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Release Date: October 10, 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 10, 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 9, 2013 
Federal Reserve Banks                                      Oct 9, 2013  Oct 2, 2013 Oct 10, 2012              

Reserve Bank credit                                         3,710,900   +   13,748   +  941,061    3,715,319  
  Securities held outright (1)                              3,485,813   +   12,866   +  910,120    3,489,552  
    U.S. Treasury securities                                2,083,015   +   13,253   +  425,626    2,086,741  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,982,444   +   13,228   +  406,901    1,986,161  
      Notes and bonds, inflation-indexed (2)                   87,209            0   +   15,425       87,209  
      Inflation compensation (3)                               13,362   +       25   +    3,299       13,372  
    Federal agency debt securities (2)                         60,652   -      429   -   22,659       60,652  
    Mortgage-backed securities (4)                          1,342,147   +       43   +  507,154    1,342,159  
  Unamortized premiums on securities held outright (5)        204,053   -       80   +   48,248      204,039  
  Unamortized discounts on securities held outright (5)        -7,470   -      336   -    5,783       -7,636  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           237   -       24   -    1,320          246  
    Primary credit                                                  7   -        8   -       10           13  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               130   -       15   +       44          132  
    Term Asset-Backed Securities Loan Facility (7)                101            0   -    1,353          101  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,493   -        1   -      238        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)                         111   -        1   -      742          111  
  Float                                                          -728   -       40   +       19         -718  
  Central bank liquidity swaps (12)                               232   -      279   -   12,719          186  
  Other Federal Reserve assets (13)                            27,072   +    1,641   +    3,474       27,961  
Foreign currency denominated assets (14)                       24,319   +      143   -    1,542       24,237  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,343   +       14   +      694       45,343  
                                                                                                              
Total factors supplying reserve funds                       3,796,803   +   13,905   +  940,212    3,801,140  

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 9, 2013 
Federal Reserve Banks                                      Oct 9, 2013  Oct 2, 2013 Oct 10, 2012              

Currency in circulation (15)                                 1,210,629   +    3,367   +   74,088    1,214,080 
Reverse repurchase agreements (16)                              98,251   -   15,522   +   11,470       99,085 
  Foreign official and international accounts                   97,065   +    1,097   +   10,284       98,660 
  Others                                                         1,186   -   16,619   +    1,186          425 
Treasury cash holdings                                             178   +        9   +       49          179 
Deposits with F.R. Banks, other than reserve balances           62,363   -   22,471   -   34,876       59,789 
  Term deposits held by depository institutions                 11,662            0   +    8,622       11,662 
  U.S. Treasury, General Account                                28,728   -    9,233   -   37,117       23,393 
  Foreign official                                               8,889   +        3   +    3,327        8,877 
  Other                                                         13,084   -   13,241   -    9,707       15,857 
Other liabilities and capital (17)                              65,992   +      492   -      343       65,110 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,437,413   -   34,126   +   50,387    1,438,242 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,359,390   +   48,031   +  889,825    2,362,899 

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 9, 2013 
                                                           Oct 9, 2013  Oct 2, 2013 Oct 10, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,293,612   +    2,393   +  113,264    3,294,669 
  Marketable U.S. Treasury securities (1)                    2,936,898   +    1,918   +  128,935    2,937,483 
  Federal agency debt and mortgage-backed securities (2)       317,918   -       97   -   16,529      318,200 
  Other securities (3)                                          38,796   +      573   +      858       38,985 
Securities lent to dealers                                      12,910   -    7,270   +    5,401       12,232 
  Overnight facility (4)                                        12,910   -    7,270   +    5,401       12,232 
    U.S. Treasury securities                                    11,862   -    7,313   +    4,826       11,094 
    Federal agency debt securities                               1,047   +       42   +      574        1,138 

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 9, 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)                                       47            98            49            52             0           ...           246 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       0             4           385       659,498       887,608       539,246     2,086,741 
  Weekly changes                                 0             0             0    +        4    +    6,854    +    2,957    +    9,814 
Federal agency debt securities (3)                                                                                                     
  Holdings                                   1,572         3,423        15,651        37,597            62         2,347        60,652 
  Weekly changes                        +    1,085    +      479    -    1,564             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             2         2,552     1,339,605     1,342,159 
  Weekly changes                                 0             0             0             0    +        1    +       25    +       26 
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)                27           159             0             0             0             0           186 
                                                                                                                                       
Reverse repurchase agreements (6)           99,085             0           ...           ...           ...           ...        99,085 
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 9, 2013  

Mortgage-backed securities held outright (1)                                                                             1,342,159  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                          101,421  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   10  



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 9, 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 9, 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 9, 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 9, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         111  
Net portfolio holdings of TALF LLC                                                                                             111  
                                                                                                                                    
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 9, 2013   Wednesday    Wednesday  
                                                        consolidation                 Oct 2, 2013 Oct 10, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        2,000   -        5   -      174  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,686,200   +    9,321   +  958,751  
    Securities held outright (1)                                          3,489,552   +    9,840   +  918,065  
      U.S. Treasury securities                                            2,086,741   +    9,814   +  433,004  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,986,161   +    9,787   +  414,302  
        Notes and bonds, inflation-indexed (2)                               87,209            0   +   15,425  
        Inflation compensation (3)                                           13,372   +       27   +    3,278  
      Federal agency debt securities (2)                                     60,652            0   -   22,094  
      Mortgage-backed securities (4)                                      1,342,159   +       26   +  507,154  
    Unamortized premiums on securities held outright  
    (5)                                                                     204,039   -      148   +   47,954  
    Unamortized discounts on securities held outright 
    (5)                                                                      -7,636   -      361   -    5,954  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       246   -        8   -    1,313  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,493            0   -      239  
  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)                                       111   -        1   -      742  
  Items in process of collection                                   (0)          151   +       65   -       50  
  Bank premises                                                               2,284   +        1   -       61  
  Central bank liquidity swaps (11)                                             186   -      325   -   12,765  
  Foreign currency denominated assets (12)                                   24,237   -      147   -    1,542  
  Other assets (13)                                                          25,678   +    2,367   +    3,859  
                                                                                                               
Total assets                                                       (0)    3,758,663   +   11,276   +  947,040  

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 9, 2013   Wednesday    Wednesday  
                                                        consolidation                 Oct 2, 2013 Oct 10, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,170,912   +    4,433   +   76,124 
  Reverse repurchase agreements (14)                                          99,085   +    3,700   +   10,750 
  Deposits                                                          (0)    2,422,687   +    2,959   +  861,012 
    Term deposits held by depository institutions                             11,662            0   +    8,622 
    Other deposits held by depository institutions                         2,362,899   +   33,743   +  893,104 
    U.S. Treasury, General Account                                            23,393   -   34,140   -   30,059 
    Foreign official                                                           8,877   +        1   +    3,316 
    Other                                                           (0)       15,857   +    3,357   -   13,971 
  Deferred availability cash items                                  (0)          869   -       14   -      490 
  Other liabilities and accrued dividends (15)                                10,234   +      206   -      497 
                                                                                                               
Total liabilities                                                   (0)    3,703,787   +   11,283   +  946,899 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,438   -        3   +       70 
  Surplus                                                                     27,438   -        3   +       70 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 54,876   -        7   +      141 

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 9, 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                                             2,000          35          89          129         136         341         207         287          28          49         161         188         352
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,686,200      96,385   2,044,114      106,798      94,137     229,201     244,868     199,196      59,334      35,023      69,755     143,144     364,247
    Securities held outright (1)               3,489,552      91,248   1,935,100      101,107      89,120     216,983     231,806     188,563      56,148      33,113      66,018     135,508     344,837
      U.S. Treasury securities                 2,086,741      54,566   1,157,184       60,462      53,293     129,755     138,619     112,760      33,576      19,802      39,479      81,033     206,212
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,086,741      54,566   1,157,184       60,462      53,293     129,755     138,619     112,760      33,576      19,802      39,479      81,033     206,212
      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)           1,342,159      35,096     744,282       38,888      34,277      83,457      89,158      72,526      21,596      12,736      25,392      52,119     132,632
    Unamortized premiums on securities held 
      outright (5)                               204,039       5,335     113,148        5,912       5,211      12,687      13,554      11,026       3,283       1,936       3,860       7,923      20,163
    Unamortized discounts on securities     
      held outright (5)                           -7,636        -200      -4,235         -221        -195        -475        -507        -413        -123         -72        -144        -297        -755
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            246           1         101            0           1           5          15          20          25          46          21          10           1
  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)            111           0         111            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     151           0           0            0           0           0         151           0           0           0           0           0           0
  Bank premises                                    2,284         118         427           72         112         228         211         202         127         100         248         233         204
  Central bank liquidity swaps (11)                  186           9          59           14          15          39          11           5           2           1           2           3          26
  Foreign currency denominated assets (12)        24,237       1,191       7,751        1,874       1,890       5,089       1,380         691         202         101         245         384       3,437
  Other assets (13)                               25,678         709      13,818          750         666       1,775       1,731       1,388         472         307         508       1,038       2,514
  Interdistrict settlement account                     0  -   24,319  +  237,483   -   27,922  -   16,012  -   18,276  -   49,712  -   54,796  -   16,230  -   14,989  -   24,845  -   33,550  +   43,168
                                                                                                                                                                                                         
Total assets                                   3,758,663      74,715   2,311,174       82,323      81,692     219,665     200,922     148,190      44,394      20,872      46,536     112,449     415,730

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 9, 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            1,476,160      46,444     544,094      44,437      61,752     111,849     181,130      95,186      37,011      23,317      38,801     121,167     170,971
    Less: Notes held by F.R. Banks               305,249      12,179      79,103       8,821       9,632      13,531      32,203      23,217       4,575      10,664      12,938      59,143      39,243
      Federal Reserve notes, net               1,170,912      34,264     464,991      35,616      52,120      98,319     148,927      71,969      32,436      12,653      25,864      62,024     131,728
  Reverse repurchase agreements (14)              99,085       2,591      54,946       2,871       2,531       6,161       6,582       5,354       1,594         940       1,875       3,848       9,792
  Deposits                                     2,422,687      34,987   1,768,004      39,340      22,372     102,989      40,825      68,848       9,690       6,777      18,038      45,301     265,518
    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                           2,362,899      34,983   1,712,076      38,559      22,368     102,719      40,103      67,725       9,680       6,699      17,887      45,194     264,905
    U.S. Treasury, General Account                23,393           0      23,393           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                                         15,857           1      15,556          27           0         232          10          21           0           0           1           1           7
  Deferred availability cash items                   869           0           0           0           0           0         767           0           0         102           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,715          48         964          45          39          91         117         100          28          17          33          69         163
  Other liabilities and accrued             
     dividends (16)                                8,519         229       4,795         274         272         673         502         405         181         150         164         295         579
                                                                                                                                                                                                        
Total liabilities                              3,703,787      72,119   2,293,701      78,145      77,333     208,233     197,721     146,677      43,930      20,639      45,974     111,536     407,779
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,438       1,298       8,737       2,089       2,180       5,716       1,600         757         232         116         281         457       3,975
  Surplus                                         27,438       1,298       8,737       2,089       2,180       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                  3,758,663      74,715   2,311,174      82,323      81,692     219,665     200,922     148,190      44,394      20,872      46,536     112,449     415,730

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 9, 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 9, 2013  

Federal Reserve notes outstanding                                                            1,476,160  
  Less: Notes held by F.R. Banks not subject to collateralization                              305,249  
    Federal Reserve notes to be collateralized                                               1,170,912  
Collateral held against Federal Reserve notes                                                1,170,912  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,154,675  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,489,552  
  Less: Face value of securities under reverse repurchase agreements                            88,527  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,401,025  

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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