Peter Robinson and Martin McGuinness were speaking after talks at Downing Street tonight.
They say they will continue discussions with UK Prime Minister Gordon Brown in New York on Wednesday.
Mr Robinson and Mr McGuinness spent more than two hours at Downing Street but their meeting with Mr Brown ended without final agreement on a financing package for the devolution of policing and justice powers to the North's executive.
Mr McGuinness said enormous progress had been made but said budgetary issues still outstanding included equal pay and hearing loss claims.
Prime Minister Brown is being asked to fund a budget shortfall for Northern Ireland, totalling hundreds of millions of euro.
Mr Robinson confirmed that the DUP wanted to satisfy itself that any agreement with Mr Brown would not be withdrawn by David Cameron if the Conservatives were to win the next UK general election.
The talks will resume later this week in New York where Mr Brown will be attending the UN and Mr Robinson and Mr McGuinness will be participating in a global discussion forum hosted by former US President Bill Clinton.
