FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                     June 6, 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   Jun 5, 2013 
Federal Reserve Banks                                      Jun 5, 2013 May 29, 2013  Jun 6, 2012              

Reserve Bank credit                                         3,349,794   -    2,899   +  546,411    3,357,440  
  Securities held outright (1)                              3,126,902   -    1,856   +  520,510    3,133,890  
    U.S. Treasury securities                                1,891,037   +    9,259   +  229,651    1,898,010  
      Bills (2)                                                     0            0   -   18,423            0  
      Notes and bonds, nominal (2)                          1,796,758   +    9,233   +  231,149    1,803,740  
      Notes and bonds, inflation-indexed (2)                   81,646            0   +   13,992       81,646  
      Inflation compensation (3)                               12,633   +       26   +    2,933       12,624  
    Federal agency debt securities (2)                         70,890   -      997   -   22,362       70,890  
    Mortgage-backed securities (4)                          1,164,975   -   10,118   +  313,221    1,164,991  
  Unamortized premiums on securities held outright (5)        200,933   -       77   +   68,162      200,922  
  Unamortized discounts on securities held outright (5)        -1,801   -       79   +      479       -1,902  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           325   -       57   -    5,144          327  
    Primary credit                                                  8   -        2   -        3            8  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                                47   -        4   +       12           49  
    Term Asset-Backed Securities Loan Facility (7)                271   -       50   -    5,153          271  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,424   -        4   -    2,455        1,424  
  Net portfolio holdings of Maiden Lane II LLC (9)                 64            0   +       45           64  
  Net portfolio holdings of Maiden Lane III LLC (10)               22            0   -   15,241           22  
  Net portfolio holdings of TALF LLC (11)                         388            0   -      453          388  
  Float                                                          -815   -      152   -       39         -893  
  Central bank liquidity swaps (12)                             1,771            0   -   20,511        1,771  
  Other Federal Reserve assets (13)                            20,582   -      672   +    1,059       21,426  
Foreign currency denominated assets (14)                       23,433   +      250   -    1,808       23,558  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,094   +       14   +      614       45,094  
                                                                                                              
Total factors supplying reserve funds                       3,434,562   -    2,634   +  545,217    3,442,333  

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   Jun 5, 2013 
Federal Reserve Banks                                      Jun 5, 2013 May 29, 2013  Jun 6, 2012              

Currency in circulation (15)                                 1,190,702   -       30   +   81,403    1,190,513 
Reverse repurchase agreements (16)                              94,943   +    8,368   +    2,314       94,279 
  Foreign official and international accounts                   94,943   +    8,368   +    2,314       94,279 
  Others                                                             0            0            0            0 
Treasury cash holdings                                             150   -        2   +        4          137 
Deposits with F.R. Banks, other than reserve balances           66,912   -   49,220   -   19,735       68,529 
  Term deposits held by depository institutions                 10,496            0   +    7,443       10,496 
  U.S. Treasury, General Account                                30,230   +   16,728   -   30,533       41,025 
  Foreign official                                              11,194   +      163   +   11,063       11,182 
  Service-related                                                    0            0   -    1,902            0 
    Required clearing balances                                       0            0   -    1,902            0 
    Adjustments to compensate for float                              0            0            0            0 
  Other                                                         14,991   -   66,111   -    5,807        5,825 
Other liabilities and capital (17)                              63,273   -    1,132   -    9,876       62,618 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,415,980   -   42,016   +   54,110    1,416,076 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,018,582   +   39,382   +  491,108    2,026,257 

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   Jun 5, 2013 
                                                           Jun 5, 2013 May 29, 2013  Jun 6, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,312,395   -    2,464   +  188,552    3,308,709 
  Marketable U.S. Treasury securities (1)                    2,971,892   -      225   +  252,843    2,968,252 
  Federal agency debt and mortgage-backed securities (2)       302,461   -    2,058   -   64,384      302,347 
  Other securities (3)                                          38,042   -      181   +       94       38,110 
Securities lent to dealers                                      19,331   -    1,911   +    4,255       17,329 
  Overnight facility (4)                                        19,331   -    1,911   +    4,255       17,329 
    U.S. Treasury securities                                    18,294   -    1,817   +    3,847       16,505 
    Federal agency debt securities                               1,036   -       95   +      407          824 

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, June 5, 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)                                       21            36             0           271             0           ...           327 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       1             4           343       544,480       863,091       490,091     1,898,010 
  Weekly changes                                 0             0    +       35    +   23,906    -   12,488    +    2,997    +   14,451 
Federal agency debt securities (3)                                                                                                     
  Holdings                                     232         4,945        21,631        39,691         2,044         2,347        70,890 
  Weekly changes                        +      232    -      232             0             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             1         2,702     1,162,287     1,164,991 
  Weekly changes                                 0             0    -        1             0    +       10    +       47    +       57 
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)               451         1,320             0             0             0             0         1,771 
                                                                                                                                       
Reverse repurchase agreements (6)           94,279             0           ...           ...           ...           ...        94,279 
Term deposits                               10,496             0             0           ...           ...           ...        10,496 

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   
                                                                                                                       Jun 5, 2013  

Mortgage-backed securities held outright (1)                                                                             1,164,991  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           96,688  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   68  



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   
                                                                                                                       Jun 5, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,424  
                                                                                                                                    
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 March 31, 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   
                                                                                                                       Jun 5, 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 March 31, 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   
                                                                                                                       Jun 5, 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 March 31, 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   
                                                                                                                       Jun 5, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         388  
Net portfolio holdings of TALF LLC                                                                                             388  
                                                                                                                                    
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        Jun 5, 2013   Wednesday    Wednesday  
                                                        consolidation                May 29, 2013  Jun 6, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,968   +        2   -      167  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,333,238   +   14,338   +  587,606  
    Securities held outright (1)                                          3,133,890   +   14,508   +  524,587  
      U.S. Treasury securities                                            1,898,010   +   14,451   +  233,718  
        Bills (2)                                                                 0            0   -   18,423  
        Notes and bonds, nominal (2)                                      1,803,740   +   14,452   +  235,245  
        Notes and bonds, inflation-indexed (2)                               81,646            0   +   13,992  
        Inflation compensation (3)                                           12,624            0   +    2,904  
      Federal agency debt securities (2)                                     70,890            0   -   22,362  
      Mortgage-backed securities (4)                                      1,164,991   +       57   +  313,232  
    Unamortized premiums on securities held outright  
    (5)                                                                     200,922   +       98   +   67,796  
    Unamortized discounts on securities held outright 
    (5)                                                                      -1,902   -      178   +      366  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       327   -       91   -    5,144  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,424            0   -    2,459  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +       45  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -   15,275  
  Net portfolio holdings of TALF LLC (10)                                       388            0   -      453  
  Items in process of collection                                   (0)           87   -      428   -      110  
  Bank premises                                                               2,297   -        7   -       64  
  Central bank liquidity swaps (11)                                           1,771            0   -   20,497  
  Foreign currency denominated assets (12)                                   23,558   +      320   -    1,668  
  Other assets (13)                                                          19,129   +      830   +    1,206  
                                                                                                               
Total assets                                                       (0)    3,400,183   +   15,055   +  548,165  

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        Jun 5, 2013   Wednesday    Wednesday  
                                                        consolidation                May 29, 2013  Jun 6, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,147,520   -    1,815   +   79,695 
  Reverse repurchase agreements (14)                                          94,279   +    6,102   +    5,418 
  Deposits                                                          (0)    2,094,786   +   11,453   +  473,141 
    Term deposits held by depository institutions                             10,496            0   +    7,443 
    Other deposits held by depository institutions                         2,026,257   +    3,668   +  479,396 
    U.S. Treasury, General Account                                            41,025   +   26,727   -   13,015 
    Foreign official                                                          11,182   +      158   +   11,053 
    Other                                                           (0)        5,825   -   19,100   -   11,736 
  Deferred availability cash items                                  (0)          980   -      647   -      164 
  Other liabilities and accrued dividends (15)                                 7,600   +      149   -   10,245 
                                                                                                               
Total liabilities                                                   (0)    3,345,164   +   15,241   +  547,845 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,509   -       93   +      159 
  Surplus                                                                     27,509   -       93   +      159 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 55,018   -      187   +      319 

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, June 5, 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                                             1,968          35          89          122         132         347         183         296          24          51         158         192         339
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,333,238      87,156   1,848,508       96,569      85,119     207,244     221,404     180,109      53,636      31,640      63,066     129,427     329,360
    Securities held outright (1)               3,133,890      81,948   1,737,871       90,802      80,036     194,868     208,180     169,344      50,425      29,738      59,290     121,697     309,691
      U.S. Treasury securities                 1,898,010      49,631   1,052,524       54,993      48,473     118,020     126,082     102,562      30,540      18,011      35,908      73,704     187,561
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    1,898,010      49,631   1,052,524       54,993      48,473     118,020     126,082     102,562      30,540      18,011      35,908      73,704     187,561
      Federal agency debt securities (2)          70,890       1,854      39,311        2,054       1,810       4,408       4,709       3,831       1,141         673       1,341       2,753       7,005
      Mortgage-backed securities (4)           1,164,991      30,463     646,035       33,755      29,753      72,440      77,389      62,952      18,745      11,055      22,040      45,239     115,124
    Unamortized premiums on securities held 
      outright (5)                               200,922       5,254     111,419        5,822       5,131      12,493      13,347      10,857       3,233       1,907       3,801       7,802      19,855
    Unamortized discounts on securities     
      held outright (5)                           -1,902         -50      -1,055          -55         -49        -118        -126        -103         -31         -18         -36         -74        -188
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            327           4         273            0           0           1           3          11           9          13          11           2           2
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,424           0       1,424            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)            388           0         388            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                      87           0           0            0           0           0          86           0           0           0           0           0           0
  Bank premises                                    2,297         120         429           71         113         229         212         201         129         101         250         235         206
  Central bank liquidity swaps (11)                1,771          87         566          137         138         372         101          50          15           7          18          28         251
  Foreign currency denominated assets (12)        23,558       1,158       7,533        1,822       1,837       4,947       1,342         672         196          99         238         374       3,341
  Other assets (13)                               19,129         529      10,137          690         500       1,360       1,296       1,029         339         241         380         766       1,862
  Interdistrict settlement account                     0  -   20,425  +  176,318   -   15,391  -   14,637  -    9,209  -   28,184  -   35,947  -    8,657  -   10,673  -   17,370  -   32,258  +   16,434
                                                                                                                                                                                                         
Total assets                                   3,400,183      69,247   2,051,221       84,628      73,952     206,558     198,515     147,625      46,142      21,746      47,202      99,772     353,574

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, June 5, 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            1,437,587      46,254     553,469      46,034      60,197     108,209     174,831      94,385      36,389      23,407      38,755      99,549     156,110
    Less: Notes held by F.R. Banks               290,067      12,191      93,300       6,521       8,994      11,839      32,027      16,704       3,792       9,990      12,735      49,682      32,293
      Federal Reserve notes, net               1,147,520      34,063     460,169      39,512      51,204      96,370     142,804      77,681      32,597      13,417      26,021      49,867     123,816
  Reverse repurchase agreements (14)              94,279       2,465      52,282       2,732       2,408       5,862       6,263       5,094       1,517         895       1,784       3,661       9,317
  Deposits                                     2,094,786      29,904   1,517,226      37,837      15,721      92,024      44,956      62,987      11,404       6,951      18,691      45,074     212,010
    Term deposits held by depository        
        institutions                              10,496          95       6,891         850           0          40         705         255           0          95         210         105       1,250
    Other deposits held by depository       
        institutions                           2,026,257      29,807   1,452,603      36,946      15,718      91,797      44,240      62,694      11,404       6,856      18,480      44,968     210,745
    U.S. Treasury, General Account                41,025           0      41,025           0           0           0           0           0           0           0           0           0           0
    Foreign official                              11,182           2      11,155           3           3           8           2           1           0           0           0           1           6
    Other                                          5,825           0       5,552          37           0         179           9          37           0           0           1           1           9
  Deferred availability cash items                   980           0           0           0           0           0         866           0           0         113           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,970          53         984         118          56         225         119          91          26          13          31          67         187
  Other liabilities and accrued             
     dividends (16)                                5,630         165       3,027         205         217         546         322         260         135         122         112         185         333
                                                                                                                                                                                                        
Total liabilities                              3,345,164      66,651   2,033,689      80,403      69,605     195,027     195,330     146,113      45,679      21,512      46,638      98,854     345,663
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,509       1,298       8,766       2,113       2,173       5,765       1,592         756         232         117         282         459       3,956
  Surplus                                         27,509       1,298       8,766       2,113       2,173       5,765       1,592         756         232         117         282         459       3,956
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,400,183      69,247   2,051,221      84,628      73,952     206,558     198,515     147,625      46,142      21,746      47,202      99,772     353,574

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, June 5, 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   
                                                                                           Jun 5, 2013  

Federal Reserve notes outstanding                                                            1,437,587  
  Less: Notes held by F.R. Banks not subject to collateralization                              290,067  
    Federal Reserve notes to be collateralized                                               1,147,520  
Collateral held against Federal Reserve notes                                                1,147,520  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,131,283  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,133,890  
  Less: Face value of securities under reverse repurchase agreements                            84,473  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,049,418  

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.