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Release Date: October 17, 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 17, 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 16, 2013 
Federal Reserve Banks                                     Oct 16, 2013  Oct 9, 2013 Oct 17, 2012              

Reserve Bank credit                                         3,762,043   +   51,143   +  969,570    3,769,941  
  Securities held outright (1)                              3,534,305   +   48,492   +  939,086    3,542,947  
    U.S. Treasury securities                                2,089,236   +    6,221   +  439,111    2,095,034  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,987,349   +    4,905   +  420,373    1,992,923  
      Notes and bonds, inflation-indexed (2)                   88,392   +    1,183   +   15,537       88,589  
      Inflation compensation (3)                               13,496   +      134   +    3,202       13,522  
    Federal agency debt securities (2)                         60,513   -      139   -   22,233       60,165  
    Mortgage-backed securities (4)                          1,384,556   +   42,409   +  522,207    1,387,748  
  Unamortized premiums on securities held outright (5)        204,995   +      942   +   47,070      205,223  
  Unamortized discounts on securities held outright (5)        -7,807   -      337   -    6,146       -7,888  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           237            0   -    1,259          252  
    Primary credit                                                 10   +        3   -        2           26  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               127   -        3   +       66          126  
    Term Asset-Backed Securities Loan Facility (7)                101            0   -    1,322          101  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,493            0   -      214        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            0   -      742          111  
  Float                                                          -797   -       69   -       75       -1,279  
  Central bank liquidity swaps (12)                               272   +       40   -   12,605          272  
  Other Federal Reserve assets (13)                            29,148   +    2,076   +    4,452       28,723  
Foreign currency denominated assets (14)                       24,144   -      175   -    1,696       24,051  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,357   +       14   +      693       45,357  
                                                                                                              
Total factors supplying reserve funds                       3,847,785   +   50,982   +  968,567    3,855,590  

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 16, 2013 
Federal Reserve Banks                                     Oct 16, 2013  Oct 9, 2013 Oct 17, 2012              

Currency in circulation (15)                                 1,216,174   +    5,545   +   80,599    1,216,321 
Reverse repurchase agreements (16)                             102,518   +    4,267   +    5,302      105,655 
  Foreign official and international accounts                  100,697   +    3,632   +    3,481      102,685 
  Others                                                         1,821   +      635   +    1,821        2,970 
Treasury cash holdings                                             179   +        1   +       47          183 
Deposits with F.R. Banks, other than reserve balances           91,353   +   28,990   -    3,485       85,764 
  Term deposits held by depository institutions                      0   -   11,662            0            0 
  U.S. Treasury, General Account                                35,301   +    6,573   -   23,172       31,866 
  Foreign official                                               8,803   -       86   +    3,232        8,802 
  Other                                                         47,249   +   34,165   +   16,455       45,096 
Other liabilities and capital (17)                              66,618   +      626   -    1,744       64,240 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,476,841   +   39,428   +   80,718    1,472,163 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,370,944   +   11,554   +  887,849    2,383,427 

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 16, 2013 
                                                          Oct 16, 2013  Oct 9, 2013 Oct 17, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,308,207   +   14,595   +  120,039    3,323,265 
  Marketable U.S. Treasury securities (1)                    2,952,057   +   15,159   +  131,722    2,967,138 
  Federal agency debt and mortgage-backed securities (2)       316,407   -    1,511   -   13,384      316,333 
  Other securities (3)                                          39,743   +      947   +    1,702       39,794 
Securities lent to dealers                                      15,371   +    2,461   +    8,908       18,319 
  Overnight facility (4)                                        15,371   +    2,461   +    8,908       18,319 
    U.S. Treasury securities                                    14,205   +    2,343   +    8,259       17,357 
    Federal agency debt securities                               1,166   +      119   +      649          962 

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 16, 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)                                       87            65            49            52             0           ...           252 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       1             3           385       662,721       889,601       542,323     2,095,034 
  Weekly changes                        +        1    -        1             0    +    3,223    +    1,993    +    3,077    +    8,293 
Federal agency debt securities (3)                                                                                                     
  Holdings                                   1,085         3,423        15,957        37,291            62         2,347        60,165 
  Weekly changes                        -      487             0    +      306    -      306             0             0    -      487 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             1             3         2,618     1,385,127     1,387,748 
  Weekly changes                                 0             0    +        1    +        1    +       66    +   45,522    +   45,589 
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)                 0           272             0             0             0             0           272 
                                                                                                                                       
Reverse repurchase agreements (6)          105,655             0           ...           ...           ...           ...       105,655 
Term deposits                                    0             0             0           ...           ...           ...             0 

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 16, 2013  

Mortgage-backed securities held outright (1)                                                                             1,387,748  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           61,265  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                  189  



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 16, 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 16, 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 16, 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 16, 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 16, 2013   Wednesday    Wednesday  
                                                        consolidation                 Oct 9, 2013 Oct 17, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,985   -       15   -      187  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,740,535   +   54,335   +  978,033  
    Securities held outright (1)                                          3,542,947   +   53,395   +  938,813  
      U.S. Treasury securities                                            2,095,034   +    8,293   +  435,950  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,992,923   +    6,762   +  417,227  
        Notes and bonds, inflation-indexed (2)                               88,589   +    1,380   +   15,555  
        Inflation compensation (3)                                           13,522   +      150   +    3,168  
      Federal agency debt securities (2)                                     60,165   -      487   -   22,581  
      Mortgage-backed securities (4)                                      1,387,748   +   45,589   +  525,444  
    Unamortized premiums on securities held outright  
    (5)                                                                     205,223   +    1,184   +   46,668  
    Unamortized discounts on securities held outright 
    (5)                                                                      -7,888   -      252   -    6,226  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       252   +        6   -    1,223  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,493            0   -       61  
  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            0   -      742  
  Items in process of collection                                   (0)          101   -       50   -       38  
  Bank premises                                                               2,285   +        1   -       62  
  Central bank liquidity swaps (11)                                             272   +       86   -   12,605  
  Foreign currency denominated assets (12)                                   24,051   -      186   -    1,922  
  Other assets (13)                                                          26,443   +      765   +    4,261  
                                                                                                               
Total assets                                                       (0)    3,813,599   +   54,936   +  966,679  

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 16, 2013   Wednesday    Wednesday  
                                                        consolidation                 Oct 9, 2013 Oct 17, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,173,127   +    2,215   +   79,286 
  Reverse repurchase agreements (14)                                         105,655   +    6,570   +    4,348 
  Deposits                                                          (0)    2,469,196   +   46,509   +  883,647 
    Term deposits held by depository institutions                                  0   -   11,662            0 
    Other deposits held by depository institutions                         2,383,431   +   20,532   +  877,182 
    U.S. Treasury, General Account                                            31,866   +    8,473   -   36,734 
    Foreign official                                                           8,802   -       75   +    3,241 
    Other                                                           (0)       45,096   +   29,239   +   39,957 
  Deferred availability cash items                                  (0)        1,380   +      511   +      539 
  Other liabilities and accrued dividends (15)                                 9,347   -      887   -    1,296 
                                                                                                               
Total liabilities                                                   (0)    3,758,705   +   54,918   +  966,524 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,447   +        9   +       78 
  Surplus                                                                     27,447   +        9   +       78 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 54,893   +       17   +      155 

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 16, 2013
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificate account                        11,037         391       3,925          397         512         856       1,421         792         310         190         309         728       1,206
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             1,985          36          89          129         134         339         204         285          28          48         159         184         351
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,740,535      97,825   2,074,241      108,372      95,523     232,574     248,473     202,132      60,203      35,540      70,783     145,255     369,615
    Securities held outright (1)               3,542,947      92,645   1,964,709      102,654      90,483     220,303     235,353     191,448      57,007      33,620      67,029     137,581     350,114
      U.S. Treasury securities                 2,095,034      54,783   1,161,782       60,702      53,505     130,271     139,170     113,208      33,710      19,880      39,636      81,355     207,031
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,095,034      54,783   1,161,782       60,702      53,505     130,271     139,170     113,208      33,710      19,880      39,636      81,355     207,031
      Federal agency debt securities (2)          60,165       1,573      33,364        1,743       1,537       3,741       3,997       3,251         968         571       1,138       2,336       5,946
      Mortgage-backed securities (4)           1,387,748      36,288     769,563       40,209      35,442      86,291      92,186      74,989      22,329      13,169      26,255      53,890     137,137
    Unamortized premiums on securities held 
      outright (5)                               205,223       5,366     113,805        5,946       5,241      12,761      13,633      11,090       3,302       1,947       3,883       7,969      20,280
    Unamortized discounts on securities     
      held outright (5)                           -7,888        -206      -4,374         -229        -201        -490        -524        -426        -127         -75        -149        -306        -779
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            252          20         101            0           0           0          11          20          20          48          21          11           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)            111           0         111            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     101           0           0            0           0           0         101           0           0           0           0           0           0
  Bank premises                                    2,285         118         428           73         112         229         211         202         127         100         248         233         205
  Central bank liquidity swaps (11)                  272          13          87           21          21          57          15           8           2           1           3           4          39
  Foreign currency denominated assets (12)        24,051       1,182       7,691        1,860       1,876       5,050       1,370         686         200         101         243         382       3,411
  Other assets (13)                               26,443         729      14,236          776         686       1,828       1,763       1,427         484         311         524       1,091       2,588
  Interdistrict settlement account                     0  -   10,870  +  212,468   -   29,612  -   11,309  -   18,836  -   46,701  -   52,571  -   16,789  -   15,400  -   25,405  -   35,421  +   50,446
                                                                                                                                                                                                         
Total assets                                   3,813,599      89,620   2,316,672       82,226      87,792     222,509     207,511     153,384      44,715      20,981      47,017     112,737     428,434

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 16, 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            1,471,157      46,329     542,545      44,311      61,397     111,494     180,288      94,959      37,041      23,219      38,702     120,811     170,062
    Less: Notes held by F.R. Banks               298,030      11,911      77,101       8,653       9,208      13,012      30,544      22,861       4,573      10,553      12,783      58,826      38,005
      Federal Reserve notes, net               1,173,127      34,418     465,444      35,658      52,189      98,482     149,744      72,098      32,468      12,666      25,919      61,985     132,057
  Reverse repurchase agreements (14)             105,655       2,763      58,590       3,061       2,698       6,570       7,019       5,709       1,700       1,003       1,999       4,103      10,441
  Deposits                                     2,469,196      49,556   1,770,543      38,996      28,228     105,249      45,671      73,515       9,863       6,755      18,322      45,336     277,161
    Term deposits held by depository        
        institutions                                   0           0           0           0           0           0           0           0           0           0           0           0           0
    Other deposits held by depository       
        institutions                           2,383,431      49,553   1,685,134      38,936      28,225     105,011      45,659      73,492       9,863       6,755      18,320      45,334     277,148
    U.S. Treasury, General Account                31,866           0      31,866           0           0           0           0           0           0           0           0           0           0
    Foreign official                               8,802           2       8,775           3           3           8           2           1           0           0           0           1           6
    Other                                         45,096           1      44,768          57           0         229          10          21           0           0           1           1           7
  Deferred availability cash items                 1,380           0          19           0           0           0       1,210           0           0         151           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,313          21         828          20          11          25          96          82          24          11          28          61         103
  Other liabilities and accrued             
     dividends (16)                                8,034         264       3,774         312         306         752         571         468         196         162         186         339         704
                                                                                                                                                                                                        
Total liabilities                              3,758,705      87,022   2,299,199      78,048      83,433     211,077     204,310     151,873      44,251      20,748      46,454     111,824     420,466
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,447       1,299       8,737       2,089       2,179       5,716       1,600         756         232         116         281         457       3,984
  Surplus                                         27,447       1,299       8,737       2,089       2,179       5,716       1,600         756         232         116         281         457       3,984
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,813,599      89,620   2,316,672      82,226      87,792     222,509     207,511     153,384      44,715      20,981      47,017     112,737     428,434

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 16, 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 16, 2013  

Federal Reserve notes outstanding                                                            1,471,157  
  Less: Notes held by F.R. Banks not subject to collateralization                              298,030  
    Federal Reserve notes to be collateralized                                               1,173,127  
Collateral held against Federal Reserve notes                                                1,173,127  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,156,891  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,542,947  
  Less: Face value of securities under reverse repurchase agreements                            95,099  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,447,848  

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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