FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                   August 6, 2015


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended   Aug 5, 2015 
Federal Reserve Banks                                      Aug 5, 2015 Jul 29, 2015  Aug 6, 2014              

Reserve Bank credit                                         4,447,611   -    9,003   +   81,945    4,448,541  
  Securities held outright (1)                              4,231,500   -    8,245   +   93,404    4,231,557  
    U.S. Treasury securities                                2,461,558   +      105   +   39,953    2,461,603  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          2,346,641            0   +   38,616    2,346,641  
      Notes and bonds, inflation-indexed (2)                   98,534            0   +    1,202       98,534  
      Inflation compensation (3)                               16,383   +      105   +      134       16,429  
    Federal agency debt securities (2)                         35,093            0   -    7,034       35,093  
    Mortgage-backed securities (4)                          1,734,849   -    8,349   +   60,486    1,734,861  
  Unamortized premiums on securities held outright (5)        196,492   -      586   -   12,692      196,311  
  Unamortized discounts on securities held outright (5)       -17,374   +       31   +    1,258      -17,358  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           198   -        4   -       76          200  
    Primary credit                                                 10   +        5   -       24            3  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               188   -        8   -       18          197  
    Term Asset-Backed Securities Loan Facility (7)                  0            0   -       34            0  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,702   +        4   +       42        1,702  
  Net portfolio holdings of Maiden Lane II LLC (9)                  0            0   -       63            0  
  Net portfolio holdings of Maiden Lane III LLC (9)                 0            0   -       22            0  
  Net portfolio holdings of TALF LLC (10)                           0            0   -       57            0  
  Float                                                            -4   +       69   +      606          -97  
  Central bank liquidity swaps (11)                               308   -       51   +      233          308  
  Other Federal Reserve assets (12)                            34,787   -      224   -      689       35,918  
Foreign currency denominated assets (13)                       19,542   -       39   -    4,166       19,352  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (14)                             47,009   +       14   +      960       47,009  
                                                                                                              
Total factors supplying reserve funds                       4,530,403   -    9,028   +   78,739    4,531,143  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended   Aug 5, 2015 
Federal Reserve Banks                                      Aug 5, 2015 Jul 29, 2015  Aug 6, 2014              

Currency in circulation (14)                                 1,373,196   +    2,424   +   86,234    1,375,066 
Reverse repurchase agreements (15)                             271,576   +   30,494   +   46,334      249,050 
  Foreign official and international accounts                  163,854   +    9,019   +   55,128      162,181 
  Others                                                       107,722   +   21,474   -    8,794       86,869 
Treasury cash holdings                                             112   +       15   -       30          139 
Deposits with F.R. Banks, other than reserve balances          221,295   -   15,762   +  134,500      217,890 
  Term deposits held by depository institutions                      0            0            0            0 
  U.S. Treasury, General Account                               203,501   +    6,676   +  131,988      198,755 
  Foreign official                                               5,244            0   -    1,321        5,244 
  Other (16)                                                    12,550   -   22,438   +    3,832       13,890 
Other liabilities and capital (17)                              65,695   -       82   +    2,502       64,986 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,931,874   +   17,088   +  269,540    1,907,132 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,598,529   -   26,117   -  190,801    2,624,012 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements.                                                                               
7.  Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the      
    Term Asset-Backed Securities Loan Facility.                                                         
8.  Refer to table 4 and the note on consolidation accompanying table 6.                                    
9.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Refer to the
    note on consolidation accompanying table 6.                                                         
10. Refer to the note on consolidation accompanying table 6.                                                
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
12. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for       
    depreciation.                                                                                       
13. Revalued daily at current foreign currency exchange rates.                                              
14. Estimated.                                                                                              
15. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
16. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
17. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.                      
                                                                                                            


Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended   Aug 5, 2015 
                                                           Aug 5, 2015 Jul 29, 2015  Aug 6, 2014              

Securities held in custody for foreign official and       
     international accounts                                  3,355,650   +   27,652   +   27,720    3,357,714 
  Marketable U.S. Treasury securities (1)                    3,015,228   +   29,368   +   19,643    3,017,429 
  Federal agency debt and mortgage-backed securities (2)       295,853   -    2,112   +    6,175      295,738 
  Other securities (3)                                          44,569   +      396   +    1,902       44,546 
Securities lent to dealers                                      12,042   +    1,153   +      710       12,999 
  Overnight facility (4)                                        12,042   +    1,153   +      710       12,999 
    U.S. Treasury securities                                    11,978   +    1,155   +    1,664       12,946 
    Federal agency debt securities                                  64   -        2   -      954           53 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the securities.                                               
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           






2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, August 5, 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                                           33           167             0             0             0           ...           200 
U.S. Treasury securities (1)                                                                                                           
  Holdings                                   1,287             2       153,949     1,098,278       563,314       644,775     2,461,603 
  Weekly changes                        +    1,286    -    1,286    +    7,196    -    1,151    -    6,010    +       68    +      101 
Federal agency debt securities (2)                                                                                                     
  Holdings                                       0           947        11,654        20,145             0         2,347        35,093 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (3)                                                                                                         
  Holdings                                       0             0             0           104         9,459     1,725,298     1,734,861 
  Weekly changes                                 0             0             0    +       28    +       26    -       26    +       27 
Repurchase agreements (4)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (5)               308             0             0             0             0             0           308 
                                                                                                                                       
Reverse repurchase agreements (4)          249,050             0           ...           ...           ...           ...       249,050 
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   
                                                                                                                       Aug 5, 2015  

Mortgage-backed securities held outright (1)                                                                             1,734,861  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           36,313  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   43  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
2.  Current face value. Generally settle within 180 days and include commitments associated with            
    outright transactions, dollar rolls, and coupon swaps.                                              
3.  This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5       
    and table 6.                                                                                        




4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Aug 5, 2015  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,702  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                                    0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2015. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 6.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 5 and table 6.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. The remaining outstanding balances of the senior
loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were
repaid in full, with interest.

                                                                          






5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from        Aug 5, 2015   Wednesday    Wednesday  
                                                        consolidation                Jul 29, 2015  Aug 6, 2014 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,878   -        5   -       40  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     4,410,709   -      206   +   80,857  
    Securities held outright (1)                                          4,231,557   +      128   +   92,501  
      U.S. Treasury securities                                            2,461,603   +      101   +   39,037  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      2,346,641            0   +   37,673  
        Notes and bonds, inflation-indexed (2)                               98,534            0   +    1,202  
        Inflation compensation (3)                                           16,429   +      103   +      163  
      Federal agency debt securities (2)                                     35,093            0   -    7,034  
      Mortgage-backed securities (4)                                      1,734,861   +       27   +   60,498  
    Unamortized premiums on securities held outright  
    (5)                                                                     196,311   -      368   -   12,866  
    Unamortized discounts on securities held outright 
    (5)                                                                     -17,358   +       31   +    1,289  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       200   +        3   -       65  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,702   +        1   +       33  
  Net portfolio holdings of Maiden Lane II LLC (8)                                0            0   -       63  
  Net portfolio holdings of Maiden Lane III LLC (8)                               0            0   -       22  
  Net portfolio holdings of TALF LLC (9)                                          0            0   -       44  
  Items in process of collection                                   (0)          223   -       21   +      143  
  Bank premises                                                               2,235   -        7   -       22  
  Central bank liquidity swaps (10)                                             308   -       51   +      233  
  Foreign currency denominated assets (11)                                   19,352   -      231   -    4,305  
  Other assets (12)                                                          33,684   +    1,369   -      553  
                                                                                                               
Total assets                                                       (0)    4,486,329   +      849   +   76,218  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from        Aug 5, 2015   Wednesday    Wednesday  
                                                        consolidation                Jul 29, 2015  Aug 6, 2014 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,330,071   +    2,362   +   85,604 
  Reverse repurchase agreements (13)                                         249,050   +    6,539   +   19,657 
  Deposits                                                          (0)    2,841,901   -    8,027   -   30,524 
    Term deposits held by depository institutions                                  0            0            0 
    Other deposits held by depository institutions                         2,624,012   -    8,818   -  165,394 
    U.S. Treasury, General Account                                           198,755   -    4,623   +  129,431 
    Foreign official                                                           5,244   +        1   -    1,321 
    Other (14)                                                      (0)       13,890   +    5,414   +    6,760 
  Deferred availability cash items                                  (0)          320   +       40   -      531 
  Other liabilities and accrued dividends (15)                                 6,821   +       70   +      157 
                                                                                                               
Total liabilities                                                   (0)    4,428,163   +      984   +   74,363 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             29,083   -       67   +      928 
  Surplus                                                                     29,083   -       67   +      928 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 58,165   -      135   +    1,854 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.      
7.  Refer to table 4 and the note on consolidation accompanying table 6.                                    
8.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Refer to the
    note on consolidation accompanying table 6.                                                         
9.  Refer to the note on consolidation accompanying table 6.                                                
10. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
11. Revalued daily at current foreign currency exchange rates.                                              
12. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
13. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
14. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
15. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.                      

 



6. Statement of Condition of Each Federal Reserve Bank, August 5, 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                                             1,878          39          63          130         132         301         193         276          32          44         148         195         326
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 4,410,709     111,804   2,647,683      109,697     106,039     239,551     248,388     163,878      46,033      26,936      57,303     142,083     511,315
    Securities held outright (1)               4,231,557     107,268   2,540,254      105,246     101,737     229,831     238,288     157,221      44,129      25,735      54,970     136,312     490,567
      U.S. Treasury securities                 2,461,603      62,400   1,477,730       61,224      59,183     133,698     138,618      91,460      25,671      14,970      31,978      79,296     285,375
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,461,603      62,400   1,477,730       61,224      59,183     133,698     138,618      91,460      25,671      14,970      31,978      79,296     285,375
      Federal agency debt securities (2)          35,093         890      21,067          873         844       1,906       1,976       1,304         366         213         456       1,130       4,068
      Mortgage-backed securities (4)           1,734,861      43,978   1,041,457       43,149      41,710      94,227      97,694      64,458      18,092      10,551      22,537      55,886     201,123
    Unamortized premiums on securities held 
      outright (5)                               196,311       4,976     117,848        4,883       4,720      10,662      11,055       7,294       2,047       1,194       2,550       6,324      22,758
    Unamortized discounts on securities     
      held outright (5)                          -17,358        -440     -10,420         -432        -417        -943        -977        -645        -181        -106        -225        -559      -2,012
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            200           0           2            0           0           0          23           8          38         113           8           6           2
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,702           0       1,702            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane II LLC (8)                                   0           0           0            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane III LLC (8)                                  0           0           0            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (9)               0           0           0            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     223           0           0            0           0           0         221           0           0           0           0           0           1
  Bank premises                                    2,235         126         435           73         108         215         208         204         118          93         238         220         196
  Central bank liquidity swaps (10)                  308          14          99           17          24          71          18           8           3           1           3           4          45
  Foreign currency denominated                                                                                                                                                                           
     assets (11)                                  19,352         877       6,240        1,081       1,508       4,440       1,101         520         180          81         204         279       2,841
  Other assets (12)                               33,684         897      19,722          849         824       1,993       1,922       1,270         455         241         480       1,117       3,914
  Interdistrict settlement account                     0  +   12,003  -  109,840   +   13,976  +   30,850  +   38,169  -   10,431  +    7,069  +    8,205  +    4,463  +    3,364  +    8,662  -    6,491
                                                                                                                                                                                                         
Total assets                                   4,486,329     126,303   2,571,631      126,374     140,228     285,934     243,874     174,384      55,475      32,121      62,181     153,732     514,091

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, August 5, 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            1,510,586      49,145     491,345      50,253      81,365     104,441     207,769     105,781      50,290      26,799      41,624     118,039     183,736
    Less: Notes held by F.R. Banks               180,516       6,204      61,095       6,017       9,337      12,548      22,710      10,952       5,015       2,955       4,870      14,023      24,788
      Federal Reserve notes, net               1,330,071      42,941     430,250      44,235      72,028      91,892     185,058      94,829      45,275      23,844      36,754     104,015     158,948
  Reverse repurchase agreements (13)             249,050       6,313     149,508       6,194       5,988      13,527      14,025       9,253       2,597       1,515       3,235       8,023      28,873
  Deposits                                     2,841,901      74,251   1,969,206      72,443      57,503     166,835      40,877      68,401       6,877       6,246      21,437      40,589     317,237
    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                           2,624,012      74,247   1,755,243      72,441      57,500     166,621      40,868      64,756       6,841       6,245      21,435      40,587     317,228
    U.S. Treasury, General Account               198,755           0     198,755           0           0           0           0           0           0           0           0           0           0
    Foreign official                               5,244           2       5,217           2           3           9           2           1           0           0           0           1           6
    Other (14)                                    13,890           2       9,992           0           0         205           7       3,644          36           0           1           1           3
  Deferred availability cash items                   320           0           0           0           0           0         202           0           0         118           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,958          49       1,202          99          28          53         123          76          19          11          24          67         208
  Other liabilities and accrued             
     dividends                                     4,863         146       2,399         183         194         482         313         244         138         133         117         177         335
                                                                                                                                                                                                        
Total liabilities                              4,428,163     123,700   2,552,565     123,155     135,742     272,790     240,598     172,803      54,906      31,866      61,567     152,870     505,601
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 29,083       1,302       9,533       1,610       2,243       6,572       1,638         790         285         127         307         431       4,245
  Surplus                                         29,083       1,302       9,533       1,610       2,243       6,572       1,638         790         285         127         307         431       4,245
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  4,486,329     126,303   2,571,631     126,374     140,228     285,934     243,874     174,384      55,475      32,121      62,181     153,732     514,091

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, August 5, 2015 (continued)


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.                                                                                                 
2.  Face value of the securities.                                                                                                                                                                           
3.  Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.                               
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.                                                               
5.  Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt        
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.                                                               
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                      
7.  Refer to table 4 and the note on consolidation below.                                                                                                                                                   
8.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date. Refer       
    to the note on consolidation below.                                                                                                                                                                 
9.  Refer to the note on consolidation below.                                                                                                                                                               
10. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
11. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
12. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
13. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
14. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.                               
15. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to      
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the     
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
    the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount    
    necessary to equate surplus with capital paid-in.                                                                                                                                                   
                                                                                                                                                                                                            


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan
was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to Maiden Lane LLC
was repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC was repaid in full, with
interest. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase multi-sector collateralized debt obligations on which the Financial Products group of the
American International Group, Inc. had written credit default swap contracts. On June 14, 2012, the loan from FRBNY to Maiden Lane III was repaid in full, with interest. On December 12, 2008, a
loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On March 1, 2012, the loan from FRBNY to Maiden Lane II was repaid in full, with interest. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to
extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by the FRBNY in connection with the decision of a borrower not to repay a loan extended
under the Term Asset-Backed Securities Loan Facility. On January 15, 2013 the FRBNY's commitment to extend credit to TALF LLC was eliminated.                                                 

The FRBNY was the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY was primarily responsible for directing the
financial activities of TALF LLC. The FRBNY was the primary beneficiary of the other LLCs cited above because it received a majority of any residual returns of the LLCs and absorbed a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs were consolidated with the assets and liabilities of the FRBNY
in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs were eliminated, the net
assets of the LLCs appeared as assets on the previous page (and in table 1 and table 5), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, were included in other liabilities in this table (and table 1 and table 5).

                                                                           



7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                           Aug 5, 2015  

Federal Reserve notes outstanding                                                            1,510,586  
  Less: Notes held by F.R. Banks not subject to collateralization                              180,516  
    Federal Reserve notes to be collateralized                                               1,330,071  
Collateral held against Federal Reserve notes                                                1,330,071  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,313,834  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       4,231,557  
  Less: Face value of securities under reverse repurchase agreements                           232,108  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,999,450  

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.