FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                  August 13, 2015


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Aug 12, 2015 
Federal Reserve Banks                                     Aug 12, 2015  Aug 5, 2015 Aug 13, 2014              

Reserve Bank credit                                         4,450,134   +    2,523   +   72,968    4,450,894  
  Securities held outright (1)                              4,231,625   +      125   +   84,814    4,231,671  
    U.S. Treasury securities                                2,461,661   +      103   +   35,302    2,461,694  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          2,346,641            0   +   33,910    2,346,641  
      Notes and bonds, inflation-indexed (2)                   98,534            0   +    1,202       98,534  
      Inflation compensation (3)                               16,486   +      103   +      190       16,519  
    Federal agency debt securities (2)                         35,093            0   -    6,953       35,093  
    Mortgage-backed securities (4)                          1,734,871   +       22   +   56,466    1,734,884  
  Unamortized premiums on securities held outright (5)        196,111   -      381   -   13,121      195,988  
  Unamortized discounts on securities held outright (5)       -17,339   +       35   +    1,329      -17,328  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           212   +       14   -       56          238  
    Primary credit                                                  8   -        2   +        3           25  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               204   +       16   -       25          214  
    Term Asset-Backed Securities Loan Facility (7)                  0            0   -       34            0  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,702            0   +       33        1,702  
  Net portfolio holdings of Maiden Lane II LLC (9)                  0            0   -       63            0  
  Net portfolio holdings of Maiden Lane III LLC (9)                 0            0   -       22            0  
  Net portfolio holdings of TALF LLC (10)                           0            0   -       44            0  
  Float                                                           -46   -       42   +      527         -253  
  Central bank liquidity swaps (11)                               229   -       79   +      154          229  
  Other Federal Reserve assets (12)                            37,642   +    2,855   -      580       38,647  
Foreign currency denominated assets (13)                       19,528   -       14   -    4,187       19,772  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (14)                             47,023   +       14   +      960       47,023  
                                                                                                              
Total factors supplying reserve funds                       4,532,927   +    2,524   +   69,742    4,533,931  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Aug 12, 2015 
Federal Reserve Banks                                     Aug 12, 2015  Aug 5, 2015 Aug 13, 2014              

Currency in circulation (14)                                 1,375,030   +    1,834   +   86,920    1,376,776 
Reverse repurchase agreements (15)                             244,187   -   27,389   +   15,369      228,196 
  Foreign official and international accounts                  162,320   -    1,534   +   63,111      163,785 
  Others                                                        81,868   -   25,854   -   47,741       64,411 
Treasury cash holdings                                             141   +       29   -       14          149 
Deposits with F.R. Banks, other than reserve balances          288,320   +   67,025   +  193,387      307,029 
  Term deposits held by depository institutions                 66,066   +   66,066   +   66,066       66,066 
  U.S. Treasury, General Account                               196,323   -    7,178   +  118,257      207,989 
  Foreign official                                               5,244            0   -    1,321        5,244 
  Other (16)                                                    20,687   +    8,137   +   10,385       27,730 
Other liabilities and capital (17)                              66,292   +      597   +    1,915       65,992 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,973,969   +   42,095   +  297,576    1,978,141 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,558,957   -   39,572   -  227,835    2,555,790 

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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
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 6.                                    
9.  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. Refer to the
    note on consolidation accompanying table 6.                                                         
10. Refer to the note on consolidation accompanying table 6.                                                
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. 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.                                                                                       
13. Revalued daily at current foreign currency exchange rates.                                              
14. Estimated.                                                                                              
15. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
16. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
17. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.                      
                                                                                                            


Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended  Aug 12, 2015 
                                                          Aug 12, 2015  Aug 5, 2015 Aug 13, 2014              

Securities held in custody for foreign official and       
     international accounts                                  3,361,609   +    5,959   +   36,406    3,368,240 
  Marketable U.S. Treasury securities (1)                    3,021,465   +    6,237   +   29,074    3,028,245 
  Federal agency debt and mortgage-backed securities (2)       295,634   -      219   +    5,919      295,488 
  Other securities (3)                                          44,510   -       59   +    1,412       44,506 
Securities lent to dealers                                      12,534   +      492   +    1,958       12,649 
  Overnight facility (4)                                        12,534   +      492   +    1,958       12,649 
    U.S. Treasury securities                                    12,475   +      497   +    2,858       12,586 
    Federal agency debt securities                                  59   -        5   -      899           63 

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, 5, and 6.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the securities.                                               
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           






2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, August 12, 2015     

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                                           77           161             0             0             0           ...           238 
U.S. Treasury securities (1)                                                                                                           
  Holdings                                   1,287             2       153,952     1,098,292       563,327       644,835     2,461,694 
  Weekly changes                                 0             0    +        3    +       14    +       13    +       60    +       91 
Federal agency debt securities (2)                                                                                                     
  Holdings                                       0           947        11,654        20,145             0         2,347        35,093 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (3)                                                                                                         
  Holdings                                       0             0             0           104         9,459     1,725,321     1,734,884 
  Weekly changes                                 0             0             0             0             0    +       23    +       23 
Repurchase agreements (4)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (5)               229             0             0             0             0             0           229 
                                                                                                                                       
Reverse repurchase agreements (4)          228,196             0           ...           ...           ...           ...       228,196 
Term deposits                               66,066             0             0           ...           ...           ...        66,066 

Note: Components may not sum to 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.             
2.  Face value.                                                                                             
3.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
4.  Cash value of agreements.                                                                               
5.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
                                                                                                            






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Aug 12, 2015  

Mortgage-backed securities held outright (1)                                                                             1,734,884  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           43,046  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   30  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
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 5       
    and table 6.                                                                                        




4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Aug 12, 2015  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,702  
                                                                                                                                    
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, 2015. 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 6.                                                  
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 5 and table 6.                      


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. The remaining outstanding balances of the senior
loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were
repaid in full, with interest.

                                                                          






5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Aug 12, 2015   Wednesday    Wednesday  
                                                        consolidation                 Aug 5, 2015 Aug 13, 2014 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,889   +       11   -       40  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     4,410,569   -      140   +   61,645  
    Securities held outright (1)                                          4,231,671   +      114   +   73,891  
      U.S. Treasury securities                                            2,461,694   +       91   +   34,047  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      2,346,641            0   +   32,640  
        Notes and bonds, inflation-indexed (2)                               98,534            0   +    1,202  
        Inflation compensation (3)                                           16,519   +       90   +      205  
      Federal agency debt securities (2)                                     35,093            0   -    6,469  
      Mortgage-backed securities (4)                                      1,734,884   +       23   +   46,313  
    Unamortized premiums on securities held outright  
    (5)                                                                     195,988   -      323   -   13,574  
    Unamortized discounts on securities held outright 
    (5)                                                                     -17,328   +       30   +    1,364  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       238   +       38   -       36  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,702            0   +       33  
  Net portfolio holdings of Maiden Lane II LLC (8)                                0            0   -       63  
  Net portfolio holdings of Maiden Lane III LLC (8)                               0            0   -       22  
  Net portfolio holdings of TALF LLC (9)                                          0            0   -       44  
  Items in process of collection                                   (0)          205   -       18   +      124  
  Bank premises                                                               2,235            0   -       26  
  Central bank liquidity swaps (10)                                             229   -       79   +      154  
  Foreign currency denominated assets (11)                                   19,772   +      420   -    3,888  
  Other assets (12)                                                          36,412   +    2,728   -      547  
                                                                                                               
Total assets                                                       (0)    4,489,250   +    2,921   +   57,327  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Aug 12, 2015   Wednesday    Wednesday  
                                                        consolidation                 Aug 5, 2015 Aug 13, 2014 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,331,786   +    1,715   +   86,913 
  Reverse repurchase agreements (13)                                         228,196   -   20,854   -    5,410 
  Deposits                                                          (0)    2,862,818   +   20,917   -   26,282 
    Term deposits held by depository institutions                             66,066   +   66,066   +   66,066 
    Other deposits held by depository institutions                         2,555,790   -   68,222   -  243,560 
    U.S. Treasury, General Account                                           207,989   +    9,234   +  139,319 
    Foreign official                                                           5,244            0   -    1,322 
    Other (14)                                                      (0)       27,730   +   13,840   +   13,215 
  Deferred availability cash items                                  (0)          458   +      138   -      206 
  Other liabilities and accrued dividends (15)                                 7,806   +      985   +      461 
                                                                                                               
Total liabilities                                                   (0)    4,431,064   +    2,901   +   55,476 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             29,093   +       10   +      925 
  Surplus                                                                     29,093   +       10   +      925 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 58,186   +       21   +    1,851 

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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
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 6.                                    
8.  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. Refer to the
    note on consolidation accompanying table 6.                                                         
9.  Refer to the note on consolidation accompanying table 6.                                                
10. 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.     
11. Revalued daily at current foreign currency exchange rates.                                              
12. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
13. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
14. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
15. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.                      

 



6. Statement of Condition of Each Federal Reserve Bank, August 12, 2015
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         347       3,709          340         505         783       1,600         734         299         171         288         891       1,370
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             1,889          43          63          131         134         302         194         275          32          44         150         195         326
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 4,410,569     111,801   2,647,595      109,692     106,035     239,541     248,377     163,872      46,033      26,947      57,301     142,081     511,294
    Securities held outright (1)               4,231,671     107,271   2,540,323      105,249     101,739     229,837     238,294     157,225      44,130      25,735      54,972     136,316     490,580
      U.S. Treasury securities                 2,461,694      62,403   1,477,784       61,226      59,185     133,703     138,623      91,463      25,672      14,971      31,979      79,299     285,385
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,461,694      62,403   1,477,784       61,226      59,185     133,703     138,623      91,463      25,672      14,971      31,979      79,299     285,385
      Federal agency debt securities (2)          35,093         890      21,067          873         844       1,906       1,976       1,304         366         213         456       1,130       4,068
      Mortgage-backed securities (4)           1,734,884      43,978   1,041,472       43,149      41,711      94,228      97,695      64,459      18,092      10,551      22,537      55,886     201,126
    Unamortized premiums on securities held 
      outright (5)                               195,988       4,968     117,654        4,875       4,712      10,645      11,036       7,282       2,044       1,192       2,546       6,313      22,721
    Unamortized discounts on securities     
      held outright (5)                          -17,328        -439     -10,402         -431        -417        -941        -976        -644        -181        -105        -225        -558      -2,009
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            238           1          21            0           0           0          22           9          40         125           8          10           2
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,702           0       1,702            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane II LLC (8)                                   0           0           0            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane III LLC (8)                                  0           0           0            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (9)               0           0           0            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     205           0           0            0           0           0         204           0           0           0           0           0           0
  Bank premises                                    2,235         126         435           73         108         216         208         204         118          93         238         220         197
  Central bank liquidity swaps (10)                  229          10          74           13          18          53          13           6           2           1           2           3          34
  Foreign currency denominated                                                                                                                                                                           
     assets (11)                                  19,772         896       6,375        1,105       1,541       4,536       1,125         531         184          83         208         285       2,903
  Other assets (12)                               36,412         964      21,348          919         889       2,140       2,075       1,368         482         252         517       1,235       4,225
  Interdistrict settlement account                     0  +    7,500  -  100,169   +   11,534  +   26,593  +   38,980  -   11,593  +    6,280  +    7,998  +    4,322  +    2,266  +    5,822  +      468
                                                                                                                                                                                                         
Total assets                                   4,489,250     121,882   2,582,950      124,016     136,059     286,962     242,857     173,695      55,298      32,004      61,123     151,013     521,389

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, August 12, 2015 (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            1,511,444      49,080     492,754      50,165      81,584     104,400     207,973     105,803      50,224      26,779      41,573     117,824     183,286
    Less: Notes held by F.R. Banks               179,657       6,148      59,247       6,134       9,243      12,573      22,574      10,975       5,032       2,910       4,797      15,010      25,012
      Federal Reserve notes, net               1,331,786      42,933     433,507      44,031      72,341      91,826     185,399      94,827      45,191      23,869      36,775     102,814     158,274
  Reverse repurchase agreements (13)             228,196       5,785     136,989       5,676       5,486      12,394      12,850       8,478       2,380       1,388       2,964       7,351      26,455
  Deposits                                     2,862,818      70,343   1,989,183      70,829      53,467     168,900      40,693      68,472       6,993       6,069      20,615      39,729     327,524
    Term deposits held by depository        
        institutions                              66,066          25      31,518       9,300       7,000          18           0       4,340           0          15       2,350           0      11,500
    Other deposits held by depository       
        institutions                           2,555,790      70,314   1,722,928      61,527      46,464     168,654      40,683      58,202       6,958       6,054      18,264      39,727     316,015
    U.S. Treasury, General Account               207,989           0     207,989           0           0           0           0           0           0           0           0           0           0
    Foreign official                               5,244           2       5,217           2           3           9           2           1           0           0           0           1           6
    Other (14)                                    27,730           2      21,532           0           0         219           7       5,929          36           0           1           2           3
  Deferred availability cash items                   458           0           0           0           0           0         182           0           0         276           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         2,636          71       1,519          75          81         204         141          91          23          13          34          71         312
  Other liabilities and accrued             
     dividends                                     5,170         148       2,682         187         196         493         314         244         140         134         119         179         334
                                                                                                                                                                                                        
Total liabilities                              4,431,064     119,279   2,563,880     120,797     131,571     273,818     239,578     172,113      54,728      31,749      60,509     150,144     512,898
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 29,093       1,302       9,535       1,610       2,244       6,572       1,640         791         285         127         307         434       4,245
  Surplus                                         29,093       1,302       9,535       1,610       2,244       6,572       1,640         791         285         127         307         434       4,245
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  4,489,250     121,882   2,582,950     124,016     136,059     286,962     242,857     173,695      55,298      32,004      61,123     151,013     521,389

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, August 12, 2015 (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. The current face value shown is the remaining principal balance of the securities.                                                               
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.  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. Refer       
    to the note on consolidation below.                                                                                                                                                                 
9.  Refer to the note on consolidation below.                                                                                                                                                               
10. 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.                                                                                                 
11. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
12. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
13. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
14. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.                               
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.                                                                                                                                                   
                                                                                                                                                                                                            


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) 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 June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to Maiden Lane LLC
was repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC was repaid in full, with
interest. 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. had written credit default swap contracts. On June 14, 2012, the loan from FRBNY to Maiden Lane III was repaid in full, with interest. 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 March 1, 2012, the loan from FRBNY to Maiden Lane II was repaid in full, with interest. 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. On January 15, 2013 the FRBNY's commitment to extend credit to TALF LLC was eliminated.                                                 

The FRBNY was the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY was primarily responsible for directing the
financial activities of TALF LLC. The FRBNY was the primary beneficiary of the other LLCs cited above because it received a majority of any residual returns of the LLCs and absorbed a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs were 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 were eliminated, the net
assets of the LLCs appeared as assets on the previous page (and in table 1 and table 5), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, were included in other liabilities in this table (and table 1 and table 5).

                                                                           



7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                          Aug 12, 2015  

Federal Reserve notes outstanding                                                            1,511,444  
  Less: Notes held by F.R. Banks not subject to collateralization                              179,657  
    Federal Reserve notes to be collateralized                                               1,331,786  
Collateral held against Federal Reserve notes                                                1,331,786  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,315,549  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       4,231,671  
  Less: Face value of securities under reverse repurchase agreements                           217,894  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        4,013,777  

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.