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Financial Statements: Federal Reserve Bank of Chicago

As of and for the Years Ended December 31, 2017 and 2016 and independent Auditors Report Financial Statements: Federal Reserve Bank of Chicago Federal Reserve Bank of Chicago Contents 2 Page Management s Report on Internal Control over Financial Reporting 1 independent Auditors Report 2-3 Abbreviations 4 Financial Statements: Statements of Condition as of December 31, 2017 and December 31, 2016 5 Statements of Operations for the years ended December 31, 2017 and December 31, 2016 6 Statements of Changes in Capital for the years ended December 31, 2017 and December 31, 2016 7 Notes to Financial Statements 8-39 Federal Reserve BANKOF CHICAGOM anagement's Report on Internal Control over Financial ReportingTo the Board of Directors March 8, 2018 The management of the Federal Reserve Bank of Chicago (Bank) is responsible for the preparation andfair presentation of the Statements of Condition as of December 31, 2017 and 2016, and the Statements ofOperations, and Statements of Changes in Capital for the years then ended (the Financial statements).

As of and for the Years Ended December 31, 2017 and 2016 and Independent Auditors’ Report Financial Statements: Federal Reserve Bank of Chicago

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