FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                      May 2, 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   May 1, 2013 
Federal Reserve Banks                                      May 1, 2013 Apr 24, 2013  May 2, 2012              

Reserve Bank credit                                         3,266,101   -    4,761   +  448,528    3,273,728  
  Securities held outright (1)                              3,034,034   -    6,016   +  424,766    3,041,571  
    U.S. Treasury securities                                1,840,524   +    9,157   +  173,632    1,847,983  
      Bills (2)                                                     0            0   -   18,423            0  
      Notes and bonds, nominal (2)                          1,748,249   +    8,986   +  176,436    1,755,658  
      Notes and bonds, inflation-indexed (2)                   80,277            0   +   12,857       80,277  
      Inflation compensation (3)                               11,999   +      173   +    2,763       12,048  
    Federal agency debt securities (2)                         72,053            0   -   22,518       72,053  
    Mortgage-backed securities (4)                          1,121,457   -   15,173   +  273,652    1,121,535  
  Unamortized premiums on securities held outright (5)        196,106   +      479   +   69,042      196,344  
  Unamortized discounts on securities held outright (5)        -1,650   +       14   +      676       -1,649  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           405   -        4   -    6,223          419  
    Primary credit                                                 10   -        7   -       73           15  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                                17   +        4   +        3           26  
    Term Asset-Backed Securities Loan Facility (7)                377   -        1   -    6,154          377  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,425   +       16   -    2,751        1,428  
  Net portfolio holdings of Maiden Lane II LLC (9)                 64            0   +       45           64  
  Net portfolio holdings of Maiden Lane III LLC (10)               22            0   -   19,953           22  
  Net portfolio holdings of TALF LLC (11)                         393            0   -      443          393  
  Float                                                          -689   -       59   +      175         -698  
  Central bank liquidity swaps (12)                             8,576   +    1,024   -   19,375        8,576  
  Other Federal Reserve assets (13)                            27,415   -      215   +    2,568       27,259  
Foreign currency denominated assets (14)                       23,651   +      149   -    2,138       23,850  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,015   +       14   +      588       45,015  
                                                                                                              
Total factors supplying reserve funds                       3,351,008   -    4,598   +  446,979    3,358,835  

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   May 1, 2013 
Federal Reserve Banks                                      May 1, 2013 Apr 24, 2013  May 2, 2012              

Currency in circulation (15)                                 1,180,382   +    1,566   +   79,848    1,182,772 
Reverse repurchase agreements (16)                              95,161   +      927   -    2,785       95,281 
  Foreign official and international accounts                   95,161   +      927   -    2,785       95,281 
  Others                                                             0            0            0            0 
Treasury cash holdings                                             186   +        3   +       46          183 
Deposits with F.R. Banks, other than reserve balances          177,687   -   20,188   +   39,449      201,664 
  Term deposits held by depository institutions                      0            0            0            0 
  U.S. Treasury, General Account                               157,054   +   28,354   +   36,306      184,624 
  Foreign official                                               9,958   +       88   +    9,820        9,949 
  Service-related                                                    0            0   -    1,927            0 
    Required clearing balances                                       0            0   -    1,927            0 
    Adjustments to compensate for float                              0            0            0            0 
  Other                                                         10,675   -   48,630   -    4,749        7,091 
Other liabilities and capital (17)                              65,751   -      625   -    8,961       65,382 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,519,167   -   18,318   +  107,598    1,545,282 
                                                                                                              
Reserve balances with Federal Reserve Banks                  1,831,841   +   13,719   +  339,381    1,813,553 

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   May 1, 2013 
                                                           May 1, 2013 Apr 24, 2013  May 2, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,295,051   -    2,629   +  196,484    3,297,441 
  Marketable U.S. Treasury securities (1)                    2,945,728   +    1,108   +  252,040    2,948,108 
  Federal agency debt and mortgage-backed securities (2)       310,894   -    3,936   -   56,485      310,750 
  Other securities (3)                                          38,429   +      199   +      928       38,583 
Securities lent to dealers                                      22,696   +    3,872   +    8,914       23,669 
  Overnight facility (4)                                        22,696   +    3,872   +    8,914       23,669 
    U.S. Treasury securities                                    21,680   +    3,688   +    8,780       22,290 
    Federal agency debt securities                               1,016   +      184   +      135        1,379 

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, May 1, 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)                                       15            26             0           377             0           ...           419 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       2             4           308       491,298       882,001       474,369     1,847,983 
  Weekly changes                        +        1    -        2    +        1    +   23,632    -   15,076    +    3,199    +   11,756 
Federal agency debt securities (3)                                                                                                     
  Holdings                                       0         5,532        21,556        40,574         2,044         2,347        72,053 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             1             1         2,686     1,118,847     1,121,535 
  Weekly changes                                 0             0             0             0    -       56    -   14,416    -   14,472 
Asset-backed securities held by      
  TALF LLC (5)                                   0             0             0             0             0             0             0 
Repurchase agreements (6)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (7)             1,300         7,276             0             0             0             0         8,576 
                                                                                                                                       
Reverse repurchase agreements (6)           95,281             0           ...           ...           ...           ...        95,281 
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   
                                                                                                                       May 1, 2013  

Mortgage-backed securities held outright (1)                                                                             1,121,535  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           92,712  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   41  



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   
                                                                                                                       May 1, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,428  
                                                                                                                                    
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   
                                                                                                                       May 1, 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   
                                                                                                                       May 1, 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   
                                                                                                                       May 1, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         393  
Net portfolio holdings of TALF LLC                                                                                             393  
                                                                                                                                    
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        May 1, 2013   Wednesday    Wednesday  
                                                        consolidation                Apr 24, 2013  May 2, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        2,039   -        8   -      191  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,236,685   -    2,453   +  494,444  
    Securities held outright (1)                                          3,041,571   -    2,716   +  431,550  
      U.S. Treasury securities                                            1,847,983   +   11,756   +  180,353  
        Bills (2)                                                                 0            0   -   18,423  
        Notes and bonds, nominal (2)                                      1,755,658   +   11,598   +  183,394  
        Notes and bonds, inflation-indexed (2)                               80,277            0   +   12,611  
        Inflation compensation (3)                                           12,048   +      157   +    2,771  
      Federal agency debt securities (2)                                     72,053            0   -   22,518  
      Mortgage-backed securities (4)                                      1,121,535   -   14,472   +  273,715  
    Unamortized premiums on securities held outright  
    (5)                                                                     196,344   +      250   +   68,599  
    Unamortized discounts on securities held outright 
    (5)                                                                      -1,649   +       13   +      677  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       419   +        1   -    6,382  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,428   +        4   -    2,755  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +       45  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -   20,185  
  Net portfolio holdings of TALF LLC (10)                                       393            0   -      443  
  Items in process of collection                                   (0)          591   +      457   +      305  
  Bank premises                                                               2,296   -        5   -       69  
  Central bank liquidity swaps (11)                                           8,576   +    1,024   -   18,680  
  Foreign currency denominated assets (12)                                   23,850   +      423   -    1,938  
  Other assets (13)                                                          25,014   -      896   +    2,383  
                                                                                                               
Total assets                                                       (0)    3,317,194   -    1,455   +  452,914  

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        May 1, 2013   Wednesday    Wednesday  
                                                        consolidation                Apr 24, 2013  May 2, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,139,975   +    2,370   +   79,342 
  Reverse repurchase agreements (14)                                          95,281   +    4,826   +    4,945 
  Deposits                                                          (0)    2,015,267   -    9,734   +  375,683 
    Term deposits held by depository institutions                                  0            0            0 
    Other deposits held by depository institutions                         1,813,604   +   64,117   +  330,460 
    U.S. Treasury, General Account                                           184,624   +   17,003   +   47,878 
    Foreign official                                                           9,949   +       80   +    9,812 
    Other                                                           (0)        7,091   -   90,932   -   12,467 
  Deferred availability cash items                                  (0)        1,290   +      437   +      153 
  Other liabilities and accrued dividends (15)                                10,225   +      617   -    7,885 
                                                                                                               
Total liabilities                                                   (0)    3,262,037   -    1,484   +  452,236 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,579   +       15   +      339 
  Surplus                                                                     27,579   +       15   +      339 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 55,157   +       29   +      678 

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, May 1, 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                                             2,039          40         101          132         146         360         184         302          26          53         162         189         344
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,236,685      84,625   1,795,020       93,768      82,651     201,239     214,988     174,887      52,073      30,717      61,236     125,672     319,808
    Securities held outright (1)               3,041,571      79,534   1,686,676       88,127      77,679     189,127     202,048     164,356      48,940      28,862      57,543     118,112     300,568
      U.S. Treasury securities                 1,847,983      48,323   1,024,782       53,544      47,196     114,909     122,759      99,858      29,735      17,536      34,962      71,762     182,618
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    1,847,983      48,323   1,024,782       53,544      47,196     114,909     122,759      99,858      29,735      17,536      34,962      71,762     182,618
      Federal agency debt securities (2)          72,053       1,884      39,956        2,088       1,840       4,480       4,786       3,893       1,159         684       1,363       2,798       7,120
      Mortgage-backed securities (4)           1,121,535      29,327     621,937       32,496      28,643      69,738      74,502      60,604      18,046      10,642      21,218      43,552     110,830
    Unamortized premiums on securities held 
      outright (5)                               196,344       5,134     108,881        5,689       5,014      12,209      13,043      10,610       3,159       1,863       3,715       7,625      19,403
    Unamortized discounts on securities     
      held outright (5)                           -1,649         -43        -915          -48         -42        -103        -110         -89         -27         -16         -31         -64        -163
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            419           0         378            0           1           5           7          11           1           7           9           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,428           0       1,428            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)            393           0         393            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     591           0           0            0           0           0         591           0           0           0           0           0           0
  Bank premises                                    2,296         118         427           72         114         229         213         201         129         102         250         236         206
  Central bank liquidity swaps (11)                8,576         421       2,741          663         669       1,801         489         245          71          36          87         136       1,216
  Foreign currency denominated assets (12)        23,850       1,172       7,631        1,844       1,860       5,007       1,358         680         199         100         241         378       3,381
  Other assets (13)                               25,014         690      13,420          737         654       1,741       1,689       1,346         453         302         495         990       2,496
  Interdistrict settlement account                     0  -   17,866  +  180,872   -   17,304  -   12,092  -   19,029  -   23,112  -   22,685  -    6,365  -    7,992  -   15,603  -   23,938  -   14,886
                                                                                                                                                                                                         
Total assets                                   3,317,194      69,788   2,007,863       80,520      74,751     192,616     198,474     156,191      47,046      23,597      47,330     104,673     314,346

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, May 1, 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            1,415,921      46,546     539,297      46,237      60,655     104,664     173,310      94,883      36,568      23,358      37,393      98,564     154,446
    Less: Notes held by F.R. Banks               275,946      12,281      90,447       4,872       8,733      11,085      32,868      15,052       3,512       8,414      10,955      49,220      28,508
      Federal Reserve notes, net               1,139,975      34,265     448,850      41,365      51,923      93,579     140,442      79,831      33,056      14,945      26,438      49,344     125,938
  Reverse repurchase agreements (14)              95,281       2,491      52,837       2,761       2,433       5,925       6,329       5,149       1,533         904       1,803       3,700       9,416
  Deposits                                     2,015,267      30,179   1,482,910      31,767      15,735      80,610      46,761      69,220      11,795       7,255      18,340      50,369     170,325
    Term deposits held by depository        
        institutions                                   0           0           0           0           0           0           0           0           0           0           0           0           0
    Other deposits held by depository       
        institutions                           1,813,604      30,175   1,281,535      31,724      15,732      80,427      46,751      69,193      11,795       7,255      18,338      50,367     170,311
    U.S. Treasury, General Account               184,624           0     184,624           0           0           0           0           0           0           0           0           0           0
    Foreign official                               9,949           2       9,921           3           3           8           2           1           0           0           0           1           6
    Other                                          7,091           2       6,830          40           0         174           8          26           0           0           1           1           9
  Deferred availability cash items                 1,290           0           7           0           0           0       1,185           0           0          98           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,809          51         897          72          64         191         121          86          29          15          30          63         190
  Other liabilities and accrued             
     dividends (16)                                8,416         215       4,841         266         266         649         470         393         169         145         156         280         566
                                                                                                                                                                                                        
Total liabilities                              3,262,037      67,201   1,990,342      76,230      70,421     180,953     195,308     154,679      46,583      23,363      46,767     103,755     306,436
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,579       1,293       8,761       2,145       2,165       5,831       1,583         756         232         117         281         459       3,955
  Surplus                                         27,579       1,293       8,761       2,145       2,165       5,831       1,583         756         232         117         281         459       3,955
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,317,194      69,788   2,007,863      80,520      74,751     192,616     198,474     156,191      47,046      23,597      47,330     104,673     314,346

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, May 1, 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   
                                                                                           May 1, 2013  

Federal Reserve notes outstanding                                                            1,415,921  
  Less: Notes held by F.R. Banks not subject to collateralization                              275,946  
    Federal Reserve notes to be collateralized                                               1,139,975  
Collateral held against Federal Reserve notes                                                1,139,975  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,123,738  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,041,571  
  Less: Face value of securities under reverse repurchase agreements                            80,801  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        2,960,770  

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.