FEDERAL RESERVE statistical release

For release at
4:30 P.M. EDT
August 1, 2013

The weekly average values, shown in table 1, reflect the June 30, 2013, quarterly updates to the fair values
of the net portfolio holdings of Maiden Lane LLC and the fair value adjustment of the Term Asset-Backed
Securities Loan Facility, or TALF, which is included in "Other Federal Reserve assets." The amounts for the first
six days of this reporting week are based on the values as of March 31, 2013, and the amounts for the last day
of the reporting week are based on the values as of June 30, 2013.                                          

FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                   August 1, 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  Jul 31, 2013 
Federal Reserve Banks                                     Jul 31, 2013 Jul 24, 2013  Aug 1, 2012              

Reserve Bank credit                                         3,524,211   +    7,634   +  717,997    3,528,797  
  Securities held outright (1)                              3,290,839   +    8,179   +  697,025    3,295,892  
    U.S. Treasury securities                                1,977,368   +   13,380   +  328,006    1,982,407  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,880,038   +   13,341   +  309,642    1,885,063  
      Notes and bonds, inflation-indexed (2)                   84,406            0   +   15,320       84,406  
      Inflation compensation (3)                               12,924   +       39   +    3,044       12,938  
    Federal agency debt securities (2)                         66,521            0   -   24,508       66,521  
    Mortgage-backed securities (4)                          1,246,950   -    5,201   +  393,527    1,246,964  
  Unamortized premiums on securities held outright (5)        204,231   -      390   +   59,974      204,101  
  Unamortized discounts on securities held outright (5)        -3,125   -      171   -    1,113       -3,222  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           351   -       10   -    3,350          320  
    Primary credit                                                 11   +        1   -       21            8  
    Secondary credit                                                0            0   -        1            0  
    Seasonal credit                                               129   +       13   +        8          128  
    Term Asset-Backed Securities Loan Facility (7)                211   -       25   -    3,336          185  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,425   +       11   -      657        1,488  
  Net portfolio holdings of Maiden Lane II LLC (9)                 64            0   +        3           64  
  Net portfolio holdings of Maiden Lane III LLC (10)               22            0   -    7,196           22  
  Net portfolio holdings of TALF LLC (11)                         268            0   -      580          268  
  Float                                                          -654   -       17   +       16         -816  
  Central bank liquidity swaps (12)                             1,479   -        1   -   29,543        1,479  
  Other Federal Reserve assets (13)                            29,311   +       35   +    3,419       29,201  
Foreign currency denominated assets (14)                       23,842   +      284   -    1,291       23,872  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,211   +       14   +      648       45,211  
                                                                                                              
Total factors supplying reserve funds                       3,609,506   +    7,934   +  717,355    3,614,122  

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  Jul 31, 2013 
Federal Reserve Banks                                     Jul 31, 2013 Jul 24, 2013  Aug 1, 2012              

Currency in circulation (15)                                 1,194,999   +      738   +   82,996    1,197,424 
Reverse repurchase agreements (16)                              89,270   +    2,016   -      611       91,085 
  Foreign official and international accounts                   89,270   +    2,016   -      611       91,085 
  Others                                                             0            0            0            0 
Treasury cash holdings                                             136   +        8   +       15          144 
Deposits with F.R. Banks, other than reserve balances          106,983   -   53,353   +   45,888      141,717 
  Term deposits held by depository institutions                 11,913            0   +    8,873       11,913 
  U.S. Treasury, General Account                                60,063   +    1,660   +   17,961      109,693 
  Foreign official                                              10,435   +      331   +    7,077       10,481 
  Other                                                         24,572   -   55,344   +   11,978        9,630 
Other liabilities and capital (17)                              63,595   -    1,078   -    3,637       62,908 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,454,984   -   51,669   +  124,652    1,493,279 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,154,522   +   59,602   +  592,703    2,120,843 

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  Jul 31, 2013 
                                                          Jul 31, 2013 Jul 24, 2013  Aug 1, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,264,725   -    5,264   +  137,915    3,269,178 
  Marketable U.S. Treasury securities (1)                    2,917,987   -   12,149   +  160,557    2,923,940 
  Federal agency debt and mortgage-backed securities (2)       309,715   +    6,733   -   21,640      308,078 
  Other securities (3)                                          37,023   +      151   -    1,002       37,160 
Securities lent to dealers                                       9,043   -    1,752   -      364        8,121 
  Overnight facility (4)                                         9,043   -    1,752   -      364        8,121 
    U.S. Treasury securities                                     8,207   -    1,814   -      473        7,146 
    Federal agency debt securities                                 836   +       62   +      110          975 

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, July 31, 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)                                      100            35            16           168             0           ...           320 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       0             3           382       595,418       869,614       516,990     1,982,407 
  Weekly changes                        -        1             0    +       40    +   24,479    -   16,540    +    4,425    +   12,404 
Federal agency debt securities (3)                                                                                                     
  Holdings                                     808         6,633        16,953        39,718            62         2,347        66,521 
  Weekly changes                        +      808    -      808    +      523    -      523             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             1         2,564     1,244,399     1,246,964 
  Weekly changes                                 0             0             0             0    -       54    -   13,909    -   13,964 
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)             1,293           186             0             0             0             0         1,479 
                                                                                                                                       
Reverse repurchase agreements (6)           91,085             0           ...           ...           ...           ...        91,085 
Term deposits                               11,913             0             0           ...           ...           ...        11,913 

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   
                                                                                                                      Jul 31, 2013  

Mortgage-backed securities held outright (1)                                                                             1,246,964  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           88,772  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   34  



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   
                                                                                                                      Jul 31, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,488  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                                    0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of
the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to
the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan
Chase & Co. Any remaining funds will be paid to the FRBNY.

                                              

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Jul 31, 2013  

Net portfolio holdings of Maiden Lane II LLC (1)                                                                                64  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                          0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The deferred payment represents the portion of the proceeds of the net portfolio            
    holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase
    agreement. The fair value of this payment and accrued interest payable are included in other        
    liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.


Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC
from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of
Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due
to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.                  





6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Jul 31, 2013  

Net portfolio holdings of Maiden Lane III LLC (1)                                                                               22  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                      0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments
by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order:
operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due
to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

               

7. Information on Principal Accounts of TALF LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Jul 31, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         268  
Net portfolio holdings of TALF LLC                                                                                             268  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                            0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date.         
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities
Loan Facility (TALF) under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility
under which the Federal Reserve Bank of New York (FRBNY) extended loans with a term of up to five years to
holders of eligible asset-backed securities. The Federal Reserve closed the TALF for new loan extensions in 2010.
The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the
borrower can be discharged by surrendering the collateral to the FRBNY.                                     

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received
by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed,
for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a
price equal to the TALF loan plus accrued but unpaid interest. Prior to January 15, 2013, the U.S. Treasury's
Troubled Asset Relief Program (TARP) committed backup funding to TALF LLC, providing credit protection to the
FRBNY. However, the accumulated fees and income collected through the TALF and held by TALF LLC now exceed the
remaining amount of TALF loans outstanding. Accordingly, the TARP credit protection commitment has been
terminated, and TALF LLC has begun to distribute excess proceeds to the Treasury and the FRBNY. Any remaining funds
will be shared by the FRBNY and the U.S. Treasury.                                                          




8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Jul 31, 2013   Wednesday    Wednesday  
                                                        consolidation                Jul 24, 2013  Aug 1, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,969   -        4   -      151  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,497,090   -    2,392   +  756,883  
    Securities held outright (1)                                          3,295,892   -    1,560   +  702,091  
      U.S. Treasury securities                                            1,982,407   +   12,404   +  333,113  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,885,063   +   12,365   +  314,727  
        Notes and bonds, inflation-indexed (2)                               84,406            0   +   15,320  
        Inflation compensation (3)                                           12,938   +       39   +    3,066  
      Federal agency debt securities (2)                                     66,521            0   -   24,508  
      Mortgage-backed securities (4)                                      1,246,964   -   13,964   +  393,486  
    Unamortized premiums on securities held outright  
    (5)                                                                     204,101   -      616   +   59,369  
    Unamortized discounts on securities held outright 
    (5)                                                                      -3,222   -      191   -    1,243  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       320   -       24   -    3,333  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,488   +       74   -      597  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +        3  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -    7,355  
  Net portfolio holdings of TALF LLC (10)                                       268            0   -      580  
  Items in process of collection                                   (0)          105   +       14   -      177  
  Bank premises                                                               2,296            0   -       56  
  Central bank liquidity swaps (11)                                           1,479   -        1   -   29,543  
  Foreign currency denominated assets (12)                                   23,872   +      249   -    1,259  
  Other assets (13)                                                          26,905   -      719   +    3,509  
                                                                                                               
Total assets                                                       (0)    3,571,797   -    2,777   +  720,679  

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       Jul 31, 2013   Wednesday    Wednesday  
                                                        consolidation                Jul 24, 2013  Aug 1, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,154,322   +    2,336   +   81,731 
  Reverse repurchase agreements (14)                                          91,085   +    5,530   +    1,279 
  Deposits                                                          (0)    2,262,560   -   10,161   +  640,930 
    Term deposits held by depository institutions                             11,913            0   +    8,873 
    Other deposits held by depository institutions                         2,120,843   +   21,514   +  579,844 
    U.S. Treasury, General Account                                           109,693   +   58,727   +   57,010 
    Foreign official                                                          10,481   +       71   +    6,248 
    Other                                                           (0)        9,630   -   90,472   -   11,045 
  Deferred availability cash items                                  (0)          921   +       58   +       37 
  Other liabilities and accrued dividends (15)                                 7,884   -      533   -    3,636 
                                                                                                               
Total liabilities                                                   (0)    3,516,773   -    2,769   +  720,343 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,512   -        4   +      168 
  Surplus                                                                     27,512   -        4   +      168 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 55,024   -        8   +      336 

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, July 31, 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                                             1,969          34          84          123         136         337         193         288          30          47         159         193         345
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,497,090      91,437   1,939,289      101,316      89,304     217,432     232,306     188,991      56,285      33,209      66,173     135,796     345,551
    Securities held outright (1)               3,295,892      86,184   1,827,707       95,496      84,174     204,941     218,942     178,098      53,032      31,275      62,355     127,988     325,700
      U.S. Treasury securities                 1,982,407      51,838   1,099,326       57,439      50,629     123,268     131,689     107,122      31,898      18,811      37,505      76,982     195,901
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    1,982,407      51,838   1,099,326       57,439      50,629     123,268     131,689     107,122      31,898      18,811      37,505      76,982     195,901
      Federal agency debt securities (2)          66,521       1,739      36,889        1,927       1,699       4,136       4,419       3,595       1,070         631       1,259       2,583       6,574
      Mortgage-backed securities (4)           1,246,964      32,607     691,493       36,130      31,846      77,537      82,834      67,382      20,064      11,833      23,591      48,423     123,225
    Unamortized premiums on securities held 
      outright (5)                               204,101       5,337     113,182        5,914       5,213      12,691      13,558      11,029       3,284       1,937       3,861       7,926      20,169
    Unamortized discounts on securities     
      held outright (5)                           -3,222         -84      -1,787          -93         -82        -200        -214        -174         -52         -31         -61        -125        -318
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            320           0         187            0           0           0          20          38          21          28          18           8           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,488           0       1,488            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)            268           0         268            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     105           0           0            0           0           0         105           0           0           0           0           0           0
  Bank premises                                    2,296         119         432           72         112         230         212         202         128         101         249         234         205
  Central bank liquidity swaps (11)                1,479          73         473          114         115         311          84          42          12           6          15          23         210
  Foreign currency denominated assets (12)        23,872       1,172       7,642        1,845       1,861       5,010       1,359         680         199         100         241         378       3,384
  Other assets (13)                               26,905         741      14,507          790         705       1,861       1,810       1,453         484         322         533       1,062       2,636
  Interdistrict settlement account                     0  -   27,740  +  282,505   -   32,848  -   19,191  -   16,515  -   44,401  -   53,704  -   15,020  -   13,989  -   22,426  -   37,609  +      937
                                                                                                                                                                                                         
Total assets                                   3,571,797      66,423   2,252,518       72,020      73,792     209,934     193,743     139,169      42,579      20,077      45,408     101,088     355,048

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, July 31, 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            1,478,390      46,396     553,573      45,701      61,272     111,548     181,165      95,785      37,080      23,402      39,463     116,633     166,372
    Less: Notes held by F.R. Banks               324,068      13,202      93,587       8,615       9,973      14,047      34,698      21,861       4,745      10,951      13,297      62,042      37,049
      Federal Reserve notes, net               1,154,322      33,194     459,986      37,086      51,299      97,501     146,467      73,924      32,336      12,451      26,166      54,591     129,323
  Reverse repurchase agreements (14)              91,085       2,382      50,511       2,639       2,326       5,664       6,051       4,922       1,466         864       1,723       3,537       9,001
  Deposits                                     2,262,560      28,041   1,720,026      27,819      15,586      94,656      36,858      58,421       8,139       6,152      16,800      41,752     208,311
    Term deposits held by depository        
        institutions                              11,913           5       8,010         800           0       1,045         700         128           0          70         150           5       1,000
    Other deposits held by depository       
        institutions                           2,120,843      28,032   1,582,664      26,984      15,582      93,269      36,146      58,257       8,138       6,082      16,648      41,744     207,295
    U.S. Treasury, General Account               109,693           0     109,693           0           0           0           0           0           0           0           0           0           0
    Foreign official                              10,481           2      10,454           3           3           8           2           1           0           0           0           1           6
    Other                                          9,630           1       9,205          32           0         334          10          35           0           0           1           2          10
  Deferred availability cash items                   921           0           0           0           0           0         692           0           0         230           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,276          32         741          40          24          67          93          61          19          12          22          50         114
  Other liabilities and accrued             
     dividends (16)                                6,608         176       3,707         211         211         523         389         329         156         135         134         238         400
                                                                                                                                                                                                        
Total liabilities                              3,516,773      63,825   2,234,970      67,794      69,446     198,411     190,549     137,658      42,115      19,844      44,846     100,167     347,148
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,512       1,299       8,774       2,113       2,173       5,761       1,597         755         232         117         281         461       3,950
  Surplus                                         27,512       1,299       8,774       2,113       2,173       5,761       1,597         755         232         117         281         461       3,950
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,571,797      66,423   2,252,518      72,020      73,792     209,934     193,743     139,169      42,579      20,077      45,408     101,088     355,048

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, July 31, 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   
                                                                                          Jul 31, 2013  

Federal Reserve notes outstanding                                                            1,478,390  
  Less: Notes held by F.R. Banks not subject to collateralization                              324,068  
    Federal Reserve notes to be collateralized                                               1,154,322  
Collateral held against Federal Reserve notes                                                1,154,322  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,138,085  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,295,892  
  Less: Face value of securities under reverse repurchase agreements                            81,141  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,214,751  

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.