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Release Date: October 31, 2013
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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
For release at
4:30 P.M. EDT
October 31, 2013
The weekly average values, shown in table 1, reflect the September 30, 2013, 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 June 30, 2013, and the amounts for the last
day of the reporting week are based on the values as of September 30, 2013.
FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks October 31, 2013
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Oct 30, 2013
Federal Reserve Banks Oct 30, 2013 Oct 23, 2013 Oct 31, 2012
Reserve Bank credit 3,795,320 + 12,917 +1,011,921 3,800,048
Securities held outright (1) 3,566,391 + 12,706 + 982,180 3,570,518
U.S. Treasury securities 2,112,637 + 11,478 + 462,340 2,117,750
Bills (2) 0 0 0 0
Notes and bonds, nominal (2) 2,010,481 + 11,450 + 442,462 2,015,584
Notes and bonds, inflation-indexed (2) 88,589 0 + 16,645 88,589
Inflation compensation (3) 13,567 + 28 + 3,233 13,577
Federal agency debt securities (2) 59,080 - 155 - 22,822 59,080
Mortgage-backed securities (4) 1,394,674 + 1,383 + 542,661 1,393,687
Unamortized premiums on securities held outright (5) 205,439 + 70 + 46,262 205,484
Unamortized discounts on securities held outright (5) -8,357 - 254 - 6,725 -8,415
Repurchase agreements (6) 0 0 0 0
Loans 233 - 10 - 1,084 212
Primary credit 17 - 2 - 9 1
Secondary credit 0 0 0 0
Seasonal credit 116 - 8 + 68 111
Term Asset-Backed Securities Loan Facility (7) 100 0 - 1,143 100
Other credit extensions 0 0 0 0
Net portfolio holdings of Maiden Lane LLC (8) 1,497 + 4 - 64 1,515
Net portfolio holdings of Maiden Lane II LLC (9) 64 0 + 3 64
Net portfolio holdings of Maiden Lane III LLC (10) 22 0 - 1 22
Net portfolio holdings of TALF LLC (11) 111 0 - 744 111
Float -553 + 80 + 40 -604
Central bank liquidity swaps (12) 272 0 - 12,631 272
Other Federal Reserve assets (13) 30,202 + 321 + 4,685 30,871
Foreign currency denominated assets (14) 24,497 + 101 - 1,128 24,432
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (15) 45,378 + 14 + 686 45,378
Total factors supplying reserve funds 3,881,436 + 13,032 +1,011,479 3,886,099
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Oct 30, 2013
Federal Reserve Banks Oct 30, 2013 Oct 23, 2013 Oct 31, 2012
Currency in circulation (15) 1,217,226 + 1,460 + 80,451 1,218,754
Reverse repurchase agreements (16) 111,516 - 6,441 + 12,541 114,290
Foreign official and international accounts 108,048 - 3,513 + 9,073 108,834
Others 3,468 - 2,928 + 3,468 5,456
Treasury cash holdings 196 + 12 + 53 206
Deposits with F.R. Banks, other than reserve balances 62,437 - 49,396 - 11,823 53,971
Term deposits held by depository institutions 0 0 0 0
U.S. Treasury, General Account 31,806 - 12,387 - 22,099 30,725
Foreign official 8,653 - 7 + 2,755 8,653
Other 21,978 - 37,001 + 7,521 14,592
Other liabilities and capital (17) 65,144 - 75 - 247 63,935
Total factors, other than reserve balances,
absorbing reserve funds 1,456,519 - 54,439 + 80,975 1,451,155
Reserve balances with Federal Reserve Banks 2,424,917 + 67,471 + 930,503 2,434,944
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of
inflation-indexed securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements.
7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the
Term Asset-Backed Securities Loan Facility.
8. Refer to table 4 and the note on consolidation accompanying table 9.
9. Refer to table 5 and the note on consolidation accompanying table 9.
10. Refer to table 6 and the note on consolidation accompanying table 9.
11. Refer to table 7 and the note on consolidation accompanying table 9.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for
depreciation.
14. Revalued daily at current foreign currency exchange rates.
15. Estimated.
16. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
17. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC
to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on
consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
to U.S. Treasury. Refer to table 8 and table 9.
Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
1A. Memorandum Items
Millions of dollars
Memorandum item Averages of daily figures Wednesday
Week ended Change from week ended Oct 30, 2013
Oct 30, 2013 Oct 23, 2013 Oct 31, 2012
Securities held in custody for foreign official and
international accounts 3,316,184 - 5,913 + 129,829 3,316,109
Marketable U.S. Treasury securities (1) 2,955,207 - 9,326 + 129,735 2,955,009
Federal agency debt and mortgage-backed securities (2) 320,406 + 3,218 - 3,205 320,481
Other securities (3) 40,571 + 194 + 3,299 40,619
Securities lent to dealers 16,854 + 1,512 + 8,802 19,310
Overnight facility (4) 16,854 + 1,512 + 8,802 19,310
U.S. Treasury securities 15,757 + 1,493 + 8,374 18,315
Federal agency debt securities 1,097 + 19 + 428 995
Note: Components may not sum to totals because of rounding.
1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.
Does not include securities pledged as collateral to foreign official and international account holders
against reverse repurchase agreements with the Federal Reserve presented in tables 1, 8, and 9.
2. Face value of federal agency securities and current face value of mortgage-backed securities, which
is the remaining principal balance of the securities.
3. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed
securities, and commercial paper at face value.
4. Face value. Fully collateralized by U.S. Treasury securities.
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, October 30, 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) 101 12 63 36 0 ... 212
U.S. Treasury securities (2)
Holdings 1 4 384 685,278 882,128 549,955 2,117,750
Weekly changes 0 0 0 + 22,553 - 14,316 + 3,038 + 11,275
Federal agency debt securities (3)
Holdings 0 4,169 15,211 37,291 62 2,347 59,080
Weekly changes 0 0 0 0 0 0 0
Mortgage-backed securities (4)
Holdings 0 0 0 3 2,585 1,391,099 1,393,687
Weekly changes 0 0 - 1 0 - 35 - 6,949 - 6,984
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) 131 141 0 0 0 0 272
Reverse repurchase agreements (6) 114,290 0 ... ... ... ... 114,290
Term deposits 0 0 0 ... ... ... 0
Note: Components may not sum to totals because of rounding.
...Not applicable.
1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden
Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's
statement of condition consistent with consolidation under generally accepted accounting principles.
2. Face value. For inflation-indexed securities, includes the original face value and compensation
that adjusts for the effect of inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
5. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of
the underlying assets.
6. Cash value of agreements.
7. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name Wednesday
Oct 30, 2013
Mortgage-backed securities held outright (1) 1,393,687
Commitments to buy mortgage-backed securities (2) 71,786
Commitments to sell mortgage-backed securities (2) 0
Cash and cash equivalents (3) 49
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
2. Current face value. Generally settle within 180 days and include commitments associated with
outright transactions, dollar rolls, and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 8
and table 9.
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name Wednesday
Oct 30, 2013
Net portfolio holdings of Maiden Lane LLC (1) 1,515
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 September 30, 2013. Any assets purchased after this
valuation date are initially recorded at cost until their estimated fair value as of the purchase date
becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's
statement of condition consistent with consolidation under generally accepted accounting principles. Refer
to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in
table 1 and in other liabilities and accrued dividends in table 8 and table 9.
Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of
the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to
the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan
Chase & Co. Any remaining funds will be paid to the FRBNY.
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Account name Wednesday
Oct 30, 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 September 30, 2013. Any assets purchased after this
valuation date are initially recorded at cost until their estimated fair value as of the purchase date
becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's
statement of condition consistent with consolidation under generally accepted accounting principles. Refer
to the note on consolidation accompanying table 9.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio
holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase
agreement. The fair value of this payment and accrued interest payable are included in other
liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.
Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC
from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of
Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due
to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name Wednesday
Oct 30, 2013
Net portfolio holdings of Maiden Lane III LLC (1) 22
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 0
Accrued interest payable to the Federal Reserve Bank of New York (2) 0
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3) 0
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an
asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
quarterly. This table reflects valuations as of September 30, 2013. Any assets purchased after this
valuation date are initially recorded at cost until their estimated fair value as of the purchase date
becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's
statement of condition consistent with consolidation under generally accepted accounting principles. Refer
to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in
table 1 and in other liabilities and accrued dividends in table 8 and table 9.
Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments
by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order:
operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due
to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.
7. Information on Principal Accounts of TALF LLC
Millions of dollars
Account name Wednesday
Oct 30, 2013
Asset-backed securities holdings (1) 0
Other investments, net 111
Net portfolio holdings of TALF LLC 111
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 0
Accrued interest payable to the Federal Reserve Bank of New York (2) 0
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3) 0
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an
asset if the transaction were to be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's
statement of condition consistent with consolidation under generally accepted accounting principles. Refer
to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in
table 1 and in other liabilities and accrued dividends in table 8 and table 9.
Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities
Loan Facility (TALF) under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility
under which the Federal Reserve Bank of New York (FRBNY) extended loans with a term of up to five years to
holders of eligible asset-backed securities. The Federal Reserve closed the TALF for new loan extensions in 2010.
The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the
borrower can be discharged by surrendering the collateral to the FRBNY.
TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received
by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed,
for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a
price equal to the TALF loan plus accrued but unpaid interest. Prior to January 15, 2013, the U.S. Treasury's
Troubled Asset Relief Program (TARP) committed backup funding to TALF LLC, providing credit protection to the
FRBNY. However, the accumulated fees and income collected through the TALF and held by TALF LLC now exceed the
remaining amount of TALF loans outstanding. Accordingly, the TARP credit protection commitment has been
terminated, and TALF LLC has begun to distribute excess proceeds to the Treasury and the FRBNY. Any remaining funds
will be shared by the FRBNY and the U.S. Treasury.
8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Oct 30, 2013 Wednesday Wednesday
consolidation Oct 23, 2013 Oct 31, 2012
Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 1,973 - 1 - 181
Securities, unamortized premiums and discounts,
repurchase agreements, and loans 3,767,799 + 3,996 +1,029,285
Securities held outright (1) 3,570,518 + 4,292 + 991,244
U.S. Treasury securities 2,117,750 + 11,275 + 472,416
Bills (2) 0 0 0
Notes and bonds, nominal (2) 2,015,584 + 11,248 + 452,565
Notes and bonds, inflation-indexed (2) 88,589 0 + 16,645
Inflation compensation (3) 13,577 + 28 + 3,206
Federal agency debt securities (2) 59,080 0 - 22,822
Mortgage-backed securities (4) 1,393,687 - 6,984 + 541,648
Unamortized premiums on securities held outright
(5) 205,484 - 122 + 45,892
Unamortized discounts on securities held outright
(5) -8,415 - 147 - 6,801
Repurchase agreements (6) 0 0 0
Loans 212 - 27 - 1,050
Net portfolio holdings of Maiden Lane LLC (7) 1,515 + 20 - 57
Net portfolio holdings of Maiden Lane II LLC (8) 64 0 + 3
Net portfolio holdings of Maiden Lane III LLC (9) 22 0 - 1
Net portfolio holdings of TALF LLC (10) 111 0 - 744
Items in process of collection (0) 101 + 8 - 27
Bank premises 2,298 + 10 - 55
Central bank liquidity swaps (11) 272 0 - 12,631
Foreign currency denominated assets (12) 24,432 - 99 - 1,188
Other assets (13) 28,574 + 428 + 5,856
Total assets (0) 3,843,396 + 4,363 +1,020,259
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
8. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital Eliminations Wednesday Change since
from Oct 30, 2013 Wednesday Wednesday
consolidation Oct 23, 2013 Oct 31, 2012
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,175,550 + 1,579 + 75,975
Reverse repurchase agreements (14) 114,290 - 6,945 + 14,542
Deposits (0) 2,488,916 + 10,278 + 930,899
Term deposits held by depository institutions 0 0 0
Other deposits held by depository institutions 2,434,946 + 52,353 +1,000,546
U.S. Treasury, General Account 30,725 - 4,966 - 69,241
Foreign official 8,653 + 1 + 2,662
Other (0) 14,592 - 37,110 - 3,068
Deferred availability cash items (0) 705 + 44 - 353
Other liabilities and accrued dividends (15) 9,080 - 554 - 899
Total liabilities (0) 3,788,542 + 4,403 +1,020,165
Capital accounts
Capital paid in 27,427 - 20 + 47
Surplus 27,427 - 20 + 47
Other capital accounts 0 0 0
Total capital 54,855 - 39 + 95
Note: Components may not sum to totals because of rounding.
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table
1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of
inflation-indexed securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the
remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face
value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation accompanying table 9.
8. Refer to table 5 and the note on consolidation accompanying table 9.
9. Refer to table 6 and the note on consolidation accompanying table 9.
10. Refer to table 7 and the note on consolidation accompanying table 9.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used
when the foreign currency is returned to the foreign central bank. This exchange rate equals the
market exchange rate used when the foreign currency was acquired from the foreign central bank.
12. Revalued daily at current foreign currency exchange rates.
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other
accounts receivable.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC
to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on
consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
to U.S. Treasury.
9. Statement of Condition of Each Federal Reserve Bank, October 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 11,037 391 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 1,973 34 88 126 132 339 207 283 29 46 148 187 353
Securities, unamortized premiums and
discounts, repurchase agreements,
and loans 3,767,799 98,519 2,089,381 109,163 96,220 234,272 250,287 203,596 60,639 35,795 71,297 146,316 372,313
Securities held outright (1) 3,570,518 93,365 1,979,998 103,453 91,187 222,018 237,185 192,938 57,451 33,881 67,550 138,652 352,838
U.S. Treasury securities 2,117,750 55,377 1,174,379 61,360 54,085 131,683 140,679 114,436 34,075 20,096 40,066 82,237 209,276
Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0
Notes and bonds (3) 2,117,750 55,377 1,174,379 61,360 54,085 131,683 140,679 114,436 34,075 20,096 40,066 82,237 209,276
Federal agency debt securities (2) 59,080 1,545 32,762 1,712 1,509 3,674 3,925 3,192 951 561 1,118 2,294 5,838
Mortgage-backed securities (4) 1,393,687 36,444 772,857 40,381 35,593 86,661 92,581 75,310 22,425 13,225 26,367 54,120 137,724
Unamortized premiums on securities held
outright (5) 205,484 5,373 113,949 5,954 5,248 12,777 13,650 11,104 3,306 1,950 3,888 7,979 20,306
Unamortized discounts on securities
held outright (5) -8,415 -220 -4,667 -244 -215 -523 -559 -455 -135 -80 -159 -327 -832
Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Loans 212 0 100 0 0 0 12 9 18 44 18 11 0
Net portfolio holdings of Maiden
Lane LLC (7) 1,515 0 1,515 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane II LLC (8) 64 0 64 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane III LLC (9) 22 0 22 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of TALF LLC (10) 111 0 111 0 0 0 0 0 0 0 0 0 0
Items in process of collection 101 0 0 0 0 0 100 0 0 0 0 0 0
Bank premises 2,298 121 436 73 112 228 211 204 127 100 248 233 205
Central bank liquidity swaps (11) 272 13 87 21 21 57 15 8 2 1 3 4 39
Foreign currency denominated assets (12) 24,432 1,201 7,812 1,889 1,906 5,130 1,392 697 204 102 247 388 3,465
Other assets (13) 28,574 782 15,362 835 739 1,976 1,907 1,529 528 333 562 1,231 2,790
Interdistrict settlement account 0 - 23,616 + 285,316 - 33,369 - 17,752 - 29,553 - 54,650 - 63,620 - 17,026 - 15,039 - 26,604 - 35,901 + 31,814
Total assets 3,843,396 77,639 2,405,937 79,346 82,127 213,717 201,546 143,914 44,963 21,619 46,363 113,466 412,758
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
9. Statement of Condition of Each Federal Reserve Bank, October 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 1,453,520 45,968 537,608 43,374 60,404 110,133 176,841 92,856 36,284 22,753 38,174 119,521 169,603
Less: Notes held by F.R. Banks 277,970 11,598 71,076 7,902 7,874 12,257 27,208 20,827 3,825 10,232 12,146 56,746 36,279
Federal Reserve notes, net 1,175,550 34,369 466,532 35,473 52,531 97,876 149,632 72,029 32,460 12,521 26,028 62,775 133,324
Reverse repurchase agreements (14) 114,290 2,989 63,379 3,311 2,919 7,107 7,592 6,176 1,839 1,085 2,162 4,438 11,294
Deposits 2,488,916 37,444 1,854,084 36,012 21,999 96,486 39,968 63,691 9,987 7,454 17,412 44,970 259,408
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 2,434,946 37,442 1,800,402 35,981 21,996 96,285 39,957 63,669 9,987 7,454 17,410 44,967 259,396
U.S. Treasury, General Account 30,725 0 30,725 0 0 0 0 0 0 0 0 0 0
Foreign official 8,653 2 8,626 3 3 8 2 1 0 0 0 1 6
Other 14,592 1 14,330 28 0 193 10 21 0 0 1 3 7
Deferred availability cash items 705 0 0 0 0 0 547 0 0 158 0 0 0
Interest on Federal Reserve notes due
to U.S. Treasury (15) 1,562 33 886 40 35 68 127 82 34 16 29 62 149
Other liabilities and accrued
dividends (16) 7,518 250 3,583 289 285 748 524 420 179 152 168 303 618
Total liabilities 3,788,542 75,085 2,388,464 75,125 77,768 202,285 198,391 142,397 44,499 21,387 45,799 112,548 404,793
Capital
Capital paid in 27,427 1,277 8,737 2,110 2,179 5,716 1,577 758 232 116 282 459 3,982
Surplus 27,427 1,277 8,737 2,110 2,179 5,716 1,577 758 232 116 282 459 3,982
Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0
Total liabilities and capital 3,843,396 77,639 2,405,937 79,346 82,127 213,717 201,546 143,914 44,963 21,619 46,363 113,466 412,758
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
9. Statement of Condition of Each Federal Reserve Bank, October 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. The current face value shown is the remaining principal balance of the securities.
5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt
securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.
6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
7. Refer to table 4 and the note on consolidation below.
8. Refer to table 5 and the note on consolidation below.
9. Refer to table 6 and the note on consolidation below.
10. Refer to table 7 and the note on consolidation below.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
the market exchange rate used when the foreign currency was acquired from the foreign central bank.
12. Revalued daily at current foreign currency exchange rates.
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
15. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to
capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the
Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount
necessary to equate surplus with capital paid-in.
16. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have
recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.
Note on consolidation:
The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a
loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a
loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.
The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the
FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net
assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).
10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral Wednesday
Oct 30, 2013
Federal Reserve notes outstanding 1,453,520
Less: Notes held by F.R. Banks not subject to collateralization 277,970
Federal Reserve notes to be collateralized 1,175,550
Collateral held against Federal Reserve notes 1,175,550
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,159,313
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 3,570,518
Less: Face value of securities under reverse repurchase agreements 103,464
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,467,054
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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