FEDERAL RESERVE statistical release

For release at 4:30 P.M. EST January 31, 2013 The weekly average values, shown in table 1, reflect the December 31, 2012, quarterly updates to the fair values of the net portfolio holdings of Maiden Lane LLC and the fair value adjustment of the Term Asset-Backed Securities Loan Facility, or TALF, which is included in Other Federal Reserve assets. The amounts for the first six days of this reporting week are based on the values as of September 30, 2012, and the amounts for the last day of the reporting week are based on the values as of December 31, 2012.

FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks Reserve Bank credit Securities held outright1 U.S. Treasury securities Bills2 Notes and bonds, nominal2 Notes and bonds, inflation-indexed2 Inflation compensation3 Federal agency debt securities2 Mortgage-backed securities4 Repurchase agreements5 Loans Primary credit Secondary credit Seasonal credit Term Asset-Backed Securities Loan Facility6 Other credit extensions Net portfolio holdings of Maiden Lane LLC7 Net portfolio holdings of Maiden Lane II LLC8 Net portfolio holdings of Maiden Lane III LLC9 Net portfolio holdings of TALF LLC10 Float Central bank liquidity swaps11 Other Federal Reserve assets12 Gold stock Special drawing rights certificate account Treasury currency outstanding13 Week ended Jan 30, 2013 2,989,001 2,746,855 1,703,499 0 1,616,686 76,130 10,683 75,111 968,245 0 555 5 0 3 547 0 1,415 61 22 857 2,238 8,030 228,968 11,041 5,200 44,873 Averages of daily figures Change from week ended Jan 23, 2013 Feb 1, 2012 + + + + + + 13,361 8,777 9,664 0 8,464 1,192 8 0 887 466 7 0 0 0 7 0 2 0 0 1 2,847 41 2,253 0 0 14 + + + + + + + + + + 83,449 147,888 41,877 18,423 51,426 7,631 1,242 26,387 132,398 0 7,632 39 0 1 7,592 0 5,538 9,447 17,698 38 3,146 96,424 69,117 0 0 640 84,090

January 31, 2013

Wednesday Jan 30, 2013 2,991,126 2,750,952 1,710,058 0 1,623,279 76,130 10,649 75,111 965,784 0 579 28 0 3 547 0 1,400 61 22 857 -693 8,030 229,918 11,041 5,200 44,873 3,052,240

+ + +

+ +

3,050,116 + 13,376 Total factors supplying reserve funds Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1

1. Factors Affecting Reserve Balances of Depository Institutions (continued)

Millions of dollars Reserve Bank credit, related items, and reserve balances of depository institutions at Federal Reserve Banks Currency in circulation13 Reverse repurchase agreements14 Foreign official and international accounts Others Treasury cash holdings Deposits with F.R. Banks, other than reserve balances Term deposits held by depository institutions U.S. Treasury, General Account Foreign official Service-related Required clearing balances Adjustments to compensate for float Other Other liabilities and capital15 Total factors, other than reserve balances, absorbing reserve funds Reserve balances with Federal Reserve Banks Note: Components may not sum to totals because of rounding. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. Week ended Jan 30, 2013 1,154,864 92,919 92,919 0 184 103,842 3,036 71,127 7,432 0 0 0 22,246 65,576 Averages of daily figures Change from week ended Jan 23, 2013 Feb 1, 2012 + + + + 1,221 513 513 0 8 30,011 0 1,080 155 0 0 0 29,087 2,308 + + + + + 87,582 3,304 3,304 0 41 59,319 43 46,427 7,304 1,976 1,976 0 18,178 7,540 Wednesday Jan 30, 2013 1,156,350 98,432 98,432 0 190 87,568 3,036 71,305 7,433 0 0 0 5,794 64,706

1,417,384 1,632,732

33,019 46,395

+ +

24,068 60,022

1,407,246 1,644,994

Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A. Face value of the securities. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages. Cash value of agreements. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term Asset-Backed Securities Loan Facility. Refer to table 4 and the note on consolidation accompanying table 9. Refer to table 5 and the note on consolidation accompanying table 9. Refer to table 6 and the note on consolidation accompanying table 9. Refer to table 7 and the note on consolidation accompanying table 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. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility. Estimated. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due to U.S. Treasury. Refer to table 8 and table 9.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.

H.4.1

1A. Memorandum Items

Millions of dollars Memorandum item Securities held in custody for foreign official and international accounts Marketable U.S. Treasury securities1 Federal agency debt and mortgage-backed securities2 Other securities3 Securities lent to dealers Overnight facility4 U.S. Treasury securities Federal agency debt securities Note: Components may not sum to totals because of rounding. 1. 2. 3. 4. Week ended Jan 30, 2013 3,254,891 2,912,159 305,939 36,794 16,626 16,626 15,941 685 Averages of daily figures Change from week ended Jan 23, 2013 Feb 1, 2012 + + + + + + 276 147 1,312 889 10,008 10,008 9,892 116 + + + + + + 220,025 309,696 90,150 480 3,966 3,966 4,425 459 Wednesday Jan 30, 2013 3,250,831 2,908,108 305,830 36,893 16,735 16,735 16,065 670

Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS. Does not include securities pledged as collateral to foreign official and international account holders against reverse repurchase agreements with the Federal Reserve presented in tables 1, 8, and 9. Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the underlying mortgages. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed securities, and commercial paper at face value. Face value. Fully collateralized by U.S. Treasury securities.

2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, January 30, 2013
Millions of dollars Remaining Maturity Loans1 U.S. Treasury securities2 Holdings Weekly changes Federal agency debt securities3 Holdings Weekly changes Mortgage-backed securities4 Holdings Weekly changes Asset-backed securities held by TALF LLC5 Repurchase agreements6 Central bank liquidity swaps7 Within 15 days 31 1 0 498 498 0 0 0 0 4,140 16 days to 90 days 47 5 1 2,560 498 0 0 0 0 3,890 0 0 91 days to 1 year 0 14 1 17,142 0 2 0 0 ... 0 ... 0 Over 1 year to 5 years 501 400,314 13,505 50,520 0 1 0 0 ... 0 ... ... Over 5 year to 10 years 0 871,745 3,115 2,044 0 2,496 50 0 ... 0 ... ... Over 10 years ... 437,977 2,976 2,347 0 963,285 17,340 0 ... 0 ... ... All 579 1,710,058 13,367 75,111 0 965,784 17,390 0 0 8,030 98,432 3,036

98,432 Reverse repurchase agreements6 3,036 Term deposits Note: Components may not sum to totals because of rounding. ...Not applicable. 1. 2. 3. 4. 5. 6. 7.

Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNYs statement of condition consistent with consolidation under generally accepted accounting principles. 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. Face value. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets. Cash value of agreements. 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.

H.4.1

3. Supplemental Information on Mortgage-Backed Securities

Millions of dollars Account name Mortgage-backed securities held outright1 Commitments to buy mortgage-backed securities2 Commitments to sell mortgage-backed securities2 Wednesday Jan 30, 2013 965,784 118,696 2,600

50 Cash and cash equivalents3 1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages. 2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls, and coupon swaps. 3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 8 and table 9.

4. Information on Principal Accounts of Maiden Lane LLC

Millions of dollars Account name Net portfolio holdings of Maiden Lane LLC1 Wednesday Jan 30, 2013 1,400

0 Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 0 Accrued interest payable to the Federal Reserve Bank of New York2 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 December 31, 2012. 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 Yorks statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9. 3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9. Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.

5. Information on Principal Accounts of Maiden Lane II LLC

Millions of dollars Account name Net portfolio holdings of Maiden Lane II LLC1 Wednesday Jan 30, 2013 61

0 Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 0 Accrued interest payable to the Federal Reserve Bank of New York2 Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc.3 0 1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of December 31, 2012. 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 Yorks statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9. 3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of American International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued interest payable are included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9. Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.

H.4.1

6. Information on Principal Accounts of Maiden Lane III LLC

Millions of dollars Account name Net portfolio holdings of Maiden Lane III LLC1 Wednesday Jan 30, 2013 22

0 Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 0 Accrued interest payable to the Federal Reserve Bank of New York2 Outstanding principal amount and accrued interest on loan payable to American International Group, Inc.3 0 1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of December 31, 2012. 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 Yorks statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9. 3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9. Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

7. Information on Principal Accounts of TALF LLC

Millions of dollars Account name Asset-backed securities holdings1 Other investments, net Net portfolio holdings of TALF LLC Wednesday Jan 30, 2013 0 857 857

0 Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 0 Accrued interest payable to the Federal Reserve Bank of New York2 Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable3 113 1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date. 2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New Yorks statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9. 3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9. Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF) under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New York (FRBNY) extends loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed securities collateralized by a variety of consumer and business loans. The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to the FRBNY. The loans are extended for the market value of the security less an amount known as a haircut. As a result, the borrower bears the initial risk of a decline in the value of the security. TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest. Losses on asset-backed securities held by TALF LLC will be offset in the following order: by the commitment fees collected by TALF LLC then by the interest received on investments of TALF LLC. Payments by TALF LLC from the proceeds of its net portfolio holdings will be made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the U.S. Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds will be shared by the FRBNY and the U.S. Treasury.

H.4.1

8. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars Assets, liabilities, and capital Assets Gold certificate account Special drawing rights certificate account Coin Securities, repurchase agreements, and loans Securities held outright1 U.S. Treasury securities Bills2 Notes and bonds, nominal2 Notes and bonds, inflation-indexed2 Inflation compensation3 Federal agency debt securities2 Mortgage-backed securities4 Repurchase agreements5 Loans Net portfolio holdings of Maiden Lane LLC6 Net portfolio holdings of Maiden Lane II LLC7 Net portfolio holdings of Maiden Lane III LLC8 Net portfolio holdings of TALF LLC9 Items in process of collection Bank premises Central bank liquidity swaps10 Other assets11 Eliminations from consolidation Wednesday Jan 30, 2013 11,037 5,200 2,196 2,751,531 2,750,952 1,710,058 0 1,623,279 76,130 10,649 75,111 965,784 0 579 1,400 61 22 857 117 2,335 8,030 227,583 Change since Wednesday Wednesday Jan 23, 2013 Feb 1, 2012 0 0 26 4,012 4,024 13,367 0 13,460 0 93 0 17,390 0 12 17 0 0 0 163 2 41 1,240 2,963 0 0 241 143,420 150,983 47,599 18,423 57,374 7,430 1,218 26,387 129,772 0 7,563 5,567 9,447 17,704 38 85 160 96,424 68,967 83,119

+ + + + -

+ + + + + + + + + + +

(0)

+ + -

(0) 3,010,370 Total assets Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1

8. Consolidated Statement of Condition of All Federal Reserve Banks (continued)

Millions of dollars Assets, liabilities, and capital Liabilities Federal Reserve notes, net of F.R. Bank holdings Reverse repurchase agreements12 Deposits Term deposits held by depository institutions Other deposits held by depository institutions U.S. Treasury, General Account Foreign official Other Deferred availability cash items Other liabilities and accrued dividends13 Total liabilities Capital accounts Capital paid in Surplus Other capital accounts Total capital Note: Components may not sum to totals because of rounding. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. Eliminations from consolidation Wednesday Jan 30, 2013 1,113,859 98,432 1,732,563 3,036 1,644,994 71,305 7,433 5,794 810 9,918 2,955,582 Change since Wednesday Wednesday Jan 23, 2013 Feb 1, 2012 + + + 20 8,539 9,314 0 48,670 9,938 152 48,199 391 1,836 3,021 + + + + + 84,947 14,559 7,493 43 71,047 49,386 7,292 36,404 361 8,720 82,933

(0)

(0) (0)

(0)

27,394 27,394 0 54,788

+ +

29 29 0 58

+ +

93 93 0 186

Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A. Face value of the securities. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities. Refer to table 4 and the note on consolidation accompanying table 9. Refer to table 5 and the note on consolidation accompanying table 9. Refer to table 6 and the note on consolidation accompanying table 9. Refer to table 7 and the note on consolidation accompanying table 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. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to credit extended by the Federal Reserve Bank of New York (FRBNY) to eligible borrowers through the Term Asset-Backed Securities Loan Facility. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due to U.S. Treasury.

H.4.1

9. Statement of Condition of Each Federal Reserve Bank, January 30, 2013

Millions of dollars Assets, liabilities, and capital Assets Gold certificate account Special drawing rights certificate acct. Coin Securities, repurchase agreements, and loans Securities held outright1 U.S. Treasury securities Bills2 Notes and bonds3 Federal agency debt securities2 Mortgage-backed securities4 Repurchase agreements5 Loans Net portfolio holdings of Maiden Lane LLC6 Net portfolio holdings of Maiden Lane II LLC7 Net portfolio holdings of Maiden Lane III LLC8 Net portfolio holdings of TALF LLC9 Items in process of collection Bank premises Central bank liquidity swaps10 Other assets11 Interdistrict settlement account Total
11,037 5,200 2,196 2,751,531 2,750,952 1,710,058 0 1,710,058 75,111 965,784 0 579 1,400 61 22 857 117 2,335 8,030 227,583 0 +

Boston
408 196 41 66,815 66,815 41,534 0 41,534 1,824 23,457 0 0 0 0

New York Philadelphia Cleveland

3,824 1,818 98 1,542,881 1,542,334 958,751 0 958,751 42,111 541,471 0 548 1,400 61 22 857 0 451 2,590 121,175 50,488 437 210 144 90,941 90,941 56,531 0 56,531 2,483 31,927 0 0 0 0 0 0 0 70 696 8,867 18,167 515 237 155 69,941 69,941 43,477 0 43,477 1,910 24,554 0 0 0 0

Richmond
890 412 383 195,789 195,789 121,707 0 121,707 5,346 68,736 0 0 0 0 0 0 0 229 1,661 19,757 55,636 + 163,486

Atlanta
1,337 654 222 165,863 165,863 103,105 0 103,105 4,529 58,230 0 0 0 0 0 0 116 216 459 13,674 16,019 198,560

Chicago
839 424 323 152,611 152,611 94,867 0 94,867 4,167 53,578 0 1 0 0 0 0 0 202 214 11,891 15,329 151,175

St. Louis
313 150 40 43,009 43,009 26,735 0 26,735 1,174 15,099 0 0 0 0

Minneapolis
192 90 54 25,009 25,009 15,546 0 15,546 683 8,780 0 0 0 0 0 0 0 103 33 1,999 1,681 29,161

Kansas City
315 153 169 55,276 55,268 34,356 0 34,356 1,509 19,403 0 8 0 0 0 0 0 252 80 4,336 10,623 49,957

Dallas
725 282 208 106,912 106,889 66,445 0 66,445 2,918 37,526 0 23 0 0

San Francisco
1,242 574 360 236,484 236,484 147,004 0 147,004 6,457 83,023 0 0 0 0 0 0 0 209 1,227 21,213 45,878 307,187

0 0 0 119 282 5,830 5,768 +

0 0 0 115 594 7,008 8,474 -

0 0 0 131 66 3,410 2,360 + 44,759

0 0 0 239 129 8,424 9,245 + 107,673

3,010,370 79,458 1,725,666 83,198 70,090 Total assets Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1

9. Statement of Condition of Each Federal Reserve Bank, January 30, 2013 (continued)
Millions of dollars Assets, liabilities, and capital Liabilities Federal Reserve notes outstanding Less: Notes held by F.R. Banks Federal Reserve notes, net Reverse repurchase agreements12 Deposits Term deposits held by depository institutions Other deposits held by depository institutions U.S. Treasury, General Account Foreign official Other Deferred availability cash items Interest on Federal Reserve notes due to U.S. Treasury13 Other liabilities and accrued dividends14 Total liabilities Capital Capital paid in Surplus Other capital Total
1,368,830 254,971 1,113,859 98,432 1,732,563 3,036 1,644,994 71,305 7,433 5,794 810 643 9,274 2,955,582

Boston
47,524 8,577 38,947 2,391 35,155 5 35,133 0 1 15 0 20 252 76,765

New York Philadelphia Cleveland

488,773 94,183 394,590 55,186 1,253,068 1,542 1,167,234 71,305 7,406 5,581 0 252 5,079 1,708,175 47,411 5,056 42,355 3,254 33,014 637 32,368 0 3 6 0 34 307 78,965 61,810 10,460 51,350 2,503 11,661 0 11,658 0 3 0 0 23 286 65,822

Richmond
103,573 12,605 90,968 7,006 53,160 40 52,960 0 8 151 0 67 794 151,993

Atlanta
174,878 31,211 143,667 5,935 44,620 500 44,110 0 2 7 605 62 553 195,443

Chicago
95,235 14,637 80,598 5,461 63,012 5 62,978 0 1 27 0 45 496 149,612

St. Louis
37,362 4,348 33,014 1,539 9,543 0 9,543 0 0 0 0 13 190 44,299

Minneapolis
23,116 4,345 18,771 895 8,895 105 8,789 0 0 0 205 7 156 28,929

Kansas City
37,993 8,721 29,272 1,978 17,939 1 17,936 0 0 1 0 20 194 49,402

Dallas
96,032 32,429 63,603 3,825 38,987 5 38,979 0 1 3 0 39 350 106,804

San Francisco
155,122 28,398 126,724 8,462 163,508 196 163,305 0 6 1 0 62 619 299,374

27,394 27,394 0

1,347 1,347 0

8,745 8,745 0

2,116 2,116 0

2,134 2,134 0

5,746 5,746 0 163,486

1,559 1,559 0 198,560

782 782 0 151,175

230 230 0 44,759

116 116 0 29,161

278 278 0 49,957

435 435 0 107,673

3,906 3,906 0 307,187

3,010,370 79,458 1,725,666 83,198 70,090 Total liabilities and capital Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1

9. Statement of Condition of Each Federal Reserve Bank, January 30, 2013 (continued)
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A. Face value of the securities. 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. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities. Refer to table 4 and the note on consolidation below. Refer to table 5 and the note on consolidation below. Refer to table 6 and the note on consolidation below. Refer to table 7 and the note on consolidation below. 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. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates and the fair value adjustment to credit extended by the Federal Reserve Bank of New York (FRBNY) to eligible borrowers through the Term Asset-Backed Securities Loan Facility. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. Represents the estimated weekly remittances to U.S. Treasury as interest on Federal Reserve notes or, in those cases where the Reserve Banks 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 Banks 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. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.

14.

Note on consolidation: The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility. The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).

H.4.1

10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents Accounts
Millions of dollars Federal Reserve notes and collateral Federal Reserve notes outstanding Less: Notes held by F.R. Banks not subject to collateralization Federal Reserve notes to be collateralized Collateral held against Federal Reserve notes Gold certificate account Special drawing rights certificate account U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 Other assets pledged Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 Less: Face value of securities under reverse repurchase agreements U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged Note: Components may not sum to totals because of rounding. 1. 2. 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. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A. Wednesday Jan 30, 2013 1,368,830 254,971 1,113,859 1,113,859 11,037 5,200 1,097,622 0 2,750,952 85,430 2,665,523