For release at
4:30 P.M. EDT
April 26, 2012

The weekly average values, shown in table 1, reflect the March 31, 2012, quarterly updates to the fair
values of the net portfolio holdings of Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane
III 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 December 31, 2011, and the amounts for the last day of 
the reporting week are based on the values as of March 31, 2012.


FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                               April 26, 2012
 
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   Apr 25, 2012
Federal Reserve Banks                                     Apr 25, 2012 Apr 18, 2012 Apr 27, 2011
 
Reserve Bank credit                                        2,860,435   -    5,495   +  188,601    2,849,380
  Securities held outright (1)                             2,622,690   -    7,647   +  157,761    2,610,134
    U.S. Treasury securities                               1,667,044   -    7,958   +  260,490    1,667,766
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                         1,572,232   -    7,065   +  249,077    1,572,925
      Notes and bonds, inflation-indexed (2)                  67,236   -      867   +    9,171       67,236
      Inflation compensation (3)                               9,154   -       25   +    2,242        9,183
    Federal agency debt securities (2)                        94,661   -      722   -   33,149       94,571
    Mortgage-backed securities (4)                           860,985   +    1,033   -   69,580      847,796
  Repurchase agreements (5)                                        0            0            0            0
  Loans                                                        6,626   -      335   -   10,581        6,575
    Primary credit                                                 8   +        2   -        1           11
    Secondary credit                                               0            0            0            0
    Seasonal credit                                               11   +        3   -        1           12
    Term Asset-Backed Securities Loan Facility (6)             6,608   -      339   -   10,578        6,553
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Maiden Lane LLC (7)                4,058   -      177   -   20,318        4,170
  Net portfolio holdings of Maiden Lane II LLC (8)                19            0   -   15,949           19
  Net portfolio holdings of Maiden Lane III LLC (9)           17,655   +      324   -    5,602       19,805
  Net portfolio holdings of TALF LLC (10)                        835   +        4   +      102          836
  Float                                                         -606   +      243   +      356         -804
  Central bank liquidity swaps (11)                           31,971   -      400   +   31,971       31,971
  Other Federal Reserve assets (12)                          177,186   +    2,492   +   50,862      176,674
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0            0        5,200
Treasury currency outstanding (13)                            44,401   +       14   +      552       44,401

Total factors supplying reserve funds                      2,921,077   -    5,481   +  189,153    2,910,023
 
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   Apr 25, 2012
Federal Reserve Banks                                     Apr 25, 2012 Apr 18, 2012 Apr 27, 2011
 
Currency in circulation (13)                               1,099,273   -      887   +   88,031    1,100,340
Reverse repurchase agreements (14)                            89,365   -    1,476   +   32,554       92,447
  Foreign official and international accounts                 89,365   -    1,476   +   32,554       92,447
  Others                                                           0            0            0            0
Treasury cash holdings                                           141   +        2   -       47          140
Deposits with F.R. Banks, other than reserve balances        117,961   +   22,061   -      494      116,639
  Term deposits held by depository institutions                    0   -    3,057   -    5,081            0
  U.S. Treasury, General Account                              78,498   +   25,071   -   25,654      102,592
  U.S. Treasury, Supplementary Financing Account                   0            0   -    5,000            0
  Foreign official                                               130   -       33   -        7          128
  Service-related                                              1,929   -        1   -      617        1,929
    Required clearing balances                                 1,929   -        1   -      617        1,929
    Adjustments to compensate for float                            0            0            0            0
  Other                                                       37,404   +       81   +   35,865       11,990
Other liabilities and capital (15)                            74,997   -    1,345   +    1,269       76,086

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,381,737   +   18,355   +  121,314    1,385,652

Reserve balances with Federal Reserve Banks                1,539,340   -   23,836   +   67,839    1,524,371
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements.
6. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term
   Asset-Backed Securities Loan Facility.
7. Refer to table 4 and the note on consolidation accompanying table 9.
8. Refer to table 5 and the note on consolidation accompanying table 9.
9.  Refer to table 6 and the note on consolidation accompanying table 9.
10. Refer to table 7 and the note on consolidation accompanying table 9.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market
    exchange rate used when the foreign currency was acquired from the foreign central bank.
12. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange
    rates, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the
    Term Asset-Backed Securities Loan Facility.
13. Estimated.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to
    entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only
    to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
    accompanying table 9. Also includes the liability for interest on Federal Reserve notes due to U.S.
    Treasury. Refer to table 8 and table 9.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.

 
1A. Memorandum Items
Millions of dollars
                                                                Averages of daily figures         Wednesday  
                                                           Week ended   Change from week ended   Apr 25, 2012
Memorandum item                                           Apr 25, 2012 Apr 18, 2012 Apr 27, 2011
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,482,371   -    8,986   +   46,722    3,489,459
  U.S. Treasury securities                                 2,765,981   -    4,443   +   90,796    2,772,244
  Federal agency securities (2)                              716,390   -    4,543   -   44,074      717,215
Securities lent to dealers                                    13,557   -      645   +    3,454       13,949
  Overnight facility (3)                                      13,557   -      645   +    3,454       13,949
    U.S. Treasury securities                                  12,797   -      588   +    3,491       13,291
    Federal agency debt securities                               759   -       58   -       38          658
 
Note: Components may not sum to totals because of rounding.

1. Face value of the securities. Includes U.S. Treasury STRIPS and other zero-coupon bonds at face value and
   mortgage-backed securities at original face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.

 
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities,     April 25, 2012
Millions of dollars
                                       Within 15    16 days to   91 days to  Over 1 year  Over 5 years    Over 10        All     
Remaining maturity                        days       90 days       1 year     to 5 years   to 10 years     years    
 
Loans (1)                                     20          711        3,849        1,995            0           ...        6,575
U.S. Treasury securities (2)
  Holdings                                15,227       16,654       49,600      549,453      739,042       297,790    1,667,766
  Weekly changes                      -    2,504   +    2,504            0   -   17,249   +    9,327    +    3,547   -    4,375
Federal agency debt securities (3)
  Holdings                                     0        3,542       18,976       60,224        9,482         2,347       94,571
  Weekly changes                      -      629            0            0            0            0             0   -      629
Mortgage-backed securities (4)
  Holdings                                     0            0            2            8           99       847,687      847,796
  Weekly changes                               0            0            0   -        1   -        2    -    7,562   -    7,565
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)          11,046       20,925            0            0            0             0       31,971

Reverse repurchase agreements (6)         92,447            0          ...          ...          ...           ...       92,447
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
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 25, 2012 
 
Mortgage-backed securities held outright (1)                                                                             847,796

Commitments to buy mortgage-backed securities (2)                                                                         32,073
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                 71
 
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
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 25, 2012 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                              4,170

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                    707
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         764
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,408
 
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
       March 31, 2012. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 8 and table 9.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of
section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to
manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets.
Payments by Maiden Lane LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses
of the LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to
JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.

 
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 25, 2012 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                              19

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
       March 31, 2012. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of
   American International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued
   interest payable are included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table
   8 and table 9.

Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential
mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group,
Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred
payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 25, 2012 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         19,805

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                  7,972
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         729
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,599
 
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
       March 31, 2012. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 8 and table 9.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector
collateralized debt obligations (CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written
credit default swap (CDS) contracts. In connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the
related CDS transactions. Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to
AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

 
7. Information on Principal Accounts of TALF LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 25, 2012 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       836
Net portfolio holdings of TALF LLC                                                                                           836

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)                                        111
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 8 and table 9.

Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF)
under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New
York (FRBNY) extends loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to
assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed
securities collateralized by a variety of consumer and business loans. The loans provided through the TALF to eligible borrowers are
non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to the FRBNY. The loans
are extended for the market value of the security less an amount known as a haircut. As a result, the borrower bears the initial
risk of a decline in the value of the security.

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed
securities received by the FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest.
Losses on asset-backed securities held by TALF LLC will be offset in the following order: by the commitment fees collected by TALF
LLC, by the interest received on investments of TALF LLC, by up to $4.3 billion in subordinated debt funding provided by the U.S.
Treasury, and finally, by senior debt funding provided by the FRBNY. Payments by TALF LLC from the proceeds of its net portfolio
holdings will be made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the U.S.
Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds will be shared by the FRBNY and the
U.S. Treasury.

 
8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Apr 25, 2012   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Apr 18, 2012 Apr 27, 2011
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0            0
  Coin                                                                       2,233    -        8   +       16
  Securities, repurchase agreements, and loans                           2,616,709    -   12,942   +  133,237
    Securities held outright (1)                                         2,610,134    -   12,568   +  143,460
      U.S. Treasury securities                                           1,667,766    -    4,375   +  254,299
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                     1,572,925    -    4,453   +  242,885
        Notes and bonds, inflation-indexed (2)                              67,236             0   +    9,171
        Inflation compensation (3)                                           9,183    +       79   +    2,243
      Federal agency debt securities (2)                                    94,571    -      629   -   31,615
      Mortgage-backed securities (4)                                       847,796    -    7,565   -   79,225
    Repurchase agreements (5)                                                    0             0            0
    Loans                                                                    6,575    -      374   -   10,223
  Net portfolio holdings of Maiden Lane LLC (6)                              4,170    +      131   -   20,593
  Net portfolio holdings of Maiden Lane II LLC (7)                              19             0   -   16,522
  Net portfolio holdings of Maiden Lane III LLC (8)                         19,805    +    2,508   -    4,758
  Net portfolio holdings of TALF LLC (9)                                       836    +        5   +      103
  Items in process of collection                            (113)              214    -       63   +       76
  Bank premises                                                              2,353    -        1   +      136
  Central bank liquidity swaps (10)                                         31,971    -      400   +   31,971
  Other assets (11)                                                        174,341    +    1,822   +   50,077

Total assets                                                (113)        2,868,889    -    8,946   +  173,745
 
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
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Apr 25, 2012   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Apr 18, 2012 Apr 27, 2011
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                       1,058,308    -      242   +   85,956
  Reverse repurchase agreements (12)                                        92,447    +    1,079   +   35,416
  Deposits                                                    (0)        1,641,029    -   12,246   +   51,950
    Term deposits held by depository institutions                                0    -    3,057   -    5,081
    Other deposits held by depository institutions                       1,526,319    +   11,019   +   74,131
    U.S. Treasury, General Account                                         102,592    -      501   -   23,593
    U.S. Treasury, Supplementary Financing Account                               0             0   -    5,000
    Foreign official                                                           128    +        1   -       64
    Other                                                     (0)           11,990    -   19,708   +   11,557
  Deferred availability cash items                          (113)            1,018    -      127   -      591
  Other liabilities and accrued dividends (13)                              21,624    +    2,586   -      879

Total liabilities                                           (113)        2,814,426    -    8,950   +  171,853

Capital accounts
  Capital paid in                                                           27,231    +        2   +      946
  Surplus                                                                   27,231    +        2   +      946
  Other capital accounts                                                         0             0            0

Total capital                                                               54,463    +        4   +    1,892
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 4 and the note on consolidation accompanying table 9.
7. Refer to table 5 and the note on consolidation accompanying table 9.
8. Refer to table 6 and the note on consolidation accompanying table 9.
9.  Refer to table 7 and the note on consolidation accompanying table 9.
10. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange
    rate used when the foreign currency was acquired from the foreign central bank.
11. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates
    and the fair value adjustment to credit extended by the Federal Reserve Bank of New York (FRBNY) to
    eligible borrowers through the Term Asset-Backed Securities Loan Facility.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
13. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to
    entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to
    the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
    accompanying table 9. Also includes the liability for interest on Federal Reserve notes due to U.S.
    Treasury.


 
9. Statement of Condition of Each Federal Reserve Bank,     April 25, 2012
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Assets
  Gold certificate account                      11,037         408       3,824         437         515         890       1,337         839         313         192         315         725       1,242
  Special drawing rights certificate acct.       5,200         196       1,818         210         237         412         654         424         150          90         153         282         574
  Coin                                           2,233          52         108         155         157         399         201         324          35          59         167         209         368
  Securities, repurchase agreements,
     and loans                               2,616,709      63,397   1,469,936      86,285      66,361     185,767     157,379     144,805      40,808      23,730      52,440     101,420     224,379
    Securities held outright (1)             2,610,134      63,395   1,463,383      86,285      66,361     185,767     157,373     144,799      40,807      23,729      52,439     101,417     224,379
      U.S. Treasury securities               1,667,766      40,507     935,041      55,133      42,402     118,697     100,555      92,520      26,074      15,162      33,506      64,801     143,369
        Bills (2)                               18,423         447      10,329         609         468       1,311       1,111       1,022         288         167         370         716       1,584
        Notes and bonds (3)                  1,649,344      40,059     924,712      54,524      41,934     117,386      99,444      91,498      25,786      14,994      33,136      64,086     141,785
      Federal agency debt securities (2)        94,571       2,297      53,022       3,126       2,404       6,731       5,702       5,246       1,479         860       1,900       3,675       8,130
      Mortgage-backed securities (4)           847,796      20,591     475,321      28,026      21,555      60,339      51,116      47,032      13,254       7,707      17,033      32,941      72,880
    Repurchase agreements (5)                        0           0           0           0           0           0           0           0           0           0           0           0           0
    Loans                                        6,575           2       6,553           0           0           0           6           6           2           2           1           3           0
  Net portfolio holdings of Maiden
     Lane LLC (6)                                4,170           0       4,170           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (7)                                19           0          19           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (8)                           19,805           0      19,805           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (9)           836           0         836           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   327          11           0          85          68           5          53          13           4           6           3          16          62
  Bank premises                                  2,353         122         446          66         124         230         212         203         133         105         257         243         212
  Central bank liquidity swaps (10)             31,971       1,121      10,313       2,773       2,364       6,613       1,828         853         261         130         318         512       4,884
  Other assets (11)                            174,341       4,542      91,234       7,154       5,685      16,025      10,471       8,923       2,573       1,510       3,262       6,271      16,693
  Interdistrict settlement account                   0   +   3,477   -     316   +  10,421   +     285   -   8,721   +     726   -     516   +   2,210   +   1,745   +     261   +   1,680   -  11,251

Total assets                                 2,869,002      73,326   1,602,193     107,588      75,795     201,619     172,860     155,868      46,488      27,567      57,176     111,359     237,163
 
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,     April 25, 2012 (continued)
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Liabilities
  Federal Reserve notes outstanding          1,242,501      47,254     434,101      47,924      60,447     102,147     146,942      94,780      35,412      22,903      37,508      78,226     134,858
    Less: Notes held by F.R. Banks             184,194       4,655      66,331       5,736       7,858      11,880      26,970      12,605       4,343       4,234       4,043      11,497      24,042
      Federal Reserve notes, net             1,058,308      42,598     367,770      42,187      52,589      90,267     119,972      82,175      31,070      18,669      33,465      66,729     110,815
  Reverse repurchase agreements (12)            92,447       2,245      51,831       3,056       2,350       6,580       5,574       5,129       1,445         840       1,857       3,592       7,947
  Deposits                                   1,641,029      25,531   1,148,087      57,440      16,149      93,014      43,532      66,485      13,270       7,496      21,069      39,748     109,208
    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                          1,526,319      25,516   1,033,641      57,432      16,145      92,828      43,530      66,452      13,269       7,495      21,067      39,747     109,197
    U.S. Treasury, General Account             102,592           0     102,592           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, Supplementary
       Financing Account                             0           0           0           0           0           0           0           0           0           0           0           0           0
    Foreign official                               128           1         101           3           3           8           2           1           0           0           0           1           6
    Other                                       11,990          14      11,753           5           1         177           0          32           0           1           1           1           6
  Deferred availability cash items               1,131          40           0         138         156          22         152          27          70         185          30          68         244
  Interest on Federal Reserve notes due
     to U.S. Treasury (13)                       3,664          44       2,858          64          50         141         106         102          21          13          37          69         158
  Other liabilities and accrued
     dividends (14)                             17,959         222      14,290         288         269         680         468         407         171         136         174         292         563

Total liabilities                            2,814,539      70,682   1,584,836     103,173      71,564     190,704     169,803     154,326      46,047      27,340      56,631     110,497     228,936

Capital
  Capital paid in                               27,231       1,322       8,679       2,207       2,116       5,458       1,529         771         221         114         272         431       4,114
  Surplus                                       27,231       1,322       8,679       2,207       2,116       5,458       1,529         771         221         114         272         431       4,114
  Other capital                                      0           0           0           0           0           0           0           0           0           0           0           0           0

Total liabilities and capital                2,869,002      73,326   1,602,193     107,588      75,795     201,619     172,860     155,868      46,488      27,567      57,176     111,359     237,163
 
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,     April 25, 2012 (continued)
1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 4 and the note on consolidation below.
7. Refer to table 5 and the note on consolidation below.
8. Refer to table 6 and the note on consolidation below.
9.  Refer to table 7 and the note on consolidation below.
10. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.
11. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to credit extended by the Federal Reserve Bank of New York
    (FRBNY) to eligible	borrowers through the Term Asset-Backed Securities Loan Facility.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
13. Represents the estimated weekly remittances to U.S Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which
    requires the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the
    amount necessary to equate surplus with capital paid-in.
14. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was
extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase multi-sector
collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan was extended to
Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc.
On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any residual
losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the
preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs
appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of
the LLCs, are included in other liabilities in this table (and table 1 and table 8).

 
10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                       Apr 25, 2012 
 
Federal Reserve notes outstanding                                                          1,242,501
  Less: Notes held by F.R. Banks not subject to collateralization                            184,194
    Federal Reserve notes to be collateralized                                             1,058,308
Collateral held against Federal Reserve notes                                              1,058,308
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                 1,042,071
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,610,134
  Less: Face value of securities under reverse repurchase agreements                          79,246
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      2,530,888
 
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.