Asset Price Bubble Bursts Coming In October With 69 Months of Near Zero Federal Funds Interest Rates! — Interest Rate Suppression or Price Control and Manipulation Will Blow Up Economy — Suppressing Savings and Investment With Low Interest Rates Is A Formula For Diaster and Depression — Panic Time — Start A War Over Oil — Meltdown America –Videos

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Project_1

The Pronk Pops Show Podcasts

Pronk Pops Show 332: September 18 2014

Pronk Pops Show 331: September 17, 2014

Pronk Pops Show 330: September 16, 2014

Pronk Pops Show 329: September 15, 2014

Pronk Pops Show 328: September 12, 2014

Pronk Pops Show 327: September 11, 2014

Pronk Pops Show 326: September 10, 2014

Pronk Pops Show 325: September 9, 2014

Pronk Pops Show 324: September 8, 2014

Pronk Pops Show 323: September 5, 2014

Pronk Pops Show 322: September 4, 2014

Pronk Pops Show 321: September 3, 2014

Pronk Pops Show 320: August 29, 2014

Pronk Pops Show 319: August 28, 2014

Pronk Pops Show 318: August 27, 2014 

Pronk Pops Show 317: August 22, 2014

Pronk Pops Show 316: August 20, 2014

Pronk Pops Show 315: August 18, 2014

Pronk Pops Show 314: August 15, 2014

Pronk Pops Show 313: August 14, 2014

Pronk Pops Show 312: August 13, 2014

Pronk Pops Show 311: August 11, 2014

Pronk Pops Show 310: August 8, 2014

Pronk Pops Show 309: August 6, 2014

Pronk Pops Show 308: August 4, 2014

Pronk Pops Show 307: August 1, 2014 

Pronk Pops Show 306: July 31, 2014

Pronk Pops Show 305: July 30, 2014

Pronk Pops Show 304: July 29, 2014

Pronk Pops Show 303: July 28, 2014

Pronk Pops Show 302: July 24, 2014

Pronk Pops Show 301: July 23, 2014

Pronk Pops Show 300: July 22, 2014

Pronk Pops Show 299: July 21, 2014

Pronk Pops Show 298: July 18, 2014

Pronk Pops Show 297: July 17, 2014

Pronk Pops Show 296: July 16, 2014

Pronk Pops Show 295: July 15, 2014

Pronk Pops Show 294: July 14, 2014

Pronk Pops Show 293: July 11, 2014

Pronk Pops Show 292: July 9, 2014

Pronk Pops Show 291: July 7, 2014

Pronk Pops Show 290: July 3, 2014

Pronk Pops Show 289: July 2, 2014

Pronk Pops Show 288: June 30, 2014

Pronk Pops Show 287: June 27, 2014

Pronk Pops Show 286: June 26, 2014

Pronk Pops Show 285 June 25, 2014

Pronk Pops Show 284: June 23, 2014

Pronk Pops Show 283: June 20, 2014

Pronk Pops Show 282: June 19, 2014

Pronk Pops Show 281: June 17, 2014

Pronk Pops Show 280: June 16, 2014

Pronk Pops Show 279: June 13, 2014

Pronk Pops Show 278: June 12, 2014

Pronk Pops Show 277: June 11, 2014

Pronk Pops Show 276: June 10, 2014

Pronk Pops Show 275: June 9, 2014

Pronk Pops Show 274: June 6, 2014

Pronk Pops Show 273: June 5, 2014

Pronk Pops Show 272: June 4, 2014

Pronk Pops Show 271: June 2, 2014

Story 1: Asset Price Bubble Bursts Coming In October With 69 Months of Near Zero Federal Funds Interest Rates! — Interest Rate Suppression or Price Control and Manipulation Will Blow Up Economy — Suppressing Savings and Investment With Low Interest Rates Is A Formula For Diaster and Depression — Panic Time — Start A War Over Oil — Meltdown America –Videos

U.S. Debt Clock

Current Debt Held by the Public Intragovernmental Holdings Total Public Debt Outstanding
09/17/2014 12,767,522,798,389.80 4,997,219,915,398.95 17,764,742,713,788.75

 

TABLE I -- SUMMARY OF TREASURY SECURITIES OUTSTANDING, AUGUST 31, 2014
(Millions of dollars)
                                              Amount Outstanding
Title                                         Debt Held             Intragovernmental         Totals
                                              By the Public         Holdings
Marketable:
  Bills.......................................        1,450,293                     1,704                1,451,998
  Notes.......................................        8,109,269                     7,365                8,116,634
  Bonds.......................................        1,521,088                        57                1,521,144
  Treasury Inflation-Protected Securities.....        1,031,836                        52                1,031,888
  Floating Rate Notes  21  ...................          109,996                         0                  109,996
  Federal Financing Bank  1  .................                0                    13,612                   13,612
Total Marketable  a...........................       12,222,481                    22,790 2             12,245,271
Nonmarketable:
  Domestic Series.............................           29,995                         0                   29,995
  Foreign Series..............................            2,986                         0                    2,986
  State and Local Government Series...........          105,440                         0                  105,440
  United States Savings Securities............          177,030                         0                  177,030
  Government Account Series...................          193,237                 4,993,277                5,186,514
  Hope Bonds 19...............................                0                       494                      494
  Other.......................................            1,443                         0                    1,443
Total Nonmarketable  b........................          510,130                 4,993,771                5,503,901
Total Public Debt Outstanding ................       12,732,612                 5,016,561               17,749,172
TABLE II -- STATUTORY DEBT LIMIT, AUGUST 31, 2014
(Millions of dollars)
                                              Amount Outstanding
Title                                         Debt Held             Intragovernmental         Totals
                                                 By the Public 17, 2Holdings
Debt Subject to Limit: 17, 20
  Total Public Debt Outstanding...............       12,732,612                 5,016,561               17,749,172
  Less Debt Not Subject to Limit:
    Other Debt ...............................              485                         0                      485
    Unamortized Discount  3...................           15,742                    12,421                   28,163
    Federal Financing Bank  1     ............                0                    13,612                   13,612
    Hope Bonds 19.............................                0                       494                      494
  Plus Other Debt Subject to Limit:
    Guaranteed Debt of Government Agencies  4                 *                         0                        *
  Total Public Debt Subject to Limit .........       12,716,386                 4,990,033               17,706,419
  Statutory Debt Limit  5.....................................................................                   0
COMPILED AND PUBLISHED BY
THE BUREAU OF THE FISCAL SERVICE
www.TreasuryDirect.gov

Interest Expense on the Debt Outstanding

The Interest Expense on the Debt Outstanding includes the monthly interest for:

Amortized discount or premium on bills, notes and bonds is also included in the monthly interest expense.

The fiscal year represents the total interest expense on the Debt Outstanding for a given fiscal year. This includes the months of October through September. View current month details (XLS Format, File size 199KB, uploaded 09/05/2014).

Note: To read or print a PDF document, you need the Adobe Acrobat Reader (v5.0 or higher) software installed on your computer. You can download the Adobe Acrobat Reader from the Adobe Website.

If you need help downloading…

Interest Expense Fiscal Year 2014
August $27,093,517,258.24
July $29,260,530,745.98
June $97,565,768,696.69
May $32,081,384,628.40
April $31,099,852,014.96
March $26,269,559,883.36
February $21,293,863,450.50
January $19,498,592,676.78
December $88,275,817,263.03
November $22,327,099,682.97
October $16,451,313,332.09
Fiscal Year Total $411,217,855,816.94
Available Historical Data Fiscal Year End
2013 $415,688,781,248.40
2012 $359,796,008,919.49
2011 $454,393,280,417.03
2010 $413,954,825,362.17
2009 $383,071,060,815.42
2008 $451,154,049,950.63
2007 $429,977,998,108.20
2006 $405,872,109,315.83
2005 $352,350,252,507.90
2004 $321,566,323,971.29
2003 $318,148,529,151.51
2002 $332,536,958,599.42
2001 $359,507,635,242.41
2000 $361,997,734,302.36
1999 $353,511,471,722.87
1998 $363,823,722,920.26
1997 $355,795,834,214.66
1996 $343,955,076,695.15
1995 $332,413,555,030.62
1994 $296,277,764,246.26
1993 $292,502,219,484.25
1992 $292,361,073,070.74
1991 $286,021,921,181.04
1990 $264,852,544,615.90
1989 $240,863,231,535.71
1988 $214,145,028,847.73

chart

fredgraph

fredgraph

BND-10-Year-Treasury-Yield-09122014

 JIM ROGERS Financial disaster coming – Dollar collapse – Countries Move Away From USD

US Fed signals move to normalize monetary policy

Dollar Meltdown, Massive Financial Bubble, Economic Collapse Marc Faber

Peter Schiff Iraq Crisis Threatens Global Economy

Peter Schiff – Fantasy About US Recovery Is Not Going To Materialize

Most important video Americans will see today – Doug Casey Interview

James Grant: Two Alternative Outcomes From Fed Policy – Much Higher Inflation or More Money Printing

Investor Jim Grant on Bubbles And Bargains

Jim Rogers Discusses Concern Over The Market

Jim Rogers On Economic Collapse And The US Debt‬

US Economy 2014 Collapse – *Peter Schiff* – FED will cause Huge Economic Crisis!

US ECONOMY COLLAPSE WILL LEAVE MILLIONS IN POVERTY

There Will Be No Economic Recovery. Prepare Yourself Accordingly

US Massive Financial Crisis Coming

Dan Mitchell Discussing Harvard Survey, Arguing for Growth over Class Warfare

The Coming Stock Market Crash and The Death of Money with Jim Rickards

Market Crash, Economic collapse 2014, The coming of World War 3 – Stock Market

Forbes: Obama’s Economic Reforms Are the Definition of Insanity

Why America Should Default and You Should Live Abroad: Q&A with Doug Casey

Doug Casey-No Way Out-Stock, Bond and Real Estate Markets Will Collapse

Russia conspired to destroy US dollar with China – clip from Meltdown America documentary

http://www.caseyresearch.com/lg/meltdown-video

 

 

Here a bubble, there a bubble: Ol’ Marc Faber

Even after the Dow and the S&P 500 closed at new all-time highs, closely followed contrarian Marc Faber keeps sounding the alarm.

“We have a bubble in everything, everywhere,” the publisher of The Gloom, Boom & Doom Report told CNBC’s “Squawk Box” on Friday. Faber has long argued that the Federal Reserve’s massive asset purchasing programs and near-zero interest rates have inflated stock prices.

The catalyst for a market decline, as he sees it, could be a “raise in interest rates, not engineered by the Fed,” referring an increase in bond yields.

 

Faber also expressed concern about American consumers. “Their cost of living have gone up more than the salary increases, so they’re getting squeezed. So that’s why retailing is not doing particularly well.”

A real black swan event, he argued, would be a global recession. “The big surprise will be that the global economy slows down and goes into recession. And that will shock markets.”

If economies around the world can’t recovery with the Fed and other central banks pumping easy money into the system, that would send a dire message, Faber added. He believes the best way for world economies to recover is to cut the size of government.

Read MoreBond market hears Fed hawks; stocks see doves

There’s a dual-economy in the U.S. and around the world with the rich doing really well and others struggling, he said. “[But] the rich will get creamed one day, especially in Europe, on wealth taxes.”

On the other end of the market spectrum, longtime stock market bull Jeremy Siegel told CNBC on Tuesday (ahead of Wednesday’s Fed policy statement leaving interest rate guidance unchanged) that he stands by his Dow 18,000 prediction.

The Wharton School professor sees second half economic growth of 3 to 4 percent, S&P 500 earnings near $120, and the start of Fed rate hikes in the spring or summer of 2015

http://www.cnbc.com/id/102016166

 

Fed and TWTR Overvaluation, Evidence of Looming Market Crash: Stockman

The Federal Reserve Wednesday reassured investors that it will hold interest rates near zero for a “considerable time” after it ends the bond-buying program known as quantitative easing in October. In response, the Dow Jones Industrial Average (^DJI) closed at a new record high.

Former Director of the Office of Management and Budget and author of the book, The Great Deformation, David Stockman, has significant concerns about that very policy.

“I’m worried… that we’ve got the greatest bubble created by a central bank in human history,” he told Yahoo Finance.

In a recent blog post, Stockman offered a handful of high-flying stocks as evidence of what he sees as “madness.”

                                               “…Twitter, is all that is required to remind us that once

                                               again markets are trading in the nosebleed section

                                               of history, rivaling even the madness of March 2000.”

Behind the madness

In an interview with Yahoo Finance, Stockman blamed Fed policy for creating that madness.

“We have been shoving zero-cost money into the financial markets for 6-years running,” he said. “That’s the kerosene that drives speculative trading – the carry trades. That’s what the gamblers use to fund their position as they move from one momentum play and trade to another.”

And that, he says, is not sustainable. While Stockman believes tech stocks are especially overvalued, he warns that it’s not just tech valuations that are inflated. “Everything’s massively overvalued, and it’s predicated on zero-cost overnight money that continues these carry trades; It can’t continue.”

And he still believes, as he has for some time – so far, incorrectly – that there will be a day of reckoning.

“When the trades begin to unwind because the carry cost has to normalize, you’re going to have a dramatic re-pricing dislocation in these financial markets.”

As Yahoo Finance’s Lauren Lyster points out in the associated video, investors who heeded Stockman’s advice last year would have missed out on a 28% run-up in stocks. But Stockman remains steadfast in his belief that the current Fed policy and the resultant market behavior can not continue. “I think what the Fed is doing is so unprecedented, what is happening in the markets is so unnatural,” he said. “This is dangerous, combustible stuff, and I don’t know when the explosion occurs – when the collapse suddenly is upon us – but when it happens, people will be happy that they got out of the way if they did.”

 

 

Federal Reserve Statistical Release, H.4.1, Factors Affecting Reserve Balances; title with eagle logo links to Statistical Release home page
Release Date: Thursday, September 11, 2014
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FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks September 11, 2014

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
Averages of daily figures Wednesday
Sep 10, 2014
Week ended
Sep 10, 2014
Change from week ended
Sep 3, 2014 Sep 11, 2013
Reserve Bank credit 4,377,690 +    4,183 +  761,693 4,379,719
Securities held outright1 4,159,537 +    2,675 +  765,361 4,160,521
U.S. Treasury securities 2,439,657 +    2,671 +  401,376 2,440,637
Bills2          0          0          0          0
Notes and bonds, nominal2 2,325,368 +    2,678 +  386,333 2,326,351
Notes and bonds, inflation-indexed2     97,755          0 +   11,737     97,755
Inflation compensation3     16,534 –        7 +    3,306     16,531
Federal agency debt securities2     41,562          0 –   22,868     41,562
Mortgage-backed securities4 1,678,317 +        4 +  386,851 1,678,322
Unamortized premiums on securities held outright5    208,963 –      219 +    5,815    208,907
Unamortized discounts on securities held outright5    -18,664 +       21 –   12,958    -18,654
Repurchase agreements6          0          0          0          0
Loans        291 –        8 +       18        352
Primary credit         10 –       18 –        8         53
Secondary credit          0          0          0          0
Seasonal credit        247 +        9 +       94        266
Term Asset-Backed Securities Loan Facility7         34          0 –       68         34
Other credit extensions          0          0          0          0
Net portfolio holdings of Maiden Lane LLC8      1,664 –        1 +      171      1,665
Net portfolio holdings of Maiden Lane II LLC9         63          0 –        1         63
Net portfolio holdings of Maiden Lane III LLC10         22          0          0         22
Net portfolio holdings of TALF LLC11         44          0 –       80         44
Float       -675 –       69 +       94       -627
Central bank liquidity swaps12         77 +        1 –      243         77
Other Federal Reserve assets13     26,369 +    1,784 +    3,517     27,349
Foreign currency denominated assets14     22,933 –      353 –      737     22,801
Gold stock     11,041          0          0     11,041
Special drawing rights certificate account      5,200          0          0      5,200
Treasury currency outstanding15     46,103 +       14 +      820     46,103
Total factors supplying reserve funds 4,462,967 +    3,844 +  761,776 4,464,863

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
reserve balances of depository institutions at
Federal Reserve Banks
Averages of daily figures Wednesday
Sep 10, 2014
Week ended
Sep 10, 2014
Change from week ended
Sep 3, 2014 Sep 11, 2013
Currency in circulation15 1,292,467 –      442 +   84,956 1,291,993
Reverse repurchase agreements16    266,584 +      818 +  173,996    267,602
Foreign official and international accounts    102,228 –      296 +    9,640    107,303
Others    164,356 +    1,115 +  164,356    160,299
Treasury cash holdings        165 +        4 +       23        164
Deposits with F.R. Banks, other than reserve balances     52,715 –    6,170 –   19,233     53,117
Term deposits held by depository institutions          0          0          0          0
U.S. Treasury, General Account     39,081 –    3,787 +      530     31,872
Foreign official      5,432 –    1,134 –    3,562      5,241
Other17      8,202 –    1,248 –   16,201     16,004
Other liabilities and capital18     63,991 –        1 +      818     63,033
Total factors, other than reserve balances,
absorbing reserve funds
1,675,922 –    5,792 +  240,561 1,675,910
Reserve balances with Federal Reserve Banks 2,787,045 +    9,636 +  521,214 2,788,954

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 9.
9. Refer to table 5 and the note on consolidation accompanying table 9.
10. Refer to table 6 and the note on consolidation accompanying table 9.
11. Refer to table 7 and the note on consolidation accompanying table 9.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned
to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the
foreign central bank.
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.  Also, includes Reserve Bank premises and equipment net of allowances for depreciation.
14. Revalued daily at current foreign currency exchange rates.
15. Estimated.
16. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
17. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.
18. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due to U.S. Treasury. Refer to table 8 and table 9.

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

1A. Memorandum Items

Millions of dollars

Memorandum item Averages of daily figures Wednesday
Sep 10, 2014
Week ended
Sep 10, 2014
Change from week ended
Sep 3, 2014 Sep 11, 2013
Securities held in custody for foreign official and international accounts 3,338,309 –      417 +   61,832 3,343,937
Marketable U.S. Treasury securities1 3,010,563 –      456 +   86,414 3,016,027
Federal agency debt and mortgage-backed securities2    285,805 +       28 –   29,008    285,934
Other securities3     41,942 +       12 +    4,427     41,976
Securities lent to dealers     10,669 +    1,648 –    1,429     11,123
Overnight facility4     10,669 +    1,648 –    1,429     11,123
U.S. Treasury securities      9,860 +    1,721 –    1,405     10,373
Federal agency debt securities        810 –       72 –       23        750

Note: Components may not sum to totals because of rounding.

1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS. Does not include securities pledged as collateral to foreign official and international account holders against reverse repurchase agreements with the Federal Reserve presented in tables 1, 8, and 9.
2. Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the 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, September 10, 2014

Millions of dollars

Remaining Maturity Within 15
days
16 days to
90 days
91 days to
1 year
Over 1 year
to 5 years
Over 5 year
to 10 years
Over 10
years
All
Loans1        118        234          0          0          0        352
U.S. Treasury securities2
Holdings          0         90      3,194 1,037,162    742,261    657,930 2,440,637
Weekly changes          0          0          0 +    1,615 –        1 +    2,037 +    3,651
Federal agency debt securities3
Holdings      1,556      1,329      3,584     32,746          0      2,347     41,562
Weekly changes          0          0          0          0          0          0          0
Mortgage-backed securities4
Holdings          0          0          0         10      4,698 1,673,614 1,678,322
Weekly changes          0          0          0          0 +      863 –      857 +        6
Asset-backed securities held by
TALF LLC5
         0          0          0          0          0          0          0
Repurchase agreements6          0          0          0
Central bank liquidity swaps7         77          0          0          0          0          0         77
Reverse repurchase agreements6    267,602          0    267,602
Term deposits          0          0          0          0

Note: Components may not sum to totals because of rounding.
…Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden Lane II LLC, Maiden
Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY’s statement of condition consistent with consolidation
under generally accepted accounting principles.
2. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of inflation on the
original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.
5. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
6. Cash value of agreements.
7. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to
the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign
central bank.

3. Supplemental Information on Mortgage-Backed Securities

Millions of dollars

Account name Wednesday
Sep 10, 2014
Mortgage-backed securities held outright1 1,678,322
Commitments to buy mortgage-backed securities2     80,643
Commitments to sell mortgage-backed securities2          0
Cash and cash equivalents3          4
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 8 and table 9.

4. Information on Principal Accounts of Maiden Lane LLC

Millions of dollars

Account name Wednesday
Sep 10, 2014
Net portfolio holdings of Maiden Lane LLC1      1,665
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          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, 2014. Any assets purchased after
this valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York’s statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.

5. Information on Principal Accounts of Maiden Lane II LLC

Millions of dollars

Account name Wednesday
Sep 10, 2014
Net portfolio holdings of Maiden Lane II LLC1         63
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          0
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc.3          0
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of June 30, 2014. Any assets purchased after
this valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York’s statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of American
International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued interest payable are
included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.

Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.

6. Information on Principal Accounts of Maiden Lane III LLC

Millions of dollars

Account name Wednesday
Sep 10, 2014
Net portfolio holdings of Maiden Lane III LLC1         22
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          0
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc.3          0
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of June 30, 2014. Any assets purchased after
this valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York’s statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

7. Information on Principal Accounts of TALF LLC

Millions of dollars

Account name Wednesday
Sep 10, 2014
Asset-backed securities holdings1          0
Other investments, net         44
Net portfolio holdings of TALF LLC         44
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          0
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable3          0
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York’s statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 9.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 8 and table 9.

Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF) under theauthority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New York (FRBNY) extended loans with a term of up to five years to holders of eligible asset-backed securities. The Federal Reserve closed the TALF for new loan extensions in 2010. The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to the FRBNY.

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed securities received by the FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest. Prior to January 15, 2013, the U.S. Treasury’s Troubled Asset Relief Program (TARP) committed backup funding to TALF LLC, providing credit protection to the FRBNY. However, the accumulated fees and income collected through the TALF and held by TALF LLC now exceed the remaining amount of TALF loans outstanding. Accordingly, the TARP credit protection commitment has been terminated, and TALF LLC has begun to distribute excess proceeds to the Treasury and the FRBNY. Any remaining funds will be shared by the FRBNY and the U.S. Treasury.

8. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars

Assets, liabilities, and capital Eliminations from consolidation Wednesday
Sep 10, 2014
Change since
Wednesday Wednesday
Sep 3, 2014 Sep 11, 2013
Assets
Gold certificate account     11,037          0          0
Special drawing rights certificate account      5,200          0          0
Coin      1,930 +        8 –       62
Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,351,126 +    3,534 +  756,847
Securities held outright1 4,160,521 +    3,657 +  763,739
U.S. Treasury securities 2,440,637 +    3,651 +  399,549
Bills2          0          0          0
Notes and bonds, nominal2 2,326,351 +    3,661 +  385,784
Notes and bonds, inflation-indexed2     97,755          0 +   10,546
Inflation compensation3     16,531 –       10 +    3,219
Federal agency debt securities2     41,562          0 –   22,654
Mortgage-backed securities4 1,678,322 +        6 +  386,844
Unamortized premiums on securities held outright5    208,907 –      132 +    5,820
Unamortized discounts on securities held outright5    -18,654 +       19 –   12,787
Repurchase agreements6          0          0          0
Loans        352 –       10 +       75
Net portfolio holdings of Maiden Lane LLC7      1,665 +        1 +      167
Net portfolio holdings of Maiden Lane II LLC8         63          0 –        1
Net portfolio holdings of Maiden Lane III LLC9         22          0          0
Net portfolio holdings of TALF LLC10         44          0 –       68
Items in process of collection (0)         94 –       22 –       31
Bank premises      2,255          0 –       29
Central bank liquidity swaps11         77 +        1 –      243
Foreign currency denominated assets12     22,801 –      404 –      925
Other assets13     25,095 +    2,704 +    3,719
Total assets (0) 4,421,408 +    5,821 +  759,373

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

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

Millions of dollars

Assets, liabilities, and capital Eliminations from consolidation Wednesday
Sep 10, 2014
Change since
Wednesday Wednesday
Sep 3, 2014 Sep 11, 2013
Liabilities
Federal Reserve notes, net of F.R. Bank holdings 1,247,980 –    2,086 +   84,510
Reverse repurchase agreements14    267,602 +   17,296 +  175,438
Deposits (0) 2,842,072 –    8,612 +  499,663
Term deposits held by depository institutions          0          0          0
Other deposits held by depository institutions 2,788,954 –   24,799 +  513,312
U.S. Treasury, General Account     31,872 +   10,836 +    1,852
Foreign official      5,241 –    1,326 –    3,524
Other15 (0)     16,004 +    6,676 –   11,978
Deferred availability cash items (0)        721 –      482 –      163
Other liabilities and accrued dividends16      6,693 –      299 –    1,529
Total liabilities (0) 4,365,067 +    5,817 +  757,919
Capital accounts
Capital paid in     28,170 +        2 +      726
Surplus     28,170 +        2 +      726
Other capital accounts          0          0          0
Total capital     56,341 +        4 +    1,454

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 9.
8. Refer to table 5 and the note on consolidation accompanying table 9.
9. Refer to table 6 and the note on consolidation accompanying table 9.
10. Refer to table 7 and the note on consolidation accompanying table 9.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to
the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign
central bank.
12. Revalued daily at current foreign currency exchange rates.
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
15. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.
16. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal
Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation accompanying table 9. Also includes the liability for interest on Federal Reserve notes due to U.S. Treasury.

9. Statement of Condition of Each Federal Reserve Bank, September 10, 2014

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        352      4,125        338        464        824      1,349        706        278        173        291        880      1,257
Special drawing rights certificate acct.      5,200        196      1,818        210        237        412        654        424        150         90        153        282        574
Coin      1,930         32         94        124        123        320        222        276         25         46        153        182        332
Securities, unamortized premiums and discounts, repurchase agreements,
and loans
4,351,126     88,009 2,670,390    104,231     94,993    243,168    240,542    177,833     53,725     26,795     57,330    132,586    461,524
Securities held outright1 4,160,521     84,160 2,553,576     99,673     90,839    232,534    229,991    170,046     51,317     25,497     54,804    126,772    441,311
U.S. Treasury securities 2,440,637     49,370 1,497,974     58,470     53,288    136,409    134,917     99,752     30,104     14,957     32,149     74,367    258,881
Bills2          0          0          0          0          0          0          0          0          0          0          0          0          0
Notes and bonds3 2,440,637     49,370 1,497,974     58,470     53,288    136,409    134,917     99,752     30,104     14,957     32,149     74,367    258,881
Federal agency debt securities2     41,562        841     25,509        996        907      2,323      2,298      1,699        513        255        547      1,266      4,409
Mortgage-backed securities4 1,678,322     33,949 1,030,093     40,207     36,644     93,803     92,777     68,595     20,701     10,285     22,107     51,139    178,021
Unamortized premiums on securities held outright5    208,907      4,226    128,220      5,005      4,561     11,676     11,548      8,538      2,577      1,280      2,752      6,365     22,159
Unamortized discounts on securities held outright5    -18,654       -377    -11,449       -447       -407     -1,043     -1,031       -762       -230       -114       -246       -568     -1,979
Repurchase agreements6          0          0          0          0          0          0          0          0          0          0          0          0          0
Loans        352          1         44          0          0          0         34         11         61        132         20         17         33
Net portfolio holdings of Maiden
Lane LLC7      1,665          0      1,665          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
Lane II LLC8         63          0         63          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
Lane III LLC9         22          0         22          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of TALF LLC10         44          0         44          0          0          0          0          0          0          0          0          0          0
Items in process of collection         94          0          0          0          0          0         93          0          0          1          0          0          0
Bank premises      2,255        121        434         74        110        222        209        198        124         97        243        224        200
Central bank liquidity swaps11         77          4         25          6          6         16          4          2          1          0          1          1         11
Foreign currency denominated assets12     22,801      1,037      7,335      1,714      1,813      4,754      1,311        629        192         96        240        381      3,299
Other assets13     25,095        535     15,039        739        546      1,547      1,374      1,014        356        219        347        798      2,580
Interdistrict settlement account          0 +   10,547 –   58,585 +    2,678 +    9,252 +      197 +    8,040 –   10,297 –   10,950 –    2,083 –      134 +    2,635 +   48,701
Total assets 4,421,408    100,833 2,642,468    110,114    107,543    251,460    253,799    170,787     43,900     25,434     58,623    137,969    518,478

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

9. Statement of Condition of Each Federal Reserve Bank, September 10, 2014 (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 1,443,974     44,572    489,349     42,766     65,118    103,568    212,875     94,569     37,360     21,242     36,783    115,911    179,862
Less: Notes held by F.R. Banks    195,994      5,311     63,063      6,357      8,870     11,177     20,690     11,915      4,937      4,278      5,302     25,736     28,359
Federal Reserve notes, net 1,247,980     39,261    426,285     36,409     56,248     92,391    192,186     82,654     32,423     16,964     31,481     90,175    151,503
Reverse repurchase agreements14    267,602      5,413    164,244      6,411      5,843     14,956     14,793     10,937      3,301      1,640      3,525      8,154     28,385
Deposits 2,842,072     53,409 2,030,175     62,876     40,791    131,999     42,547     75,315      7,510      6,356     22,882     38,429    329,783
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 2,788,954     53,397 1,977,410     62,837     40,788    131,731     42,538     75,306      7,510      6,355     22,881     38,428    329,774
U.S. Treasury, General Account     31,872          0     31,872          0          0          0          0          0          0          0          0          0          0
Foreign official      5,241          2      5,214          3          3          8          2          1          0          0          0          1          6
Other15     16,004         11     15,679         36          0        260          7          7          0          0          1          0          3
Deferred availability cash items        721          0          0          0          0          0        611          0          0        110          0          0          0
Interest on Federal Reserve notes due
to U.S. Treasury16
     1,693         19      1,199         20         10         23         86         73         20         12         20         54        155
Other liabilities and accrued
dividends17
     5,000        167      2,179        211        208        544        361        282        142        118        126        208        454
Total liabilities 4,365,067     98,270 2,624,083    105,927    103,101    239,913    250,583    169,261     43,395     25,200     58,034    137,021    510,279
Capital
Capital paid in     28,170      1,282      9,193      2,093      2,221      5,773      1,608        763        252        117        295        474      4,099
Surplus     28,170      1,282      9,193      2,093      2,221      5,773      1,608        763        252        117        295        474      4,099
Other capital          0          0          0          0          0          0          0          0          0          0          0          0          0
Total liabilities and capital 4,421,408    100,833 2,642,468    110,114    107,543    251,460    253,799    170,787     43,900     25,434     58,623    137,969    518,478

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

9. Statement of Condition of Each Federal Reserve Bank, September 10, 2014 (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 table 5 and the note on consolidation below.
9. Refer to table 6 and the note on consolidation below.
10. Refer to table 7 and the note on consolidation below.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate
equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.
12. Revalued daily at current foreign currency exchange rates.
13. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
15. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities.
16. 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.
17. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.

Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and table 8), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 8).

10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents’ Accounts

Millions of dollars

Federal Reserve notes and collateral Wednesday
Sep 10, 2014
Federal Reserve notes outstanding 1,443,974
Less: Notes held by F.R. Banks not subject to collateralization    195,994
Federal Reserve notes to be collateralized 1,247,980
Collateral held against Federal Reserve notes 1,247,980
Gold certificate account     11,037
Special drawing rights certificate account      5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,231,743
Other assets pledged          0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,160,521
Less: Face value of securities under reverse repurchase agreements    257,508
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,903,013

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.

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