FEDERAL RESERVE statistical release

For Release at

4:30 P.M. EDT

June 12, 2014

Table 10 line items “Less: Face value of securities under reverse repurchase agreements” and “U.S. 

Treasury, agency debt, and mortgage-backed securities eligible to be pledged” have been corrected 

to include securities pledged as collateral for tri-party reverse repurchase agreements. 

The revised data are reported at the following link: 

http://www.federalreserve.gov/releases/h41/2014update.htm. 

Historical data incorporating this correction can be accessed through the Data Download Program 

(DDP) at http://www.federalreserve.gov/datadownload/Choose.aspx?rel=H41. 
Reserve Bank credit, related items, and

reserve balances of depository institutions

at Federal Reserve Banks

Reserve Bank credit 2,190,568 + 22,764 - 35,220 2,218,036

Securities held outright1 1,807,332 + 21,044 +1,314,567 1,835,480

U.S. Treasury securities 776,561 + 11 + 300,383 776,565

Bills2 18,423 0 0 18,423

Notes and bonds, nominal2 707,649 0 + 297,158 707,649

Notes and bonds, inflation-indexed2 44,643 0 + 3,572 44,643

Inflation compensation3 5,847 + 11 - 345 5,851

Federal agency debt securities2 156,788 + 1,260 + 140,201 157,685

Mortgage-backed securities4 873,984 + 19,774 + 873,984 901,231

Repurchase agreements5 0 0 - 80,000 0

Term auction credit 85,832 0 - 362,127 85,832

Other loans 86,771 + 2,292 - 125,754 86,195

Primary credit 19,093 - 257 - 69,314 19,217

Secondary credit 212 + 181 + 209 255

Seasonal credit 36 + 4 + 34 38

Primary dealer and other broker-dealer credit6 0 0 - 50,493 0

Asset-Backed Commercial Paper Money

Market Mutual Fund Liquidity Facility 0 0 - 29,274 0

Credit extended to American International

Group, Inc., net7 20,648 - 135 - 23,699 19,933

Term Asset-Backed Securities Loan Facility,

net8 46,782 + 2,498 + 46,782 46,752

Other credit extensions 0 0 0 0

Net portfolio holdings of Commercial Paper

Funding Facility LLC9 14,032 - 568 - 301,235 14,039

Net portfolio holdings of Maiden Lane LLC10 26,504 + 36 - 388 26,578

Net portfolio holdings of Maiden Lane II LLC11 15,572 - 36 - 1,947 15,578

Net portfolio holdings of Maiden Lane III LLC12 22,624 + 14 + 3,016 22,642

Net portfolio holdings of TALF LLC13 266 0 + 266 266

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC14 25,000 0 + 25,000 25,000

Float -1,853 + 291 - 817 -2,320

Central bank liquidity swaps15 14,492 - 2,015 - 557,272 14,492

Other Federal Reserve assets16 93,997 + 1,706 + 51,472 94,255

Gold stock 11,041 0 0 11,041

Special drawing rights certificate account 5,200 0 + 3,000 5,200

Treasury currency outstanding17 42,691 + 14 + 4,017 42,691

Total factors supplying reserve funds 2,249,500 + 22,778 - 28,203 2,276,968

FEDERAL RESERVE statistical release

 December 17, 2009

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

Averages of daily figures

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

Change from week ended Wednesday

 Dec 16, 2009 Week ended

 Dec 16, 2009 Dec 9, 2009 Dec 17, 2008
Reserve Bank credit, related items, and

reserve balances of depository institutions

at Federal Reserve Banks

Currency in circulation17 922,713 + 1,440 + 47,567 923,808

Reverse repurchase agreements18 57,229 - 558 - 35,971 57,547

Foreign official and international accounts 56,869 - 816 - 14,902 57,367

Dealers 360 + 257 - 21,069 180

Treasury cash holdings 220 - 7 - 7 228

Deposits with F.R. Banks, other than reserve balances 103,164 + 49,302 - 351,584 152,111

U.S. Treasury, general account 76,741 + 44,948 - 2,891 132,157

U.S. Treasury, supplementary financing account 15,000 + 1 - 349,177 15,000

Foreign official 1,524 - 910 + 1,286 1,440

Service-related 3,194 + 62 - 1,424 3,194

Required clearing balances 3,132 0 - 1,459 3,132

Adjustments to compensate for float 62 + 62 + 35 62

Other 6,706 + 5,202 + 623 321

Other liabilities and capital19 69,522 + 2,421 + 15,546 73,177

Total factors, other than reserve balances,

absorbing reserve funds 1,152,848 + 52,597 - 324,449 1,206,872

Reserve balances with Federal Reserve Banks 1,096,651 - 29,820 + 296,246 1,070,096

H.4.1

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

Millions of dollars

Averages of daily figures

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

1. Includes securities lent to dealers under the overnight and term securities lending facilities; 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. Current face value of the securities, which is the remaining principal balance of

the underlying mortgages.

5. Cash value of agreements.

6. Includes credit extended through the Primary Dealer Credit Facility and credit extended to certain other broker-dealers.

7. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and allowance for loan restructuring.

Excludes credit extended to consolidated LLCs.

8. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term Asset-Backed Securities Loan

Facility, net of unamortized deferred administrative fees.

9. Refer to table 7 and the note on consolidation accompanying table 11.

10. Refer to table 4 and the note on consolidation accompanying table 11.

11. Refer to table 5 and the note on consolidation accompanying table 11.

12. Refer to table 6 and the note on consolidation accompanying table 11.

13. Refer to table 8 and the note on consolidation accompanying table 11.

14. Refer to table 9.

15. 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.

16. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, and accrued dividends on the

Federal Reserve Bank of New York's preferred interests in AIA Aurora LLC and ALICO Holdings LLC.

17. Estimated.

18. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt securities.

19. Includes the liabilities of Commercial Paper Funding Facility LLC, 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 8 and the note on consolidation accompanying table 11.

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

Change from week ended Wednesday

 Dec 16, 2009 Week ended

 Dec 16, 2009 Dec 9, 2009 Dec 17, 2008
Marketable securities held in custody for foreign

 official and international accounts1 2,948,502 + 4,859 + 450,297 2,959,211

U.S. Treasury securities 2,177,062 + 5,570 + 520,499 2,186,221

Federal agency securities2 771,441 - 710 - 70,201 772,990

Securities lent to dealers 8,894 + 557 - 178,252 8,300

Overnight facility3 8,894 + 557 + 3,322 8,300

U.S. Treasury securities 8,001 + 583 + 2,429 7,396

Federal agency debt securities 893 - 26 + 893 904

Term facility4 0 0 - 181,575 0

1A. Memorandum Items

Millions of dollars

Averages of daily figures

Week ended

 Dec 16, 2009

Change from week ended Wednesday

 Dec 16, 2009

 Dec 9, 2009 Dec 17, 2008

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

1. Face value of the securities. Includes U.S. Treasury STRIPS, other zero-coupon bonds, and mortgage-backed securities at face value.

2. Includes debt and mortgage-backed securities.

3. Fully collateralized by U.S. Treasury securities.

4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency securities, and other highly rated debt securities.

Memorandum item

H.4.1

91 days to

1 year

2. Maturity Distribution of Term Auction Credit, Other Loans, and Securities, December 16, 2009

Millions of dollars

Within 15 days Over 1 year

to 5 years

16 days to

 90 days

All

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 Commercial Paper Funding Facility LLC, 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. Current face value of the securities, which is the remaining principal balance of the

underlying mortgages.

5. Face value of commercial paper held by Commercial Paper Funding Facility LLC.

6. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.

7. Cash value of agreements.

8. 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.

Remaining maturity Over 5 years

to 10 years

Over 10

years

Term auction credit

Other loans1

U.S. Treasury securities2

Holdings

Weekly changes

Federal agency debt securities3

Holdings

Weekly changes

Mortgage-backed securities4

Holdings

Weekly changes

Commercial paper held by

Commercial Paper Funding

Facility LLC5

Asset-backed securities held by

TALF LLC6

Repurchase agreements7

Central bank liquidity swaps8

Reverse repurchase agreements7

 55,949

 15,022

 19,502

+ 6,966

 0

- 30

 0

 0

 0

 0

 0

 10,265

 57,547

...

 0

 49,799

+ 85

 21,350

- 983

 0

 0

 0

 0

...

 0

...

...

 66,685

 329,281

- 742

 97,854

+ 1,276

 0

 0

...

 0

...

 0

...

 29,882

 4,488

 20,473

- 6,488

 2,868

+ 1,277

 0

 0

 9,440

 0

 0

 4,227

 0

...

 0

 212,766

+ 115

 33,566

 0

 0

 0

...

 0

...

 0

...

...

...

 144,743

+ 74

 2,047

 0

 901,231

+ 46,918

...

 0

...

 0

...

 85,832

 86,195

 776,565

+ 11

 157,685

+ 1,540

 901,231

+ 46,918

 9,440

 0

 0

 14,492

 57,547
Wednesday

 Dec 16, 2009

4. Information on Principal Accounts of Maiden Lane LLC

Millions of dollars

Net portfolio holdings of Maiden Lane LLC1

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

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

 26,578

 28,820

407

 1,246

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of September 30, 2009. 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 11.

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 10 and table 11.

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.

Account name

H.4.1

Wednesday

 Dec 16, 2009

5. Information on Principal Accounts of Maiden Lane II LLC

Millions of dollars

Net portfolio holdings of Maiden Lane II LLC1

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

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

 15,578

 15,739

258

 1,035

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of September 30, 2009. 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 11.

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 10 and table 11.

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.

Account name

Wednesday

 Dec 16, 2009

3. Supplemental Information on Mortgage-Backed Securities Purchase Program

Millions of dollars

Mortgage-backed securities held outright1

Commitments to buy mortgage-backed securities2

Commitments to sell mortgage-backed securities2

Cash and cash equivalents3

 901,231

 151,900

 9,475

 1,961

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 as well as dollar rolls.

3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 10 and table 11.

Account name
H.4.1

Wednesday

 Dec 16, 2009

7. Information on Principal Accounts of Commercial Paper Funding Facility LLC

Millions of dollars

Commercial paper holdings, net1

Other investments, net

Net portfolio holdings of Commercial Paper Funding Facility LLC

Memorandum: Commercial paper holdings, face value

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

Accrued interest payable to the Federal Reserve Bank of New York2

 9,218

 4,821

 14,039

 9,440

 9,374

 3

1. Book value, which includes amortized cost and related fees.

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 11.

Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of section 13(3) of the Federal

Reserve Act to Commercial Paper Funding Facility LLC. This LLC is a limited liability company formed to purchase three-month U.S. dollardenominated commercial paper from eligible issuers and thereby foster liquidity in short-term funding markets and increase the availability of credit

for businesses and households.

Account name

Wednesday

 Dec 16, 2009

6. Information on Principal Accounts of Maiden Lane III LLC

Millions of dollars

Net portfolio holdings of Maiden Lane III LLC1

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

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

 22,642

 18,159

 331

 5,186

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of September 30, 2009. 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 11.

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 10 and table 11.

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.

Account name
Wednesday

 Dec 16, 2009

8. Information on Principal Accounts of TALF LLC

Millions of dollars

Asset-backed securities holdings1

Other investments, net

Net portfolio holdings of TALF LLC

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2

Accrued interest payable to the Federal Reserve Bank of New York2

Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable3

 0

 266

 266

 0

 0

 102

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 11.

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 10 and table 11.

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, by the interest received on investments of TALF

LLC, by up to $20 billion in subordinated debt funding provided by the U.S. Treasury, and finally, by senior debt funding provided by the FRBNY.

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 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.

Account name

H.4.1

Wednesday

 Dec 16, 2009

9. Supplemental Information on the Federal Reserve Bank of New York's Preferred Interests in

AIA Aurora LLC and ALICO Holdings LLC

Millions of dollars

Preferred interests in AIA Aurora LLC and ALICO Holdings LLC1

Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC2

Preferred interests in AIA Aurora LLC1

Accrued dividends on preferred interests in AIA Aurora LLC2

Preferred interests in ALICO Holdings LLC1

Accrued dividends on preferred interests in ALICO Holdings LLC2

 25,000

 55

 16,000

 35

 9,000

 20

Account name

1. Book value.

2. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 10 and table 11.

Note on preferred interests:

In conjunction with the restructuring of the government's assistance to American International Group, Inc. (AIG) announced March 2, 2009, the

outstanding balance and amount available of revolving credit provided to AIG by the FRBNY has been reduced in exchange for preferred interests

in two special purpose vehicles, AIA Aurora LLC and ALICO Holdings LLC. These two limited liability companies were created to directly or

indirectly hold all of the outstanding common stock of American International Assurance Company Ltd. (AIA) and American Life Insurance

Company (ALICO), two life insurance subsidiaries of AIG. AIG will retain control of AIA Aurora LLC and ALICO Holdings LLC, and the FRBNY will

have certain consent, disposition, and conversion rights with respect to its preferred interests.

Dividends accrue as a percentage of the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC. On a quarterly basis, the

accrued dividends are capitalized and added to the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC.

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

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 + 3,000

Coin 2,045 + 8 + 368

Securities, repurchase agreements, term auction

credit, and other loans 2,007,507 + 50,365 + 779,245

Securities held outright1 1,835,480 + 48,468 +1,341,721

U.S. Treasury securities 776,565 + 11 + 300,427

Bills2 18,423 0 0

Notes and bonds, nominal2 707,649 0 + 297,158

Notes and bonds, inflation-indexed2 44,643 0 + 3,572

Inflation compensation3 5,851 + 11 - 301

Federal agency debt securities2 157,685 + 1,540 + 140,064

Mortgage-backed securities4 901,231 + 46,918 + 901,231

Repurchase agreements5 0 0 - 80,000

Term auction credit 85,832 0 - 362,127

Other loans 86,195 + 1,897 - 120,349

Net portfolio holdings of Commercial Paper Funding

Facility LLC6 14,039 + 12 - 304,804

Net portfolio holdings of Maiden Lane LLC7 26,578 + 87 - 332

Net portfolio holdings of Maiden Lane II LLC8 15,578 + 7 - 4,453

Net portfolio holdings of Maiden Lane III LLC9 22,642 + 21 + 2,986

Net portfolio holdings of TALF LLC10 266 0 + 266

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC11 25,000 0 + 25,000

Items in process of collection (272) 325 - 71 - 578

Bank premises 2,239 + 5 + 54

Central bank liquidity swaps12 14,492 - 2,013 - 568,643

Other assets13 92,021 + 961 + 50,373

Total assets (272) 2,238,968 + 49,382 - 17,519

H.4.1

10. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars

Change since

Wednesday

 Dec 17, 2008

Eliminations from

consolidation Wednesday

 Dec 16, 2009

Wednesday

 Dec 9, 2009

Assets, liabilities, and capital

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

Federal Reserve notes, net of F.R. Bank holdings 883,387 + 192 + 42,646

Reverse repurchase agreements14 57,547 + 1,031 - 14,381

Deposits (2) 1,222,213 + 41,099 - 64,664

Depository institutions 1,073,295 - 33,374 + 271,553

U.S. Treasury, general account 132,157 + 76,793 + 11,714

U.S. Treasury, supplementary financing account 15,000 + 1 - 349,177

Foreign official 1,440 - 876 + 1,250

Other (2) 321 - 1,445 - 4

Deferred availability cash items (271) 2,645 + 182 + 236

Other liabilities and accrued dividends15 20,927 + 6,780 + 11,699

Total liabilities (272) 2,186,718 + 49,283 - 24,465

Capital accounts

Capital paid in 25,637 + 12 + 4,567

Surplus 21,465 + 8 + 4,280

Other capital accounts 5,149 + 79 - 1,900

Total capital 52,251 + 99 + 6,947

H.4.1

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

Millions of dollars

Change since

Wednesday

 Dec 17, 2008

Eliminations from

consolidation Wednesday

 Dec 16, 2009

Wednesday

 Dec 9, 2009

Assets, liabilities, and capital

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

1. Includes securities lent to dealers under the overnight and term securities lending facilities; 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. Current face value of the securities, which is the remaining principal balance of the

underlying mortgages.

5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

6. Refer to table 7 and the note on consolidation accompanying table 11.

7. Refer to table 4 and the note on consolidation accompanying table 11.

8. Refer to table 5 and the note on consolidation accompanying table 11.

9. Refer to table 6 and the note on consolidation accompanying table 11.

10. Refer to table 8 and the note on consolidation accompanying table 11.

11. Refer to 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 other assets denominated in foreign currencies, which are revalued daily at market exchange rates, and accrued dividends on the

Federal Reserve Bank of New York's preferred interests in AIA Aurora LLC and ALICO Holdings LLC.

14. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt securities.

15. Includes the liabilities of Commercial Paper Funding Facility LLC, 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 8 and the note on consolidation accompanying table 11.
    30, 30, 12,  12, 2, 14,             1, - 8, 23,

 329 150 34 73,046 71,907 30,423 722 29,701 6,177 35,307 0 1,123 16 0 0 0 0 0 0 39 135 144 2,836 - 34,776 41,936

 911 424 297 201,122 198,619 84,033 1,994 82,039 17,063 97,523 0 2,150 354 0 0 0 0 0 0 38 206 484 7,925 - 90,835 120,571

 1,356 654 225 221,543 221,150 93,565 2,220 91,346 18,999 108,586 0 279 115 0 0 0 0 0 0 66 222 1,108 9,872 - 73,434 161,612

 882 412 291 67,444 66,145 27,985 664 27,321 5,682 32,478 0 1,122 177 0 0 0 0 0 0 14 237 4,112 9,857 + 213,445 296,694

 467 237 151 74,344 72,516 30,681 728 29,953 6,230 35,606 0 1,827 1 0 0 0 0 0 0 133 145 1,067 4,511 - 19,986 61,068

 412 196 65 42,666 35,210 14,897 353 14,544 3,025 17,288 0 7,332 124 0 0 0 0 0 0 27 121 581 2,333 + 18,270 64,671

AssetsGold certificate accountSpecial drawing rights certificate acct.CoinSecurities, repurchase agreements, term

auction credit, and other loans

Securities held outright1

U.S. Treasury securities

Bills2Notes and bonds3

Federal agency debt securities2Mortgage-backed securities4

Repurchase agreements5Term auction creditOther loans

Net portfolio holdings of Commercial

Paper Funding Facility LLC6

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 LLC10Preferred interests in AIA Aurora LLC

and ALICO Holdings LLC11

Items in process of collectionBank premisesCentral bank liquidity swaps12Other assets13Interdistrict settlement account

Total assets

 11,037 5,200 2,045 2,007,507 1,835,480 776,565 18,423 758,142 157,685 901,231 0 85,832 86,195 14,039 26,578 15,578 22,642 266 25,000 597 2,239 14,492 92,021 0 2,239,241

 450 210 165 33,579 28,476 12,048 286 11,762 2,446 13,982 0 5,073 30 0 0 0 0 0 0 97 70 1,592 3,934 + 25,125 65,222

 3,895 1,818 77 861,708 717,444 303,540 7,201 296,339 61,635 352,269 0 59,209 85,055 14,039 26,578 15,578 22,642 266 25,000 0 260 3,856 32,762 + 40,781 1,049,259

H.4.111. Statement of Condition of Each Federal Reserve Bank, December 16, 2009Millions of dollars

Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap

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

Assets, liabilities, and capital
Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneap

LiabilitiesFederal Reserve notes outstanding

Less: Notes held by F.R. Banks

Federal Reserve notes, net

Reverse repurchase agreements14Deposits

Depository institutionsU.S. Treasury, general accountU.S. Treasury, supplementary financing accountForeign officialOther

Deferred availability cash itemsOther liabilities and accrued

dividends15

Total liabilities

CapitalCapital paid inSurplusOther capital

Total liabilities and capital

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.H.4.111. Statement of Condition of Each Federal Reserve Bank, December 16, 2009 (continued)Millions of dollars

Assets, liabilities, and capital

 35,955 4,075 31,879 1,104 29,370 29,359

002

1079

344

 62,777

944844105

 64,671

 1,082,029 198,643 883,387 57,547 1,222,214 1,073,295 132,157 15,000 1,440

323

 2,915 20,927 2,186,990 25,637 21,465 5,149 2,239,241

 398,708 72,567 326,141 22,494 673,432 524,676 132,157 15,000 1,411

189

0

 11,699 1,033,765 7,440 5,992 2,061 1,049,259

 38,700 6,279 32,421

893

 25,867 25,863

0040

302365

 59,849 2,800 2,316

257

 65,222

 45,063 8,284 36,779 2,274 17,089 17,086

0031

444635

 57,221 1,910 1,551

386

 61,068

 82,736 10,782 71,954 2,074 207,515 207,418

00

1185

117928

 282,587 7,136 5,983

988

 296,694

 135,792 31,686 104,106 6,934 45,231 45,226

0032

335

 1,669 158,275 1,581 1,612

144

 161,612

 85,696 12,906 72,790 6,227 38,387 38,354

001

32

231

 1,465 119,100

623704144

 120,571

 30,641 4,326 26,315 2,254 12,156 12,153

0003

101576

 41,403

240209

84

 41,936

 19,4 2,7 16,6

9

 4,2 4,2

32

 22,4

734

 23,9
1. Includes securities lent to dealers under the overnight and term securities lending facilities; 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 4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlyin5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.6. Refer to table 7 and the note on consolidation below.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 8 and the note on consolidation below.11. Refer to 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 fore

equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.

13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, and accrued dividends on the Federal Re

interests in AIA Aurora LLC and ALICO Holdings LLC.

14. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt securities.15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities oth

New York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 8 and the note on consolidat

H.4.1

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 Federawas extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On October 27, 2008, the FRBNY began extending loans to Commwas formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On November 25, 2008, a loan was extended to Maidepurchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit defau2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reAmerican International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formbacked securities received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed SecuritiThe FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC. The FRBNY is the primary beneficiary of TALF LLC, because of the two benefiU.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 cmajority of any residual returns of the LLCs and absorb a majority of any residual losses of the LLCs. Consistent with generally accepted accounting principLLCs 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 consextensions 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 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 

11. Statement of Condition of Each Federal Reserve Bank, December 16, 2009 (continued)
H.4.1

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 accountSpecial drawing rights certificate accountU.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

12. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' AccountsMillions of dollars

Federal Reserve notes and collateral Wednesday

 Dec 16, 2009

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 and term securities lending facilities; refer to table 1A.

 1,082,029 198,643 883,387 883,387 11,037

5,200

 867,150

0

 1,835,480

 56,986

1,778,495