FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                  August 22, 2013


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Aug 21, 2013 
Federal Reserve Banks                                     Aug 21, 2013 Aug 14, 2013 Aug 22, 2012              

Reserve Bank credit                                         3,589,705   +   24,145   +  806,015    3,602,633  
  Securities held outright (1)                              3,368,543   +   39,082   +  782,247    3,381,070  
    U.S. Treasury securities                                2,007,832   +    9,523   +  367,455    2,012,169  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,908,905   +    8,233   +  348,964    1,913,222  
      Notes and bonds, inflation-indexed (2)                   85,819   +    1,211   +   15,384       85,819  
      Inflation compensation (3)                               13,108   +       79   +    3,107       13,128  
    Federal agency debt securities (2)                         65,713   -      693   -   22,794       65,713  
    Mortgage-backed securities (4)                          1,294,998   +   30,251   +  437,586    1,303,189  
  Unamortized premiums on securities held outright (5)        203,827   -       40   +   55,871      204,100  
  Unamortized discounts on securities held outright (5)        -4,146   -      581   -    2,225       -4,368  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           344   +        9   -    3,069          278  
    Primary credit                                                 22   +        7   +       12           25  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               149   +       13   +        5          151  
    Term Asset-Backed Securities Loan Facility (7)                173   -       12   -    3,085          102  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,487   -        2   -      381        1,491  
  Net portfolio holdings of Maiden Lane II LLC (9)                 64            0   +        3           64  
  Net portfolio holdings of Maiden Lane III LLC (10)               22            0   -    1,456           22  
  Net portfolio holdings of TALF LLC (11)                         195            0   -      654          195  
  Float                                                          -660   +        1   -       16         -668  
  Central bank liquidity swaps (12)                               317   -    1,162   -   26,167          317  
  Other Federal Reserve assets (13)                            19,713   -   13,161   +    1,864       20,132  
Foreign currency denominated assets (14)                       23,997   -       59   -    1,036       24,025  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,245   +       14   +      664       45,245  
                                                                                                              
Total factors supplying reserve funds                       3,675,188   +   24,099   +  805,644    3,688,145  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Aug 21, 2013 
Federal Reserve Banks                                     Aug 21, 2013 Aug 14, 2013 Aug 22, 2012              

Currency in circulation (15)                                 1,198,394   -      204   +   81,814    1,199,483 
Reverse repurchase agreements (16)                              99,032   +    4,209   +    5,756       96,342 
  Foreign official and international accounts                   97,603   +    3,721   +    4,327       96,342 
  Others                                                         1,429   +      488   +    1,429            0 
Treasury cash holdings                                             151            0   +       22          146 
Deposits with F.R. Banks, other than reserve balances          120,060   +    4,016   +   36,856      128,920 
  Term deposits held by depository institutions                      0   -   11,913            0            0 
  U.S. Treasury, General Account                                51,174   -   12,947   +   27,136       41,527 
  Foreign official                                              10,387   -       67   +    5,300       10,376 
  Other                                                         58,499   +   28,943   +    4,419       77,018 
Other liabilities and capital (17)                              63,881   -    2,046   -      721       63,061 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,481,517   +    5,973   +  123,726    1,487,953 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,193,671   +   18,126   +  681,918    2,200,192 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements.                                                                               
7.  Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the      
    Term Asset-Backed Securities Loan Facility.                                                         
8.  Refer to table 4 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
10. Refer to table 6 and the note on consolidation accompanying table 9.                                    
11. Refer to table 7 and the note on consolidation accompanying table 9.                                    
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for       
    depreciation.                                                                                       
14. Revalued daily at current foreign currency exchange rates.                                              
15. Estimated.                                                                                              
16. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
17. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury. Refer to table 8 and table 9.                                                     


Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended  Aug 21, 2013 
                                                          Aug 21, 2013 Aug 14, 2013 Aug 22, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,283,446   +   16,217   +  126,330    3,281,184 
  Marketable U.S. Treasury securities (1)                    2,935,713   +   14,747   +  148,980    2,926,910 
  Federal agency debt and mortgage-backed securities (2)       310,191   +    1,222   -   21,830      316,656 
  Other securities (3)                                          37,542   +      249   -      820       37,618 
Securities lent to dealers                                      12,936   +    1,955   +    6,283       11,114 
  Overnight facility (4)                                        12,936   +    1,955   +    6,283       11,114 
    U.S. Treasury securities                                    12,144   +    1,979   +    6,090       10,279 
    Federal agency debt securities                                 792   -       24   +      193          835 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 8, and 9.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the underlying mortgages.                                     
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           






2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, August 21, 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)                                      139            38            29            73             0           ...           278 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       1             4           382       622,376       871,934       517,472     2,012,169 
  Weekly changes                        +        1             0    +        1    +        5    +   16,602    -    5,533    +   11,076 
Federal agency debt securities (3)                                                                                                     
  Holdings                                       0         7,341        16,810        39,153            62         2,347        65,713 
  Weekly changes                                 0    +      708    -      708             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             2         2,644     1,300,543     1,303,189 
  Weekly changes                                 0             0             0             0    +        1    +    3,357    +    3,358 
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)                 0           317             0             0             0             0           317 
                                                                                                                                       
Reverse repurchase agreements (6)           96,342             0           ...           ...           ...           ...        96,342 
Term deposits                                    0             0             0           ...           ...           ...             0 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden         
    Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's
    statement of condition consistent with consolidation under generally accepted accounting principles.
2.  Face value. For inflation-indexed securities, includes the original face value and compensation         
    that adjusts for the effect of inflation on the original face value of such securities.             
3.  Face value.                                                                                             
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of     
    the underlying assets.                                                                              
6.  Cash value of agreements.                                                                               
7.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Aug 21, 2013  

Mortgage-backed securities held outright (1)                                                                             1,303,189  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           67,854  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   28  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
2.  Current face value. Generally settle within 180 days and include commitments associated with            
    outright transactions, dollar rolls, and coupon swaps.                                              
3.  This amount is included in other Federal Reserve assets in table 1 and in other assets in table 8       
    and table 9.                                                                                        




4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Aug 21, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,491  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                                    0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of
the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to
the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan
Chase & Co. Any remaining funds will be paid to the FRBNY.

                                              

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Aug 21, 2013  

Net portfolio holdings of Maiden Lane II LLC (1)                                                                                64  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                          0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The deferred payment represents the portion of the proceeds of the net portfolio            
    holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase
    agreement. The fair value of this payment and accrued interest payable are included in other        
    liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.


Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC
from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of
Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due
to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.                  





6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Aug 21, 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 June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments
by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order:
operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due
to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

               

7. Information on Principal Accounts of TALF LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Aug 21, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         195  
Net portfolio holdings of TALF LLC                                                                                             195  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                            0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date.         
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities
Loan Facility (TALF) under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility
under which the Federal Reserve Bank of New York (FRBNY) extended loans with a term of up to five years to
holders of eligible asset-backed securities. The Federal Reserve closed the TALF for new loan extensions in 2010.
The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the
borrower can be discharged by surrendering the collateral to the FRBNY.                                     

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received
by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed,
for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a
price equal to the TALF loan plus accrued but unpaid interest. Prior to January 15, 2013, the U.S. Treasury's
Troubled Asset Relief Program (TARP) committed backup funding to TALF LLC, providing credit protection to the
FRBNY. However, the accumulated fees and income collected through the TALF and held by TALF LLC now exceed the
remaining amount of TALF loans outstanding. Accordingly, the TARP credit protection commitment has been
terminated, and TALF LLC has begun to distribute excess proceeds to the Treasury and the FRBNY. Any remaining funds
will be shared by the FRBNY and the U.S. Treasury.                                                          




8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Aug 21, 2013   Wednesday    Wednesday  
                                                        consolidation                Aug 14, 2013 Aug 22, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,997   +        8   -      161  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,581,080   +   13,910   +  848,388  
    Securities held outright (1)                                          3,381,070   +   14,433   +  797,398  
      U.S. Treasury securities                                            2,012,169   +   11,076   +  375,017  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,913,222   +   11,021   +  356,496  
        Notes and bonds, inflation-indexed (2)                               85,819            0   +   15,384  
        Inflation compensation (3)                                           13,128   +       54   +    3,137  
      Federal agency debt securities (2)                                     65,713            0   -   21,497  
      Mortgage-backed securities (4)                                      1,303,189   +    3,358   +  443,879  
    Unamortized premiums on securities held outright  
    (5)                                                                     204,100   +       31   +   56,012  
    Unamortized discounts on securities held outright 
    (5)                                                                      -4,368   -      468   -    2,452  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       278   -       86   -    2,569  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,491   +        5   -      378  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +        3  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -    1,532  
  Net portfolio holdings of TALF LLC (10)                                       195            0   -      656  
  Items in process of collection                                   (0)          108            0   -       39  
  Bank premises                                                               2,290   +        1   -       66  
  Central bank liquidity swaps (11)                                             317   -    1,162   -   26,167  
  Foreign currency denominated assets (12)                                   24,025   +      172   -    1,148  
  Other assets (13)                                                          17,841   -   13,590   +    1,762  
                                                                                                               
Total assets                                                       (0)    3,645,668   -      655   +  820,007  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





8. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Aug 21, 2013   Wednesday    Wednesday  
                                                        consolidation                Aug 14, 2013 Aug 22, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,156,377   +       13   +   80,623 
  Reverse repurchase agreements (14)                                          96,342   -    1,727   +    2,629 
  Deposits                                                          (0)    2,329,112   +    3,042   +  737,886 
    Term deposits held by depository institutions                                  0   -   11,913            0 
    Other deposits held by depository institutions                         2,200,192   +    1,333   +  690,345 
    U.S. Treasury, General Account                                            41,527   -   15,630   +   27,847 
    Foreign official                                                          10,376   -       35   +    5,293 
    Other                                                           (0)       77,018   +   29,288   +   14,402 
  Deferred availability cash items                                  (0)          776   -      113   -       45 
  Other liabilities and accrued dividends (15)                                 7,974   -    1,863   -    1,513 
                                                                                                               
Total liabilities                                                   (0)    3,590,581   -      648   +  819,580 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,544   -        3   +      214 
  Surplus                                                                     27,544   -        3   +      214 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 55,087   -        7   +      427 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.      
7.  Refer to table 4 and the note on consolidation accompanying table 9.                                    
8.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 6 and the note on consolidation accompanying table 9.                                    
10. Refer to table 7 and the note on consolidation accompanying table 9.                                    
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
12. Revalued daily at current foreign currency exchange rates.                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury.                                                                                   

 



9. Statement of Condition of Each Federal Reserve Bank, August 21, 2013
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificate account                        11,037         391       3,925          397         512         856       1,421         792         310         190         309         728       1,206
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             1,997          35          85          127         139         344         196         290          31          48         161         196         345
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,581,080      93,634   1,985,803      103,752      91,450     222,657     237,895     193,522      57,645      34,028      67,764     139,059     353,870
    Securities held outright (1)               3,381,070      88,412   1,874,942       97,964      86,349     210,238     224,600     182,701      54,402      32,084      63,966     131,295     334,117
      U.S. Treasury securities                 2,012,169      52,616   1,115,830       58,301      51,389     125,118     133,666     108,731      32,376      19,094      38,068      78,137     198,842
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,012,169      52,616   1,115,830       58,301      51,389     125,118     133,666     108,731      32,376      19,094      38,068      78,137     198,842
      Federal agency debt securities (2)          65,713       1,718      36,441        1,904       1,678       4,086       4,365       3,551       1,057         624       1,243       2,552       6,494
      Mortgage-backed securities (4)           1,303,189      34,077     722,671       37,759      33,282      81,033      86,569      70,420      20,969      12,366      24,655      50,606     128,781
    Unamortized premiums on securities held 
      outright (5)                               204,100       5,337     113,182        5,914       5,213      12,691      13,558      11,029       3,284       1,937       3,861       7,926      20,169
    Unamortized discounts on securities     
      held outright (5)                           -4,368        -114      -2,422         -127        -112        -272        -290        -236         -70         -41         -83        -170        -432
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            278           0         102            1           0           0          27          28          29          49          19           8          16
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,491           0       1,491            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane II LLC (8)                                  64           0          64            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane III LLC (9)                                 22           0          22            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)            195           0         195            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     108           0           0            0           0           0         107           0           0           0           0           0           0
  Bank premises                                    2,290         119         428           72         112         229         212         201         128         101         249         234         205
  Central bank liquidity swaps (11)                  317          16         101           25          25          67          18           9           3           1           3           5          45
  Foreign currency denominated assets (12)        24,025       1,181       7,683        1,858       1,874       5,045       1,368         685         200         101         243         381       3,407
  Other assets (13)                               17,841         497       9,465          557         467       1,295       1,196         957         310         227         356         776       1,738
  Interdistrict settlement account                     0  -   26,139  +  281,197   -   25,733  -   21,890  -   23,387  -   48,894  -   52,841  -   15,479  -   14,547  -   23,988  -   35,104  +    6,804
                                                                                                                                                                                                         
Total assets                                   3,645,668      69,930   2,292,278       81,265      72,926     207,518     194,173     144,039      43,298      20,240      45,250     106,557     368,195

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





9. Statement of Condition of Each Federal Reserve Bank, August 21, 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            1,488,216      47,431     551,491      45,635      61,991     112,505     181,671      96,647      37,539      23,693      39,757     119,759     170,097
    Less: Notes held by F.R. Banks               331,839      13,178      93,871       9,143      10,071      15,143      35,729      23,403       5,066      11,159      13,707      61,655      39,715
      Federal Reserve notes, net               1,156,377      34,253     457,620      36,492      51,920      97,362     145,942      73,244      32,473      12,535      26,050      58,104     130,381
  Reverse repurchase agreements (14)              96,342       2,519      53,426       2,791       2,460       5,991       6,400       5,206       1,550         914       1,823       3,741       9,521
  Deposits                                     2,329,112      30,314   1,759,689      37,474      13,915      91,940      37,418      63,640       8,623       6,296      16,640      43,470     219,693
    Term deposits held by depository        
        institutions                                   0           0           0           0           0           0           0           0           0           0           0           0           0
    Other deposits held by depository       
        institutions                           2,200,192      30,305   1,631,194      37,439      13,908      91,626      37,406      63,611       8,623       6,295      16,639      43,468     219,678
    U.S. Treasury, General Account                41,527           0      41,527           0           0           0           0           0           0           0           0           0           0
    Foreign official                              10,376           2      10,349           3           3           8           2           1           0           0           0           1           6
    Other                                         77,018           8      76,619          32           4         305          10          27           0           0           1           2          10
  Deferred availability cash items                   776           0           0           0           0           0         671           0           0         105           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,670          47         901          47          47         125         112          85          26          15          28          63         174
  Other liabilities and accrued             
     dividends (16)                                6,304         198       3,103         235         231         579         430         351         163         142         146         258         469
                                                                                                                                                                                                        
Total liabilities                              3,590,581      67,332   2,274,739      77,039      68,573     195,997     190,973     142,526      42,835      20,006      44,687     105,636     360,238
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,544       1,299       8,770       2,113       2,176       5,760       1,600         756         232         117         282         461       3,978
  Surplus                                         27,544       1,299       8,770       2,113       2,176       5,760       1,600         756         232         117         282         461       3,978
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,645,668      69,930   2,292,278      81,265      72,926     207,518     194,173     144,039      43,298      20,240      45,250     106,557     368,195

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





9. Statement of Condition of Each Federal Reserve Bank, August 21, 2013 (continued)


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.                                                                                                 
2.  Face value of the securities.                                                                                                                                                                           
3.  Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.                               
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt        
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.                                                               
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                      
7.  Refer to table 4 and the note on consolidation below.                                                                                                                                                   
8.  Refer to table 5 and the note on consolidation below.                                                                                                                                                   
9.  Refer to table 6 and the note on consolidation below.                                                                                                                                                   
10. Refer to table 7 and the note on consolidation below.                                                                                                                                                   
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
12. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
15. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to      
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the     
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
    the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount    
    necessary to equate surplus with capital paid-in.                                                                                                                                                   
16. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have         
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.                                                                        


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a
loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a
loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.                                        

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the
FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net
assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).

                                                                            



10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                          Aug 21, 2013  

Federal Reserve notes outstanding                                                            1,488,216  
  Less: Notes held by F.R. Banks not subject to collateralization                              331,839  
    Federal Reserve notes to be collateralized                                               1,156,377  
Collateral held against Federal Reserve notes                                                1,156,377  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,140,140  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,381,070  
  Less: Face value of securities under reverse repurchase agreements                            89,184  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,291,887  

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.