FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                 November 5, 2015


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended   Nov 4, 2015 
Federal Reserve Banks                                      Nov 4, 2015 Oct 28, 2015  Nov 5, 2014              

Reserve Bank credit                                         4,451,741   -    6,568   +    6,625    4,451,649  
  Securities held outright (1)                              4,240,018   -    6,455   +   20,850    4,240,008  
    U.S. Treasury securities                                2,461,778   -       35   +      205    2,461,760  
      Bills (2)                                                     0            0            0            0  
      Notes and bonds, nominal (2)                          2,346,639            0   -       74    2,346,639  
      Notes and bonds, inflation-indexed (2)                   98,534            0   +       65       98,534  
      Inflation compensation (3)                               16,604   -       36   +      213       16,587  
    Federal agency debt securities (2)                         34,146            0   -    5,554       34,146  
    Mortgage-backed securities (4)                          1,744,095   -    6,418   +   26,201    1,744,102  
  Unamortized premiums on securities held outright (5)        192,222   -      543   -   16,730      192,064  
  Unamortized discounts on securities held outright (5)       -16,853   +       31   +    1,825      -16,839  
  Repurchase agreements (6)                                         0            0            0            0  
  Loans                                                           147   -       32   -       11          132  
    Primary credit                                                  6   +        4   -        2           11  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                               141   -       36   -        9          121  
    Term Asset-Backed Securities Loan Facility (7)                  0            0            0            0  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Maiden Lane LLC (8)                 1,713   +        7   +       34        1,713  
  Net portfolio holdings of TALF LLC (9)                            0            0   -       24            0  
  Float                                                           308   +       89   +      907           77  
  Central bank liquidity swaps (10)                               143   +        3   +      142          143  
  Other Federal Reserve assets (11)                            34,042   +      331   -      369       34,352  
Foreign currency denominated assets (12)                       19,747   -       58   -    2,252       19,555  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (13)                             47,397   +       14   +    1,154       47,397  
                                                                                                              
Total factors supplying reserve funds                       4,535,126   -    6,613   +    5,527    4,534,843  

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   Nov 4, 2015 
Federal Reserve Banks                                      Nov 4, 2015 Oct 28, 2015  Nov 5, 2014              

Currency in circulation (13)                                 1,396,921   +    4,393   +   94,705    1,401,127 
Reverse repurchase agreements (14)                             372,185   +   46,232   +  112,746      308,284 
  Foreign official and international accounts                  199,888   +   12,601   +   93,517      200,878 
  Others                                                       172,297   +   33,632   +   19,229      107,406 
Treasury cash holdings                                             238   +       12   +       36          238 
Deposits with F.R. Banks, other than reserve balances           57,768   -   41,727   -  286,010       70,292 
  Term deposits held by depository institutions                      0            0   -  219,144            0 
  U.S. Treasury, General Account                                29,795   -   17,305   -   81,587       44,215 
  Foreign official                                               5,270   +        9   +       17        5,281 
  Other (15)                                                    22,703   -   24,431   +   14,704       20,796 
Other liabilities and capital (16)                              65,447   -      330   +    2,545       65,051 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  1,892,560   +    8,582   -   75,977    1,844,992 
                                                                                                              
Reserve balances with Federal Reserve Banks                  2,642,566   -   15,196   +   81,504    2,689,851 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements.                                                                               
7.  Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the      
    Term Asset-Backed Securities Loan Facility.                                                         
8.  Refer to table 4 and the note on consolidation accompanying table 6.                                    
9.  Refer to the note on consolidation accompanying table 6.                                                
10. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for       
    depreciation.                                                                                       
12. Revalued daily at current foreign currency exchange rates.                                              
13. Estimated.                                                                                              
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
15. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
16. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.                      
                                                                                                            



Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended   Nov 4, 2015 
                                                           Nov 4, 2015 Oct 28, 2015  Nov 5, 2014              

Securities held in custody for foreign official and       
     international accounts                                  3,283,763   -    8,596   -   19,094    3,284,048 
  Marketable U.S. Treasury securities (1)                    2,962,408   -    7,906   -   13,793    2,962,589 
  Federal agency debt and mortgage-backed securities (2)       275,313   -      778   -    9,579      275,388 
  Other securities (3)                                          46,042   +       88   +    4,277       46,071 
Securities lent to dealers                                      16,210   -      227   +    6,657       15,431 
  Overnight facility (4)                                        16,210   -      227   +    6,657       15,431 
    U.S. Treasury securities                                    16,159   -      217   +    7,296       15,376 
    Federal agency debt securities                                  51   -       10   -      639           55 

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, November 4, 2015    

Millions of dollars
Remaining Maturity                     Within 15     16 days to    91 days to   Over 1 year   Over 5 year     Over 10         All      
                                          days        90 days        1 year      to 5 years   to 10 years      years                   

Loans                                           40            92             0             0             0           ...           132 
U.S. Treasury securities (1)                                                                                                           
  Holdings                                     326         1,912       178,399     1,130,239       512,967       637,917     2,461,760 
  Weekly changes                        +      326    +    1,585    +    4,616    -    5,470    -    1,070    -       26    -       40 
Federal agency debt securities (2)                                                                                                     
  Holdings                                   1,202         1,626        12,825        16,146             0         2,347        34,146 
  Weekly changes                        +    1,202    -    1,202             0             0             0             0             0 
Mortgage-backed securities (3)                                                                                                         
  Holdings                                       0             0             0           394         9,277     1,734,431     1,744,102 
  Weekly changes                                 0             0             0    +      125    -       97    -       17    +       11 
Repurchase agreements (4)                        0             0           ...           ...           ...           ...             0 
Central bank liquidity swaps (5)               143             0             0             0             0             0           143 
                                                                                                                                       
Reverse repurchase agreements (4)          308,284             0           ...           ...           ...           ...       308,284 
Term deposits                                    0             0             0           ...           ...           ...             0 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Face value. For inflation-indexed securities, includes the original face value and compensation         
    that adjusts for the effect of inflation on the original face value of such securities.             
2.  Face value.                                                                                             
3.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
4.  Cash value of agreements.                                                                               
5.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
                                                                                                            






3. Supplemental Information on Mortgage-Backed Securities
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                       Nov 4, 2015  

Mortgage-backed securities held outright (1)                                                                             1,744,102  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                           28,934  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   21  



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   
                                                                                                                       Nov 4, 2015  

Net portfolio holdings of Maiden Lane LLC (1)                                                                                1,713  
                                                                                                                                    
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 September 30, 2015. Any assets purchased after this 
    valuation date are initially recorded at cost until their estimated fair value as of the purchase date
    becomes available.                                                                                  
2.  Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's            
    statement of condition consistent with consolidation under generally accepted accounting principles. Refer
    to the note on consolidation accompanying table 6.                                                  
3.  Book value. The fair value of these obligations is included in other liabilities and capital in         
    table 1 and in other liabilities and accrued dividends in table 5 and table 6.                      


Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC
under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to
acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit
extended and to minimize disruption to financial markets. The remaining outstanding balances of the senior
loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were
repaid in full, with interest.

                                                                          






5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from        Nov 4, 2015   Wednesday    Wednesday  
                                                        consolidation                Oct 28, 2015  Nov 5, 2014 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,886   +        2   +        3  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     4,415,364   -      403   +    5,934  
    Securities held outright (1)                                          4,240,008   -       29   +   20,831  
      U.S. Treasury securities                                            2,461,760   -       40   +      179  
        Bills (2)                                                                 0            0            0  
        Notes and bonds, nominal (2)                                      2,346,639            0   -       74  
        Notes and bonds, inflation-indexed (2)                               98,534            0   +       65  
        Inflation compensation (3)                                           16,587   -       39   +      187  
      Federal agency debt securities (2)                                     34,146            0   -    5,554  
      Mortgage-backed securities (4)                                      1,744,102   +       11   +   26,206  
    Unamortized premiums on securities held outright  
    (5)                                                                     192,064   -      369   -   16,706  
    Unamortized discounts on securities held outright 
    (5)                                                                     -16,839   +       32   +    1,823  
    Repurchase agreements (6)                                                     0            0            0  
    Loans                                                                       132   -       35   -       13  
  Net portfolio holdings of Maiden Lane LLC (7)                               1,713   -        3   +       34  
  Net portfolio holdings of TALF LLC (8)                                          0            0   -       24  
  Items in process of collection                                   (0)          452   -        7   +      377  
  Bank premises                                                               2,231   -        5   -       29  
  Central bank liquidity swaps (9)                                              143   +        3   +      142  
  Foreign currency denominated assets (10)                                   19,555   -      284   -    2,200  
  Other assets (11)                                                          32,121   +    1,059   -    1,121  
                                                                                                               
Total assets                                                       (0)    4,489,702   +      363   +    3,117  

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        Nov 4, 2015   Wednesday    Wednesday  
                                                        consolidation                Oct 28, 2015  Nov 5, 2014 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         1,355,849   +    6,111   +   92,863 
  Reverse repurchase agreements (12)                                         308,284   -   36,526   +   83,689 
  Deposits                                                          (0)    2,760,143   +   30,994   -  175,718 
    Term deposits held by depository institutions                                  0            0   -  219,144 
    Other deposits held by depository institutions                         2,689,851   +   21,664   +   89,633 
    U.S. Treasury, General Account                                            44,215   +    8,629   -   59,989 
    Foreign official                                                           5,281   +        8   +       33 
    Other (13)                                                      (0)       20,796   +      694   +   13,749 
  Deferred availability cash items                                  (0)          375   -      196   -      408 
  Other liabilities and accrued dividends (14)                                 6,423   -       51   +      543 
                                                                                                               
Total liabilities                                                   (0)    4,431,075   +      333   +      971 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             29,314   +       16   +    1,074 
  Surplus                                                                     29,314   +       16   +    1,074 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 58,627   +       30   +    2,146 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table     
    1A.                                                                                                 
2.  Face value of the securities.                                                                           
3.  Compensation that adjusts for the effect of inflation on the original face value of                     
    inflation-indexed securities.                                                                       
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt      
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an
    effective-interest basis.                                                                           
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.      
7.  Refer to table 4 and the note on consolidation accompanying table 6.                                    
8.  Refer to the note on consolidation accompanying table 6.                                                
9.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used     
    when the foreign currency is returned to the foreign central bank. This exchange rate equals the    
    market exchange rate used when the foreign currency was acquired from the foreign central bank.     
10. Revalued daily at current foreign currency exchange rates.                                              
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable.                                                                                
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, and designated financial market utilities.                        
14. Includes the liability for interest on Federal Reserve notes due to U.S. Treasury.                      

 



6. Statement of Condition of Each Federal Reserve Bank, November 4, 2015
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificate account                        11,037         347       3,709          340         505         783       1,600         734         299         171         288         891       1,370
  Special drawing rights certificate acct.         5,200         196       1,818          210         237         412         654         424         150          90         153         282         574
  Coin                                             1,886          48          71          130         128         300         194         273          31          42         152         193         325
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans                                 4,415,364     111,924   2,650,517      109,814     106,153     239,807     248,656     164,058      46,053      26,924      57,364     142,234     511,860
    Securities held outright (1)               4,240,008     107,482   2,545,328      105,456     101,940     230,290     238,764     157,535      44,217      25,786      55,080     136,585     491,546
      U.S. Treasury securities                 2,461,760      62,404   1,477,824       61,228      59,187     133,707     138,627      91,465      25,672      14,971      31,980      79,301     285,393
        Bills (2)                                      0           0           0            0           0           0           0           0           0           0           0           0           0
        Notes and bonds (3)                    2,461,760      62,404   1,477,824       61,228      59,187     133,707     138,627      91,465      25,672      14,971      31,980      79,301     285,393
      Federal agency debt securities (2)          34,146         866      20,498          849         821       1,855       1,923       1,269         356         208         444       1,100       3,959
      Mortgage-backed securities (4)           1,744,102      44,212   1,047,006       43,379      41,932      94,728      98,214      64,801      18,188      10,607      22,657      56,183     202,195
    Unamortized premiums on securities held 
      outright (5)                               192,064       4,869     115,298        4,777       4,618      10,432      10,816       7,136       2,003       1,168       2,495       6,187      22,266
    Unamortized discounts on securities     
      held outright (5)                          -16,839        -427     -10,109         -419        -405        -915        -948        -626        -176        -102        -219        -542      -1,952
    Repurchase agreements (6)                          0           0           0            0           0           0           0           0           0           0           0           0           0
    Loans                                            132           0           0            0           0           0          26          12           9          72           8           5           0
  Net portfolio holdings of Maiden                                                                                                                                                                       
     Lane LLC (7)                                  1,713           0       1,713            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (8)               0           0           0            0           0           0           0           0           0           0           0           0           0
  Items in process of collection                     452           0           0            0           0           0         451           0           0           1           0           0           0
  Bank premises                                    2,231         125         438           74         106         213         207         204         118          92         238         220         196
  Central bank liquidity swaps (9)                   143           6          46            8          11          33           8           4           1           1           2           2          21
  Foreign currency denominated                                                                                                                                                                           
     assets (10)                                  19,555         886       6,306        1,092       1,524       4,487       1,112         525         182          82         206         282       2,871
  Other assets (11)                               32,121         855      18,806          809         786       1,907       1,830       1,211         423         223         464       1,069       3,738
  Interdistrict settlement account                     0  -   10,305  -  193,976   +    7,403  +   28,641  +   57,751  +    3,083  +   23,023  +   13,316  +    6,206  +    6,027  +   16,696  +   42,136
                                                                                                                                                                                                         
Total assets                                   4,489,702     104,083   2,489,447      119,880     138,091     305,692     257,796     190,456      60,575      33,832      64,893     161,868     563,090

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, November 4, 2015 (continued)
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                        City                 Francisco  

Liabilities                                                                                                                                                                                             
  Federal Reserve notes outstanding            1,537,567      48,874     500,272      49,938      83,704     107,574     217,298     104,332      52,233      27,100      41,192     117,755     187,294
    Less: Notes held by F.R. Banks               181,717       5,882      62,580       6,438       9,438      12,238      23,155      10,643       4,674       3,010       4,607      13,636      25,416
      Federal Reserve notes, net               1,355,849      42,991     437,692      43,500      74,267      95,335     194,144      93,689      47,559      24,090      36,585     104,119     161,877
  Reverse repurchase agreements (12)             308,284       7,815     185,067       7,668       7,412      16,744      17,360      11,454       3,215       1,875       4,005       9,931      35,740
  Deposits                                     2,760,143      50,478   1,844,227      65,254      51,674     179,862      42,291      83,421       9,068       7,363      23,551      46,718     356,234
    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                           2,689,851      50,469   1,782,470      65,252      51,671     179,607      42,281      75,218       9,030       7,363      23,550      46,713     356,226
    U.S. Treasury, General Account                44,215           0      44,215           0           0           0           0           0           0           0           0           0           0
    Foreign official                               5,281           2       5,254           2           3           9           2           1           0           0           0           1           6
    Other (13)                                    20,796           8      12,288           0           0         246           7       8,202          38           0           1           4           2
  Deferred availability cash items                   375           0           0           0           0           0         264           0           0         111           0           0           0
  Interest on Federal Reserve notes due     
     to U.S. Treasury (14)                         1,642          35       1,077          28          22          31          99          72          17           4          20          58         181
  Other liabilities and accrued             
     dividends                                     4,781         157       2,167         197         222         565         319         241         129         137         122         174         350
                                                                                                                                                                                                        
Total liabilities                              4,431,075     101,476   2,470,231     116,646     133,598     292,538     254,477     188,878      59,987      33,580      64,283     161,000     554,382
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 29,314       1,303       9,608       1,617       2,246       6,577       1,660         789         294         126         305         434       4,354
  Surplus                                         29,314       1,303       9,608       1,617       2,246       6,577       1,660         789         294         126         305         434       4,354
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  4,489,702     104,083   2,489,447     119,880     138,091     305,692     257,796     190,456      60,575      33,832      64,893     161,868     563,090

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, November 4, 2015 (continued)


1.  Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.                                                                                                 
2.  Face value of the securities.                                                                                                                                                                           
3.  Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.                               
4.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.                                                               
5.  Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury and Federal agency debt        
    securities, amortization is on a straight-line basis. For mortgage-backed securities, amortization is on an effective-interest basis.                                                               
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                      
7.  Refer to table 4 and the note on consolidation below.                                                                                                                                                   
8.  Refer to the note on consolidation below.                                                                                                                                                               
9.  Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals        
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.                                                                                                 
10. Revalued daily at current foreign currency exchange rates.                                                                                                                                              
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.                                                                                   
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
13. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.                               
14. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Bank's net earnings are not sufficient to equate surplus to      
    capital paid-in, the deferred asset for interest on Federal Reserve notes. The amount of any deferred asset, which is presented as a negative amount in this line, represents the amount of the     
    Federal Reserve Bank's earnings that must be retained before remittances to the U.S. Treasury resume. The amounts on this line are calculated in accordance with Board of Governors policy, which requires
    the Federal Reserve Banks to remit residual earnings to the U.S. Treasury as interest on Federal Reserve notes after providing for the costs of operations, payment of dividends, and the amount    
    necessary to equate surplus with capital paid-in.                                                                                                                                                   
                                                                                                                                                                                                            


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan
was extended to Maiden Lane LLC (ML), which was formed to acquire certain assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to ML was
repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. On November 25,
2008, the Federal Reserve Board authorized FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by FRBNY in connection with the
decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility. On January 15, 2013 FRBNY's commitment to extend credit to TALF LLC was eliminated. 

FRBNY was the primary beneficiary of ML because it received a majority of the residual returns and could have absorbed a majority of any residual losses should they have occurred. FRBNY was
the primary beneficiary of TALF LLC, because of the two beneficiaries of TALF LLC, FRBNY and the U.S. Treasury, FRBNY was primarily responsible for directing the financial activities of TALF
LLC. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs were consolidated with the assets and liabilities of FRBNY in the preparation of the
statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from FRBNY to the LLCs were eliminated, the net assets of the LLCs appeared as assets
on the previous page (and in table 1 and table 5), and the liabilities of the LLCs to entities other than FRBNY, including those with recourse only to the portfolio holdings of the LLCs, were
included in other liabilities in this table (and table 1 and table 5).

                                                                                                                    



7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                           Nov 4, 2015  

Federal Reserve notes outstanding                                                            1,537,567  
  Less: Notes held by F.R. Banks not subject to collateralization                              181,717  
    Federal Reserve notes to be collateralized                                               1,355,849  
Collateral held against Federal Reserve notes                                                1,355,849  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   1,339,613  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       4,240,008  
  Less: Face value of securities under reverse repurchase agreements                           298,515  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        3,941,493  

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.