FRB: H.4.1 Release--Factors Affecting Reserve Balances--August 29, 2013

FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks August 29, 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 28, 2013
Federal Reserve Banks Aug 28, 2013 Aug 21, 2013 Aug 29, 2012

Reserve Bank credit 3,601,664 + 11,959 + 825,239 3,601,523
Securities held outright (1) 3,379,920 + 11,377 + 801,735 3,380,664
U.S. Treasury securities 2,016,030 + 8,198 + 377,695 2,023,610
Bills (2) 0 0 0 0
Notes and bonds, nominal (2) 1,917,050 + 8,145 + 359,124 1,924,609
Notes and bonds, inflation-indexed (2) 85,819 0 + 15,384 85,819
Inflation compensation (3) 13,161 + 53 + 3,186 13,181
Federal agency debt securities (2) 65,713 0 - 21,497 65,713
Mortgage-backed securities (4) 1,298,177 + 3,179 + 445,537 1,291,341
Unamortized premiums on securities held outright (5) 203,771 - 56 + 54,532 203,509
Unamortized discounts on securities held outright (5) -4,585 - 439 - 2,707 -4,899
Repurchase agreements (6) 0 0 0 0
Loans 277 - 67 - 2,319 285
Primary credit 21 - 1 - 11 29
Secondary credit 0 0 0 0
Seasonal credit 154 + 5 + 7 155
Term Asset-Backed Securities Loan Facility (7) 102 - 71 - 2,315 102
Other credit extensions 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (8) 1,491 + 4 - 383 1,491
Net portfolio holdings of Maiden Lane II LLC (9) 64 0 + 3 64
Net portfolio holdings of Maiden Lane III LLC (10) 22 0 - 1,537 22
Net portfolio holdings of TALF LLC (11) 195 0 - 656 195
Float -603 + 57 - 2 -637
Central bank liquidity swaps (12) 321 + 4 - 25,362 321
Other Federal Reserve assets (13) 20,791 + 1,078 + 1,936 20,508
Foreign currency denominated assets (14) 23,975 - 22 - 1,361 23,982
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (15) 45,259 + 14 + 672 45,259

Total factors supplying reserve funds 3,687,139 + 11,951 + 824,550 3,687,005

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 28, 2013
Federal Reserve Banks Aug 28, 2013 Aug 21, 2013 Aug 29, 2012

Currency in circulation (15) 1,199,946 + 1,552 + 80,884 1,203,640
Reverse repurchase agreements (16) 91,726 - 7,306 - 1,092 90,524
Foreign official and international accounts 91,726 - 5,877 - 1,092 90,524
Others 0 - 1,429 0 0
Treasury cash holdings 145 - 6 + 19 140
Deposits with F.R. Banks, other than reserve balances 109,293 - 10,767 + 26,236 64,788
Term deposits held by depository institutions 0 0 0 0
U.S. Treasury, General Account 37,298 - 13,876 + 12,104 25,064
Foreign official 10,384 - 3 + 5,294 10,382
Other 61,610 + 3,111 + 8,838 29,343
Other liabilities and capital (17) 63,548 - 333 - 1,662 63,337

Total factors, other than reserve balances,
absorbing reserve funds 1,464,658 - 16,859 + 104,386 1,422,430

Reserve balances with Federal Reserve Banks 2,222,481 + 28,810 + 720,164 2,264,575

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 28, 2013
Aug 28, 2013 Aug 21, 2013 Aug 29, 2012

Securities held in custody for foreign official and
international accounts 3,283,342 - 104 + 123,035 3,274,905
Marketable U.S. Treasury securities (1) 2,929,385 - 6,328 + 142,547 2,921,850
Federal agency debt and mortgage-backed securities (2) 316,344 + 6,153 - 18,699 315,435
Other securities (3) 37,613 + 71 - 812 37,619
Securities lent to dealers 13,406 + 470 + 7,206 13,841
Overnight facility (4) 13,406 + 470 + 7,206 13,841
U.S. Treasury securities 12,547 + 403 + 6,973 13,103
Federal agency debt securities 859 + 67 + 233 738

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 28, 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) 163 20 29 73 0 ... 285
U.S. Treasury securities (2)
Holdings 1 4 382 627,563 875,158 520,501 2,023,610
Weekly changes 0 0 0 + 5,187 + 3,224 + 3,029 + 11,441
Federal agency debt securities (3)
Holdings 1,497 5,844 16,810 39,153 62 2,347 65,713
Weekly changes + 1,497 - 1,497 0 0 0 0 0
Mortgage-backed securities (4)
Holdings 0 0 0 1 2,598 1,288,741 1,291,341
Weekly changes 0 0 0 - 1 - 46 - 11,802 - 11,848
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) 163 158 0 0 0 0 321

Reverse repurchase agreements (6) 90,524 0 ... ... ... ... 90,524
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. 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 28, 2013

Mortgage-backed securities held outright (1) 1,291,341

Commitments to buy mortgage-backed securities (2) 82,218
Commitments to sell mortgage-backed securities (2) 0

Cash and cash equivalents (3) 39

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 28, 2013

Net portfolio holdings of Maiden Lane LLC (1) 1,491

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 28, 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 28, 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 28, 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 28, 2013 Wednesday Wednesday
consolidation Aug 21, 2013 Aug 29, 2012

Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 1,992 - 5 - 158
Securities, unamortized premiums and discounts,
repurchase agreements, and loans 3,579,559 - 1,521 + 859,113
Securities held outright (1) 3,380,664 - 406 + 810,444
U.S. Treasury securities 2,023,610 + 11,441 + 384,197
Bills (2) 0 0 0
Notes and bonds, nominal (2) 1,924,609 + 11,387 + 365,595
Notes and bonds, inflation-indexed (2) 85,819 0 + 15,384
Inflation compensation (3) 13,181 + 53 + 3,216
Federal agency debt securities (2) 65,713 0 - 21,497
Mortgage-backed securities (4) 1,291,341 - 11,848 + 447,744
Unamortized premiums on securities held outright
(5) 203,509 - 591 + 53,871
Unamortized discounts on securities held outright
(5) -4,899 - 531 - 3,067
Repurchase agreements (6) 0 0 0
Loans 285 + 7 - 2,135
Net portfolio holdings of Maiden Lane LLC (7) 1,491 0 - 417
Net portfolio holdings of Maiden Lane II LLC (8) 64 0 + 3
Net portfolio holdings of Maiden Lane III LLC (9) 22 0 - 1,563
Net portfolio holdings of TALF LLC (10) 195 0 - 656
Items in process of collection (0) 86 - 22 + 23
Bank premises 2,291 + 1 - 66
Central bank liquidity swaps (11) 321 + 4 - 25,362
Foreign currency denominated assets (12) 23,982 - 43 - 1,334
Other assets (13) 18,217 + 376 + 2,068

Total assets (0) 3,644,456 - 1,212 + 831,650

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 28, 2013 Wednesday Wednesday
consolidation Aug 21, 2013 Aug 29, 2012

Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,160,510 + 4,133 + 79,341
Reverse repurchase agreements (14) 90,524 - 5,818 - 2,127
Deposits (0) 2,329,363 + 251 + 755,454
Term deposits held by depository institutions 0 0 0
Other deposits held by depository institutions 2,264,575 + 64,383 + 733,388
U.S. Treasury, General Account 25,064 - 16,463 + 43
Foreign official 10,382 + 6 + 5,298
Other (0) 29,343 - 47,675 + 16,727
Deferred availability cash items (0) 722 - 54 - 110
Other liabilities and accrued dividends (15) 8,384 + 410 - 1,192

Total liabilities (0) 3,589,503 - 1,078 + 831,366

Capital accounts
Capital paid in 27,477 - 67 + 143
Surplus 27,477 - 67 + 143
Other capital accounts 0 0 0

Total capital 54,953 - 134 + 284

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 28, 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 1,992 35 87 126 137 344 197 289 29 48 161 193 347
Securities, unamortized premiums and
discounts, repurchase agreements,
and loans 3,579,559 93,594 1,984,959 103,715 91,411 222,563 237,799 193,434 57,624 34,014 67,736 139,000 353,711
Securities held outright (1) 3,380,664 88,401 1,874,716 97,952 86,339 210,212 224,573 182,679 54,396 32,080 63,958 131,279 334,077
U.S. Treasury securities 2,023,610 52,915 1,122,174 58,633 51,681 125,830 134,426 109,349 32,560 19,202 38,284 78,582 199,973
Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Notes and bonds (3) 2,023,610 52,915 1,122,174 58,633 51,681 125,830 134,426 109,349 32,560 19,202 38,284 78,582 199,973
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) 1,291,341 33,767 716,102 37,416 32,980 80,297 85,782 69,780 20,778 12,254 24,431 50,146 127,610
Unamortized premiums on securities held
outright (5) 203,509 5,322 112,854 5,897 5,197 12,654 13,519 10,997 3,275 1,931 3,850 7,903 20,111
Unamortized discounts on securities
held outright (5) -4,899 -128 -2,716 -142 -125 -305 -325 -265 -79 -46 -93 -190 -484
Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Loans 285 0 104 8 0 0 33 22 32 50 20 8 8
Net portfolio holdings of Maiden
Lane LLC (7) 1,491 0 1,491 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 86 0 0 0 0 0 85 0 0 0 0 0 0
Bank premises 2,291 119 428 72 112 228 213 202 128 101 249 234 205
Central bank liquidity swaps (11) 321 16 103 25 25 67 18 9 3 1 3 5 46
Foreign currency denominated assets (12) 23,982 1,179 7,668 1,855 1,870 5,036 1,366 684 200 100 243 380 3,401
Other assets (13) 18,217 506 9,667 563 472 1,309 1,224 976 316 230 363 817 1,774
Interdistrict settlement account 0 - 28,989 + 279,058 - 27,898 - 21,114 - 19,284 - 44,243 - 54,670 - 15,568 - 14,406 - 23,461 - 33,597 + 4,171

Total assets 3,644,456 67,048 2,289,483 79,064 73,663 211,532 198,735 142,139 43,192 20,369 45,756 108,042 365,435

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 28, 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 1,492,373 47,262 551,321 45,389 62,154 112,878 183,689 96,625 37,528 23,587 39,613 120,844 171,482
Less: Notes held by F.R. Banks 331,863 13,002 94,831 9,091 10,015 15,141 35,666 23,510 5,003 11,072 13,582 61,282 39,668
Federal Reserve notes, net 1,160,510 34,260 456,491 36,298 52,138 97,738 148,023 73,115 32,526 12,515 26,031 59,562 131,814
Reverse repurchase agreements (14) 90,524 2,367 50,199 2,623 2,312 5,629 6,013 4,892 1,457 859 1,713 3,515 8,946
Deposits 2,329,363 27,594 1,760,669 35,676 14,601 96,022 40,380 62,204 8,569 6,486 17,282 43,739 216,142
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 2,264,575 27,590 1,696,282 35,642 14,597 95,724 40,368 62,175 8,569 6,486 17,280 43,736 216,127
U.S. Treasury, General Account 25,064 0 25,064 0 0 0 0 0 0 0 0 0 0
Foreign official 10,382 2 10,354 3 3 8 2 1 0 0 0 1 6
Other 29,343 2 28,969 32 0 289 10 28 0 0 1 2 10
Deferred availability cash items 722 0 0 0 0 0 598 0 0 124 0 0 0
Interest on Federal Reserve notes due
to U.S. Treasury (15) 1,391 36 728 43 32 119 100 77 23 14 27 56 139
Other liabilities and accrued
dividends (16) 6,993 192 3,857 245 227 593 420 338 154 139 142 249 437

Total liabilities 3,589,503 64,449 2,271,944 74,886 69,310 200,100 195,534 140,626 42,727 20,136 45,194 107,121 357,477

Capital
Capital paid in 27,477 1,299 8,770 2,089 2,176 5,716 1,601 757 232 117 281 461 3,979
Surplus 27,477 1,299 8,770 2,089 2,176 5,716 1,601 757 232 117 281 461 3,979
Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0

Total liabilities and capital 3,644,456 67,048 2,289,483 79,064 73,663 211,532 198,735 142,139 43,192 20,369 45,756 108,042 365,435

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 28, 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 28, 2013

Federal Reserve notes outstanding 1,492,373
Less: Notes held by F.R. Banks not subject to collateralization 331,863
Federal Reserve notes to be collateralized 1,160,510
Collateral held against Federal Reserve notes 1,160,510
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,144,273
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 3,380,664
Less: Face value of securities under reverse repurchase agreements 82,462
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,298,201

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