FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                 February 7, 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   Feb 6, 2013 
Federal Reserve Banks                                      Feb 6, 2013 Jan 30, 2013  Feb 8, 2012              

Reserve Bank credit                                         2,991,641   +    2,640   +   78,222    2,996,827  
  Securities held outright (1)                              2,753,843   +    6,988   +  151,311    2,758,176  
    U.S. Treasury securities                                1,712,867   +    9,368   +   47,850    1,717,182  
      Bills (2)                                                     0            0   -   18,423            0  
      Notes and bonds, nominal (2)                          1,626,130   +    9,444   +   57,407    1,630,467  
      Notes and bonds, inflation-indexed (2)                   76,130            0   +    7,620       76,130  
      Inflation compensation (3)                               10,607   -       76   +    1,247       10,585  
    Federal agency debt securities (2)                         75,111            0   -   26,387       75,111  
    Mortgage-backed securities (4)                            965,865   -    2,380   +  129,847      965,883  
  Repurchase agreements (5)                                         0            0            0            0  
  Loans                                                           523   -       32   -    7,616          510  
    Primary credit                                                 19   +       14   +       11           13  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                                 0   -        3   -        2            1  
    Term Asset-Backed Securities Loan Facility (6)                504   -       43   -    7,625          496  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (7)                 1,402   -       13   -    5,569        1,405  
  Net portfolio holdings of Maiden Lane II LLC (8)                 61            0   -    6,290           61  
  Net portfolio holdings of Maiden Lane III LLC (9)                22            0   -   17,722           22  
  Net portfolio holdings of TALF LLC (10)                         807   -       50   -       12          507  
  Float                                                          -674   -    2,912   +      359         -763  
  Central bank liquidity swaps (11)                             5,192   -    2,838   -  103,565        5,192  
  Other Federal Reserve assets (12)                           230,466   +    1,498   +   67,329      231,719  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (13)                             44,867   +       14   +      627       44,867  
                                                                                                              
Total factors supplying reserve funds                       3,052,750   +    2,654   +   78,850    3,057,936  

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   Feb 6, 2013 
Federal Reserve Banks                                      Feb 6, 2013 Jan 30, 2013  Feb 8, 2012              

Currency in circulation (13)                                 1,157,650   +    2,806   +   83,640    1,161,058 
Reverse repurchase agreements (14)                              86,150   -    6,769   -    1,078       84,529 
  Foreign official and international accounts                   86,150   -    6,769   -    1,078       84,529 
  Others                                                             0            0            0            0 
Treasury cash holdings                                             191   +        7   +       47          194 
Deposits with F.R. Banks, other than reserve balances           89,080   -   14,762   -   48,761       79,421 
  Term deposits held by depository institutions                  3,036            0   -       43        3,036 
  U.S. Treasury, General Account                                64,279   -    6,848   -   23,683       48,137 
  Foreign official                                               7,734   +      302   +    7,608        8,094 
  Service-related                                                    0            0   -    1,976            0 
    Required clearing balances                                       0            0   -    1,976            0 
    Adjustments to compensate for float                              0            0            0            0 
  Other                                                         14,031   -    8,215   -   30,668       20,155 
Other liabilities and capital (15)                              65,349   -      227   -    8,677       65,019 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,398,419   -   18,945   +   25,170    1,390,221 
                                                                                                              
Reserve balances with Federal Reserve Banks                  1,654,331   +   21,599   +   53,680    1,667,715 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Cash value of agreements.                                                                               
6.  Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the      
    Term Asset-Backed Securities Loan Facility.                                                         
7.  Refer to table 4 and the note on consolidation accompanying table 9.                                    
8.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 6 and the note on consolidation accompanying table 9.                                    
10. Refer to table 7 and the note on consolidation accompanying table 9.                                    
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
12. Includes other assets denominated in foreign currencies, which are revalued daily at market             
    exchange rates, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through
    the Term Asset-Backed Securities Loan Facility.                                                     
13. Estimated.                                                                                              
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury. Refer to table 8 and table 9.                                                     


Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended   Feb 6, 2013 
                                                           Feb 6, 2013 Jan 30, 2013  Feb 8, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,282,031   +   27,140   +  233,647    3,293,259 
  Marketable U.S. Treasury securities (1)                    2,939,549   +   27,390   +  323,570    2,950,103 
  Federal agency debt and mortgage-backed securities (2)       305,576   -      363   -   90,515      306,214 
  Other securities (3)                                          36,906   +      112   +      591       36,941 
Securities lent to dealers                                      17,224   +      598   +    3,250       19,735 
  Overnight facility (4)                                        17,224   +      598   +    3,250       19,735 
    U.S. Treasury securities                                    16,585   +      644   +    3,808       19,080 
    Federal agency debt securities                                 639   -       46   -      559          655 

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, February 6, 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)                                       13            47             0           450             0           ...           510 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       1             4            15       400,305       874,956       441,899     1,717,182 
  Weekly changes                                 0    -        1    +        1    -        9    +    3,211    +    3,922    +    7,124 
Federal agency debt securities (3)                                                                                                     
  Holdings                                     498         2,560        20,642        47,020         2,044         2,347        75,111 
  Weekly changes                                 0             0    +    3,500    -    3,500             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             2             1         2,514       963,366       965,883 
  Weekly changes                                 0             0             0             0    +       18    +       81    +       99 
Asset-backed securities held by      
  TALF LLC (5)                                   0             0             0             0             0             0             0 
Repurchase agreements (6)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (7)             1,000         4,192             0             0             0             0         5,192 
                                                                                                                                       
Reverse repurchase agreements (6)           84,529             0           ...           ...           ...           ...        84,529 
Term deposits                                3,036             0             0           ...           ...           ...         3,036 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden         
    Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's
    statement of condition consistent with consolidation under generally accepted accounting principles.
2.  Face value. For inflation-indexed securities, includes the original face value and compensation         
    that adjusts for the effect of inflation on the original face value of such securities.             
3.  Face value.                                                                                             
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of     
    the underlying assets.                                                                              
6.  Cash value of agreements.                                                                               
7.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Feb 6, 2013  

Mortgage-backed securities held outright (1)                                                                               965,883  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                          139,697  
Commitments to sell mortgage-backed securities (2)                                                                           5,300  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   20  



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   
                                                                                                                       Feb 6, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,405  
                                                                                                                                    
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 December 31, 2012. Any assets purchased after this  
    valuation date are initially recorded at cost until their estimated fair value as of the purchase date
    becomes available.                                                                                  
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of
the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to
the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan
Chase & Co. Any remaining funds will be paid to the FRBNY.

                                              

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Feb 6, 2013  

Net portfolio holdings of Maiden Lane II LLC (1)                                                                                61  
                                                                                                                                    
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 December 31, 2012. Any assets purchased after this  
    valuation date are initially recorded at cost until their estimated fair value as of the purchase date
    becomes available.                                                                                  
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The deferred payment represents the portion of the proceeds of the net portfolio            
    holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase
    agreement. The fair value of this payment and accrued interest payable are included in other        
    liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.


Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC
from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of
Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due
to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.                  





6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Feb 6, 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 December 31, 2012. Any assets purchased after this  
    valuation date are initially recorded at cost until their estimated fair value as of the purchase date
    becomes available.                                                                                  
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments
by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order:
operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due
to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

               

7. Information on Principal Accounts of TALF LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Feb 6, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         507  
Net portfolio holdings of TALF LLC                                                                                             507  
                                                                                                                                    
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) extends loans with a term of up to five years to
holders of eligible asset-backed securities. The TALF is intended to assist financial markets in accommodating the
credit needs of consumers and businesses by facilitating the issuance of asset-backed securities collateralized
by a variety of consumer and business loans. The loans provided through the TALF to eligible borrowers are
non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to
the FRBNY. The loans are extended for the market value of the security less an amount known as a haircut. As a
result, the borrower bears the initial risk of a decline in the value of the security.                      

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received
by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed,
for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a
price equal to the TALF loan plus accrued but unpaid interest. Losses on asset-backed securities held by TALF
LLC will be offset in the following order: by the commitment fees collected by TALF LLC then by the interest
received on investments of TALF LLC. Payments by TALF LLC from the proceeds of its net portfolio holdings will be
made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the
U.S. Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds will be
shared by the FRBNY and the U.S. Treasury.                                                                  




8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from        Feb 6, 2013   Wednesday    Wednesday  
                                                        consolidation                Jan 30, 2013  Feb 8, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        2,214   +       18   -      233  
  Securities, repurchase agreements, and loans                            2,758,685   +    7,154   +  152,333  
    Securities held outright (1)                                          2,758,176   +    7,224   +  159,956  
      U.S. Treasury securities                                            1,717,182   +    7,124   +   56,490  
        Bills (2)                                                                 0            0   -   18,423  
        Notes and bonds, nominal (2)                                      1,630,467   +    7,188   +   64,661  
        Notes and bonds, inflation-indexed (2)                               76,130            0   +    8,760  
        Inflation compensation (3)                                           10,585   -       64   +    1,492  
      Federal agency debt securities (2)                                     75,111            0   -   26,387  
      Mortgage-backed securities (4)                                        965,883   +       99   +  129,853  
    Repurchase agreements (5)                                                     0            0            0  
    Loans                                                                       510   -       69   -    7,622  
  Net portfolio holdings of Maiden Lane LLC (6)                               1,405   +        5   -    5,590  
  Net portfolio holdings of Maiden Lane II LLC (7)                               61            0   -    6,651  
  Net portfolio holdings of Maiden Lane III LLC (8)                              22            0   -   17,834  
  Net portfolio holdings of TALF LLC (9)                                        507   -      350   -      312  
  Items in process of collection                                   (0)          610   +      493   +      440  
  Bank premises                                                               2,306   -       29   +      129  
  Central bank liquidity swaps (10)                                           5,192   -    2,838   -  103,565  
  Other assets (11)                                                         229,412   +    1,829   +   67,363  
                                                                                                               
Total assets                                                       (0)    3,016,651   +    6,281   +   86,081  

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        Feb 6, 2013   Wednesday    Wednesday  
                                                        consolidation                Jan 30, 2013  Feb 8, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,118,594   +    4,735   +   81,626 
  Reverse repurchase agreements (12)                                          84,529   -   13,903   -    2,226 
  Deposits                                                          (0)    1,747,137   +   14,574   +   15,650 
    Term deposits held by depository institutions                              3,036            0   -       43 
    Other deposits held by depository institutions                         1,667,715   +   22,721   +   33,980 
    U.S. Treasury, General Account                                            48,137   -   23,168   -      999 
    Foreign official                                                           8,094   +      661   +    7,968 
    Other                                                           (0)       20,155   +   14,361   -   25,256 
  Deferred availability cash items                                  (0)        1,372   +      562   +      165 
  Other liabilities and accrued dividends (13)                                10,208   +      290   -    9,401 
                                                                                                               
Total liabilities                                                   (0)    2,961,840   +    6,258   +   85,815 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,406   +       12   +      134 
  Surplus                                                                     27,406   +       12   +      134 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 54,811   +       23   +      266 

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, February 6, 2013
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificate account                        11,037         408       3,824          437         515         890       1,337         839         313         192         315         725       1,242
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             2,214          43         100          144         159         387         222         322          40          55         169         210         363
  Securities, repurchase agreements,        
     and loans                                 2,758,685      66,991   1,546,880       91,179      70,125     196,303     166,307     153,015      43,121      25,074      55,413     107,169     237,107
    Securities held outright (1)               2,758,176      66,991   1,546,383       91,179      70,125     196,303     166,299     153,012      43,121      25,074      55,413     107,169     237,105
      U.S. Treasury securities                 1,717,182      41,707     962,746       56,766      43,658     122,214     103,534      95,262      26,846      15,611      34,499      66,721     147,617
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    1,717,182      41,707     962,746       56,766      43,658     122,214     103,534      95,262      26,846      15,611      34,499      66,721     147,617
      Federal agency debt securities (2)          75,111       1,824      42,111        2,483       1,910       5,346       4,529       4,167       1,174         683       1,509       2,918       6,457
      Mortgage-backed securities (4)             965,883      23,459     541,527       31,930      24,557      68,743      58,236      53,583      15,101       8,781      19,405      37,530      83,032
    Repurchase agreements (5)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            510           0         496            0           0           0           8           4           0           0           0           0           2
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (6)                                  1,405           0       1,405            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane II LLC (7)                                  61           0          61            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane III LLC (8)                                 22           0          22            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (9)             507           0         507            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     610           0           0            0           0           0         608           0           0           0           0           0           0
  Bank premises                                    2,306         118         428           70         115         229         214         202         130         103         252         238         208
  Central bank liquidity swaps (10)                5,192         255       1,660          402         405       1,090         296         148          43          22          53          82         736
  Other assets (11)                              229,412       6,219     122,260        8,681       7,142      19,914      13,795      12,060       3,457       2,025       4,384       8,386      21,090
  Interdistrict settlement account                     0  +    1,722  +   24,298   -   15,277  -    3,480  -   49,303  +   20,868  -   17,067  +      201  +    2,407  -    7,055  -    7,271  +   49,957
                                                                                                                                                                                                         
Total assets                                   3,016,651      75,953   1,703,261       85,845      75,217     169,923     204,301     149,943      47,455      29,967      53,684     109,822     311,278

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, February 6, 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            1,373,607      47,509     492,818      47,381      61,892     103,693     174,835      95,285      37,369      23,674      38,096      96,088     154,967
    Less: Notes held by F.R. Banks               255,013       8,860      93,804       5,045      10,552      12,310      30,035      14,704       4,076       4,941       9,138      33,735      27,813
      Federal Reserve notes, net               1,118,594      38,650     399,015      42,336      51,340      91,383     144,800      80,581      33,293      18,733      28,958      62,353     127,153
  Reverse repurchase agreements (12)              84,529       2,053      47,392       2,794       2,149       6,016       5,097       4,689       1,322         768       1,698       3,284       7,266
  Deposits                                     1,747,137      32,329   1,233,073      36,199      17,202      60,343      49,496      62,620      12,186       9,965      22,281      42,964     168,477
    Term deposits held by depository        
        institutions                               3,036           5       1,542         637           0          40         500           5           0         105           1           5         196
    Other deposits held by depository       
        institutions                           1,667,715      32,307   1,155,486      35,512      17,199      60,084      48,986      62,587      12,186       9,860      22,279      42,957     168,273
    U.S. Treasury, General Account                48,137           0      48,137           0           0           0           0           0           0           0           0           0           0
    Foreign official                               8,094           2       8,067           3           3           8           2           1           0           0           0           1           6
    Other                                         20,155          15      19,841          47           0         211           7          27           0           0           1           2           3
  Deferred availability cash items                 1,372           0           0           0           0           0       1,256           0           0         116           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (13)                           931          16         609          11           0          43          61          63          18           7          22          34          45
  Other liabilities and accrued             
     dividends (14)                                9,276         211       5,681         272         250         646         473         426         176         143         168         306         523
                                                                                                                                                                                                        
Total liabilities                              2,961,840      73,260   1,685,769      81,613      70,941     158,431     201,183     148,380      46,995      29,733      53,128     108,942     303,465
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,406       1,347       8,746       2,116       2,138       5,746       1,559         782         230         117         278         440       3,907
  Surplus                                         27,406       1,347       8,746       2,116       2,138       5,746       1,559         782         230         117         278         440       3,907
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,016,651      75,953   1,703,261      85,845      75,217     169,923     204,301     149,943      47,455      29,967      53,684     109,822     311,278

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, February 6, 2013 (continued)


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.                                                                                                 
2.  Face value of the securities.                                                                                                                                                                           
3.  Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.                               
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.                                      
5.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                      
6.  Refer to table 4 and the note on consolidation below.                                                                                                                                                   
7.  Refer to table 5 and the note on consolidation below.                                                                                                                                                   
8.  Refer to table 6 and the note on consolidation below.                                                                                                                                                   
9.  Refer to table 7 and the note on consolidation below.                                                                                                                                                   
10. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
11. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to credit extended by the Federal Reserve Bank of New York     
    (FRBNY) to eligible borrowers through the Term Asset-Backed Securities Loan Facility.                                                                                                               
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
13. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to      
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the     
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
    the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount    
    necessary to equate surplus with capital paid-in.                                                                                                                                                   
14. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have         
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.                                                                        


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a
loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a
loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.                                        

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the
FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net
assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).

                                                                            



10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                           Feb 6, 2013  

Federal Reserve notes outstanding                                                            1,373,607  
  Less: Notes held by F.R. Banks not subject to collateralization                              255,013  
    Federal Reserve notes to be collateralized                                               1,118,594  
Collateral held against Federal Reserve notes                                                1,118,594  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,102,357  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       2,758,176  
  Less: Face value of securities under reverse repurchase agreements                            72,491  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        2,685,684  

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.