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FEDERAL RESERVE statistical release

For release at

4:30 P.M. EST

January 31, 2013

The weekly average values, shown in table 1, reflect the December 31, 2012, quarterly updates to the fair values of the net portfolio holdings of Maiden Lane LLC and the fair value adjustment of the Term Asset-Backed Securities Loan Facility, or TALF, which is included in "Other Federal Reserve assets." The amounts for the first six days of this reporting week are based on the values as of September 30, 2012, and the amounts for the last day of the reporting week are based on the values as of December 31, 2012.




FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks

January 31, 2013

1. Factors Affecting Reserve Balances of Depository Institutions

Millions of dollars

Reserve Bank credit, related items, and
reserve balances of depository institutions at
Federal Reserve Banks

Averages of daily figures

Wednesday
Jan 30, 2013

Week ended
Jan 30, 2013

Change from week ended

Jan 23, 2013

Feb 1, 2012

Reserve Bank credit

2,989,001

+   13,361

+   83,449

2,991,126

Securities held outright1

2,746,855

+    8,777

+  147,888

2,750,952

U.S. Treasury securities

1,703,499

+    9,664

+   41,877

1,710,058

Bills2

         0

         0

-   18,423

         0

Notes and bonds, nominal2

1,616,686

+    8,464

+   51,426

1,623,279

Notes and bonds, inflation-indexed2

    76,130

+    1,192

+    7,631

    76,130

Inflation compensation3

    10,683

+        8

+    1,242

    10,649

Federal agency debt securities2

    75,111

         0

-   26,387

    75,111

Mortgage-backed securities4

   968,245

-      887

+  132,398

   965,784

Repurchase agreements5

         0

-      466

         0

         0

Loans

       555

-        7

-    7,632

       579

Primary credit

         5

         0

-       39

        28

Secondary credit

         0

         0

         0

         0

Seasonal credit

         3

         0

-        1

         3

Term Asset-Backed Securities Loan Facility6

       547

-        7

-    7,592

       547

Other credit extensions

         0

         0

         0

         0

Net portfolio holdings of Maiden Lane LLC7

     1,415

-        2

-    5,538

     1,400

Net portfolio holdings of Maiden Lane II LLC8

        61

         0

-    9,447

        61

Net portfolio holdings of Maiden Lane III LLC9

        22

         0

-   17,698

        22

Net portfolio holdings of TALF LLC10

       857

+        1

+       38

       857

Float

     2,238

+    2,847

+    3,146

      -693

Central bank liquidity swaps11

     8,030

-       41

-   96,424

     8,030

Other Federal Reserve assets12

   228,968

+    2,253

+   69,117

   229,918

Gold stock

    11,041

         0

         0

    11,041

Special drawing rights certificate account

     5,200

         0

         0

     5,200

Treasury currency outstanding13

    44,873

+       14

+      640

    44,873

Total factors supplying reserve funds

3,050,116

+   13,376

+   84,090

3,052,240

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
reserve balances of depository institutions at
Federal Reserve Banks

Averages of daily figures

Wednesday
Jan 30, 2013

Week ended
Jan 30, 2013

Change from week ended

Jan 23, 2013

Feb 1, 2012

Currency in circulation13

1,154,864

-    1,221

+   87,582

1,156,350

Reverse repurchase agreements14

    92,919

+      513

+    3,304

    98,432

Foreign official and international accounts

    92,919

+      513

+    3,304

    98,432

Others

         0

         0

         0

         0

Treasury cash holdings

       184

+        8

+       41

       190

Deposits with F.R. Banks, other than reserve balances

   103,842

-   30,011

-   59,319

    87,568

Term deposits held by depository institutions

     3,036

         0

-       43

     3,036

U.S. Treasury, General Account

    71,127

-    1,080

-   46,427

    71,305

Foreign official

     7,432

+      155

+    7,304

     7,433

Service-related

         0

         0

-    1,976

         0

Required clearing balances

         0

         0

-    1,976

         0

Adjustments to compensate for float

         0

         0

         0

         0

Other

    22,246

-   29,087

-   18,178

     5,794

Other liabilities and capital15

    65,576

-    2,308

-    7,540

    64,706

Total factors, other than reserve balances,
absorbing reserve funds

1,417,384

-   33,019

+   24,068

1,407,246

Reserve balances with Federal Reserve Banks

1,632,732

+   46,395

+   60,022

1,644,994

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. Current face value of the securities, which is the remaining principal balance of
the underlying mortgages.

5.

Cash value of agreements.

6.

Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term Asset-Backed Securities Loan Facility.

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.

Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, and the fair value adjustment
to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.

13.

Estimated.

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. 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
Jan 30, 2013

Week ended
Jan 30, 2013

Change from week ended

Jan 23, 2013

Feb 1, 2012

Securities held in custody for foreign official and international accounts

3,254,891

-      276

+  220,025

3,250,831

Marketable U.S. Treasury securities1

2,912,159

+      147

+  309,696

2,908,108

Federal agency debt and mortgage-backed securities2

   305,939

-    1,312

-   90,150

   305,830

Other securities3

    36,794

+      889

+      480

    36,893

Securities lent to dealers

    16,626

+   10,008

+    3,966

    16,735

Overnight facility4

    16,626

+   10,008

+    3,966

    16,735

U.S. Treasury securities

    15,941

+    9,892

+    4,425

    16,065

Federal agency debt securities

       685

+      116

-      459

       670

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 underlying mortgages.

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, January 30, 2013

Millions of dollars

Remaining Maturity

Within 15
days

16 days to
90 days

91 days to
1 year

Over 1 year
to 5 years

Over 5 year
to 10 years

Over 10
years

All

Loans1

        31

        47

         0

       501

         0

...

       579

U.S. Treasury securities2

Holdings

         1

         5

        14

   400,314

   871,745

   437,977

1,710,058

Weekly changes

         0

+        1

-        1

+   13,505

-    3,115

+    2,976

+   13,367

Federal agency debt securities3

Holdings

       498

     2,560

    17,142

    50,520

     2,044

     2,347

    75,111

Weekly changes

+      498

-      498

         0

         0

         0

         0

         0

Mortgage-backed securities4

Holdings

         0

         0

         2

         1

     2,496

   963,285

   965,784

Weekly changes

         0

         0

         0

         0

-       50

-   17,340

-   17,390

Asset-backed securities held by
TALF LLC5

         0

         0

         0

         0

         0

         0

         0

Repurchase agreements6

         0

         0

...

...

...

...

         0

Central bank liquidity swaps7

     4,140

     3,890

         0

         0

         0

         0

     8,030

Reverse repurchase agreements6

    98,432

         0

...

...

...

...

    98,432

Term deposits

     3,036

         0

         0

...

...

...

     3,036

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. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.

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

Jan 30, 2013

Mortgage-backed securities held outright1

   965,784

Commitments to buy mortgage-backed securities2

   118,696

Commitments to sell mortgage-backed securities2

     2,600

Cash and cash equivalents3

        50

1.

Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.

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

Jan 30, 2013

Net portfolio holdings of Maiden Lane LLC1

     1,400

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

         0

Accrued interest payable to the Federal Reserve Bank of New York2

         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 December 31, 2012. 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

Jan 30, 2013

Net portfolio holdings of Maiden Lane II LLC1

        61

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

         0

Accrued interest payable to the Federal Reserve Bank of New York2

         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 December 31, 2012. 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

Jan 30, 2013

Net portfolio holdings of Maiden Lane III LLC1

        22

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

         0

Accrued interest payable to the Federal Reserve Bank of New York2

         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 December 31, 2012. 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

Jan 30, 2013

Asset-backed securities holdings1

         0

Other investments, net

       857

Net portfolio holdings of TALF LLC

       857

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

         0

Accrued interest payable to the Federal Reserve Bank of New York2

         0

Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable3

       113

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) extends loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed securities collateralized by a variety of consumer and business loans. 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. The loans are extended for the market value of the security less an amount known as a haircut. As a result, the borrower bears the initial risk of a decline in the value of the security.

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. Losses on asset-backed securities held by TALF LLC will be offset in the following order: by the commitment fees collected by TALF LLC then by the interest received on investments of TALF LLC. Payments by TALF LLC from the proceeds of its net portfolio holdings will be made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the U.S. Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. 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 from consolidation

Wednesday
Jan 30, 2013

Change since

Wednesday

Wednesday

Jan 23, 2013

Feb 1, 2012

Assets

Gold certificate account

    11,037

         0

         0

Special drawing rights certificate account

     5,200

         0

         0

Coin

     2,196

+       26

-      241

Securities, repurchase agreements, and loans

2,751,531

-    4,012

+  143,420

Securities held outright1

2,750,952

-    4,024

+  150,983

U.S. Treasury securities

1,710,058

+   13,367

+   47,599

Bills2

         0

         0

-   18,423

Notes and bonds, nominal2

1,623,279

+   13,460

+   57,374

Notes and bonds, inflation-indexed2

    76,130

         0

+    7,430

Inflation compensation3

    10,649

-       93

+    1,218

Federal agency debt securities2

    75,111

         0

-   26,387

Mortgage-backed securities4

   965,784

-   17,390

+  129,772

Repurchase agreements5

         0

         0

         0

Loans

       579

+       12

-    7,563

Net portfolio holdings of Maiden Lane LLC6

     1,400

-       17

-    5,567

Net portfolio holdings of Maiden Lane II LLC7

        61

         0

-    9,447

Net portfolio holdings of Maiden Lane III LLC8

        22

         0

-   17,704

Net portfolio holdings of TALF LLC9

       857

         0

+       38

Items in process of collection

(0)

       117

-      163

-       85

Bank premises

     2,335

+        2

+      160

Central bank liquidity swaps10

     8,030

-       41

-   96,424

Other assets11

   227,583

+    1,240

+   68,967

Total assets

(0)

3,010,370

-    2,963

+   83,119

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 from consolidation

Wednesday
Jan 30, 2013

Change since

Wednesday

Wednesday

Jan 23, 2013

Feb 1, 2012

Liabilities

Federal Reserve notes, net of F.R. Bank holdings

1,113,859

-       20

+   84,947

Reverse repurchase agreements12

    98,432

+    8,539

+   14,559

Deposits

(0)

1,732,563

-    9,314

-    7,493

Term deposits held by depository institutions

     3,036

         0

-       43

Other deposits held by depository institutions

1,644,994

+   48,670

+   71,047

U.S. Treasury, General Account

    71,305

-    9,938

-   49,386

Foreign official

     7,433

+      152

+    7,292

Other

(0)

     5,794

-   48,199

-   36,404

Deferred availability cash items

(0)

       810

-      391

-      361

Other liabilities and accrued dividends13

     9,918

-    1,836

-    8,720

Total liabilities

(0)

2,955,582

-    3,021

+   82,933

Capital accounts

Capital paid in

    27,394

+       29

+       93

Surplus

    27,394

+       29

+       93

Other capital accounts

         0

         0

         0

Total capital

    54,788

+       58

+      186

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. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.

5.

Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

6.

Refer to table 4 and the note on consolidation accompanying table 9.

7.

Refer to table 5 and the note on consolidation accompanying table 9.

8.

Refer to table 6 and the note on consolidation accompanying table 9.

9.

Refer to table 7 and the note on consolidation accompanying table 9.

10.

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.

11.

Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to
credit extended by the Federal Reserve Bank of New York (FRBNY) to eligible borrowers through the Term Asset-Backed Securities Loan Facility.

12.

Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

13.

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, January 30, 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

       408

     3,824

       437

       515

       890

     1,337

       839

       313

       192

       315

       725

     1,242

Special drawing rights certificate acct.

     5,200

       196

     1,818

       210

       237

       412

       654

       424

       150

        90

       153

       282

       574

Coin

     2,196

        41

        98

       144

       155

       383

       222

       323

        40

        54

       169

       208

       360

Securities, repurchase agreements,
and loans

2,751,531

    66,815

1,542,881

    90,941

    69,941

   195,789

   165,863

   152,611

    43,009

    25,009

    55,276

   106,912

   236,484

Securities held outright1

2,750,952

    66,815

1,542,334

    90,941

    69,941

   195,789

   165,863

   152,611

    43,009

    25,009

    55,268

   106,889

   236,484

U.S. Treasury securities

1,710,058

    41,534

   958,751

    56,531

    43,477

   121,707

   103,105

    94,867

    26,735

    15,546

    34,356

    66,445

   147,004

Bills2

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Notes and bonds3

1,710,058

    41,534

   958,751

    56,531

    43,477

   121,707

   103,105

    94,867

    26,735

    15,546

    34,356

    66,445

   147,004

Federal agency debt securities2

    75,111

     1,824

    42,111

     2,483

     1,910

     5,346

     4,529

     4,167

     1,174

       683

     1,509

     2,918

     6,457

Mortgage-backed securities4

   965,784

    23,457

   541,471

    31,927

    24,554

    68,736

    58,230

    53,578

    15,099

     8,780

    19,403

    37,526

    83,023

Repurchase agreements5

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Loans

       579

         0

       548

         0

         0

         0

         0

         1

         0

         0

         8

        23

         0

Net portfolio holdings of Maiden

Lane LLC6

     1,400

         0

     1,400

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Net portfolio holdings of Maiden

Lane II LLC7

        61

         0

        61

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Net portfolio holdings of Maiden

Lane III LLC8

        22

         0

        22

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Net portfolio holdings of TALF LLC9

       857

         0

       857

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Items in process of collection

       117

         0

         0

         0

         0

         0

       116

         0

         0

         0

         0

         0

         0

Bank premises

     2,335

       119

       451

        70

       115

       229

       216

       202

       131

       103

       252

       239

       209

Central bank liquidity swaps10

     8,030

       282

     2,590

       696

       594

     1,661

       459

       214

        66

        33

        80

       129

     1,227

Other assets11

   227,583

     5,830

   121,175

     8,867

     7,008

    19,757

    13,674

    11,891

     3,410

     1,999

     4,336

     8,424

    21,213

Interdistrict settlement account

         0

+    5,768

+   50,488

-   18,167

-    8,474

-   55,636

+   16,019

-   15,329

-    2,360

+    1,681

-   10,623

-    9,245

+   45,878

Total assets

3,010,370

    79,458

1,725,666

    83,198

    70,090

   163,486

   198,560

   151,175

    44,759

    29,161

    49,957

   107,673

   307,187

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, January 30, 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

1,368,830

    47,524

   488,773

    47,411

    61,810

   103,573

   174,878

    95,235

    37,362

    23,116

    37,993

    96,032

   155,122

Less: Notes held by F.R. Banks

   254,971

     8,577

    94,183

     5,056

    10,460

    12,605

    31,211

    14,637

     4,348

     4,345

     8,721

    32,429

    28,398

Federal Reserve notes, net

1,113,859

    38,947

   394,590

    42,355

    51,350

    90,968

   143,667

    80,598

    33,014

    18,771

    29,272

    63,603

   126,724

Reverse repurchase agreements12

    98,432

     2,391

    55,186

     3,254

     2,503

     7,006

     5,935

     5,461

     1,539

       895

     1,978

     3,825

     8,462

Deposits

1,732,563

    35,155

1,253,068

    33,014

    11,661

    53,160

    44,620

    63,012

     9,543

     8,895

    17,939

    38,987

   163,508

Term deposits held by depository institutions

     3,036

         5

     1,542

       637

         0

        40

       500

         5

         0

       105

         1

         5

       196

Other deposits held by depository institutions

1,644,994

    35,133

1,167,234

    32,368

    11,658

    52,960

    44,110

    62,978

     9,543

     8,789

    17,936

    38,979

   163,305

U.S. Treasury, General Account

    71,305

         0

    71,305

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Foreign official

     7,433

         1

     7,406

         3

         3

         8

         2

         1

         0

         0

         0

         1

         6

Other

     5,794

        15

     5,581

         6

         0

       151

         7

        27

         0

         0

         1

         3

         1

Deferred availability cash items

       810

         0

         0

         0

         0

         0

       605

         0

         0

       205

         0

         0

         0

Interest on Federal Reserve notes due
to U.S. Treasury13

       643

        20

       252

        34

        23

        67

        62

        45

        13

         7

        20

        39

        62

Other liabilities and accrued
dividends14

     9,274

       252

     5,079

       307

       286

       794

       553

       496

       190

       156

       194

       350

       619

Total liabilities

2,955,582

    76,765

1,708,175

    78,965

    65,822

   151,993

   195,443

   149,612

    44,299

    28,929

    49,402

   106,804

   299,374

Capital

Capital paid in

    27,394

     1,347

     8,745

     2,116

     2,134

     5,746

     1,559

       782

       230

       116

       278

       435

     3,906

Surplus

    27,394

     1,347

     8,745

     2,116

     2,134

     5,746

     1,559

       782

       230

       116

       278

       435

     3,906

Other capital

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Total liabilities and capital

3,010,370

    79,458

1,725,666

    83,198

    70,090

   163,486

   198,560

   151,175

    44,759

    29,161

    49,957

   107,673

   307,187

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, January 30, 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. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.

5.

Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

6.

Refer to table 4 and the note on consolidation below.

7.

Refer to table 5 and the note on consolidation below.

8.

Refer to table 6 and the note on consolidation below.

9.

Refer to table 7 and the note on consolidation below.

10.

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.

11.

Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to credit extended by the Federal Reserve Bank
of New York (FRBNY) to eligible borrowers through the Term Asset-Backed Securities Loan Facility.

12.

Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

13.

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.

14.

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

Jan 30, 2013

Federal Reserve notes outstanding

1,368,830

Less: Notes held by F.R. Banks not subject to collateralization

   254,971

Federal Reserve notes to be collateralized

1,113,859

Collateral held against Federal Reserve notes

1,113,859

Gold certificate account

    11,037

Special drawing rights certificate account

     5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2

1,097,622

Other assets pledged

         0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2

2,750,952

Less: Face value of securities under reverse repurchase agreements

    85,430

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged

2,665,523

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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