FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                               September 19, 2013


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Sep 18, 2013 
Federal Reserve Banks                                     Sep 18, 2013 Sep 11, 2013 Sep 19, 2012              

Reserve Bank credit                                         3,672,426   +   56,429   +  892,761    3,679,297  
  Securities held outright (1)                              3,448,758   +   54,582   +  862,091    3,455,478  
    U.S. Treasury securities                                2,047,534   +    9,253   +  404,071    2,052,055  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,947,007   +    7,972   +  385,335    1,951,525  
      Notes and bonds, inflation-indexed (2)                   87,209   +    1,191   +   15,425       87,209  
      Inflation compensation (3)                               13,317   +       89   +    3,309       13,321  
    Federal agency debt securities (2)                         63,974   -      456   -   23,188       63,652  
    Mortgage-backed securities (4)                          1,337,250   +   45,784   +  481,208    1,339,771  
  Unamortized premiums on securities held outright (5)        203,834   +      686   +   50,855      204,077  
  Unamortized discounts on securities held outright (5)        -6,296   -      590   -    4,542       -6,439  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           286   +       13   -    1,527          302  
    Primary credit                                                 30   +       12   +       17           51  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               154   +        1   +       33          149  
    Term Asset-Backed Securities Loan Facility (7)                102            0   -    1,577          102  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,498   +        5   -      394        1,496  
  Net portfolio holdings of Maiden Lane II LLC (9)                 64            0   +        3           64  
  Net portfolio holdings of Maiden Lane III LLC (10)               22            0   -    1,563           22  
  Net portfolio holdings of TALF LLC (11)                         112   -       12   -      739          112  
  Float                                                          -668   +      101   -        6         -651  
  Central bank liquidity swaps (12)                               262   -       58   -   14,480          262  
  Other Federal Reserve assets (13)                            24,555   +    1,703   +    3,063       24,575  
Foreign currency denominated assets (14)                       23,822   +      152   -    2,160       23,880  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,301   +       14   +      687       45,301  
                                                                                                              
Total factors supplying reserve funds                       3,757,791   +   56,596   +  891,289    3,764,720  

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  Sep 18, 2013 
Federal Reserve Banks                                     Sep 18, 2013 Sep 11, 2013 Sep 19, 2012              

Currency in circulation (15)                                 1,205,074   -    2,441   +   80,013    1,204,998 
Reverse repurchase agreements (16)                              92,828   +      240   -    2,262       93,020 
  Foreign official and international accounts                   92,828   +      240   -      977       93,020 
  Others                                                             0            0   -    1,286            0 
Treasury cash holdings                                             144   +        2   +       36          152 
Deposits with F.R. Banks, other than reserve balances          100,392   +   28,444   -   25,289      148,661 
  Term deposits held by depository institutions                 11,662   +   11,662   +    8,622       11,662 
  U.S. Treasury, General Account                                48,099   +    9,548   -   16,617       60,914 
  Foreign official                                               8,740   -      254   +    3,180        8,874 
  Other                                                         31,892   +    7,489   -   20,473       67,211 
Other liabilities and capital (17)                              65,971   +    2,798   -    1,275       63,858 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,464,408   +   29,043   +   51,221    1,510,688 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,293,383   +   27,552   +  840,068    2,254,032 

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.                                                                                                 
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 9.                                    
9.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
10. Refer to table 6 and the note on consolidation accompanying table 9.                                    
11. Refer to table 7 and the note on consolidation accompanying table 9.                                    
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for       
    depreciation.                                                                                       
14. Revalued daily at current foreign currency exchange rates.                                              
15. Estimated.                                                                                              
16. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
17. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury. Refer to table 8 and table 9.                                                     


Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended  Sep 18, 2013 
                                                          Sep 18, 2013 Sep 11, 2013 Sep 19, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,279,076   +    2,599   +  103,433    3,285,062 
  Marketable U.S. Treasury securities (1)                    2,926,092   +    1,943   +  121,097    2,933,265 
  Federal agency debt and mortgage-backed securities (2)       314,952   +      139   -   17,035      313,728 
  Other securities (3)                                          38,032   +      517   -      629       38,068 
Securities lent to dealers                                      17,659   +    5,561   +   11,116       23,995 
  Overnight facility (4)                                        17,659   +    5,561   +   11,116       23,995 
    U.S. Treasury securities                                    16,689   +    5,424   +   10,896       23,003 
    Federal agency debt securities                                 970   +      137   +      221          992 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 8, and 9.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the 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, September 18, 2013  

Millions of dollars
Remaining Maturity                     Within 15     16 days to    91 days to   Over 1 year   Over 5 year     Over 10         All      
                                          days        90 days        1 year      to 5 years   to 10 years      years                   

Loans (1)                                      177            23            29            73             0           ...           302 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       2             4           385       646,633       874,742       530,290     2,052,055 
  Weekly changes                        +        2    -        1             0    +        1    +    7,056    +    3,911    +   10,967 
Federal agency debt securities (3)                                                                                                     
  Holdings                                   3,000         3,431        17,215        37,597            62         2,347        63,652 
  Weekly changes                        +    2,436    -    1,849    +      405    -    1,556             0             0    -      564 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             2         2,596     1,337,172     1,339,771 
  Weekly changes                                 0             0             0             0    -        3    +   48,296    +   48,293 
Asset-backed securities held by      
  TALF LLC (5)                                   0             0             0             0             0             0             0 
Repurchase agreements (6)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (7)                76           186             0             0             0             0           262 
                                                                                                                                       
Reverse repurchase agreements (6)           93,020             0           ...           ...           ...           ...        93,020 
Term deposits                                    0        11,662             0           ...           ...           ...        11,662 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden         
    Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's
    statement of condition consistent with consolidation under generally accepted accounting principles.
2.  Face value. For inflation-indexed securities, includes the original face value and compensation         
    that adjusts for the effect of inflation on the original face value of such securities.             
3.  Face value.                                                                                             
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of     
    the underlying assets.                                                                              
6.  Cash value of agreements.                                                                               
7.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 18, 2013  

Mortgage-backed securities held outright (1)                                                                             1,339,771  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           70,339  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   83  



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 8       
    and table 9.                                                                                        




4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 18, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,496  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                                    0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of
the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to
the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan
Chase & Co. Any remaining funds will be paid to the FRBNY.

                                              

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 18, 2013  

Net portfolio holdings of Maiden Lane II LLC (1)                                                                                64  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                          0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The deferred payment represents the portion of the proceeds of the net portfolio            
    holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase
    agreement. The fair value of this payment and accrued interest payable are included in other        
    liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.


Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC
from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of
Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due
to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.                  





6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 18, 2013  

Net portfolio holdings of Maiden Lane III LLC (1)                                                                               22  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                      0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments
by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order:
operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due
to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

               

7. Information on Principal Accounts of TALF LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Sep 18, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         112  
Net portfolio holdings of TALF LLC                                                                                             112  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                            0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date.         
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities
Loan Facility (TALF) under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility
under which the Federal Reserve Bank of New York (FRBNY) extended loans with a term of up to five years to
holders of eligible asset-backed securities. The Federal Reserve closed the TALF for new loan extensions in 2010.
The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the
borrower can be discharged by surrendering the collateral to the FRBNY.                                     

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received
by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed,
for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a
price equal to the TALF loan plus accrued but unpaid interest. Prior to January 15, 2013, the U.S. Treasury's
Troubled Asset Relief Program (TARP) committed backup funding to TALF LLC, providing credit protection to the
FRBNY. However, the accumulated fees and income collected through the TALF and held by TALF LLC now exceed the
remaining amount of TALF loans outstanding. Accordingly, the TARP credit protection commitment has been
terminated, and TALF LLC has begun to distribute excess proceeds to the Treasury and the FRBNY. Any remaining funds
will be shared by the FRBNY and the U.S. Treasury.                                                          




8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Sep 18, 2013   Wednesday    Wednesday  
                                                        consolidation                Sep 11, 2013 Sep 19, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        2,001   +        9   -      176  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,653,418   +   59,139   +  916,778  
    Securities held outright (1)                                          3,455,478   +   58,696   +  872,140  
      U.S. Treasury securities                                            2,052,055   +   10,967   +  405,957  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,951,525   +   10,958   +  387,207  
        Notes and bonds, inflation-indexed (2)                               87,209            0   +   15,425  
        Inflation compensation (3)                                           13,321   +        9   +    3,325  
      Federal agency debt securities (2)                                     63,652   -      564   -   23,446  
      Mortgage-backed securities (4)                                      1,339,771   +   48,293   +  489,629  
    Unamortized premiums on securities held outright  
    (5)                                                                     204,077   +      990   +   50,825  
    Unamortized discounts on securities held outright 
    (5)                                                                      -6,439   -      572   -    4,665  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       302   +       25   -    1,521  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,496   -        2   -      243  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +        3  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -    1,563  
  Net portfolio holdings of TALF LLC (10)                                       112            0   -      739  
  Items in process of collection                                   (0)          124   -        1   -       13  
  Bank premises                                                               2,286   +        2   -       65  
  Central bank liquidity swaps (11)                                             262   -       58   -   14,480  
  Foreign currency denominated assets (12)                                   23,880   +      154   -    2,060  
  Other assets (13)                                                          22,288   +      912   +    3,173  
                                                                                                               
Total assets                                                       (0)    3,722,192   +   60,157   +  900,618  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





8. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Sep 18, 2013   Wednesday    Wednesday  
                                                        consolidation                Sep 11, 2013 Sep 19, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,161,845   -    1,625   +   78,538 
  Reverse repurchase agreements (14)                                          93,020   +      856   -      949 
  Deposits                                                          (0)    2,402,693   +   60,284   +  824,284 
    Term deposits held by depository institutions                             11,662   +   11,662   +    8,622 
    Other deposits held by depository institutions                         2,254,032   -   21,610   +  833,397 
    U.S. Treasury, General Account                                            60,914   +   30,894   -   14,762 
    Foreign official                                                           8,874   +      109   +    3,314 
    Other                                                           (0)       67,211   +   39,229   -    6,287 
  Deferred availability cash items                                  (0)          776   -      108   -       57 
  Other liabilities and accrued dividends (15)                                 8,982   +      760   -    1,231 
                                                                                                               
Total liabilities                                                   (0)    3,667,315   +   60,167   +  900,584 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,438   -        6   +       16 
  Surplus                                                                     27,438   -        6   +       16 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 54,876   -       11   +       33 

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 9.                                    
8.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 6 and the note on consolidation accompanying table 9.                                    
10. Refer to table 7 and the note on consolidation accompanying table 9.                                    
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
12. Revalued daily at current foreign currency exchange rates.                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury.                                                                                   

 



9. Statement of Condition of Each Federal Reserve Bank, September 18, 2013
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificate account                        11,037         391       3,925          397         512         856       1,421         792         310         190         309         728       1,206
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             2,001          36          89          127         136         342         207         286          28          48         160         192         349
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,653,418      95,525   2,025,905      105,861      93,297     227,154     242,695     197,450      58,809      34,718      69,136     141,866     361,002
    Securities held outright (1)               3,455,478      90,357   1,916,204      100,120      88,249     214,864     229,543     186,722      55,600      32,790      65,374     134,185     341,470
      U.S. Treasury securities                 2,052,055      53,659   1,137,948       59,457      52,407     127,598     136,315     110,886      33,018      19,472      38,823      79,686     202,784
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,052,055      53,659   1,137,948       59,457      52,407     127,598     136,315     110,886      33,018      19,472      38,823      79,686     202,784
      Federal agency debt securities (2)          63,652       1,664      35,298        1,844       1,626       3,958       4,228       3,440       1,024         604       1,204       2,472       6,290
      Mortgage-backed securities (4)           1,339,771      35,034     742,958       38,819      34,216      83,308      88,999      72,397      21,557      12,713      25,347      52,027     132,396
    Unamortized premiums on securities held 
      outright (5)                               204,077       5,336     113,169        5,913       5,212      12,690      13,557      11,028       3,284       1,937       3,861       7,925      20,167
    Unamortized discounts on securities     
      held outright (5)                           -6,439        -168      -3,571         -187        -164        -400        -428        -348        -104         -61        -122        -250        -636
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            302           0         102           15           0           1          23          48          29          53          23           7           1
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,496           0       1,496            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane II LLC (8)                                  64           0          64            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane III LLC (9)                                 22           0          22            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)            112           0         112            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     124           0           0            0           0           0         124           0           0           0           0           0           0
  Bank premises                                    2,286         118         428           72         112         229         212         201         127         100         249         233         205
  Central bank liquidity swaps (11)                  262          13          84           20          20          55          15           7           2           1           3           4          37
  Foreign currency denominated assets (12)        23,880       1,174       7,636        1,847       1,863       5,014       1,360         681         199         100         242         379       3,387
  Other assets (13)                               22,288         617      11,954          657         578       1,569       1,493       1,199         391         272         443         934       2,182
  Interdistrict settlement account                     0  -   25,644  +  287,643   -   30,464  -   18,593  -   17,440  -   49,977  -   59,363  -   16,725  -   14,949  -   25,013  -   35,295  +    5,821
                                                                                                                                                                                                         
Total assets                                   3,722,192      72,426   2,341,175       78,728      78,161     218,193     198,203     141,677      43,292      20,571      45,681     109,323     374,763

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, September 18, 2013 (continued)
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                        City                 Francisco  

Liabilities                                                                                                                                                                                             
  Federal Reserve notes outstanding            1,488,874      46,990     547,138      45,078      62,438     112,699     182,958      96,352      37,486      23,527      39,342     121,927     172,940
    Less: Notes held by F.R. Banks               327,028      12,925      88,373       9,386      10,355      15,265      34,973      24,048       5,032      10,884      13,498      60,410      41,880
      Federal Reserve notes, net               1,161,845      34,065     458,765      35,692      52,083      97,434     147,985      72,304      32,453      12,643      25,844      61,517     131,060
  Reverse repurchase agreements (14)              93,020       2,432      51,583       2,695       2,376       5,784       6,179       5,026       1,497         883       1,760       3,612       9,192
  Deposits                                     2,402,693      33,075   1,808,531      35,863      19,053     102,807      39,596      62,379       8,684       6,553      17,333      42,945     225,872
    Term deposits held by depository        
        institutions                              11,662           0       8,130         750           0          30         710       1,100          10          77         150         105         600
    Other deposits held by depository       
        institutions                           2,254,032      33,055   1,663,796      35,077      19,050     102,500      38,874      61,255       8,674       6,475      17,181      42,835     225,260
    U.S. Treasury, General Account                60,914           0      60,914           0           0           0           0           0           0           0           0           0           0
    Foreign official                               8,874           2       8,847           3           3           8           2           1           0           0           0           1           6
    Other                                         67,211          19      66,845          33           0         268          10          23           0           0           1           5           7
  Deferred availability cash items                   776           0           0           0           0           0         675           0           0         100           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,757          49         939          54          51         127         121          91          27          16          32          71         178
  Other liabilities and accrued             
     dividends (16)                                7,225         206       3,883         246         245         608         446         364         166         143         150         265         503
                                                                                                                                                                                                        
Total liabilities                              3,667,315      69,828   2,323,701      74,550      73,808     206,761     195,002     140,164      42,828      20,338      45,118     108,411     366,805
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,438       1,299       8,737       2,089       2,176       5,716       1,600         757         232         116         281         456       3,979
  Surplus                                         27,438       1,299       8,737       2,089       2,176       5,716       1,600         757         232         116         281         456       3,979
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,722,192      72,426   2,341,175      78,728      78,161     218,193     198,203     141,677      43,292      20,571      45,681     109,323     374,763

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, September 18, 2013 (continued)


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.                                                                                                 
2.  Face value of the securities.                                                                                                                                                                           
3.  Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.                               
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. 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.  Refer to table 5 and the note on consolidation below.                                                                                                                                                   
9.  Refer to table 6 and the note on consolidation below.                                                                                                                                                   
10. Refer to table 7 and the note on consolidation below.                                                                                                                                                   
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
12. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
15. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to      
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the     
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
    the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount    
    necessary to equate surplus with capital paid-in.                                                                                                                                                   
16. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have         
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.                                                                        


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a
loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a
loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.                                        

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the
FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net
assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).

                                                                            



10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                          Sep 18, 2013  

Federal Reserve notes outstanding                                                            1,488,874  
  Less: Notes held by F.R. Banks not subject to collateralization                              327,028  
    Federal Reserve notes to be collateralized                                               1,161,845  
Collateral held against Federal Reserve notes                                                1,161,845  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,145,608  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,455,478  
  Less: Face value of securities under reverse repurchase agreements                            84,210  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,371,268  

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.