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Release Date: October 3, 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                                                  October 3, 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   Oct 2, 2013 
Federal Reserve Banks                                      Oct 2, 2013 Sep 25, 2013  Oct 3, 2012              

Reserve Bank credit                                         3,697,152   +    2,137   +  939,100    3,703,878  
  Securities held outright (1)                              3,472,947   +    2,563   +  906,093    3,479,712  
    U.S. Treasury securities                                2,069,762   +   12,978   +  421,302    2,076,927  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,969,216   +   12,968   +  402,502    1,976,374  
      Notes and bonds, inflation-indexed (2)                   87,209            0   +   15,425       87,209  
      Inflation compensation (3)                               13,337   +       10   +    3,375       13,345  
    Federal agency debt securities (2)                         61,081   -    2,571   -   22,324       60,652  
    Mortgage-backed securities (4)                          1,342,104   -    7,845   +  507,115    1,342,133  
  Unamortized premiums on securities held outright (5)        204,133   -      170   +   49,467      204,187  
  Unamortized discounts on securities held outright (5)        -7,134   -      448   -    5,441       -7,275  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           261   -       11   -    1,334          254  
    Primary credit                                                 15   -        5   -        8           21  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               145   -        6   +       39          133  
    Term Asset-Backed Securities Loan Facility (7)                101            0   -    1,366          101  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,494   -        2   -      227        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   -        1           22  
  Net portfolio holdings of TALF LLC (11)                         112            0   -      741          112  
  Float                                                          -688   -      116   +       12         -796  
  Central bank liquidity swaps (12)                               511   +      248   -   12,040          511  
  Other Federal Reserve assets (13)                            25,431   +       74   +    3,310       25,594  
Foreign currency denominated assets (14)                       24,176   +      116   -    1,652       24,384  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,329   +       14   +      694       45,329  
                                                                                                              
Total factors supplying reserve funds                       3,782,898   +    2,267   +  938,142    3,789,832  

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   Oct 2, 2013 
Federal Reserve Banks                                      Oct 2, 2013 Sep 25, 2013  Oct 3, 2012              

Currency in circulation (15)                                 1,207,262   +    2,766   +   77,372    1,209,630 
Reverse repurchase agreements (16)                             113,773   +   14,039   +   23,238       95,385 
  Foreign official and international accounts                   95,968   +      628   +    5,433       92,683 
  Others                                                        17,805   +   13,410   +   17,805        2,702 
Treasury cash holdings                                             169   +       15   +       46          178 
Deposits with F.R. Banks, other than reserve balances           84,834   -   47,533   -   26,553       90,572 
  Term deposits held by depository institutions                 11,662            0   +    8,622       11,662 
  U.S. Treasury, General Account                                37,961   -    7,030   -   45,336       57,533 
  Foreign official                                               8,886   +        9   +    3,295        8,876 
  Other                                                         26,325   -   40,512   +    6,867       12,500 
Other liabilities and capital (17)                              65,500   +      223   -      441       64,911 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,471,539   -   30,489   +   73,663    1,460,676 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,311,359   +   32,756   +  864,478    2,329,156 

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   Oct 2, 2013 
                                                           Oct 2, 2013 Sep 25, 2013  Oct 3, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,291,219   +    2,146   +  108,798    3,289,018 
  Marketable U.S. Treasury securities (1)                    2,934,980   +    3,972   +  124,648    2,932,585 
  Federal agency debt and mortgage-backed securities (2)       318,015   -    2,089   -   16,150      318,097 
  Other securities (3)                                          38,223   +      261   +      299       38,336 
Securities lent to dealers                                      20,180   -    2,438   +    9,853       13,718 
  Overnight facility (4)                                        20,180   -    2,438   +    9,853       13,718 
    U.S. Treasury securities                                    19,175   -    2,646   +    9,414       12,629 
    Federal agency debt securities                               1,005   +      208   +      439        1,089 

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, October 2, 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)                                       54            99            49            52             0           ...           254 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       0             4           385       659,494       880,754       536,289     2,076,927 
  Weekly changes                        -        2             0             0    +   12,860    -      986    +    3,049    +   14,923 
Federal agency debt securities (3)                                                                                                     
  Holdings                                     487         2,944        17,215        37,597            62         2,347        60,652 
  Weekly changes                        -    2,513    -      487             0             0             0             0    -    3,000 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             2         2,551     1,339,580     1,342,133 
  Weekly changes                                 0             0             0             0    -        1    +      130    +      129 
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)               352           159             0             0             0             0           511 
                                                                                                                                       
Reverse repurchase agreements (6)           95,385             0           ...           ...           ...           ...        95,385 
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   
                                                                                                                       Oct 2, 2013  

Mortgage-backed securities held outright (1)                                                                             1,342,133  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           87,147  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   18  



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   
                                                                                                                       Oct 2, 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   
                                                                                                                       Oct 2, 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   
                                                                                                                       Oct 2, 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   
                                                                                                                       Oct 2, 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        Oct 2, 2013   Wednesday    Wednesday  
                                                        consolidation                Sep 25, 2013  Oct 3, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        2,005   +        6   -      175  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,676,879   +   11,790   +  950,241  
    Securities held outright (1)                                          3,479,712   +   12,052   +  908,371  
      U.S. Treasury securities                                            2,076,927   +   14,923   +  423,983  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,976,374   +   14,909   +  405,205  
        Notes and bonds, inflation-indexed (2)                               87,209            0   +   15,425  
        Inflation compensation (3)                                           13,345   +       15   +    3,354  
      Federal agency debt securities (2)                                     60,652   -    3,000   -   22,753  
      Mortgage-backed securities (4)                                      1,342,133   +      129   +  507,141  
    Unamortized premiums on securities held outright  
    (5)                                                                     204,187   +      104   +   48,777  
    Unamortized discounts on securities held outright 
    (5)                                                                      -7,275   -      353   -    5,590  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       254   -       14   -    1,318  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,493            0   -      238  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +        3  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -        1  
  Net portfolio holdings of TALF LLC (10)                                       112            0   -      741  
  Items in process of collection                                   (0)           86   -        7   -      143  
  Bank premises                                                               2,283   -        7   -       61  
  Central bank liquidity swaps (11)                                             511   +      248   -   12,040  
  Foreign currency denominated assets (12)                                   24,384   +      262   -    1,368  
  Other assets (13)                                                          23,311   +    1,077   +    3,398  
                                                                                                               
Total assets                                                       (0)    3,747,387   +   13,369   +  938,875  

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        Oct 2, 2013   Wednesday    Wednesday  
                                                        consolidation                Sep 25, 2013  Oct 3, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,166,479   +    3,677   +   75,203 
  Reverse repurchase agreements (14)                                          95,385   -    7,785   +    8,122 
  Deposits                                                          (0)    2,419,728   +   16,741   +  856,230 
    Term deposits held by depository institutions                             11,662            0   +    8,622 
    Other deposits held by depository institutions                         2,329,156   +   22,143   +  864,531 
    U.S. Treasury, General Account                                            57,533   +   11,516   -   15,955 
    Foreign official                                                           8,876   -        1   +    3,315 
    Other                                                           (0)       12,500   -   16,918   -    4,284 
  Deferred availability cash items                                  (0)          883   +      198   -       16 
  Other liabilities and accrued dividends (15)                                10,028   +      537   -      815 
                                                                                                               
Total liabilities                                                   (0)    3,692,504   +   13,368   +  938,724 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,441            0   +       75 
  Surplus                                                                     27,441            0   +       75 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 54,883   +        1   +      151 

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, October 2, 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                                             2,005          35          91          128         136         343         208         289          27          48         161         189         351
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,676,879      96,140   2,038,940      106,529      93,902     228,616     244,253     198,685      59,188      34,933      69,578     142,792     363,324
    Securities held outright (1)               3,479,712      90,991   1,929,643      100,822      88,868     216,371     231,153     188,031      55,990      33,020      65,832     135,126     343,865
      U.S. Treasury securities                 2,076,927      54,310   1,151,741       60,177      53,043     129,145     137,968     112,230      33,418      19,708      39,293      80,652     205,242
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,076,927      54,310   1,151,741       60,177      53,043     129,145     137,968     112,230      33,418      19,708      39,293      80,652     205,242
      Federal agency debt securities (2)          60,652       1,586      33,634        1,757       1,549       3,771       4,029       3,277         976         576       1,147       2,355       5,994
      Mortgage-backed securities (4)           1,342,133      35,095     744,268       38,887      34,277      83,455      89,156      72,524      21,595      12,736      25,392      52,118     132,630
    Unamortized premiums on securities held 
      outright (5)                               204,187       5,339     113,230        5,916       5,215      12,697      13,564      11,034       3,285       1,938       3,863       7,929      20,178
    Unamortized discounts on securities     
      held outright (5)                           -7,275        -190      -4,034         -211        -186        -452        -483        -393        -117         -69        -138        -282        -719
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            254           0         101            1           5           0          20          13          30          44          20          20           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                      86           0           0            0           0           0          85           0           0           0           0           0           0
  Bank premises                                    2,283         118         428           72         112         229         211         202         127         100         248         233         204
  Central bank liquidity swaps (11)                  511          25         163           40          40         107          29          15           4           2           5           8          72
  Foreign currency denominated assets (12)        24,384       1,195       7,849        1,880       1,896       5,104       1,385         693         203         102         246         386       3,447
  Other assets (13)                               23,311         643      12,520          682         606       1,629       1,574       1,261         434         285         464         929       2,283
  Interdistrict settlement account                     0  -   21,456  +  253,121   -   26,625  -   14,784  -   29,347  -   52,113  -   55,237  -   16,763  -   15,220  -   25,270  -   31,115  +   34,811
                                                                                                                                                                                                         
Total assets                                   3,747,387      77,286   2,320,544       83,313      82,657     207,948     197,707     147,124      43,681      20,529      45,894     114,431     406,273

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, October 2, 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            1,481,324      46,510     546,080      44,543      61,909     112,177     181,952      95,366      37,112      23,352      38,887     121,574     171,862
    Less: Notes held by F.R. Banks               314,845      12,504      82,304       9,090      10,123      14,398      33,564      23,653       4,754      10,765      13,100      59,699      40,889
      Federal Reserve notes, net               1,166,479      34,006     463,776      35,453      51,786      97,779     148,388      71,713      32,358      12,587      25,787      61,874     130,972
  Reverse repurchase agreements (14)              95,385       2,494      52,895       2,764       2,436       5,931       6,336       5,154       1,535         905       1,805       3,704       9,426
  Deposits                                     2,419,728      37,908   1,780,942      40,588      23,755      91,997      38,358      68,244       9,116       6,551      17,544      47,575     257,150
    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                           2,329,156      37,905   1,694,308      39,808      23,752      91,651      37,636      67,120       9,105       6,474      17,392      47,468     256,537
    U.S. Treasury, General Account                57,533           0      57,533           0           0           0           0           0           0           0           0           0           0
    Foreign official                               8,876           2       8,849           3           3           8           2           1           0           0           0           1           6
    Other                                         12,500           2      12,122          27           0         308          10          23           0           0           1           1           7
  Deferred availability cash items                   883           0           0           0           0           0         795           0           0          88           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,915          52       1,038          60          53         142         135          93          29          15          34          71         193
  Other liabilities and accrued             
     dividends (16)                                8,113         225       4,417         270         268         667         494         407         179         149         162         294         580
                                                                                                                                                                                                        
Total liabilities                              3,692,504      74,686   2,303,068      79,135      78,298     196,516     194,506     145,611      43,216      20,296      45,332     113,518     398,322
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,441       1,300       8,738       2,089       2,179       5,716       1,600         757         232         116         281         457       3,975
  Surplus                                         27,441       1,300       8,738       2,089       2,179       5,716       1,600         757         232         116         281         457       3,975
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,747,387      77,286   2,320,544      83,313      82,657     207,948     197,707     147,124      43,681      20,529      45,894     114,431     406,273

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, October 2, 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   
                                                                                           Oct 2, 2013  

Federal Reserve notes outstanding                                                            1,481,324  
  Less: Notes held by F.R. Banks not subject to collateralization                              314,845  
    Federal Reserve notes to be collateralized                                               1,166,479  
Collateral held against Federal Reserve notes                                                1,166,479  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,150,243  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,479,712  
  Less: Face value of securities under reverse repurchase agreements                            84,178  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,395,535  

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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