FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                 October 27, 2016


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Oct 26, 2016 
Federal Reserve Banks                                     Oct 26, 2016 Oct 19, 2016 Oct 28, 2015              

Reserve Bank credit                                         4,430,035   -    4,640   -   28,274    4,414,796  
  Securities held outright (1)                              4,231,684   -    7,371   -   14,789    4,217,878  
    U.S. Treasury securities                                2,463,535   +       23   +    1,722    2,463,544  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          2,340,976            0   -    5,663    2,340,976  
      Notes and bonds, inflation-indexed (2)                  105,224            0   +    6,690      105,224  
      Inflation compensation (3)                               17,335   +       23   +      695       17,344  
    Federal agency debt securities (2)                         18,493   -    1,428   -   15,653       18,493  
    Mortgage-backed securities (4)                          1,749,656   -    5,967   -      857    1,735,841  
  Unamortized premiums on securities held outright (5)        176,603   -      394   -   16,162      176,056  
  Unamortized discounts on securities held outright (5)       -15,357   +       37   +    1,527      -15,343  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                            92   -       24   -       87           76  
    Primary credit                                                  6            0   +        4            2  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                                86   -       24   -       91           74  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (7)                 1,708   -        1   +        2        1,705  
  Float                                                          -326   +       53   -      545         -464  
  Central bank liquidity swaps (8)                              3,541   +    3,301   +    3,401        3,541  
  Other Federal Reserve assets (9)                             32,090   -      241   -    1,621       31,347  
Foreign currency denominated assets (10)                       20,869   -      138   +    1,064       20,871  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (11)                             48,267   +       14   +      838       48,267  
                                                                                                              
Total factors supplying reserve funds                       4,515,412   -    4,764   -   26,373    4,500,175  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Oct 26, 2016 
Federal Reserve Banks                                     Oct 26, 2016 Oct 19, 2016 Oct 28, 2015              

Currency in circulation (11)                                 1,475,912   -    1,095   +   83,339    1,477,577 
Reverse repurchase agreements (12)                             401,309   +    7,687   +   75,356      384,809 
  Foreign official and international accounts                  239,422   -    1,024   +   52,135      242,744 
  Others                                                       161,887   +    8,711   +   23,222      142,065 
Treasury cash holdings                                             177   +        5   -       49          181 
Deposits with F.R. Banks, other than reserve balances          529,164   +   74,982   +  429,669      526,849 
  Term deposits held by depository institutions                 48,601   +   48,601   +   48,601       48,601 
  U.S. Treasury, General Account                               429,027   +   37,039   +  381,927      420,256 
  Foreign official                                               5,170   +        5   -       91        5,166 
  Other (13)                                                    46,366   -   10,663   -      768       52,826 
Other liabilities and capital (14)                              47,267   -      710   -   18,510       45,739 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  2,453,829   +   80,869   +  569,806    2,435,155 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,061,583   -   85,633   -  596,179    2,065,020 

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.  Refer to table 4 and the note on consolidation accompanying table 6.                                    
8.  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.     
9.  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.                                                                                       
10. Revalued daily at current foreign currency exchange rates.                                              
11. Estimated.                                                                                              
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities. Also includes certain deposit
    accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as
    fiscal agents of the United States.                                                                 
14. Includes the liability for earnings remittances due to the U.S. Treasury.                               
                                                                                                            



Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended  Oct 26, 2016 
                                                          Oct 26, 2016 Oct 19, 2016 Oct 28, 2015              

Securities held in custody for foreign official and       
     international accounts                                  3,125,232   +    2,795   -  167,127    3,120,080 
  Marketable U.S. Treasury securities (1)                    2,806,250   +    4,913   -  164,064    2,802,246 
  Federal agency debt and mortgage-backed securities (2)       259,666   -    1,688   -   16,425      258,384 
  Other securities (3)                                          59,316   -      429   +   13,362       59,450 
Securities lent to dealers                                      21,147   -    1,902   +    4,710       19,893 
  Overnight facility (4)                                        21,147   -    1,902   +    4,710       19,893 
    U.S. Treasury securities                                    21,122   -    1,897   +    4,746       19,869 
    Federal agency debt securities                                  24   -        6   -       37           24 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the securities.                                               
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           






2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, October 26, 2016    

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                                           70             6             0             0             0           ...            76 
U.S. Treasury securities (1)                                                                                                           
  Holdings                                   6,529        38,905       146,893     1,202,724       433,465       635,028     2,463,544 
  Weekly changes                                 0             0    +        1    +        4    +        4    +       14    +       24 
Federal agency debt securities (2)                                                                                                     
  Holdings                                       0         2,313         9,423         4,410             0         2,347        18,493 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (3)                                                                                                         
  Holdings                                       0             0             0         1,390        11,099     1,723,351     1,735,841 
  Weekly changes                                 0             0             0    -      200    -      648    -   14,046    -   14,892 
Repurchase agreements (4)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (5)             3,541             0             0             0             0             0         3,541 
                                                                                                                                       
Reverse repurchase agreements (4)          384,809             0           ...           ...           ...           ...       384,809 
Term deposits                               48,601             0             0           ...           ...           ...        48,601 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Face value. For inflation-indexed securities, includes the original face value and compensation         
    that adjusts for the effect of inflation on the original face value of such securities.             
2.  Face value.                                                                                             
3.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
4.  Cash value of agreements.                                                                               
5.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
                                                                                                            






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Oct 26, 2016  

Mortgage-backed securities held outright (1)                                                                             1,735,841  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           38,316  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   10  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
2.  Current face value. Generally settle within 180 days and include commitments associated with            
    outright transactions, dollar rolls, and coupon swaps.                                              
3.  This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5       
    and table 6.                                                                                        




4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Oct 26, 2016  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,705  
                                                                                                                                    
Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                        0  
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                             0  
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                                    0  



1.  Fair value. Fair value reflects an estimate of the price that would be received upon selling an         
    asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued
    quarterly. This table reflects valuations as of June 30, 2016. Any assets purchased after this valuation
    date are initially recorded at cost until their estimated fair value as of the purchase date becomes
    available.                                                                                          
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 6.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 5 and table 6.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. The remaining outstanding balances of the senior
loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were
repaid in full, with interest.

                                                                          






5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Oct 26, 2016   Wednesday    Wednesday  
                                                        consolidation                Oct 19, 2016 Oct 28, 2015 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,895   -        3   +       11  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     4,378,668   -   15,529   -   37,099  
    Securities held outright (1)                                          4,217,878   -   14,869   -   22,159  
      U.S. Treasury securities                                            2,463,544   +       24   +    1,744  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      2,340,976            0   -    5,663  
        Notes and bonds, inflation-indexed (2)                              105,224            0   +    6,690  
        Inflation compensation (3)                                           17,344   +       24   +      718  
      Federal agency debt securities (2)                                     18,493            0   -   15,653  
      Mortgage-backed securities (4)                                      1,735,841   -   14,892   -    8,250  
    Unamortized premiums on securities held outright  
    (5)                                                                     176,056   -      679   -   16,377  
    Unamortized discounts on securities held outright 
    (5)                                                                     -15,343   +       36   +    1,528  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                        76   -       18   -       91  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,705   -        4   -       11  
  Items in process of collection                                   (0)           62   -       14   -      397  
  Bank premises                                                               2,202   -        1   -       34  
  Central bank liquidity swaps (8)                                            3,541   +    3,361   +    3,401  
  Foreign currency denominated assets (9)                                    20,871   -      152   +    1,032  
  Other assets (10)                                                          29,145   -      715   -    1,917  
                                                                                                               
Total assets                                                       (0)    4,454,326   -   13,056   -   35,013  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Oct 26, 2016   Wednesday    Wednesday  
                                                        consolidation                Oct 19, 2016 Oct 28, 2015 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,431,381   +      692   +   81,643 
  Reverse repurchase agreements (11)                                         384,809   -   46,359   +   39,999 
  Deposits                                                          (0)    2,591,870   +   33,463   -  137,279 
    Term deposits held by depository institutions                             48,601   +   48,601   +   48,601 
    Other deposits held by depository institutions                         2,065,020   -   40,791   -  603,167 
    U.S. Treasury, General Account                                           420,256   +   10,563   +  384,670 
    Foreign official                                                           5,166   +        1   -      107 
    Other (12)                                                      (0)       52,826   +   15,089   +   32,724 
  Deferred availability cash items                                  (0)          527   +       24   -       44 
  Other liabilities and accrued dividends (13)                                 5,556   -      880   -      918 
                                                                                                               
Total liabilities                                                   (0)    4,414,143   -   13,060   -   16,599 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             30,182   +        3   +      884 
  Surplus                                                                     10,000            0   -   19,298 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 40,182   +        3   -   18,415 

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.  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.     
9.  Revalued daily at current foreign currency exchange rates.                                              
10. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
12. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities. Also includes certain deposit
    accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as
    fiscal agents of the United States.                                                                 
13. Includes the liability for earnings remittances due to the U.S. Treasury.                               

 



6. Statement of Condition of Each Federal Reserve Bank, October 26, 2016
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         355       3,588          359         586         760       1,541         753         360         193         296         875       1,371
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             1,895          48          74          160         131         301         181         281          32          54         126         189         318
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 4,378,668     107,561   2,491,712      118,888     131,131     267,592     245,070     174,470      55,278      32,313      60,947     155,863     537,840
    Securities held outright (1)               4,217,878     103,613   2,400,256      114,525     126,318     257,770     236,071     168,061      53,233      31,097      58,702     150,134     518,098
      U.S. Treasury securities                 2,463,544      60,518   1,401,922       66,891      73,779     150,556     137,883      98,160      31,092      18,163      34,286      87,689     302,607
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,463,544      60,518   1,401,922       66,891      73,779     150,556     137,883      98,160      31,092      18,163      34,286      87,689     302,607
      Federal agency debt securities (2)          18,493         454      10,524          502         554       1,130       1,035         737         233         136         257         658       2,272
      Mortgage-backed securities (4)           1,735,841      42,641     987,810       47,132      51,986     106,084      97,154      69,164      21,908      12,798      24,158      61,787     213,220
    Unamortized premiums on securities held 
      outright (5)                               176,056       4,325     100,188        4,780       5,273      10,759       9,854       7,015       2,222       1,298       2,450       6,267      21,626
    Unamortized discounts on securities     
      held outright (5)                          -15,343        -377      -8,731         -417        -459        -938        -859        -611        -194        -113        -214        -546      -1,885
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                             76           0           0            0           0           1           4           6          17          32           8           8           1
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,705           0       1,705            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                      62           0           0            0           0           0          62           0           0           0           0           0           0
  Bank premises                                    2,202         118         430           72         105         204         207         201         114          90         240         224         196
  Central bank liquidity swaps (8)                 3,541         157       1,168          195         270         790         197          95          36          15          35          45         539
  Foreign currency denominated                                                                                                                                                                           
     assets (9)                                   20,871         922       6,887        1,148       1,590       4,654       1,159         559         214          89         208         265       3,175
  Other assets (10)                               29,145         754      16,103          795         876       1,938       1,641       1,173         445         239         459       1,135       3,586
  Interdistrict settlement account                     0  -   21,516  +   41,660   -   12,687  -   12,621  -   15,862  +    8,753  +    1,655  +    2,697  +    1,781  -       88  +   18,169  -   11,941
                                                                                                                                                                                                         
Total assets                                   4,454,326      88,594   2,565,145      109,141     122,306     260,789     259,464     179,612      59,327      34,865      62,376     177,047     535,659

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, October 26, 2016 (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            1,616,883      49,944     523,869      51,582      80,566     114,020     223,804     108,954      49,809      28,193      42,869     133,928     209,345
    Less: Notes held by F.R. Banks               185,502       6,529      47,519       6,724       9,969      14,735      27,752      12,681       5,797       3,268       6,039      16,321      28,168
      Federal Reserve notes, net               1,431,381      43,415     476,350      44,858      70,598      99,285     196,053      96,273      44,012      24,925      36,830     117,607     181,177
  Reverse repurchase agreements (11)             384,809       9,453     218,982      10,448      11,524      23,517      21,537      15,333       4,857       2,837       5,356      13,697      47,268
  Deposits                                     2,591,870      33,800   1,854,228      51,456      36,783     128,629      39,183      66,217       9,869       6,342      19,660      44,974     300,729
    Term deposits held by depository        
        institutions                              48,601          50      18,015      17,000         650           6         100       4,420           0           0       2,360           0       6,000
    Other deposits held by depository       
        institutions                           2,065,020      33,743   1,367,337      34,454      36,130     128,317      39,074      52,779       9,855       6,342      17,298      44,973     294,720
    U.S. Treasury, General Account               420,256           0     420,256           0           0           0           0           0           0           0           0           0           0
    Foreign official                               5,166           2       5,140           2           3           9           2           1           0           0           0           1           6
    Other (12)                                    52,826           5      43,480           0           0         298           7       9,017          14           0           1           1           3
  Deferred availability cash items                   527           0           0           0           0           0          82           0           0         444           0           0           0
  Earnings remittances due to the U.S.      
     Treasury (13)                                   689           7         465           4           9          21          41          20           8           5           9          35          65
  Other liabilities and accrued             
     dividends                                     4,867         170       2,081         203         210         524         350         274         144         142         131         220         419
                                                                                                                                                                                                        
Total liabilities                              4,414,143      86,845   2,552,105     106,970     119,124     251,977     257,246     178,116      58,889      34,696      61,985     176,533     529,657
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 30,182       1,307       9,741       1,621       2,420       6,581       1,663       1,228         335         127         291         388       4,480
  Surplus                                         10,000         442       3,299         550         762       2,230         555         268         103          43         100         127       1,521
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  4,454,326      88,594   2,565,145     109,141     122,306     260,789     259,464     179,612      59,327      34,865      62,376     177,047     535,659

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, October 26, 2016 (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.  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.                                                                                                 
9.  Revalued daily at current foreign currency exchange rates.                                                                                                                                              
10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities. Also includes certain         
    deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.                                                   
13. Represents the estimated weekly remittances due to U.S. Treasury. The amounts on this line represent the residual net earnings that the Federal Reserve Banks remit to the U.S. Treasury after          
    providing for the costs of operations, payment of dividends, and the amount necessary to maintain a $10 billion surplus.                                                                            
                                                                                                                                                                                                            


Note on consolidation:


On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended a loan to Maiden Lane LLC (ML) under the authority of section 13(3) of the Federal Reserve Act. ML was formed to
acquire certain assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to ML was repaid in full, with interest. On November 15, 2012, the
remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. FRBNY was the primary beneficiary of ML because it received any residual
returns and could have absorbed any residual losses should they have occurred. Consistent with generally accepted accounting principles, the assets and liabilities of ML were consolidated with the
assets and liabilities of FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extension of credit from FRBNY to ML was
eliminated, the net assets of ML appeared as assets on the previous page (and in table 1 and table 5), and the liabilities of ML to entities other than FRBNY, including those with recourse only
to the ML portfolio holdings, were included in other liabilities in this table (and table 1 and table 5).

                                                                                 



7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                          Oct 26, 2016  

Federal Reserve notes outstanding                                                            1,616,883  
  Less: Notes held by F.R. Banks not subject to collateralization                              185,502  
    Federal Reserve notes to be collateralized                                               1,431,381  
Collateral held against Federal Reserve notes                                                1,431,381  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,415,145  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       4,217,878  
  Less: Face value of securities under reverse repurchase agreements                           358,240  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,859,638  

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.