,31 7 26,61 5 90,9 1 74,02 5 34,76 5 03,04 0 84,44 0 82,03 6 31,12 1 22,242 3 50,13 3 39,385 seton evreseR laredeF 0 0 0 0 0 0 0 0 0 0 0 0 0 )1( ytrapirt—stnemeerga esahcruper esreveR stisopeD 986,1 4 54 5 74 2 53 9 33 5 97,1 0 76 4 21,1 3 10,1 7 34 8 60,21 1 17 8 21,12 snoitutitsni yrotisopeD 0 0 0 0 0 0 0 0 0 0 7 92,4 0 7 92,4 tnuocca lareneg—yrusaerT .S.U 3 1 1 1 1 3 2 7 2 1 9 52 2 2 82 stnuocca laiciffo—ngieroF 1 4 2 1 0 0 2 0 7 9 1 1 2 31 0 1 52 rehtO 396,1 9 54 7 84 4 53 0 43 1 08,1 3 76 9 22,1 6 10,1 9 34 6 57,61 3 17 8 59,52 stisoped latoT 232,2 2 34 2 93 4 35 4 22 1 56 0 67 1 55 1 83 9 74 8 99 1 64 6 90,8 smeti tiderc derrefeD deurcca dna seitilibail rehtO 952 5 9 3 11 1 6 0 21 2 03 6 32 6 42 8 61 7 21 4 29 6 71 7 28,2 )2( sdnedivid 393,15 9 06,41 9 16,71 3 40,01 5 51,12 8 81,07 4 79,14 6 05,64 6 48,13 1 81,22 9 98,062 3 04,23 5 18,026 SEITILIBAIL LATOT STNUOCCA LATIPAC 528 3 61 8 81 7 71 8 41 1 47 8 35 7 57,1 0 26 3 22 2 74,1 1 24 5 72,7 ni diap latipaC 297 8 81 9 71 6 01 8 31 2 36 5 94 9 76,1 2 74 8 22 8 64,1 8 53 5 37,6 sulpruS 75 1 8 1 0 3 2 6 41 0 6 6 1 61 3 1 5 91 0 8 0 67 stnuocca latipac rehtO LATIPAC DNA SEITILIBAIL LATOT 860,35 2 69,41 4 00,81 7 23,01 5 64,12 6 07,17 7 60,34 7 49,94 9 90,33 5 46,22 3 30,462 2 62,33 5 85,536 STNUOCCA STNUOCCA ’STNEGA EVRESER LAREDEF 773,07 8 23,33 4 98,02 8 07,11 0 73,32 9 11,57 0 83,46 6 10,65 4 76,53 9 40,92 4 07,682 8 52,63 7 78,247 gnidnatstuo seton .R.F 961,32 5 07,91 8 62,4 3 16,2 9 98,2 4 86,7 5 70,42 6 35,11 4 93,5 4 19,7 2 84,44 5 02,5 4 49,851 sknaB .R.F yb dleH—sseL 802,74 3 26,31 7 26,61 5 90,9 1 74,02 5 34,76 5 03,04 0 84,44 0 82,03 6 31,12 1 22,242 3 50,13 3 39,385 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 986,075 )3( seitiruces ycnega dna .tvog .S.U 339,385 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