---

FEDERAL RESERVEstatistical release



H.4.1

|Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks
|--------------------------------------------------------------------------------------------------------------



1.Factors Affecting Reserve Balances of Depository Institutions

Millionsof dollars

|Reserve Bank credit, related items, andreserve balances of depository institutions at Federal Reserve Banks | Averages of daily figures | WednesdayJan 2, 2013
|----------------------------------------------------------------------------------------------------------- | ------------------------- | --------------------
|
|
|2,896,291                                                                                                   | −    8,914                | −    4,355          
|2,666,291                                                                                                   | −    8,569                | +   61,152          
|1,662,851                                                                                                   | +    6,185                | −      595          
|0                                                                                                           | 0                         | −   18,423          
|1,577,181                                                                                                   | +    6,195                | +   10,227          
|74,740                                                                                                      | 0                         | +    6,272          
|10,930                                                                                                      | −       11                | +    1,329          
|76,783                                                                                                      | −      357                | −   27,211          
|926,658                                                                                                     | −   14,396                | +   88,959          
|0                                                                                                           | 0                         | 0                   
|614                                                                                                         | −       26                | −    8,518          
|28                                                                                                          | +       11                | −       78          
|0                                                                                                           | 0                         | 0                   
|31                                                                                                          | +        1                | +       11          
|556                                                                                                         | −       37                | −    8,451          
|0                                                                                                           | 0                         | 0                   
|1,413                                                                                                       | −       15                | −    5,819          
|61                                                                                                          | 0                         | −    9,200          
|22                                                                                                          | 0                         | −   17,727          
|856                                                                                                         | 0                         | +       45          
|-696                                                                                                        | −       52                | +      164          
|8,889                                                                                                       | 0                         | −   90,934          
|218,840                                                                                                     | −      252                | +   66,481          
|11,041                                                                                                      | 0                         | 0                   
|5,200                                                                                                       | 0                         | 0                   
|44,817                                                                                                      | +       14                | +      619          
|                                                                                                            |                           |                     
|2,957,349                                                                                                   | −    8,900                | −    3,735          

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)

Millionsof dollars

|Reserve Bank credit, related items, and reserve balances of depository institutions atFederal Reserve Banks | Averages of daily figures | WednesdayJan 2, 2013
|----------------------------------------------------------------------------------------------------------- | ------------------------- | --------------------
|
|
|1,168,963                                                                                                   | +    5,365                | +   93,486          
|113,122                                                                                                     | +   11,762                | +   16,825          
|113,122                                                                                                     | +   11,762                | +   16,825          
|0                                                                                                           | 0                         | 0                   
|150                                                                                                         | +        2                | +       21          
|104,858                                                                                                     | −   24,074                | −   47,202          
|0                                                                                                           | 0                         | 0                   
|71,564                                                                                                      | +   16,001                | −   15,494          
|6,344                                                                                                       | +      181                | +    6,219          
|0                                                                                                           | 0                         | −    2,480          
|0                                                                                                           | 0                         | −    2,480          
|0                                                                                                           | 0                         | 0                   
|26,951                                                                                                      | −   40,255                | −   35,446          
|66,390                                                                                                      | −    2,340                | −    5,890          
|                                                                                                            |                           |                     
|1,453,483                                                                                                   | −    9,284                | +   57,239          
|                                                                                                            |                           |                     
|1,503,866                                                                                                   | +      384                | −   60,975          

Note:Components may not sum to totals because of rounding.

|1.                                                                                                                                                                                                                                                                                                                                                                                                                                                               
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Face value of the securities.                                                                                                                                                                                                                                                                                                                                                                                                                                    
|Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.                                                                                                                                                                                                                                                                                                                                                
|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.                                                                                                                                                                                                                                                                                               
|Cash value of agreements.                                                                                                                                                                                                                                                                                                                                                                                                                                        
|Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term Asset-Backed Securities Loan Facility.                                                                                                                                                                                                                                                                                                                   
|Refer to table 4 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                                                             
|Refer to table 5 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                                                             
|Refer to table 6 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                                                             
|Refer to table 7 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                                                             
|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.                                                                                                                                                             
|Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.                                                                                                                                                                                                          
|Estimated.                                                                                                                                                                                                                                                                                                                                                                                                                                                       
|Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                                                                                                                                                                                                                                                                                  
|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 theTreasury.







1A.Memorandum Items

Millionsof dollars

|Memorandum item | Averages of daily figures | WednesdayJan 2, 2013
|--------------- | ------------------------- | --------------------
|
|
|3,232,657       | −    3,704                | +  205,201          
|2,885,241       | −    2,350                | +  296,637          
|311,452         | −    1,306                | −   92,598          
|35,963          | −       48                | +    1,161          
|7,919           | −      752                | −    6,145          
|7,919           | −      752                | −    6,145          
|7,253           | −      704                | −    5,630          
|666             | −       48                | −      514          

Note:Components may not sum to totals because of rounding.

|1.                                                                                                                                                                 
|-------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the underlying mortgages.
|Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed securities, and commercial paper at face value.                    
|Face value. Fully collateralized by U.S. Treasury securities.                                                                                                      







|2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, January 2, 2013
|---------------------------------------------------------------------------------------------------------

Millionsof dollars

|Remaining Maturity | Within 15days | 16 days to90 days | 91 days to1 year | Over 1 yearto 5 years | Over 5 yearto 10 years | Over 10years | All
|------------------ | ------------- | ----------------- | ---------------- | --------------------- | ---------------------- | ------------ | ---
|29                 | 52            | 0                 | 506              | 0                     | ...                    | 587         
|                   |               |                   |                  |                       |                        |             
|0                  | 5             | 16                | 378,474          | 862,403               | 425,221                | 1,666,118   
|−      382         | +        1    | 0                 | +   13,204       | −    3,613            | −       20             | +    9,188  
|                   |               |                   |                  |                       |                        |             
|1,672              | 2,688         | 15,202            | 52,830           | 2,044                 | 2,347                  | 76,783      
|+    1,250         | −    1,250    | 0                 | 0                | 0                     | 0                      | 0           
|                   |               |                   |                  |                       |                        |             
|0                  | 0             | 2                 | 1                | 2,365                 | 924,323                | 926,691     
|0                  | 0             | 0                 | 0                | +        7            | +      126             | +      133  
|0                  | 0             | 0                 | 0                | 0                     | 0                      | 0           
|0                  | 0             | ...               | ...              | ...                   | ...                    | 0           
|1,742              | 7,147         | 0                 | 0                | 0                     | 0                      | 8,889       
|                   |               |                   |                  |                       |                        |             
|103,271            | 0             | ...               | ...              | ...                   | ...                    | 103,271     
|0                  | 0             | 0                 | ...              | ...                   | ...                    | 0           

Note:Components may not sumto totals because of rounding....Not applicable.



|1.                                                                                                                                                                                                                                                                                                  
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|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.                                                                                                             
|Face value.                                                                                                                                                                                                                                                                                         
|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.                                                                                                                                  
|Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.                                                                                                                                                                          
|Cash value of agreements.                                                                                                                                                                                                                                                                           
|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 onMortgage-Backed Securities

Millionsof dollars

|Account name | Wednesday
|------------ | ---------
|
|926,691     
|            
|116,902     
|1,600       
|            
|55          



|1.                                                                                                                                                 
|---------------------------------------------------------------------------------------------------------------------------------------------------
|Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls, and coupon swaps.
|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

Millionsof dollars

|Account name | Wednesday
|------------ | ---------
|
|1,413       
|            
|0           
|0           
|0           



|1.                                                                                                                                                                                                                                                        
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|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.
|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)ofthe Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to manage thoseassets throughtime 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

Millionsof dollars

|Account name | Wednesday
|------------ | ---------
|
|61          
|            
|0           
|0           
|0           



|1.                                                                                                                                                                                                                                                                                                                                                                                                          
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|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.                                                                                                                                                  
|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 authorityof 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

Millionsof dollars

|Account name | Wednesday
|------------ | ---------
|
|22          
|            
|0           
|0           
|0           



|1.                                                                                                                                                                                                                                                        
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|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.
|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 dueto 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

Millionsof dollars

|Account name | Wednesday
|------------ | ---------
|
|0           
|856         
|856         
|            
|0           
|0           
|113         



|1.                                                                                                                                                                                                                                                        
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|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.
|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 SecuritiesLoan Facility (TALF) under theauthorityof 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 termof 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.



TALFLLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in connection with thedecision 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, by the interest received on investments of TALF LLC, by up to $1.4billion in subordinated debt funding provided by the U.S. Treasury, and finally, by senior debt funding provided by the FRBNY. 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

Millionsof dollars

|Assets, liabilities, and capital | Eliminations from consolidation | WednesdayJan 2, 2013 | Change since
|-------------------------------- | ------------------------------- | -------------------- | ------------
|
|
|                                 |                                 |                      |             
|                                 | 11,037                          | 0                    | 0           
|                                 | 5,200                           | 0                    | 0           
|                                 | 2,103                           | −       11           | −      213  
|                                 | 2,670,180                       | +    9,296           | +   56,029  
|                                 | 2,669,592                       | +    9,321           | +   64,421  
|                                 | 1,666,118                       | +    9,188           | +    2,680  
|                                 | 0                               | 0                    | −   18,423  
|                                 | 1,580,472                       | +    9,220           | +   13,518  
|                                 | 74,740                          | 0                    | +    6,272  
|                                 | 10,906                          | −       32           | +    1,313  
|                                 | 76,783                          | 0                    | −   27,211  
|                                 | 926,691                         | +      133           | +   88,952  
|                                 | 0                               | 0                    | 0           
|                                 | 587                             | −       26           | −    8,393  
|                                 | 1,413                           | +        1           | −    5,826  
|                                 | 61                              | 0                    | −    9,082  
|                                 | 22                              | 0                    | −   17,766  
|                                 | 856                             | 0                    | +       45  
|(0)                              | 187                             | +       41           | −      327  
|                                 | 2,331                           | −        8           | +      149  
|                                 | 8,889                           | 0                    | −   90,934  
|                                 | 216,474                         | +      576           | +   66,608  
|                                 |                                 |                      |             
|(0)                              | 2,918,753                       | +    9,894           | −    1,316  

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)

Millionsof dollars

|Assets, liabilities, and capital | Eliminations from consolidation | WednesdayJan 2, 2013 | Change since
|-------------------------------- | ------------------------------- | -------------------- | ------------
|
|
|                                 |                                 |                      |             
|                                 | 1,126,861                       | +    2,283           | +   94,327  
|                                 | 103,271                         | +    3,418           | +   15,160  
|(0)                              | 1,622,799                       | +    5,542           | −  104,185  
|                                 | 0                               | 0                    | 0           
|                                 | 1,508,672                       | −   24,015           | −   72,877  
|                                 | 84,458                          | +   28,779           | −    2,573  
|                                 | 6,310                           | +      147           | +    6,185  
|(0)                              | 23,359                          | +      630           | −   34,920  
|(0)                              | 1,193                           | +      364           | −    1,218  
|                                 | 9,909                           | −    1,706           | −    6,321  
|                                 |                                 |                      |             
|(0)                              | 2,864,033                       | +    9,902           | −    2,236  
|                                 |                                 |                      |             
|                                 |                                 |                      |             
|                                 | 27,360                          | −        4           | +      460  
|                                 | 27,360                          | −        4           | +      460  
|                                 | 0                               | 0                    | 0           
|                                 |                                 |                      |             
|                                 | 54,720                          | −        8           | +      920  

Note:Components may not sum to totals because of rounding.

|1.                                                                                                                                                                                                                                                                                                                                                                                                                                 
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Face value of the securities.                                                                                                                                                                                                                                                                                                                                                                                                      
|Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.                                                                                                                                                                                                                                                                                                                  
|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.                                                                                                                                                                                                                                                                 
|Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                                                                                                                                                                                                                                                 
|Refer to table 4 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                               
|Refer to table 5 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                               
|Refer to table 6 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                               
|Refer to table 7 and the note on consolidation accompanying table 9.                                                                                                                                                                                                                                                                                                                                                               
|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.                                                                                                                               
|Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to credit extended by the Federal Reserve Bank of New York (FRBNY) to eligible borrowers through the Term Asset-Backed Securities Loan Facility.                                                                                                                                          
|Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                                                                                                                                                                                                                                                    
|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, January 2, 2013

Millionsof dollars

|Assets, liabilities, and capital | Total      | Boston     | New York   | Philadelphia | Cleveland  | Richmond   | Atlanta    | Chicago    | St. Louis  | Minneapolis | Kansas     | Dallas     | San
|-------------------------------- | ---------- | ---------- | ---------- | ------------ | ---------- | ---------- | ---------- | ---------- | ---------- | ----------- | ---------- | ---------- | ---
|
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|11,037                           | 408        | 3,824      | 437        | 515          | 890        | 1,337      | 839        | 313        | 192        | 315         | 725        | 1,242     
|5,200                            | 196        | 1,818      | 210        | 237          | 412        | 654        | 424        | 150        | 90         | 153         | 282        | 574       
|2,103                            | 39         | 89         | 141        | 145          | 372        | 208        | 311        | 35         | 51         | 165         | 196        | 353       
|2,670,180                        | 64,839     | 1,497,274  | 88,251     | 67,873       | 189,999    | 160,958    | 148,099    | 41,737     | 24,271     | 53,636      | 103,728    | 229,515   
|2,669,592                        | 64,839     | 1,496,719  | 88,251     | 67,873       | 189,999    | 160,958    | 148,097    | 41,737     | 24,269     | 53,633      | 103,728    | 229,490   
|1,666,118                        | 40,467     | 934,117    | 55,078     | 42,360       | 118,580    | 100,455    | 92,429     | 26,048     | 15,147     | 33,473      | 64,737     | 143,227   
|0                                | 0          | 0          | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|1,666,118                        | 40,467     | 934,117    | 55,078     | 42,360       | 118,580    | 100,455    | 92,429     | 26,048     | 15,147     | 33,473      | 64,737     | 143,227   
|76,783                           | 1,865      | 43,049     | 2,538      | 1,952        | 5,465      | 4,629      | 4,260      | 1,200      | 698        | 1,543       | 2,983      | 6,601     
|926,691                          | 22,508     | 519,554    | 30,634     | 23,561       | 65,954     | 55,873     | 51,409     | 14,488     | 8,424      | 18,618      | 36,007     | 79,663    
|0                                | 0          | 0          | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|587                              | 0          | 556        | 0          | 0            | 0          | 0          | 2          | 0          | 2          | 3           | 0          | 25        
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|1,413                            | 0          | 1,413      | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|61                               | 0          | 61         | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|22                               | 0          | 22         | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|856                              | 0          | 856        | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|187                              | 1          | 0          | 0          | 1            | 0          | 183        | 0          | 1          | 1          | 0           | 0          | 0         
|2,331                            | 119        | 448        | 70         | 115          | 229        | 215        | 202        | 131        | 103        | 252         | 239        | 209       
|8,889                            | 312        | 2,867      | 771        | 657          | 1,839      | 508        | 237        | 73         | 36         | 88          | 142        | 1,358     
|216,474                          | 5,557      | 115,083    | 8,501      | 6,732        | 18,927     | 13,015     | 11,287     | 3,236      | 1,898      | 4,113       | 7,859      | 20,267    
|0                                | +   14,351 | −   69,776 | −   14,705 | −    1,829   | −   32,039 | +   32,342 | −   11,156 | +    1,345 | +    2,858 | −    3,939  | +    4,608 | +   77,941
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|2,918,753                        | 85,821     | 1,553,981  | 83,676     | 74,445       | 180,628    | 209,420    | 150,244    | 47,019     | 29,500     | 54,783      | 117,778    | 331,459   

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, January 2, 2013(continued)

Millionsof dollars

|Assets, liabilities, and capital | Total  | Boston    | New York | Philadelphia | Cleveland | Richmond | Atlanta | Chicago | St. Louis | Minneapolis | Kansas  | Dallas  | San
|-------------------------------- | ------ | --------- | -------- | ------------ | --------- | -------- | ------- | ------- | --------- | ----------- | ------- | ------- | ---
|
|                                 |        |           |          |              |           |          |         |         |           |             |         |        
|1,354,322                        | 47,613 | 477,138   | 47,720   | 60,682       | 103,381   | 175,691  | 95,358  | 37,315  | 22,390    | 36,457      | 95,589  | 154,987
|227,461                          | 6,177  | 92,635    | 4,272    | 8,008        | 11,432    | 25,812   | 12,389  | 3,723   | 3,136     | 6,770       | 28,016  | 25,091 
|1,126,861                        | 41,436 | 384,503   | 43,448   | 52,674       | 91,950    | 149,879  | 82,970  | 33,591  | 19,254    | 29,687      | 67,573  | 129,896
|103,271                          | 2,508  | 57,899    | 3,414    | 2,626        | 7,350     | 6,227    | 5,729   | 1,615   | 939       | 2,075       | 4,013   | 8,878  
|1,622,799                        | 38,958 | 1,088,107 | 32,294   | 14,610       | 69,156    | 48,610   | 59,501  | 11,171  | 8,806     | 22,280      | 44,980  | 184,326
|0                                | 0      | 0         | 0        | 0            | 0         | 0        | 0       | 0       | 0         | 0           | 0       | 0      
|1,508,672                        | 38,949 | 974,122   | 32,278   | 14,607       | 69,095    | 48,600   | 59,474  | 11,170  | 8,806     | 22,278      | 44,973  | 184,319
|84,458                           | 0      | 84,458    | 0        | 0            | 0         | 0        | 0       | 0       | 0         | 0           | 0       | 0      
|6,310                            | 1      | 6,283     | 3        | 3            | 8         | 2        | 1       | 0       | 0         | 0           | 1       | 6      
|23,359                           | 7      | 23,244    | 13       | 0            | 53        | 7        | 26      | 0       | 0         | 1           | 6       | 1      
|1,193                            | 0      | 0         | 0        | 0            | 0         | 1,066    | 0       | 0       | 126       | 0           | 0       | 0      
|461                              | 12     | 273       | 14       | 9            | 21        | 30       | 27      | 8       | 5         | 7           | 19      | 35     
|9,448                            | 218    | 5,708     | 273      | 258          | 659       | 491      | 455     | 178     | 140       | 179         | 325     | 563    
|                                 |        |           |          |              |           |          |         |         |           |             |         |        
|2,864,033                        | 83,132 | 1,536,490 | 79,443   | 70,177       | 169,136   | 206,303  | 148,683 | 46,563  | 29,270    | 54,229      | 116,910 | 323,698
|                                 |        |           |          |              |           |          |         |         |           |             |         |        
|                                 |        |           |          |              |           |          |         |         |           |             |         |        
|27,360                           | 1,345  | 8,745     | 2,116    | 2,134        | 5,746     | 1,559    | 781     | 228     | 115       | 277         | 434     | 3,880  
|27,360                           | 1,345  | 8,745     | 2,116    | 2,134        | 5,746     | 1,559    | 781     | 228     | 115       | 277         | 434     | 3,880  
|0                                | 0      | 0         | 0        | 0            | 0         | 0        | 0       | 0       | 0         | 0           | 0       | 0      
|                                 |        |           |          |              |           |          |         |         |           |             |         |        
|2,918,753                        | 85,821 | 1,553,981 | 83,676   | 74,445       | 180,628   | 209,420  | 150,244 | 47,019  | 29,500    | 54,783      | 117,778 | 331,459

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, January 2, 2013(continued)



|1.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Face value of the securities.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
|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.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       
|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.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              
|Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              
|Refer to table 4 and the note on consolidation below.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           
|Refer to table 5 and the note on consolidation below.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           
|Refer to table 6 and the note on consolidation below.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           
|Refer to table 7 and the note on consolidation below.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                           
|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.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                            
|Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to credit extended by the Federal Reserve Bank of New York (FRBNY) to eligible borrowers through the Term Asset-Backed Securities Loan Facility.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                       
|Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                 
|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.
|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.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    



Noteon consolidation:

TheFederal 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.



TheFRBNY 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 inthis table (and table 1 and table 8).







10.Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts

Millionsof dollars

|Federal Reserve notes and collateral | Wednesday
|------------------------------------ | ---------
|
|1,354,322                           
|227,461                             
|1,126,861                           
|1,126,861                           
|11,037                              
|5,200                               
|1,110,624                           
|0                                   
|                                    
|2,669,592                           
|89,561                              
|2,580,032                           

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.



Statistical releases

---

Home Economic research and data  Accessibility Contact Us  Last update:      Thursday, January 03, 2013