FRB: H.4.1 Release--Factors Affecting Reserve Balances--August 15, 2013

FEDERAL RESERVE statistical release

For Release at
4:30 P.M. EDT
June 12, 2014

Table 10 line items “Less: Face value of securities under reverse repurchase agreements” and “U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged” have been corrected to include securities pledged as collateral for tri-party reverse repurchase agreements.
The revised data are reported at the following link: http://www.federalreserve.gov/releases/h41/2014update.htm.
Historical data incorporating this correction can be accessed through the Data Download Program (DDP) at http://www.federalreserve.gov/datadownload/Choose.aspx?rel=H41.

FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks August 15, 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 Aug 14, 2013
Federal Reserve Banks Aug 14, 2013 Aug 7, 2013 Aug 15, 2012

Reserve Bank credit 3,565,560 + 31,029 + 752,994 3,603,348
Securities held outright (1) 3,329,461 + 29,072 + 730,742 3,366,637
U.S. Treasury securities 1,998,309 + 11,405 + 345,963 2,001,093
Bills (2) 0 0 0 0
Notes and bonds, nominal (2) 1,900,672 + 11,146 + 328,568 1,902,201
Notes and bonds, inflation-indexed (2) 84,608 + 202 + 14,366 85,819
Inflation compensation (3) 13,029 + 57 + 3,030 13,074
Federal agency debt securities (2) 66,406 - 115 - 22,970 65,713
Mortgage-backed securities (4) 1,264,747 + 17,783 + 407,750 1,299,831
Unamortized premiums on securities held outright (5) 203,867 - 29 + 57,083 204,069
Unamortized discounts on securities held outright (5) -3,565 - 300 - 1,612 -3,900
Repurchase agreements (6) 0 0 - 86 0
Loans 335 + 19 - 3,305 364
Primary credit 15 + 8 - 9 32
Secondary credit 0 0 0 0
Seasonal credit 136 + 11 - 6 147
Term Asset-Backed Securities Loan Facility (7) 185 0 - 3,289 185
Other credit extensions 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (8) 1,489 0 - 565 1,486
Net portfolio holdings of Maiden Lane II LLC (9) 64 0 + 3 64
Net portfolio holdings of Maiden Lane III LLC (10) 22 0 - 5,970 22
Net portfolio holdings of TALF LLC (11) 195 - 52 - 653 195
Float -661 + 20 - 6 -781
Central bank liquidity swaps (12) 1,479 0 - 28,526 1,479
Other Federal Reserve assets (13) 32,874 + 2,299 + 5,892 33,712
Foreign currency denominated assets (14) 24,056 + 209 - 1,039 23,853
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (15) 45,231 + 14 + 656 45,231

Total factors supplying reserve funds 3,651,089 + 31,253 + 752,612 3,688,673

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 Aug 14, 2013
Federal Reserve Banks Aug 14, 2013 Aug 7, 2013 Aug 15, 2012

Currency in circulation (15) 1,198,598 + 371 + 82,171 1,199,460
Reverse repurchase agreements (16) 94,823 + 2,996 + 3,074 98,069
Foreign official and international accounts 93,882 + 2,377 + 2,133 96,859
Others 941 + 618 + 941 1,210
Treasury cash holdings 151 + 6 + 23 152
Deposits with F.R. Banks, other than reserve balances 116,044 + 21,730 + 47,946 127,211
Term deposits held by depository institutions 11,913 0 + 8,873 11,913
U.S. Treasury, General Account 64,121 + 3,276 + 35,723 57,157
Foreign official 10,454 + 43 + 5,285 10,411
Other 29,556 + 18,412 - 1,934 47,730
Other liabilities and capital (17) 65,927 + 2,045 - 754 64,931

Total factors, other than reserve balances,
absorbing reserve funds 1,475,544 + 27,148 + 132,461 1,489,822

Reserve balances with Federal Reserve Banks 2,175,545 + 4,104 + 620,151 2,198,852

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. 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 Aug 14, 2013
Aug 14, 2013 Aug 7, 2013 Aug 15, 2012

Securities held in custody for foreign official and
international accounts 3,267,229 - 1,362 + 123,036 3,265,736
Marketable U.S. Treasury securities (1) 2,920,966 - 3,326 + 147,515 2,918,203
Federal agency debt and mortgage-backed securities (2) 308,969 + 1,927 - 23,426 310,240
Other securities (3) 37,293 + 36 - 1,053 37,293
Securities lent to dealers 10,981 + 2,371 - 1,293 12,153
Overnight facility (4) 10,981 + 2,371 - 1,293 12,153
U.S. Treasury securities 10,165 + 2,326 - 1,482 11,360
Federal agency debt securities 816 + 45 + 189 793

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, August 14, 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) 67 112 111 73 0 ... 364
U.S. Treasury securities (2)
Holdings 0 4 381 622,371 855,332 523,005 2,001,093
Weekly changes 0 0 0 + 22,613 - 19,377 + 4,483 + 7,718
Federal agency debt securities (3)
Holdings 0 6,633 17,518 39,153 62 2,347 65,713
Weekly changes - 808 0 + 565 - 565 0 0 - 808
Mortgage-backed securities (4)
Holdings 0 0 0 2 2,643 1,297,186 1,299,831
Weekly changes 0 0 0 0 + 74 + 52,793 + 52,867
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) 1,293 186 0 0 0 0 1,479

Reverse repurchase agreements (6) 98,069 0 ... ... ... ... 98,069
Term deposits 11,913 0 0 ... ... ... 11,913

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
Aug 14, 2013

Mortgage-backed securities held outright (1) 1,299,831

Commitments to buy mortgage-backed securities (2) 66,381
Commitments to sell mortgage-backed securities (2) 0

Cash and cash equivalents (3) 5

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
Aug 14, 2013

Net portfolio holdings of Maiden Lane LLC (1) 1,486

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
Aug 14, 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
Aug 14, 2013

Net portfolio holdings of Maiden Lane III LLC (1) 22

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
Aug 14, 2013

Asset-backed securities holdings (1) 0
Other investments, net 195
Net portfolio holdings of TALF LLC 195

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 Aug 14, 2013 Wednesday Wednesday
consolidation Aug 7, 2013 Aug 15, 2012

Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 1,989 + 8 - 154
Securities, unamortized premiums and discounts,
repurchase agreements, and loans 3,567,170 + 59,419 + 828,386
Securities held outright (1) 3,366,637 + 59,777 + 777,021
U.S. Treasury securities 2,001,093 + 7,718 + 354,733
Bills (2) 0 0 0
Notes and bonds, nominal (2) 1,902,201 + 6,223 + 336,294
Notes and bonds, inflation-indexed (2) 85,819 + 1,413 + 15,384
Inflation compensation (3) 13,074 + 83 + 3,056
Federal agency debt securities (2) 65,713 - 808 - 23,388
Mortgage-backed securities (4) 1,299,831 + 52,867 + 445,676
Unamortized premiums on securities held outright
(5) 204,069 + 175 + 56,577
Unamortized discounts on securities held outright
(5) -3,900 - 578 - 1,969
Repurchase agreements (6) 0 0 0
Loans 364 + 45 - 3,243
Net portfolio holdings of Maiden Lane LLC (7) 1,486 - 4 - 382
Net portfolio holdings of Maiden Lane II LLC (8) 64 0 + 3
Net portfolio holdings of Maiden Lane III LLC (9) 22 0 - 1,443
Net portfolio holdings of TALF LLC (10) 195 0 - 653
Items in process of collection (0) 108 - 572 - 18
Bank premises 2,289 0 - 65
Central bank liquidity swaps (11) 1,479 0 - 28,526
Foreign currency denominated assets (12) 23,853 - 220 - 1,165
Other assets (13) 31,431 + 2,331 + 17,023

Total assets (0) 3,646,323 + 60,964 + 813,006

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 Aug 14, 2013 Wednesday Wednesday
consolidation Aug 7, 2013 Aug 15, 2012

Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,156,364 - 554 + 81,147
Reverse repurchase agreements (14) 98,069 + 4,929 + 7,385
Deposits (0) 2,326,070 + 55,728 + 723,045
Term deposits held by depository institutions 11,913 0 + 8,873
Other deposits held by depository institutions 2,198,859 + 37,877 + 635,366
U.S. Treasury, General Account 57,157 - 5,522 + 37,251
Foreign official 10,411 0 + 4,725
Other (0) 47,730 + 23,373 + 36,831
Deferred availability cash items (0) 889 - 29 + 55
Other liabilities and accrued dividends (15) 9,837 + 822 + 987

Total liabilities (0) 3,591,229 + 60,896 + 812,619

Capital accounts
Capital paid in 27,547 + 34 + 193
Surplus 27,547 + 34 + 193
Other capital accounts 0 0 0

Total capital 55,094 + 68 + 386

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. 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, August 14, 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 1,989 34 85 125 139 342 195 289 30 48 161 194 347
Securities, unamortized premiums and
discounts, repurchase agreements,
and loans 3,567,170 93,268 1,978,130 103,346 91,094 221,789 236,964 192,762 57,414 33,896 67,498 138,516 352,493
Securities held outright (1) 3,366,637 88,034 1,866,938 97,546 85,980 209,340 223,641 181,921 54,170 31,947 63,693 130,735 332,691
U.S. Treasury securities 2,001,093 52,327 1,109,688 57,980 51,106 124,430 132,930 108,132 32,198 18,989 37,858 77,707 197,748
Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Notes and bonds (3) 2,001,093 52,327 1,109,688 57,980 51,106 124,430 132,930 108,132 32,198 18,989 37,858 77,707 197,748
Federal agency debt securities (2) 65,713 1,718 36,441 1,904 1,678 4,086 4,365 3,551 1,057 624 1,243 2,552 6,494
Mortgage-backed securities (4) 1,299,831 33,989 720,810 37,662 33,196 80,825 86,346 70,238 20,915 12,334 24,591 50,476 128,449
Unamortized premiums on securities held
outright (5) 204,069 5,336 113,165 5,913 5,212 12,689 13,556 11,027 3,284 1,936 3,861 7,925 20,166
Unamortized discounts on securities
held outright (5) -3,900 -102 -2,163 -113 -100 -243 -259 -211 -63 -37 -74 -151 -385
Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Loans 364 0 190 0 1 2 26 24 23 50 18 8 22
Net portfolio holdings of Maiden
Lane LLC (7) 1,486 0 1,486 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) 195 0 195 0 0 0 0 0 0 0 0 0 0
Items in process of collection 108 0 0 0 0 0 107 0 0 0 0 0 0
Bank premises 2,289 119 428 72 112 229 212 200 128 101 249 234 205
Central bank liquidity swaps (11) 1,479 73 473 114 115 311 84 42 12 6 15 23 210
Foreign currency denominated assets (12) 23,853 1,172 7,627 1,845 1,860 5,009 1,359 680 199 100 241 378 3,383
Other assets (13) 31,431 850 16,934 1,043 812 2,153 2,110 1,699 527 351 611 1,275 3,067
Interdistrict settlement account 0 - 32,351 + 249,416 - 27,302 - 15,409 - 9,111 - 46,282 - 51,893 - 14,958 - 14,558 - 23,775 - 39,195 + 25,417

Total assets 3,646,323 63,752 2,260,602 79,851 79,472 221,989 196,824 144,996 43,812 20,225 45,462 102,436 386,902

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, August 14, 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 1,483,944 46,332 551,684 45,692 61,666 112,210 181,330 96,337 37,486 23,576 39,790 118,982 168,857
Less: Notes held by F.R. Banks 327,579 13,116 92,504 9,086 9,736 14,637 35,313 22,940 4,952 11,100 13,630 61,921 38,643
Federal Reserve notes, net 1,156,364 33,217 459,180 36,606 51,930 97,573 146,017 73,397 32,534 12,476 26,160 57,061 130,214
Reverse repurchase agreements (14) 98,069 2,564 54,383 2,841 2,505 6,098 6,515 5,299 1,578 931 1,855 3,808 9,691
Deposits 2,326,070 25,106 1,724,042 35,876 20,394 106,080 39,756 64,270 9,023 6,242 16,679 40,268 238,334
Term deposits held by depository
institutions 11,913 5 8,010 800 0 1,045 700 128 0 70 150 5 1,000
Other deposits held by depository
institutions 2,198,859 25,097 1,601,168 35,042 20,387 104,716 39,044 64,105 9,023 6,172 16,527 40,261 237,318
U.S. Treasury, General Account 57,157 0 57,157 0 0 0 0 0 0 0 0 0 0
Foreign official 10,411 2 10,384 3 3 8 2 1 0 0 0 1 6
Other 47,730 2 47,323 31 4 311 10 35 0 0 1 2 10
Deferred availability cash items 889 0 0 0 0 0 715 0 0 174 0 0 0
Interest on Federal Reserve notes due
to U.S. Treasury (15) 1,490 34 887 37 30 57 108 93 26 15 33 66 105
Other liabilities and accrued
dividends (16) 8,346 234 4,563 265 261 659 519 424 188 154 173 312 594

Total liabilities 3,591,229 61,155 2,243,055 75,625 75,119 210,468 193,630 143,483 43,349 19,991 44,899 101,515 378,938

Capital
Capital paid in 27,547 1,299 8,773 2,113 2,176 5,760 1,597 756 232 117 282 461 3,982
Surplus 27,547 1,299 8,773 2,113 2,176 5,760 1,597 756 232 117 282 461 3,982
Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0

Total liabilities and capital 3,646,323 63,752 2,260,602 79,851 79,472 221,989 196,824 144,996 43,812 20,225 45,462 102,436 386,902

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, August 14, 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. 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
Aug 14, 2013

Federal Reserve notes outstanding 1,483,944
Less: Notes held by F.R. Banks not subject to collateralization 327,579
Federal Reserve notes to be collateralized 1,156,364
Collateral held against Federal Reserve notes 1,156,364
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,140,128
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 3,366,637
Less: Face value of securities under reverse repurchase agreements 87,841
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,278,796

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.

Statistical releases