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Release Date: September 26, 2013
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FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                               September 26, 2013


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Sep 25, 2013 
Federal Reserve Banks                                     Sep 25, 2013 Sep 18, 2013 Sep 26, 2012              

Reserve Bank credit                                         3,695,015   +   22,589   +  926,050    3,690,974  
  Securities held outright (1)                              3,470,384   +   21,626   +  894,557    3,467,660  
    U.S. Treasury securities                                2,056,784   +    9,250   +  413,626    2,062,004  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,956,248   +    9,241   +  394,850    1,961,465  
      Notes and bonds, inflation-indexed (2)                   87,209            0   +   15,425       87,209  
      Inflation compensation (3)                               13,327   +       10   +    3,350       13,330  
    Federal agency debt securities (2)                         63,652   -      322   -   21,118       63,652  
    Mortgage-backed securities (4)                          1,349,949   +   12,699   +  502,050    1,342,004  
  Unamortized premiums on securities held outright (5)        204,303   +      469   +   50,374      204,083  
  Unamortized discounts on securities held outright (5)        -6,686   -      390   -    4,931       -6,922  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           272   -       14   -    1,456          268  
    Primary credit                                                 20   -       10   -       23           14  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               151   -        3   +       24          153  
    Term Asset-Backed Securities Loan Facility (7)                101   -        1   -    1,457          101  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,496   -        2   -      240        1,493  
  Net portfolio holdings of Maiden Lane II LLC (9)                 64            0   +        3           64  
  Net portfolio holdings of Maiden Lane III LLC (10)               22            0   -      444           22  
  Net portfolio holdings of TALF LLC (11)                         112            0   -      741          112  
  Float                                                          -572   +       96   +       21         -592  
  Central bank liquidity swaps (12)                               263   +        1   -   14,430          263  
  Other Federal Reserve assets (13)                            25,357   +      802   +    3,338       24,524  
Foreign currency denominated assets (14)                       24,060   +      238   -    1,806       24,122  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,315   +       14   +      690       45,315  
                                                                                                              
Total factors supplying reserve funds                       3,780,631   +   22,840   +  924,935    3,776,653  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Sep 25, 2013 
Federal Reserve Banks                                     Sep 25, 2013 Sep 18, 2013 Sep 26, 2012              

Currency in circulation (15)                                 1,204,496   -      578   +   78,490    1,205,955 
Reverse repurchase agreements (16)                              99,734   +    6,906   +    8,503      103,170 
  Foreign official and international accounts                   95,340   +    2,512   +    4,109       96,926 
  Others                                                         4,395   +    4,395   +    4,395        6,244 
Treasury cash holdings                                             154   +       10   +       43          167 
Deposits with F.R. Banks, other than reserve balances          132,367   +   31,975   -   14,698       95,975 
  Term deposits held by depository institutions                 11,662            0   +    8,622       11,662 
  U.S. Treasury, General Account                                44,991   -    3,108   -   28,248       46,017 
  Foreign official                                               8,877   +      137   +    3,316        8,877 
  Other                                                         66,837   +   34,945   +    1,612       29,418 
Other liabilities and capital (17)                              65,277   -      694   -    1,116       64,373 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,502,028   +   37,620   +   71,222    1,469,640 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,278,603   -   14,780   +  853,713    2,307,012 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements.                                                                               
7.  Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the      
    Term Asset-Backed Securities Loan Facility.                                                         
8.  Refer to table 4 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
10. Refer to table 6 and the note on consolidation accompanying table 9.                                    
11. Refer to table 7 and the note on consolidation accompanying table 9.                                    
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for       
    depreciation.                                                                                       
14. Revalued daily at current foreign currency exchange rates.                                              
15. Estimated.                                                                                              
16. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
17. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury. Refer to table 8 and table 9.                                                     


Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended  Sep 25, 2013 
                                                          Sep 25, 2013 Sep 18, 2013 Sep 26, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,289,073   +    9,997   +  105,374    3,285,130 
  Marketable U.S. Treasury securities (1)                    2,931,008   +    4,916   +  119,465    2,928,556 
  Federal agency debt and mortgage-backed securities (2)       320,104   +    5,152   -   14,051      318,495 
  Other securities (3)                                          37,962   -       70   -       40       38,078 
Securities lent to dealers                                      22,618   +    4,959   +   14,468       21,495 
  Overnight facility (4)                                        22,618   +    4,959   +   14,468       21,495 
    U.S. Treasury securities                                    21,821   +    5,132   +   14,266       20,667 
    Federal agency debt securities                                 797   -      173   +      202          828 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 8, and 9.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the securities.                                               
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           






2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, September 25, 2013  

Millions of dollars
Remaining Maturity                     Within 15     16 days to    91 days to   Over 1 year   Over 5 year     Over 10         All      
                                          days        90 days        1 year      to 5 years   to 10 years      years                   

Loans (1)                                      153            15            49            52             0           ...           268 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       2             4           385       646,634       881,740       533,240     2,062,004 
  Weekly changes                                 0             0             0    +        1    +    6,998    +    2,950    +    9,949 
Federal agency debt securities (3)                                                                                                     
  Holdings                                   3,000         3,431        17,215        37,597            62         2,347        63,652 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             2         2,552     1,339,450     1,342,004 
  Weekly changes                                 0             0             0             0    -       44    +    2,278    +    2,233 
Asset-backed securities held by      
  TALF LLC (5)                                   0             0             0             0             0             0             0 
Repurchase agreements (6)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (7)               104           159             0             0             0             0           263 
                                                                                                                                       
Reverse repurchase agreements (6)          103,170             0           ...           ...           ...           ...       103,170 
Term deposits                               11,662             0             0           ...           ...           ...        11,662 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden         
    Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's
    statement of condition consistent with consolidation under generally accepted accounting principles.
2.  Face value. For inflation-indexed securities, includes the original face value and compensation         
    that adjusts for the effect of inflation on the original face value of such securities.             
3.  Face value.                                                                                             
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of     
    the underlying assets.                                                                              
6.  Cash value of agreements.                                                                               
7.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 25, 2013  

Mortgage-backed securities held outright (1)                                                                             1,342,004  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           72,576  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   77  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
2.  Current face value. Generally settle within 180 days and include commitments associated with            
    outright transactions, dollar rolls, and coupon swaps.                                              
3.  This amount is included in other Federal Reserve assets in table 1 and in other assets in table 8       
    and table 9.                                                                                        




4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 25, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,493  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                                    0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of
the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to
the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan
Chase & Co. Any remaining funds will be paid to the FRBNY.

                                              

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 25, 2013  

Net portfolio holdings of Maiden Lane II LLC (1)                                                                                64  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                          0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The deferred payment represents the portion of the proceeds of the net portfolio            
    holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase
    agreement. The fair value of this payment and accrued interest payable are included in other        
    liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.


Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC
from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of
Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due
to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.                  





6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 25, 2013  

Net portfolio holdings of Maiden Lane III LLC (1)                                                                               22  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                      0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments
by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order:
operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due
to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

               

7. Information on Principal Accounts of TALF LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 25, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         112  
Net portfolio holdings of TALF LLC                                                                                             112  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                            0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date.         
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities
Loan Facility (TALF) under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility
under which the Federal Reserve Bank of New York (FRBNY) extended loans with a term of up to five years to
holders of eligible asset-backed securities. The Federal Reserve closed the TALF for new loan extensions in 2010.
The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the
borrower can be discharged by surrendering the collateral to the FRBNY.                                     

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received
by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed,
for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a
price equal to the TALF loan plus accrued but unpaid interest. Prior to January 15, 2013, the U.S. Treasury's
Troubled Asset Relief Program (TARP) committed backup funding to TALF LLC, providing credit protection to the
FRBNY. However, the accumulated fees and income collected through the TALF and held by TALF LLC now exceed the
remaining amount of TALF loans outstanding. Accordingly, the TARP credit protection commitment has been
terminated, and TALF LLC has begun to distribute excess proceeds to the Treasury and the FRBNY. Any remaining funds
will be shared by the FRBNY and the U.S. Treasury.                                                          




8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Sep 25, 2013   Wednesday    Wednesday  
                                                        consolidation                Sep 18, 2013 Sep 26, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,999   -        2   -      184  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,665,089   +   11,671   +  943,873  
    Securities held outright (1)                                          3,467,660   +   12,182   +  900,873  
      U.S. Treasury securities                                            2,062,004   +    9,949   +  413,601  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,961,465   +    9,940   +  394,811  
        Notes and bonds, inflation-indexed (2)                               87,209            0   +   15,425  
        Inflation compensation (3)                                           13,330   +        9   +    3,365  
      Federal agency debt securities (2)                                     63,652            0   -   19,753  
      Mortgage-backed securities (4)                                      1,342,004   +    2,233   +  507,025  
    Unamortized premiums on securities held outright  
    (5)                                                                     204,083   +        6   +   49,656  
    Unamortized discounts on securities held outright 
    (5)                                                                      -6,922   -      483   -    5,192  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       268   -       34   -    1,464  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,493   -        3   -      227  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +        3  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -        3  
  Net portfolio holdings of TALF LLC (10)                                       112            0   -      741  
  Items in process of collection                                   (0)           93   -       31   -       45  
  Bank premises                                                               2,290   +        4   -       60  
  Central bank liquidity swaps (11)                                             263   +        1   -   14,430  
  Foreign currency denominated assets (12)                                   24,122   +      242   -    1,686  
  Other assets (13)                                                          22,234   -       54   +    3,061  
                                                                                                               
Total assets                                                       (0)    3,734,018   +   11,826   +  929,561  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





8. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Sep 25, 2013   Wednesday    Wednesday  
                                                        consolidation                Sep 18, 2013 Sep 26, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,162,802   +      957   +   76,994 
  Reverse repurchase agreements (14)                                         103,170   +   10,150   +   13,634 
  Deposits                                                          (0)    2,402,987   +      294   +  839,526 
    Term deposits held by depository institutions                             11,662            0   +    8,622 
    Other deposits held by depository institutions                         2,307,013   +   52,981   +  836,477 
    U.S. Treasury, General Account                                            46,017   -   14,897   -   19,648 
    Foreign official                                                           8,877   +        3   +    3,317 
    Other                                                           (0)       29,418   -   37,793   +   10,758 
  Deferred availability cash items                                  (0)          685   -       91   -       94 
  Other liabilities and accrued dividends (15)                                 9,491   +      509   -      664 
                                                                                                               
Total liabilities                                                   (0)    3,679,136   +   11,821   +  929,397 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,441   +        3   +       82 
  Surplus                                                                     27,441   +        3   +       82 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 54,882   +        6   +      164 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.      
7.  Refer to table 4 and the note on consolidation accompanying table 9.                                    
8.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 6 and the note on consolidation accompanying table 9.                                    
10. Refer to table 7 and the note on consolidation accompanying table 9.                                    
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
12. Revalued daily at current foreign currency exchange rates.                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury.                                                                                   

 



9. Statement of Condition of Each Federal Reserve Bank, September 25, 2013
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificate account                        11,037         391       3,925          397         512         856       1,421         792         310         190         309         728       1,206
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             1,999          34          90          128         136         343         207         287          27          48         160         191         349
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,665,089      95,831   2,032,394      106,193      93,596     227,882     243,471     198,050      58,999      34,832      69,358     142,326     362,157
    Securities held outright (1)               3,467,660      90,676   1,922,960      100,473      88,561     215,622     230,352     187,380      55,796      32,905      65,604     134,658     342,674
      U.S. Treasury securities                 2,062,004      53,919   1,143,466       59,745      52,661     128,217     136,976     111,423      33,178      19,567      39,011      80,073     203,767
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,062,004      53,919   1,143,466       59,745      52,661     128,217     136,976     111,423      33,178      19,567      39,011      80,073     203,767
      Federal agency debt securities (2)          63,652       1,664      35,298        1,844       1,626       3,958       4,228       3,440       1,024         604       1,204       2,472       6,290
      Mortgage-backed securities (4)           1,342,004      35,092     744,196       38,884      34,273      83,447      89,148      72,517      21,593      12,735      25,389      52,113     132,617
    Unamortized premiums on securities held 
      outright (5)                               204,083       5,337     113,172        5,913       5,212      12,690      13,557      11,028       3,284       1,937       3,861       7,925      20,167
    Unamortized discounts on securities     
      held outright (5)                           -6,922        -181      -3,839         -201        -177        -430        -460        -374        -111         -66        -131        -269        -684
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            268           0         101            8           0           0          22          16          31          55          23          12           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,493           0       1,493            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane II LLC (8)                                  64           0          64            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane III LLC (9)                                 22           0          22            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)            112           0         112            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                      93           0           0            0           0           0          92           0           0           1           0           0           0
  Bank premises                                    2,290         118         430           72         112         228         212         203         127         100         249         233         205
  Central bank liquidity swaps (11)                  263          13          84           20          21          55          15           8           2           1           3           4          37
  Foreign currency denominated assets (12)        24,122       1,185       7,713        1,866       1,881       5,065       1,374         688         201         101         244         383       3,421
  Other assets (13)                               22,234         614      11,913          652         576       1,556       1,492       1,195         390         271         442         959       2,173
  Interdistrict settlement account                     0  -   23,806  +  293,821   -   29,837  -   18,286  -   27,079  -   51,193  -   57,923  -   16,975  -   15,187  -   25,246  -   34,900  +    6,611
                                                                                                                                                                                                         
Total assets                                   3,734,018      74,578   2,353,879       79,702      78,784     209,318     197,744     143,724      43,231      20,447      45,670     110,206     376,734

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





9. Statement of Condition of Each Federal Reserve Bank, September 25, 2013 (continued)
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                        City                 Francisco  

Liabilities                                                                                                                                                                                             
  Federal Reserve notes outstanding            1,485,640      46,806     545,661      44,965      62,368     112,765     182,307      96,018      37,384      23,501      39,181     121,894     172,790
    Less: Notes held by F.R. Banks               322,838      12,682      85,352       9,303      10,504      14,898      34,663      23,868       4,918      10,849      13,286      60,288      42,227
      Federal Reserve notes, net               1,162,802      34,124     460,309      35,662      51,865      97,867     147,644      72,150      32,467      12,652      25,895      61,605     130,562
  Reverse repurchase agreements (14)             103,170       2,698      57,212       2,989       2,635       6,415       6,853       5,575       1,660         979       1,952       4,006      10,195
  Deposits                                     2,402,987      34,903   1,813,493      36,569      19,629      92,871      38,898      64,039       8,450       6,329      17,083      43,360     227,361
    Term deposits held by depository        
        institutions                              11,662           0       8,130         750           0          30         710       1,100          10          77         150         105         600
    Other deposits held by depository       
        institutions                           2,307,013      34,900   1,721,408      35,784      19,626      92,580      38,177      62,915       8,440       6,252      16,932      43,251     226,748
    U.S. Treasury, General Account                46,017           0      46,017           0           0           0           0           0           0           0           0           0           0
    Foreign official                               8,877           2       8,850           3           3           8           2           1           0           0           0           1           6
    Other                                         29,418           1      29,088          32           0         253          10          23           0           0           1           3           7
  Deferred availability cash items                   685           0           0           0           0           0         589           0           0          96           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,711          48         888          61          56         137         116          93          25          15          30          61         180
  Other liabilities and accrued             
     dividends (16)                                7,779         204       4,500         243         242         596         442         354         164         143         147         260         483
                                                                                                                                                                                                        
Total liabilities                              3,679,136      71,978   2,336,403      75,524      74,426     197,886     194,543     142,211      42,767      20,214      45,108     109,294     368,782
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,441       1,300       8,738       2,089       2,179       5,716       1,600         757         232         116         281         456       3,976
  Surplus                                         27,441       1,300       8,738       2,089       2,179       5,716       1,600         757         232         116         281         456       3,976
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,734,018      74,578   2,353,879      79,702      78,784     209,318     197,744     143,724      43,231      20,447      45,670     110,206     376,734

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





9. Statement of Condition of Each Federal Reserve Bank, September 25, 2013 (continued)


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.                                                                                                 
2.  Face value of the securities.                                                                                                                                                                           
3.  Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.                               
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.                                                               
5.  Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt        
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.                                                               
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                      
7.  Refer to table 4 and the note on consolidation below.                                                                                                                                                   
8.  Refer to table 5 and the note on consolidation below.                                                                                                                                                   
9.  Refer to table 6 and the note on consolidation below.                                                                                                                                                   
10. Refer to table 7 and the note on consolidation below.                                                                                                                                                   
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
12. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
15. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to      
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the     
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
    the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount    
    necessary to equate surplus with capital paid-in.                                                                                                                                                   
16. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have         
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.                                                                        


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a
loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a
loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.                                        

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the
FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net
assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).

                                                                            



10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                          Sep 25, 2013  

Federal Reserve notes outstanding                                                            1,485,640  
  Less: Notes held by F.R. Banks not subject to collateralization                              322,838  
    Federal Reserve notes to be collateralized                                               1,162,802  
Collateral held against Federal Reserve notes                                                1,162,802  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,146,565  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,467,660  
  Less: Face value of securities under reverse repurchase agreements                            87,191  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,380,469  

Note: Components may not sum to totals because of rounding.


1.  Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright,        
    compensation to adjust for the effect of inflation on the original face value of inflation-indexed  
    securities, and cash value of repurchase agreements.                                                
2.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 


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