FEDERAL RESERVE statistical release

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                          September 3, 2009
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                            Averages of daily figures
reserve balances of depository institutions at            Week ended   Change from week ended     Wednesday
Federal Reserve Banks                                     Sep 2, 2009 Aug 26, 2009  Sep 3, 2008  Sep 2, 2009

Reserve Bank credit                                       2,063,305   +   14,442   +1,168,894    2,068,702
  Securities held outright (1)                            1,490,628   +   11,686   +1,010,927    1,497,431       
    U.S. Treasury securities                                748,031   +    7,543   +  268,330      752,841
      Bills (2)                                              18,423            0   -    3,317       18,423
      Notes and bonds, nominal (2)                          679,275   +    7,453   +  267,544      684,075
      Notes and bonds, inflation-indexed (2)                 44,588            0   +    4,756       44,588
      Inflation compensation (3)                              5,746   +       90   -      652        5,755
    Federal agency debt securities (2)                      118,226   +    4,037   +  118,226      119,337
    Mortgage-backed securities (4)                          624,371   +      107   +  624,371      625,253
  Repurchase agreements (5)                                       0            0   -  115,893            0
  Term auction credit                                       212,110   -    8,971   +   62,110      212,110  
  Other loans                                               109,216   +    3,228   +   90,146      108,562
    Primary credit                                           32,659   +    2,678   +   13,683       31,859
    Secondary credit                                            590   -       34   +      590          578
    Seasonal credit                                             113   -       10   +       20          109
    Primary dealer and other broker-dealer credit (6)             0            0            0            0
    Asset-Backed Commercial Paper Money Market
      Mutual Fund Liquidity Facility                             79   -       29   +       79           79
    Credit extended to American International
      Group, Inc., net (7)                                   38,807   -      503   +   38,807       38,792
    Term Asset-Backed Securities Loan Facility               36,969   +    1,127   +   36,969       37,144
    Other credit extensions                                       0            0            0            0
  Net portfolio holdings of Commercial Paper 
    Funding Facility LLC (8)                                 48,155   -    3,931   +   48,155       47,663
  Net portfolio holdings of LLCs funded through
    the Money Market Investor Funding Facility (9)                0            0            0            0
  Net portfolio holdings of Maiden Lane LLC (10)             26,035   +       48   -    3,218       26,079
  Net portfolio holdings of Maiden Lane II LLC (11)          14,944   +       89   +   14,944       14,947
  Net portfolio holdings of Maiden Lane III LLC (12)         20,897   +       20   +   20,897       20,935
  Float                                                      -2,032   -      390   -      549       -2,246
  Central bank liquidity swaps (13)                          63,287   +    3,077   +    1,287       63,287
  Other Federal Reserve assets (14)                          80,064   +    9,585   +   40,086       79,935
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    2,200            0            0        2,200
Treasury currency outstanding (15)                           42,485   +       14   +    3,810       42,473
       
Total factors supplying reserve funds                     2,119,031   +   14,457   +1,172,703    2,124,416

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                            Averages of daily figures
reserve balances of depository institutions at            Week ended   Change from week ended     Wednesday
Federal Reserve Banks                                     Sep 2, 2009 Aug 26, 2009  Sep 3, 2008  Sep 2, 2009

Currency in circulation (15)                                910,447   +      510   +   75,256      913,119
Reverse repurchase agreements (16)                           69,425   +    2,118   +   26,545       68,703
  Foreign official and international accounts                69,425   +    2,118   +   26,545       68,703
  Dealers                                                         0            0            0            0
Treasury cash holdings                                          255   -       18   -       26          255
Deposits with F.R. Banks, other than reserve balances       242,415   +    7,931   +  230,176      265,406       
  U.S. Treasury, general account                             35,581   +    9,308   +   30,835       58,716
  U.S. Treasury, supplementary financing account            199,932            0   +  199,932      199,932
  Foreign official                                            2,503   -      833   +    2,403        2,380
  Service-related                                             4,077   -      540   -    3,009        4,077
    Required clearing balances                                4,077   -      538   -    3,009        4,077
    Adjustments to compensate for float                           0   -        2            0            0
  Other                                                         322   -        4   +       15          300
Other liabilities and capital (17)                           59,348   -      108   +   14,482       58,734

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                1,281,890   +   10,433   +  346,432    1,306,217

Reserve balances with Federal Reserve Banks                 837,141   +    4,024   +  826,271      818,199
                                                                
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. Refer to table 7 and the note on consolidation accompanying table 10.
9. Refer to table 8 and the note on consolidation accompanying table 10.
10. Refer to table 4 and the note on consolidation accompanying table 10.
11. Refer to table 5 and the note on consolidation accompanying table 10.
12. Refer to table 6 and the note on consolidation accompanying table 10.
13. 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.
14. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
15. Estimated.
16. Cash value of agreements, which are collateralized by U.S. Treasury securities.
17. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market 
    Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III 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 10.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.


1A. Memorandum Items 
Millions of dollars
                                                                   Averages of daily figures
Memorandum item                                           Week ended   Change from week ended     Wednesday
                                                          Sep 2, 2009 Aug 26, 2009  Sep 3, 2008  Sep 2, 2009

Marketable securities held in custody for foreign
      official and international accounts (1)             2,828,522   +    3,900   +  424,698    2,831,763
  U.S. Treasury securities                                2,049,105   +    5,902   +  611,141    2,052,208
  Federal agency securities (2)                             779,417   -    2,002   -  186,443      779,555
Securities lent to dealers                                   11,866   -    1,702   -  114,231       13,874   
  Overnight facility (3)                                     11,866   -    1,702   +    1,874       13,874
    U.S. Treasury securities                                 11,675   -    1,700   +    1,683       13,681
    Federal agency debt securities                              192   -        1   +      192          193
  Term facility (4)                                               0            0   -  116,105            0

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. 






2. Maturity Distribution of Term Auction Credit, Other Loans, and Securities,  September 2, 2009
Millions of dollars

Remaining maturity                 Within 15  16 days to  91 days to  Over 1 year  Over 5 years  Over 10       All
                                      days     90 days      1 year     to 5 years   to 10 years   years 
Term auction credit                   47,998     164,112         ---          ---           ---        ---     212,110
Other loans (1)                       26,099       6,526            0      75,936             0        ---     108,562
U.S. Treasury securities (2) 
  Holdings                            12,633      25,006       58,046     317,933       201,095    138,128     752,841
  Weekly changes                  -    6,652  +    6,915   -      868  +    5,386    +      857 +    2,324  +    7,963
Federal agency debt securities (3) 
  Holdings                               750           0       15,630      75,697        25,243      2,017     119,337
  Weekly changes                  +      750  -      750            0           0    +    1,799 +      146  +    1,945
Mortgage-backed securities (4)    
  Holdings                                 0           0            0           0             0    625,253     625,253
  Weekly changes                           0           0            0           0             0 +    2,389  +    2,389
Commercial paper held by
  Commercial Paper Funding 
  Facility LLC (5)                     5,784      37,502            0         ---           ---        ---      43,285
Money market instruments held by
  LLCs funded through the Money
  Market Investor Funding
  Facility (6)                             0           0            0         ---           ---        ---           0
Repurchase agreements (7)                  0           0          ---         ---           ---        ---           0
Central bank liquidity swaps (8)      47,045      16,242            0           0             0          0      63,287

Reverse repurchase agreements (7)     68,703           0          ---         ---           ---        ---      68,703
  
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, the 
   LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden 
   Lane III 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 money market instruments held by LLCs funded through the Money Market Investor Funding Facility.
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.


3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                  Wednesday
Account name                                                                                     Sep 2, 2009

Mortgage-backed securities held outright (1)                                                       625,253

Commitments to buy mortgage-backed securities (2)                                                  164,741
Commitments to sell mortgage-backed securities (2)                                                       0

Cash and cash equivalents (3)                                                                          141

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 9 and table 10.


4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                  Wednesday
Account name                                                                                     Sep 2, 2009
         
Net portfolio holdings of Maiden Lane LLC (1)                                                       26,079

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)           28,820
Accrued interest payable to the Federal Reserve Bank of New York (2)                                   365
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)        1,228
 
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, 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 10.
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 9 and table 10.

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
                                                                                                   Wednesday
Account name                                                                                      Sep 2, 2009

Net portfolio holdings of Maiden Lane II LLC (1)                                                     14,947

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            16,899
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    199
Deferred payment and accrued interest payable to subsidiaries of American International 
  Group, Inc. (3)                                                                                     1,026

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, 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 10.
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 9 and table 10.

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
                                                                                                   Wednesday
Account name                                                                                      Sep 2, 2009

Net portfolio holdings of Maiden Lane III LLC (1)                                                    20,935

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            20,196
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    262
Outstanding principal amount and accrued interest on loan payable to American International
  Group, Inc. (3)                                                                                     5,138

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, 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 10.
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 9 and table 10.

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 Commercial Paper Funding Facility LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                      Sep 2, 2009

Commercial paper holdings, net (1)                                                                   43,112
Other investments, net                                                                                4,552
Net portfolio holdings of Commercial Paper Funding Facility LLC                                      47,663

Memorandum: Commercial paper holdings, face value                                                    43,285

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            42,999
Accrued interest payable to the Federal Reserve Bank of New York (2)                                     13

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 10.

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. dollar-denominated commercial paper from eligible issuers 
and thereby foster liquidity in short-term funding markets and increase the availability of credit for 
businesses and households.


8. Information on Principal Accounts of LLCs Funded through the Money Market Investor Funding Facility 
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                      Sep 2, 2009

Money market instrument holdings, net (1)                                                                 0
Other investments, net                                                                                    0
Net portfolio holdings of LLCs funded through the Money Market Investor Funding Facility                  0

Memorandum: Money market instrument holdings, face value                                                  0

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                 0
Accrued interest payable to the Federal Reserve Bank of New York (2)                                      0
Commercial paper issued by LLCs funded through the Money Market Investor Funding Facility, 
  net of related discounts                                                                                0

1. Book value, which includes amortized cost.
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 10.

Note:  The Federal Reserve Board authorized the Federal Reserve Bank of New York to extend credit under the 
authority of section 13(3) of the Federal Reserve Act to a series of limited liability companies funded through 
the Money Market Investor Funding Facility (MMIFF).  The MMIFF became operational on November 24, 2008.  These 
limited liability companies were established to purchase short-term U.S. dollar-denominated certificates of 
deposit, bank notes, and outstanding asset-backed commercial paper from eligible issuers.  Such purchases are 
designed to foster liquidity in short-term money markets.


9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation  Sep 2, 2009     Aug 26, 2009      Sep 3, 2008

Assets
Gold certificate account                                           11,037                0                0
Special drawing rights certificate account                          2,200                0                0
Coin                                                                1,916       +        1       +      502
Securities, repurchase agreements, term auction
      credit, and other loans                                   1,818,103       +    6,046       +1,060,288
  Securities held outright (1)                                  1,497,431       +   12,297       +1,017,705
    U.S. Treasury securities                                      752,841       +    7,963       +  273,115       
      Bills (2)                                                    18,423                0       -    3,317
      Notes and bonds, nominal (2)                                684,075       +    7,899       +  272,344
      Notes and bonds, inflation-indexed (2)                       44,588                0       +    4,756
      Inflation compensation (3)                                    5,755       +       64       -      668
    Federal agency debt securities (2)                            119,337       +    1,945       +  119,337
    Mortgage-backed securities (4)                                625,253       +    2,389       +  625,253
  Repurchase agreements (5)                                             0                0       -  109,000    
  Term auction credit                                             212,110       -    8,971       +   62,110
  Other loans                                                     108,562       +    2,720       +   89,473
Net portfolio holdings of Commercial Paper 
  Funding Facility LLC (6)                                         47,663       -    1,334       +   47,663
Net portfolio holdings of LLCs funded through
  the Money Market Investor Funding Facility (7)                        0                0                0
Net portfolio holdings of Maiden Lane LLC (8)                      26,079       +       65       -    3,208
Net portfolio holdings of Maiden Lane II LLC (9)                   14,947       +        4       +   14,947
Net portfolio holdings of 
  Maiden Lane III LLC (10)                                         20,935       +       47       +   20,935
Items in process of collection                         (306)          620       +      171       -    2,746
Bank premises                                                       2,214       -        5       +       52
Central bank liquidity swaps (11)                                  63,287       +    3,077       +    1,287
Other assets (12)                                                  77,777       +      553       +   40,320
     
      Total assets                                     (306)    2,086,777       +    8,624       +1,180,039

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation  Sep 2, 2009     Aug 26, 2009      Sep 3, 2008
                         
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                  872,813       +    2,404       +   73,094
Reverse repurchase agreements (13)                                 68,703       +      574       +   26,947
Deposits                                                 (0)    1,083,662       +    5,218       +1,066,703       
  Depository institutions                                         822,333       -   39,622       +  811,397
  U.S. Treasury, general account                                   58,716       +   45,888       +   53,110
  U.S. Treasury, supplementary financing account                  199,932                0       +  199,932
  Foreign official                                                  2,380       -    1,028       +    2,280
  Other                                                  (0)          300       -       21       -       17
Deferred availability cash items                       (306)        2,866       +      520       -      863
Other liabilities and accrued dividends (14)                        7,904       -      352       +    4,132

      Total liabilities                                (306)    2,035,947       +    8,362       +1,170,012
                          
Capital accounts
Capital paid in                                                    24,781       -        1       +    4,590
Surplus                                                            21,340       +        9       +    2,829
Other capital accounts                                              4,710       +      255       +    2,610

      Total capital                                                50,830       +      262       +   10,027

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 10.
7. Refer to table 8 and the note on consolidation accompanying table 10.
8. Refer to table 4 and the note on consolidation accompanying table 10.
9. Refer to table 5 and the note on consolidation accompanying table 10.
10. Refer to table 6 and the note on consolidation accompanying table 10.
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. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates. 
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market 
    Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III 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 10. 


10. Statement of Condition of Each Federal Reserve Bank,  September 2, 2009
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital               Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Assets                        
Gold certificate account                      11,037        412      3,895        450        467        882      1,356        911        329        197        335        621      1,182
Special drawing rights certificate acct.       2,200        115        874         83        104        147        166        212         71         30         66         98        234
Coin                                           1,916         61         74        160        153        249        238        236         37         59        135        203        311
Securities, repurchase agreements, term
      auction credit, and other loans      1,818,103     36,508    863,019     30,612     63,238     56,575    182,094    166,485     60,669     25,319     69,551     74,412    189,620
  Securities held outright (1)             1,497,431     28,725    585,309     23,231     59,161     53,963    180,420    162,038     58,664     24,791     67,593     72,403    181,134
    U.S. Treasury securities                 752,841     14,442    294,267     11,680     29,743     27,130     90,707     81,466     29,493     12,464     33,983     36,401     91,066
      Bills (2)                               18,423        353      7,201        286        728        664      2,220      1,994        722        305        832        891      2,228
      Notes and bonds (3)                    734,418     14,088    287,066     11,394     29,015     26,466     88,487     79,472     28,772     12,159     33,151     35,510     88,838
    Federal agency debt securities (2)       119,337      2,289     46,646      1,851      4,715      4,301     14,378     12,914      4,675      1,976      5,387      5,770     14,435
    Mortgage-backed securities (4)           625,253     11,994    244,396      9,700     24,703     22,532     75,334     67,659     24,495     10,351     28,223     30,232     75,633
  Repurchase agreements (5)                        0          0          0          0          0          0          0          0          0          0          0          0          0
  Term auction credit                        212,110      7,557    172,043      7,334      4,078      2,477      1,360      3,348      1,918        374      1,953      1,992      7,677     
  Other loans                                108,562        226    105,666         47          0        136        314      1,100         87        154          6         17        808
Net portfolio holdings of Commercial
  Paper Funding Facility LLC (6)              47,663          0     47,663          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of LLCs funded
  through the Money Market Investor
  Funding Facility (7)                             0          0          0          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden Lane 
  LLC (8)                                     26,079          0     26,079          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane II LLC (9)                             14,947          0     14,947          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane III LLC (10)                           20,935          0     20,935          0          0          0          0          0          0          0          0          0          0
Items in process of collection                   926         41          0        127        101         51        360         80         23        -41         67         62         54
Bank premises                                  2,214        121        236         68        146        239        222        206        134        111        269        250        212
Central bank liquidity swaps (11)             63,287      2,543     16,694      6,973      4,675     18,013      4,855      2,119        632        977        626        816      4,364
Other assets (12)                             77,777      2,041     27,262      3,719      3,916      9,189      8,193      6,424      2,292      1,271      2,602      2,855      8,012
Interdistrict settlement account                   0  +   6,775  +  23,462  +  15,239  -  12,759  + 184,759  -  45,342  -  66,006  -  27,784  -   4,984  -  26,996  -  13,426  -  32,938

      Total assets                         2,087,083     48,617  1,045,139     57,432     60,040    270,104    152,142    110,667     36,403     22,940     46,656     65,892    171,051

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


10. Statement of Condition of Each Federal Reserve Bank,  September 2, 2009 (continued)
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital                Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Liabilities                         
Federal Reserve notes outstanding           1,059,867     35,418    386,458     39,556     44,784     82,609    131,379     85,589     30,976     19,645     28,748     63,148    111,556
  Less: Notes held by F.R. Banks              187,054      4,663     59,238      6,999      9,022     12,427     26,360     13,556      4,531      3,244      3,460     17,382     26,172
    Federal Reserve notes, net                872,813     30,755    327,220     32,557     35,762     70,182    105,019     72,033     26,445     16,401     25,288     45,767     85,384
Reverse repurchase agreements (13)             68,703      1,318     26,854      1,066      2,714      2,476      8,278      7,434      2,692      1,137      3,101      3,322      8,310
Deposits                                    1,083,662     14,433    671,409     18,003     17,617    183,053     34,507     28,708      6,472      3,625     17,385     15,719     72,731
  Depository institutions                     822,333     14,431    410,216     17,998     17,614    182,958     34,504     28,699      6,464      3,625     17,384     15,718     72,722
  U.S. Treasury, general account               58,716          0     58,716          0          0          0          0          0          0          0          0          0          0
  U.S. Treasury, supplementary
    financing account                         199,932          0    199,932          0          0          0          0          0          0          0          0          0          0
  Foreign official                              2,380          2      2,351          4          3         11          3          1          0          1          0          1          3
  Other                                           300          1        194          0          0         84          0          7          7          0          1          0          6
Deferred availability cash items                3,172         94          1        406        424        120        442        292         54        278        210        230        622
Other liabilities and accrued                 
  dividends (14)                                7,904        156      4,434        171        247        482        572        491        226        132        207        263        523
   
      Total liabilities                     2,036,253     46,755  1,029,919     52,202     56,764    256,313    148,819    108,958     35,887     21,574     46,191     65,300    167,570
                              
Capital                    
Capital paid in                                24,781        921      7,292      2,604      1,613      6,892      1,556        797        237        711        209        274      1,675
Surplus                                        21,340        844      5,868      2,316      1,552      5,982      1,612        704        209        324        207        271      1,450
Other capital                                   4,710         96      2,060        310        111        916        156        209         69        330         48         47        356

      Total liabilities and capital         2,087,083     48,617  1,045,139     57,432     60,040    270,104    152,142    110,667     36,403     22,940     46,656     65,892    171,051
                              
Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


10. Statement of Condition of Each Federal Reserve Bank,  September 2, 2009 (continued)

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 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 below.
7. Refer to table 8 and the note on consolidation below.
8. Refer to table 4 and the note on consolidation below.
9. Refer to table 5 and the note on consolidation below.
10. Refer to table 6 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. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and  Maiden 
    Lane III 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 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 October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding 
Facility LLC, which was formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On October 21, 2008, the Federal Reserve Board authorized the FRBNY 
to extend credit to a series of LLCs funded through the Money Market Investor Funding Facility.  These LLCs, which became operational on November 24, 2008, were established to purchase 
short-term U.S. dollar-denominated certificates of deposit, bank notes, and commercial paper from eligible issuers.  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.

The FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC and the primary beneficiary of the other LLCs cited above. 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 9), 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 9).


11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars

Federal Reserve notes and collateral                                                              Wednesday
                                                                                                 Sep 2, 2009
              
Federal Reserve notes outstanding                                                                1,059,867
  Less: Notes held by F.R. Banks not subject to collateralization                                  187,054
    Federal Reserve notes to be collateralized                                                     872,813 
Collateral held against Federal Reserve notes                                                      872,813
  Gold certificate account                                                                          11,037
  Special drawing rights certificate account                                                         2,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                         859,576
  Other assets pledged                                                                                   0

Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                           1,497,431
  Less: Face value of securities under reverse repurchase agreements                                66,900
    U.S. Treasury, agency debt, and mortgage-backed securities
    eligible to be pledged                                                                       1,430,531
   
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.