FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                 October 15, 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  Oct 14, 2015 
Federal Reserve Banks                                     Oct 14, 2015  Oct 7, 2015 Oct 15, 2014              

Reserve Bank credit                                         4,451,389   +    4,642   +   29,916    4,465,712  
  Securities held outright (1)                              4,240,405   +    2,151   +   43,729    4,253,455  
    U.S. Treasury securities                                2,461,885   -       39   +    7,325    2,461,874  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          2,346,639            0   +    7,045    2,346,639  
      Notes and bonds, inflation-indexed (2)                   98,534            0   +       65       98,534  
      Inflation compensation (3)                               16,711   -       39   +      213       16,700  
    Federal agency debt securities (2)                         35,093            0   -    4,869       35,093  
    Mortgage-backed securities (4)                          1,743,427   +    2,190   +   41,274    1,756,488  
  Unamortized premiums on securities held outright (5)        193,168   -      280   -   15,800      193,504  
  Unamortized discounts on securities held outright (5)       -16,964   +       33   +    1,771      -16,953  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           214   -        1   -       12          220  
    Primary credit                                                 10   +        2   +        6           16  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               203   -        4   -        5          204  
    Term Asset-Backed Securities Loan Facility (7)                  0            0   -       14            0  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,703            0   +       32        1,705  
  Net portfolio holdings of TALF LLC (9)                            0            0   -       24            0  
  Float                                                           111   -      149   +      751          165  
  Central bank liquidity swaps (10)                               145   +        2   +      145          145  
  Other Federal Reserve assets (11)                            32,607   +    2,885   -      676       33,471  
Foreign currency denominated assets (12)                       20,203   +      101   -    2,280       20,332  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (13)                             47,268   +       14   +    1,068       47,268  
                                                                                                              
Total factors supplying reserve funds                       4,535,101   +    4,757   +   28,704    4,549,552  

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  Oct 14, 2015 
Federal Reserve Banks                                     Oct 14, 2015  Oct 7, 2015 Oct 15, 2014              

Currency in circulation (13)                                 1,392,576   +    3,829   +   96,748    1,392,936 
Reverse repurchase agreements (14)                             279,166   -   53,555   +   24,723      262,446 
  Foreign official and international accounts                  171,377   +    2,494   +   72,275      172,262 
  Others                                                       107,789   -   56,049   -   47,552       90,184 
Treasury cash holdings                                             222   +       26   +       28          188 
Deposits with F.R. Banks, other than reserve balances           98,642   -   11,122   +    1,146      106,254 
  Term deposits held by depository institutions                      0            0            0            0 
  U.S. Treasury, General Account                                66,439   -   16,942   -   13,351       57,540 
  Foreign official                                               5,321   +       65   +       78        5,298 
  Other (15)                                                    26,882   +    5,755   +   14,419       43,416 
Other liabilities and capital (16)                              67,314   +    1,031   +    2,167       67,748 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,837,920   -   59,791   +  124,813    1,829,572 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,697,180   +   64,547   -   96,110    2,719,980 

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.  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. 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.                                                                                       
12. Revalued daily at current foreign currency exchange rates.                                              
13. Estimated.                                                                                              
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
15. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
16. 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  Oct 14, 2015 
                                                          Oct 14, 2015  Oct 7, 2015 Oct 15, 2014              

Securities held in custody for foreign official and       
     international accounts                                  3,314,443   -   14,099   -    3,581    3,313,367 
  Marketable U.S. Treasury securities (1)                    2,987,803   -   14,802   +    4,886    2,986,392 
  Federal agency debt and mortgage-backed securities (2)       280,890   -      189   -   10,265      281,162 
  Other securities (3)                                          45,751   +      893   +    1,798       45,813 
Securities lent to dealers                                      12,937   -    1,899   +      341       15,193 
  Overnight facility (4)                                        12,937   -    1,899   +      341       15,193 
    U.S. Treasury securities                                    12,890   -    1,898   +    1,087       15,144 
    Federal agency debt securities                                  47   -        1   -      746           49 

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, October 14, 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                                           71           149             0             0             0           ...           220 
U.S. Treasury securities (1)                                                                                                           
  Holdings                                       0           327       173,785     1,135,721       514,049       637,992     2,461,874 
  Weekly changes                                 0             0    -        1    -        5    -        5    -       25    -       37 
Federal agency debt securities (2)                                                                                                     
  Holdings                                     947         1,202        12,452        18,145             0         2,347        35,093 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (3)                                                                                                         
  Holdings                                       0             0             0           278         9,453     1,746,757     1,756,488 
  Weekly changes                                 0             0             0             0             0    +   15,239    +   15,239 
Repurchase agreements (4)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (5)               145             0             0             0             0             0           145 
                                                                                                                                       
Reverse repurchase agreements (4)          262,446             0           ...           ...           ...           ...       262,446 
Term deposits                                    0             0             0           ...           ...           ...             0 

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   
                                                                                                                      Oct 14, 2015  

Mortgage-backed securities held outright (1)                                                                             1,756,488  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           23,470  
Commitments to sell mortgage-backed securities (2)                                                                             100  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                    0  



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   
                                                                                                                      Oct 14, 2015  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,705  
                                                                                                                                    
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       Oct 14, 2015   Wednesday    Wednesday  
                                                        consolidation                 Oct 7, 2015 Oct 15, 2014 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,899   -       10            0  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     4,430,226   +   15,395   +   30,809  
    Securities held outright (1)                                          4,253,455   +   15,202   +   44,932  
      U.S. Treasury securities                                            2,461,874   -       37   +    6,529  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      2,346,639            0   +    6,247  
        Notes and bonds, inflation-indexed (2)                               98,534            0   +       65  
        Inflation compensation (3)                                           16,700   -       37   +      216  
      Federal agency debt securities (2)                                     35,093            0   -    4,607  
      Mortgage-backed securities (4)                                      1,756,488   +   15,239   +   43,010  
    Unamortized premiums on securities held outright  
    (5)                                                                     193,504   +      166   -   15,875  
    Unamortized discounts on securities held outright 
    (5)                                                                     -16,953   +       33   +    1,766  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       220   -        6   -       14  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,705   +        2   +       31  
  Net portfolio holdings of TALF LLC (8)                                          0            0   -       24  
  Items in process of collection                                   (0)          689   +      129   +      587  
  Bank premises                                                               2,234   +        1   -       25  
  Central bank liquidity swaps (9)                                              145   +        2   +      145  
  Foreign currency denominated assets (10)                                   20,332   +      251   -    2,392  
  Other assets (11)                                                          31,238   +    2,749   +    1,214  
                                                                                                               
Total assets                                                       (0)    4,504,704   +   18,519   +   30,344  

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       Oct 14, 2015   Wednesday    Wednesday  
                                                        consolidation                 Oct 7, 2015 Oct 15, 2014 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,347,750   +    1,911   +   95,534 
  Reverse repurchase agreements (12)                                         262,446   -   20,238   +   41,297 
  Deposits                                                          (0)    2,826,235   +   34,597   -  109,313 
    Term deposits held by depository institutions                                  0            0            0 
    Other deposits held by depository institutions                         2,719,981   +   41,187   -  100,755 
    U.S. Treasury, General Account                                            57,540   -   29,599   -   43,873 
    Foreign official                                                           5,298   +       42   +       56 
    Other (13)                                                      (0)       43,416   +   22,967   +   35,260 
  Deferred availability cash items                                  (0)          524   +      136   -      533 
  Other liabilities and accrued dividends (14)                                 9,166   +    2,099   +    1,201 
                                                                                                               
Total liabilities                                                   (0)    4,446,121   +   18,504   +   28,187 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             29,291   +        7   +    1,078 
  Surplus                                                                     29,291   +        7   +    1,078 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 58,583   +       15   +    2,158 

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.  Refer to the note on consolidation accompanying table 6.                                                
9.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
10. Revalued daily at current foreign currency exchange rates.                                              
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
14. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.                      

 



6. Statement of Condition of Each Federal Reserve Bank, October 14, 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                                             1,899          49          69          132         132         306         195         272          28          43         153         194         326
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 4,430,226     112,298   2,659,392      110,182     106,508     240,610     249,498     164,609      46,226      27,062      57,557     142,711     513,573
    Securities held outright (1)               4,253,455     107,823   2,553,400      105,790     102,263     231,020     239,521     158,035      44,357      25,868      55,255     137,018     493,105
      U.S. Treasury securities                 2,461,874      62,407   1,477,892       61,231      59,189     133,713     138,633      91,470      25,674      14,972      31,981      79,305     285,406
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,461,874      62,407   1,477,892       61,231      59,189     133,713     138,633      91,470      25,674      14,972      31,981      79,305     285,406
      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)           1,756,488      44,526   1,054,441       43,687      42,230      95,401      98,911      65,261      18,318      10,682      22,818      56,582     203,631
    Unamortized premiums on securities held 
      outright (5)                               193,504       4,905     116,163        4,813       4,652      10,510      10,897       7,190       2,018       1,177       2,514       6,233      22,433
    Unamortized discounts on securities     
      held outright (5)                          -16,953        -430     -10,177         -422        -408        -921        -955        -630        -177        -103        -220        -546      -1,965
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            220           0           7            0           0           0          35          15          28         121           9           6           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,705           0       1,705            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (8)               0           0           0            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     689           0           0            0           0           0         688           0           0           1           0           0           0
  Bank premises                                    2,234         126         439           73         106         214         208         204         118          93         238         220         196
  Central bank liquidity swaps (9)                   145           7          47            8          11          33           8           4           1           1           2           2          21
  Foreign currency denominated                                                                                                                                                                           
     assets (10)                                  20,332         922       6,555        1,136       1,585       4,665       1,157         546         189          85         214         293       2,985
  Other assets (11)                               31,238         831      18,259          784         761       1,882       1,780       1,178         399         218         449       1,067       3,629
  Interdistrict settlement account                     0  -   16,172  -  120,891   +    2,105  +   32,845  +   43,439  -    6,181  +   23,268  +   11,089  +    4,680  +    2,761  +    6,680  +   16,376
                                                                                                                                                                                                         
Total assets                                   4,504,704      98,604   2,571,103      114,970     142,690     292,343     249,607     191,239      58,499      32,444      61,814     152,341     539,049

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, October 14, 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            1,531,133      49,000     500,711      50,065      83,653     105,910     215,181     104,911      52,410      27,068      41,342     116,474     184,407
    Less: Notes held by F.R. Banks               183,383       6,104      59,651       6,684       9,808      12,536      23,151      11,374       4,866       3,134       4,712      14,431      26,932
      Federal Reserve notes, net               1,347,750      42,896     441,060      43,381      73,845      93,374     192,030      93,537      47,544      23,935      36,630     102,043     157,475
  Reverse repurchase agreements (12)             262,446       6,653     157,549       6,527       6,310      14,254      14,779       9,751       2,737       1,596       3,409       8,454      30,425
  Deposits                                     2,826,235      46,184   1,948,351      61,531      57,729     170,792      38,562      85,972       7,480       6,358      20,983      40,670     341,623
    Term deposits held by depository        
        institutions                                   0           0           0           0           0           0           0           0           0           0           0           0           0
    Other deposits held by depository       
        institutions                           2,719,981      46,178   1,850,635      61,529      57,726     170,488      38,552      77,810       7,443       6,358      20,981      40,666     341,614
    U.S. Treasury, General Account                57,540           0      57,540           0           0           0           0           0           0           0           0           0           0
    Foreign official                               5,298           2       5,271           2           3           9           2           1           0           0           0           1           6
    Other (13)                                    43,416           4      34,905           0           0         295           7       8,162          37           0           1           3           2
  Deferred availability cash items                   524           0           0           0           0           0         381           0           0         143           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (14)                         2,119          53       1,285          52          49         111         121          84          20          11          29          67         235
  Other liabilities and accrued             
     dividends                                     7,047         214       3,644         245         265         656         428         318         149         151         151         241         584
                                                                                                                                                                                                        
Total liabilities                              4,446,121      96,000   2,551,890     111,737     138,199     279,188     246,302     189,663      57,930      32,193      61,203     151,475     530,342
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 29,291       1,302       9,606       1,617       2,246       6,578       1,652         788         285         126         306         433       4,353
  Surplus                                         29,291       1,302       9,606       1,617       2,246       6,578       1,652         788         285         126         306         433       4,353
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  4,504,704      98,604   2,571,103     114,970     142,690     292,343     249,607     191,239      58,499      32,444      61,814     152,341     539,049

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, October 14, 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.  Refer to the note on consolidation below.                                                                                                                                                               
9.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
10. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
13. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.                               
14. 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 (ML), 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 ML was
repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. On November 25,
2008, the Federal Reserve Board authorized FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by 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 FRBNY's commitment to extend credit to TALF LLC was eliminated. 

FRBNY was the primary beneficiary of ML because it received a majority of the residual returns and could have absorbed a majority of any residual losses should they have occurred. FRBNY was
the primary beneficiary of TALF LLC, because of the two beneficiaries of TALF LLC, FRBNY and the U.S. Treasury, FRBNY was primarily responsible for directing the financial activities of TALF
LLC. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs were consolidated with the assets and liabilities of FRBNY in the preparation of the
statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from 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 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   
                                                                                          Oct 14, 2015  

Federal Reserve notes outstanding                                                            1,531,133  
  Less: Notes held by F.R. Banks not subject to collateralization                              183,383  
    Federal Reserve notes to be collateralized                                               1,347,750  
Collateral held against Federal Reserve notes                                                1,347,750  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,331,513  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       4,253,455  
  Less: Face value of securities under reverse repurchase agreements                           241,351  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        4,012,103  

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.