FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                September 5, 2013


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended   Sep 4, 2013 
Federal Reserve Banks                                      Sep 4, 2013 Aug 28, 2013  Sep 5, 2012              

Reserve Bank credit                                         3,607,114   +    5,450   +  836,352    3,610,850  
  Securities held outright (1)                              3,386,037   +    6,117   +  811,547    3,390,398  
    U.S. Treasury securities                                2,028,955   +   12,925   +  385,361    2,033,290  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          1,929,933   +   12,883   +  366,726    1,934,262  
      Notes and bonds, inflation-indexed (2)                   85,819            0   +   15,384       85,819  
      Inflation compensation (3)                               13,203   +       42   +    3,251       13,209  
    Federal agency debt securities (2)                         65,713            0   -   21,497       65,713  
    Mortgage-backed securities (4)                          1,291,369   -    6,808   +  447,682    1,291,395  
  Unamortized premiums on securities held outright (5)        203,428   -      343   +   53,207      203,308  
  Unamortized discounts on securities held outright (5)        -5,237   -      652   -    3,408       -5,365  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           270   -        7   -    2,165          277  
    Primary credit                                                 17   -        4   -      134           28  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               150   -        4   +       17          148  
    Term Asset-Backed Securities Loan Facility (7)                102            0   -    2,050          102  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,492   +        1   -      419        1,492  
  Net portfolio holdings of Maiden Lane II LLC (9)                 64            0   +        3           64  
  Net portfolio holdings of Maiden Lane III LLC (10)               22            0   -    1,563           22  
  Net portfolio holdings of TALF LLC (11)                         195            0   -      656          195  
  Float                                                          -669   -       66   +       22       -1,281  
  Central bank liquidity swaps (12)                               317   -        4   -   23,125          317  
  Other Federal Reserve assets (13)                            21,197   +      406   +    2,912       21,422  
Foreign currency denominated assets (14)                       23,797   -      178   -    1,624       23,673  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (15)                             45,273   +       14   +      681       45,273  
                                                                                                              
Total factors supplying reserve funds                       3,692,425   +    5,286   +  835,408    3,696,038  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended   Sep 4, 2013 
Federal Reserve Banks                                      Sep 4, 2013 Aug 28, 2013  Sep 5, 2012              

Currency in circulation (15)                                 1,208,235   +    8,289   +   80,437    1,209,852 
Reverse repurchase agreements (16)                              93,987   +    2,261   +    1,042       92,711 
  Foreign official and international accounts                   93,987   +    2,261   +    1,042       92,711 
  Others                                                             0            0            0            0 
Treasury cash holdings                                             140   -        5   +       22          141 
Deposits with F.R. Banks, other than reserve balances           59,874   -   49,419   +    6,494       56,263 
  Term deposits held by depository institutions                      0            0            0            0 
  U.S. Treasury, General Account                                32,432   -    4,866   +    2,384       36,359 
  Foreign official                                              10,381   -        3   +    5,247       10,380 
  Other                                                         17,062   -   44,548   -    1,136        9,524 
Other liabilities and capital (17)                              63,602   +       54   -    1,008       62,873 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,425,839   -   38,819   +   86,987    1,421,840 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,266,587   +   44,106   +  748,422    2,274,198 

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. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements.                                                                               
7.  Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the      
    Term Asset-Backed Securities Loan Facility.                                                         
8.  Refer to table 4 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
10. Refer to table 6 and the note on consolidation accompanying table 9.                                    
11. Refer to table 7 and the note on consolidation accompanying table 9.                                    
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for       
    depreciation.                                                                                       
14. Revalued daily at current foreign currency exchange rates.                                              
15. Estimated.                                                                                              
16. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
17. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury. Refer to table 8 and table 9.                                                     


Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended   Sep 4, 2013 
                                                           Sep 4, 2013 Aug 28, 2013  Sep 5, 2012              

Securities held in custody for foreign official and       
     international accounts                                  3,279,323   -    4,019   +  109,305    3,282,468 
  Marketable U.S. Treasury securities (1)                    2,925,796   -    3,589   +  128,533    2,929,521 
  Federal agency debt and mortgage-backed securities (2)       315,536   -      808   -   18,560      315,111 
  Other securities (3)                                          37,991   +      378   -      668       37,836 
Securities lent to dealers                                      14,373   +      967   +    9,166       13,250 
  Overnight facility (4)                                        14,373   +      967   +    9,166       13,250 
    U.S. Treasury securities                                    13,487   +      940   +    8,921       12,459 
    Federal agency debt securities                                 886   +       27   +      245          791 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 8, and 9.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the underlying mortgages.                                     
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           






2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, September 4, 2013   

Millions of dollars
Remaining Maturity                     Within 15     16 days to    91 days to   Over 1 year   Over 5 year     Over 10         All      
                                          days        90 days        1 year      to 5 years   to 10 years      years                   

Loans (1)                                       79            96            29            73             0           ...           277 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                       0             5           385       646,497       864,316       522,087     2,033,290 
  Weekly changes                        -        1    +        1    +        3    +   18,934    -   10,842    +    1,586    +    9,680 
Federal agency debt securities (3)                                                                                                     
  Holdings                                   2,061         5,280        16,810        39,153            62         2,347        65,713 
  Weekly changes                        +      564    -      564             0             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             0             2         2,599     1,288,793     1,291,395 
  Weekly changes                                 0             0             0    +        1    +        1    +       52    +       54 
Asset-backed securities held by      
  TALF LLC (5)                                   0             0             0             0             0             0             0 
Repurchase agreements (6)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (7)               159           158             0             0             0             0           317 
                                                                                                                                       
Reverse repurchase agreements (6)           92,711             0           ...           ...           ...           ...        92,711 
Term deposits                                    0             0             0           ...           ...           ...             0 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden         
    Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's
    statement of condition consistent with consolidation under generally accepted accounting principles.
2.  Face value. For inflation-indexed securities, includes the original face value and compensation         
    that adjusts for the effect of inflation on the original face value of such securities.             
3.  Face value.                                                                                             
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of     
    the underlying assets.                                                                              
6.  Cash value of agreements.                                                                               
7.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Sep 4, 2013  

Mortgage-backed securities held outright (1)                                                                             1,291,395  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           94,264  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   20  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
2.  Current face value. Generally settle within 180 days and include commitments associated with            
    outright transactions, dollar rolls, and coupon swaps.                                              
3.  This amount is included in other Federal Reserve assets in table 1 and in other assets in table 8       
    and table 9.                                                                                        




4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Sep 4, 2013  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,492  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                                    0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of
the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to
the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan
Chase & Co. Any remaining funds will be paid to the FRBNY.

                                              

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Sep 4, 2013  

Net portfolio holdings of Maiden Lane II LLC (1)                                                                                64  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                          0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The deferred payment represents the portion of the proceeds of the net portfolio            
    holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase
    agreement. The fair value of this payment and accrued interest payable are included in other        
    liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.


Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC
from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of
Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due
to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.                  





6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Sep 4, 2013  

Net portfolio holdings of Maiden Lane III LLC (1)                                                                               22  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                      0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2013. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden
Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments
by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order:
operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due
to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

               

7. Information on Principal Accounts of TALF LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Sep 4, 2013  

Asset-backed securities holdings (1)                                                                                             0  
Other investments, net                                                                                                         195  
Net portfolio holdings of TALF LLC                                                                                             195  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                            0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date.         
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 9.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 8 and table 9.                      


Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities
Loan Facility (TALF) under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility
under which the Federal Reserve Bank of New York (FRBNY) extended loans with a term of up to five years to
holders of eligible asset-backed securities. The Federal Reserve closed the TALF for new loan extensions in 2010.
The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the
borrower can be discharged by surrendering the collateral to the FRBNY.                                     

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received
by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed,
for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a
price equal to the TALF loan plus accrued but unpaid interest. Prior to January 15, 2013, the U.S. Treasury's
Troubled Asset Relief Program (TARP) committed backup funding to TALF LLC, providing credit protection to the
FRBNY. However, the accumulated fees and income collected through the TALF and held by TALF LLC now exceed the
remaining amount of TALF loans outstanding. Accordingly, the TARP credit protection commitment has been
terminated, and TALF LLC has begun to distribute excess proceeds to the Treasury and the FRBNY. Any remaining funds
will be shared by the FRBNY and the U.S. Treasury.                                                          




8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from        Sep 4, 2013   Wednesday    Wednesday  
                                                        consolidation                Aug 28, 2013  Sep 5, 2012 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,983   -        9   -      152  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     3,588,619   +    9,060   +  857,506  
    Securities held outright (1)                                          3,390,398   +    9,734   +  810,617  
      U.S. Treasury securities                                            2,033,290   +    9,680   +  384,428  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      1,934,262   +    9,653   +  365,770  
        Notes and bonds, inflation-indexed (2)                               85,819            0   +   15,384  
        Inflation compensation (3)                                           13,209   +       28   +    3,274  
      Federal agency debt securities (2)                                     65,713            0   -   21,497  
      Mortgage-backed securities (4)                                      1,291,395   +       54   +  447,685  
    Unamortized premiums on securities held outright  
    (5)                                                                     203,308   -      201   +   52,654  
    Unamortized discounts on securities held outright 
    (5)                                                                      -5,365   -      466   -    3,546  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       277   -        8   -    2,220  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,492   +        1   -      423  
  Net portfolio holdings of Maiden Lane II LLC (8)                               64            0   +        3  
  Net portfolio holdings of Maiden Lane III LLC (9)                              22            0   -    1,563  
  Net portfolio holdings of TALF LLC (10)                                       195            0   -      656  
  Items in process of collection                                   (0)          157   +       71   -       49  
  Bank premises                                                               2,283   -        8   -       66  
  Central bank liquidity swaps (11)                                             317   -        4   -   23,125  
  Foreign currency denominated assets (12)                                   23,673   -      309   -    1,774  
  Other assets (13)                                                          19,139   +      922   +    2,313  
                                                                                                               
Total assets                                                       (0)    3,654,182   +    9,726   +  832,013  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





8. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from        Sep 4, 2013   Wednesday    Wednesday  
                                                        consolidation                Aug 28, 2013  Sep 5, 2012 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,166,699   +    6,189   +   80,093 
  Reverse repurchase agreements (14)                                          92,711   +    2,187   +    2,863 
  Deposits                                                          (0)    2,330,460   +    1,097   +  750,103 
    Term deposits held by depository institutions                                  0            0            0 
    Other deposits held by depository institutions                         2,274,198   +    9,623   +  745,815 
    U.S. Treasury, General Account                                            36,359   +   11,295   +    9,798 
    Foreign official                                                          10,380   -        2   +    5,296 
    Other                                                           (0)        9,524   -   19,819   -   10,805 
  Deferred availability cash items                                  (0)        1,438   +      716   +       66 
  Other liabilities and accrued dividends (15)                                 7,986   -      398   -    1,365 
                                                                                                               
Total liabilities                                                   (0)    3,599,295   +    9,792   +  831,761 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             27,444   -       33   +      127 
  Surplus                                                                     27,444   -       33   +      127 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 54,887   -       66   +      252 

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. Current face value of the securities, which      
    is the remaining principal balance of the underlying mortgages.                                     
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.      
7.  Refer to table 4 and the note on consolidation accompanying table 9.                                    
8.  Refer to table 5 and the note on consolidation accompanying table 9.                                    
9.  Refer to table 6 and the note on consolidation accompanying table 9.                                    
10. Refer to table 7 and the note on consolidation accompanying table 9.                                    
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
12. Revalued daily at current foreign currency exchange rates.                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC      
    to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse
    only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on      
    consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due
    to U.S. Treasury.                                                                                   

 



9. Statement of Condition of Each Federal Reserve Bank, September 4, 2013
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificate account                        11,037         391       3,925          397         512         856       1,421         792         310         190         309         728       1,206
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             1,983          34          88          125         136         342         198         288          28          47         160         192         346
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 3,588,619      93,832   1,989,984      103,976      91,643     223,126     238,392     193,922      57,774      34,097      67,909     139,356     354,610
    Securities held outright (1)               3,390,398      88,656   1,880,115       98,234      86,587     210,818     225,220     183,205      54,553      32,172      64,143     131,658     335,039
      U.S. Treasury securities                 2,033,290      53,169   1,127,543       58,913      51,928     126,432     135,069     109,872      32,716      19,294      38,468      78,958     200,930
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,033,290      53,169   1,127,543       58,913      51,928     126,432     135,069     109,872      32,716      19,294      38,468      78,958     200,930
      Federal agency debt securities (2)          65,713       1,718      36,441        1,904       1,678       4,086       4,365       3,551       1,057         624       1,243       2,552       6,494
      Mortgage-backed securities (4)           1,291,395      33,769     716,131       37,417      32,981      80,300      85,786      69,782      20,779      12,254      24,432      50,148     127,616
    Unamortized premiums on securities held 
      outright (5)                               203,308       5,316     112,743        5,891       5,192      12,642      13,505      10,986       3,271       1,929       3,846       7,895      20,091
    Unamortized discounts on securities     
      held outright (5)                           -5,365        -140      -2,975         -155        -137        -334        -356        -290         -86         -51        -101        -208        -530
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            277           0         102            7           0           0          23          20          36          46          21          12          10
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,492           0       1,492            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane II LLC (8)                                  64           0          64            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane III LLC (9)                                 22           0          22            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)            195           0         195            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     157           0           0            0           0           0         156           0           0           1           0           0           0
  Bank premises                                    2,283         118         426           72         112         229         212         201         127         100         249         233         204
  Central bank liquidity swaps (11)                  317          16         101           25          25          67          18           9           3           1           3           5          45
  Foreign currency denominated assets (12)        23,673       1,163       7,570        1,831       1,846       4,971       1,348         675         197          99         239         376       3,357
  Other assets (13)                               19,139         532      10,218          588         497       1,372       1,296       1,035         340         242         382         766       1,870
  Interdistrict settlement account                     0  -   26,389  +  224,270   -   25,477  -   15,544  -    6,856  -   39,006  -   52,691  -   13,996  -   14,043  -   22,803  -   31,212  +   23,747
                                                                                                                                                                                                         
Total assets                                   3,654,182      69,892   2,240,174       81,747      79,463     224,519     204,689     144,655      44,933      20,824      46,601     110,726     385,959

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





9. Statement of Condition of Each Federal Reserve Bank, September 4, 2013 (continued)
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                        City                 Francisco  

Liabilities                                                                                                                                                                                             
  Federal Reserve notes outstanding            1,493,232      47,234     550,774      45,363      62,257     112,877     184,116      96,764      37,573      23,565      39,594     121,082     172,033
    Less: Notes held by F.R. Banks               326,533      12,742      93,280       8,984       9,698      14,690      34,703      23,446       4,831      10,991      13,382      60,669      39,118
      Federal Reserve notes, net               1,166,699      34,492     457,493      36,379      52,559      98,188     149,413      73,318      32,742      12,575      26,212      60,414     132,915
  Reverse repurchase agreements (14)              92,711       2,424      51,412       2,686       2,368       5,765       6,159       5,010       1,492         880       1,754       3,600       9,162
  Deposits                                     2,330,460      30,160   1,709,477      38,234      19,941     108,526      44,056      64,388      10,050       6,887      17,903      45,478     235,360
    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                           2,274,198      30,156   1,653,606      38,197      19,937     108,231      44,044      64,364      10,050       6,887      17,902      45,477     235,348
    U.S. Treasury, General Account                36,359           0      36,359           0           0           0           0           0           0           0           0           0           0
    Foreign official                              10,380           2      10,353           3           3           8           2           1           0           0           0           1           6
    Other                                          9,524           3       9,160          34           0         286          10          22           0           0           1           1           7
  Deferred availability cash items                 1,438           0           0           0           0           0       1,340           0           0          99           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (15)                         1,444          28         896          43          15          35         104          83          24          13          28          63         113
  Other liabilities and accrued             
     dividends (16)                                6,542         190       3,421         226         228         575         417         343         161         138         141         250         452
                                                                                                                                                                                                        
Total liabilities                              3,599,295      67,294   2,222,700      77,569      75,111     213,087     201,488     143,141      44,469      20,591      46,038     109,805     378,002
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 27,444       1,299       8,737       2,089       2,176       5,716       1,600         757         232         117         281         461       3,979
  Surplus                                         27,444       1,299       8,737       2,089       2,176       5,716       1,600         757         232         117         281         461       3,979
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  3,654,182      69,892   2,240,174      81,747      79,463     224,519     204,689     144,655      44,933      20,824      46,601     110,726     385,959

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





9. Statement of Condition of Each Federal Reserve Bank, September 4, 2013 (continued)


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.                                                                                                 
2.  Face value of the securities.                                                                                                                                                                           
3.  Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.                               
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt        
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.                                                               
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                      
7.  Refer to table 4 and the note on consolidation below.                                                                                                                                                   
8.  Refer to table 5 and the note on consolidation below.                                                                                                                                                   
9.  Refer to table 6 and the note on consolidation below.                                                                                                                                                   
10. Refer to table 7 and the note on consolidation below.                                                                                                                                                   
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
12. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
15. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to      
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the     
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
    the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount    
    necessary to equate surplus with capital paid-in.                                                                                                                                                   
16. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have         
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.                                                                        


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a
loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a
loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.                                        

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any
residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the
FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net
assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to
the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).

                                                                            



10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                           Sep 4, 2013  

Federal Reserve notes outstanding                                                            1,493,232  
  Less: Notes held by F.R. Banks not subject to collateralization                              326,533  
    Federal Reserve notes to be collateralized                                               1,166,699  
Collateral held against Federal Reserve notes                                                1,166,699  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,150,462  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       3,390,398  
  Less: Face value of securities under reverse repurchase agreements                            84,966  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,305,432  

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.