FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                            February 18, 2010
 
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                         Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended   Change from week ended   Feb 17, 2010
Federal Reserve Banks                                     Feb 17, 2010 Feb 10, 2010 Feb 18, 2009
 
Reserve Bank credit                                        2,264,183   +   30,992   +  356,936    2,259,293
  Securities held outright (1)                             1,967,056   +   53,633   +1,396,637    1,967,699
    U.S. Treasury securities                                 776,577   -       23   +  301,787      776,571
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           708,872            0   +  295,958      708,872
      Notes and bonds, inflation-indexed (2)                  43,777            0   +    4,399       43,777
      Inflation compensation (3)                               5,506   -       23   +    1,429        5,499
    Federal agency debt securities (2)                       165,901   +      465   +  133,343      165,587
    Mortgage-backed securities (4)                         1,024,577   +   53,191   +  961,506    1,025,541
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                         15,426   -   23,105   -  432,137       15,426
  Other loans                                                 87,731   +       35   -   55,499       87,774
    Primary credit                                            14,263   -      299   -   51,729       14,156
    Secondary credit                                             900            0   +      896          900
    Seasonal credit                                                0   -        1   -        3            0
    Primary dealer and other broker-dealer credit (6)              0            0   -   26,001            0
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -   13,875            0
    Credit extended to American International
       Group, Inc., net (7)                                   25,524   -      118   -   11,831       25,535
    Term Asset-Backed Securities Loan Facility, net (8)       47,043   +      453   +   47,043       47,182
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (9)                                  7,711   -      793   -  242,647        7,721
  Net portfolio holdings of Maiden Lane LLC (10)              27,184   +      311   +    1,301       27,210
  Net portfolio holdings of Maiden Lane II LLC (11)           15,481   +      219   -    3,150       15,487
  Net portfolio holdings of Maiden Lane III LLC (12)          22,380   +      174   -    5,259       22,392
  Net portfolio holdings of TALF LLC (13)                        334            0   +      334          334
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (14)                                        25,106            0   +   25,106       25,106
  Float                                                       -1,889   +       55   +       14       -3,145
  Central bank liquidity swaps (15)                               14   -       86   -  379,673            0
  Other Federal Reserve assets (16)                           97,648   +      548   +   51,909       93,289
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0   +    3,000        5,200
Treasury currency outstanding (17)                            42,775   +       14   +      610       42,775

Total factors supplying reserve funds                      2,323,199   +   31,006   +  360,546    2,318,309
 
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         Wednesday  
reserve balances of depository institutions at             Week ended   Change from week ended   Feb 17, 2010
Federal Reserve Banks                                     Feb 17, 2010 Feb 10, 2010 Feb 18, 2009
 
Currency in circulation (17)                                 931,872   +    5,895   +   34,247      933,367
Reverse repurchase agreements (18)                            54,792   +    1,307   -   18,201       54,888
  Foreign official and international accounts                 54,792   +    1,307   -   18,201       54,888
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           206   +        1   -       64          204
Deposits with F.R. Banks, other than reserve balances         65,980   -   26,315   -  186,623       60,910
  U.S. Treasury, general account                              46,480   -   33,382   +   15,398       49,702
  U.S. Treasury, supplementary financing account               5,000            0   -  194,950        5,000
  Foreign official                                             3,033   -      622   +      588        3,070
  Service-related                                              2,747   -        5   -    1,726        2,747
    Required clearing balances                                 2,747   -        5   -    1,726        2,747
    Adjustments to compensate for float                            0            0            0            0
  Other                                                        8,721   +    7,696   -    5,932          391
Other liabilities and capital (19)                            69,622   +    3,441   +   19,391       66,544

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,122,472   -   15,671   -  151,249    1,115,914

Reserve balances with Federal Reserve Banks                1,200,727   +   46,677   +  511,795    1,202,395
 
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.

 
1A. Memorandum Items
Millions of dollars
                                                                Averages of daily figures         Wednesday  
                                                           Week ended   Change from week ended   Feb 17, 2010
Memorandum item                                           Feb 17, 2010 Feb 10, 2010 Feb 18, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 2,958,963   +    2,830   +  382,854    2,957,221
  U.S. Treasury securities                                 2,193,224   +    3,105   +  430,883    2,190,923
  Federal agency securities (2)                              765,739   -      275   -   48,029      766,298
Securities lent to dealers                                     5,451   +      974   -  115,962        5,996
  Overnight facility (3)                                       5,451   +      974   -      682        5,996
    U.S. Treasury securities                                   4,592   +      832   -    1,541        5,147
    Federal agency debt securities                               859   +      143   +      859          849
  Term facility (4)                                                0            0   -  115,280            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,  February 17, 2010
Millions of dollars
                                       Within 15    16 days to   91 days to  Over 1 year  Over 5 years    Over 10        All     
Remaining maturity                        days       90 days       1 year     to 5 years   to 10 years     years    
 
Term auction credit                            0       15,426          ...          ...          ...           ...       15,426
Other loans (1)                           14,728          328            0       72,718            0           ...       87,774
U.S. Treasury securities (2)
  Holdings                                15,385       26,346       40,542      337,298      213,266       143,733      776,571
  Weekly changes                      -    9,716   +    7,416   -    5,147   +   10,978   -    2,027    -    1,526   -       21
Federal agency debt securities (3)
  Holdings                                     0        2,934       23,212      102,734       34,360         2,347      165,587
  Weekly changes                      -      710   +      535   -      276   +    1,090            0             0   +      639
Mortgage-backed securities (4)
  Holdings                                     0            0            0           18           21     1,025,503    1,025,541
  Weekly changes                               0            0            0   +        2   +        1    +   48,674   +   48,676
Commercial paper held by
   Commercial Paper Funding
   Facility LLC (5)                            0        2,966            0          ...          ...           ...        2,966
Asset-backed securities held by
   TALF LLC (6)                                0            0            0            0            0             0            0
Repurchase agreements (7)                      0            0          ...          ...          ...           ...            0

Reverse repurchase agreements (7)         54,888            0          ...          ...          ...           ...       54,888
 
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.

 
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 17, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,025,541

Commitments to buy mortgage-backed securities (2)                                                                        108,343
Commitments to sell mortgage-backed securities (2)                                                                           300

Cash and cash equivalents (3)                                                                                                360
 
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.

 
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 17, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             27,210

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)                                                         432
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,256
 
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
    December 31, 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.

 
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 17, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,487

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 15,207
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         291
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,041
 
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
    December 31, 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.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 17, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         22,392

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 17,367
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         370
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,215
 
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
    December 31, 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.

 
7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 17, 2010 
 
Commercial paper holdings, net (1)                                                                                         2,846
Other investments, net                                                                                                     4,875
Net portfolio holdings of Commercial Paper Funding Facility LLC                                                            7,721

Memorandum: Commercial paper holdings, face value                                                                          2,966

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                  2,942
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                           0
 
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. 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 TALF LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 17, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       334
Net portfolio holdings of TALF LLC                                                                                           334

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
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                        103
 
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 the 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.

 
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
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 17, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          25,106
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                        165

Preferred interests in AIA Aurora LLC (1)                                                                                 16,068
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                               106

Preferred interests in ALICO Holdings LLC (1)                                                                              9,038
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            59
 
Note: Components may not sum to totals because of rounding.

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.

 
10. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Feb 17, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Feb 10, 2010 Feb 18, 2009
 
Assets
Gold certificate account                                                    11,037             0            0
Special drawing rights certificate account                                   5,200             0   +    3,000
Coin                                                                         2,192    -       31   +      306
Securities, repurchase agreements, term auction
   credit, and other loans                                               2,070,898    +   26,258   +  909,217
  Securities held outright (1)                                           1,967,699    +   49,294   +1,394,074
    U.S. Treasury securities                                               776,571    -       21   +  301,815
      Bills (2)                                                             18,423             0            0
      Notes and bonds, nominal (2)                                         708,872             0   +  295,958
      Notes and bonds, inflation-indexed (2)                                43,777             0   +    4,399
      Inflation compensation (3)                                             5,499    -       22   +    1,457
    Federal agency debt securities (2)                                     165,587    +      639   +  132,010
    Mortgage-backed securities (4)                                       1,025,541    +   48,676   +  960,249
  Repurchase agreements (5)                                                      0             0            0
  Term auction credit                                                       15,426    -   23,105   -  432,137
  Other loans                                                               87,774    +       70   -   52,719
Net portfolio holdings of Commercial Paper
   Funding Facility LLC (6)                                                  7,721    +       13   -  240,950
Net portfolio holdings of Maiden Lane LLC (7)                               27,210    +       30   +    1,293
Net portfolio holdings of Maiden Lane II LLC (8)                            15,487    +        7   -    3,153
Net portfolio holdings of Maiden Lane III LLC (9)                           22,392    +       13   -    5,282
Net portfolio holdings of TALF LLC (10)                                        334             0   +      334
Preferred interests in AIA Aurora LLC and ALICO
   Holdings LLC (11)                                                        25,106             0   +   25,106
Items in process of collection                              (361)               62    -      413   -    1,416
Bank premises                                                                2,241    +        2   +       54
Central bank liquidity swaps (12)                                                0    -      100   -  375,005
Other assets (13)                                                           91,071    -    4,777   +   50,411

Total assets                                                (361)        2,280,952    +   21,003   +  363,916
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
10. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Feb 17, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Feb 10, 2010 Feb 18, 2009
 
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                           892,985    +    3,893   +   34,497
Reverse repurchase agreements (14)                                          54,888    +    1,751   -   15,916
Deposits                                                      (0)        1,263,328    +   20,066   +  330,641
  Depository institutions                                                1,205,165    +   41,568   +  496,035
  U.S. Treasury, general account                                            49,702    -   18,380   +   29,201
  U.S. Treasury, supplementary financing account                             5,000             0   -  194,950
  Foreign official                                                           3,070    +      281   +      293
  Other                                                       (0)              391    -    3,403   +       62
Deferred availability cash items                            (361)            3,207    +      830   -    1,476
Other liabilities and accrued dividends (15)                                14,018    -    5,239   +    5,338

Total liabilities                                           (361)        2,228,425    +   21,299   +  353,082

Capital accounts
Capital paid in                                                             25,765    +       88   +    3,663
Surplus                                                                     25,223    -        6   +    5,717
Other capital accounts                                                       1,539    -      378   +    1,453

Total capital                                                               52,527    -      296   +   10,833
 
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.


 
11. Statement of Condition of Each Federal Reserve Bank,  February 17, 2010
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  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.         5,200         196       1,818         210         237         412         654         424         150          90         153         282         574
Coin                                             2,192          73          82         174         164         314         218         336          35          67         148         229         353
Securities, repurchase agreements, term
   auction credit, and other loans           2,070,898      37,852     866,831      31,031      77,849      71,350     237,840     213,983      77,282      32,744      88,860      95,743     239,533
  Securities held outright (1)               1,967,699      37,747     769,125      30,527      77,740      70,910     237,081     212,926      77,087      32,576      88,820      95,141     238,019
    U.S. Treasury securities                   776,571      14,897     303,542      12,048      30,681      27,985      93,566      84,033      30,423      12,856      35,054      37,548      93,937
      Bills (2)                                 18,423         353       7,201         286         728         664       2,220       1,994         722         305         832         891       2,228
      Notes and bonds (3)                      758,148      14,544     296,341      11,762      29,953      27,321      91,346      82,040      29,701      12,551      34,222      36,658      91,708
    Federal agency debt securities (2)         165,587       3,176      64,724       2,569       6,542       5,967      19,951      17,918       6,487       2,741       7,474       8,006      20,030
    Mortgage-backed securities (4)           1,025,541      19,673     400,859      15,910      40,517      36,957     123,564     110,975      40,177      16,978      46,292      49,586     124,053
  Repurchase agreements (5)                          0           0           0           0           0           0           0           0           0           0           0           0           0
  Term auction credit                           15,426          25      10,571         456         109         363         678         794         183         132          35         600       1,479
  Other loans                                   87,774          81      87,135          48           0          77          81         262          12          36           5           2          34
Net portfolio holdings of Commercial
   Paper Funding Facility LLC (6)                7,721           0       7,721           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of Maiden
   Lane LLC (7)                                 27,210           0      27,210           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of Maiden
   Lane II LLC (8)                              15,487           0      15,487           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of Maiden
   Lane III LLC (9)                             22,392           0      22,392           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of TALF LLC (10)            334           0         334           0           0           0           0           0           0           0           0           0           0
Preferred interests in AIA Aurora LLC
   and ALICO Holdings LLC (11)                  25,106           0      25,106           0           0           0           0           0           0           0           0           0           0
Items in process of collection                     423          29           0          64         174          11           3          33          15         -34          35          51          40
Bank premises                                    2,241         121         260          71         144         238         221         208         135         110         267         252         213
Central bank liquidity swaps (12)                    0           0           0           0           0           0           0           0           0           0           0           0           0
Other assets (13)                               91,071       2,216      33,171       3,780       4,461       9,458       9,417       7,653       2,827       1,804       3,168       3,536       9,581
Interdistrict settlement account                     0   +   6,024   + 126,907   +  43,856   -  26,689   + 202,940   -  92,122   - 101,884   -  36,434   -  10,869   -  37,271   -  28,273   -  46,186

Total assets                                 2,281,313      46,924   1,131,214      79,636      56,807     285,604     157,587     121,664      44,339      24,110      55,697      72,441     205,290
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
11. Statement of Condition of Each Federal Reserve Bank,  February 17, 2010 (continued)
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Liabilities
Federal Reserve notes outstanding            1,079,261      35,420     396,409      38,365      44,551      81,885     138,012      85,195      32,765      19,493      28,708      62,743     115,717
  Less: Notes held by F.R. Banks               186,276       4,347      67,432       5,405       7,452       9,778      32,952      11,497       3,556       2,698       3,300      11,859      26,000
    Federal Reserve notes, net                 892,985      31,074     328,977      32,960      37,098      72,107     105,060      73,698      29,208      16,795      25,408      50,884      89,717
Reverse repurchase agreements (14)              54,888       1,053      21,454         852       2,169       1,978       6,613       5,939       2,150         909       2,478       2,654       6,639
Deposits                                     1,263,328      12,585     755,757      39,874      12,645     196,852      41,360      39,564      12,046       4,423      26,857      17,471     103,893
  Depository institutions                    1,205,165      12,549     697,762      39,870      12,641     196,754      41,358      39,555      12,039       4,422      26,855      17,471     103,889
  U.S. Treasury, general account                49,702           0      49,702           0           0           0           0           0           0           0           0           0           0
  U.S. Treasury, supplementary
     financing account                           5,000           0       5,000           0           0           0           0           0           0           0           0           0           0
  Foreign official                               3,070           1       3,042           4           3          11           2           1           0           1           0           1           3
  Other                                            391          35         250           0           1          87           0           8           7           0           1           0           1
Deferred availability cash items                 3,569         103           0         367         675         112         377         280         103         372         172         285         721
Other liabilities and accrued
   dividends (15)                               14,018         200       9,325         212         332         519         805         722         296         169         302         369         767

Total liabilities                            2,228,786      45,015   1,115,513      74,265      52,919     271,568     154,216     120,204      43,803      22,668      55,216      71,663     201,737

Capital
Capital paid in                                 25,765         944       7,530       2,802       1,921       7,125       1,599         647         236         712         206         353       1,688
Surplus                                         25,223         944       7,486       2,569       1,910       6,911       1,581         620         240         712         210         353       1,687
Other capital                                    1,539          20         685           0          56           0         191         193          60          18          66          72         177

Total liabilities and capital                2,281,313      46,924   1,131,214      79,636      56,807     285,604     157,587     121,664      44,339      24,110      55,697      72,441     205,290
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

11. Statement of Condition of Each Federal Reserve Bank,  February 17, 2010 (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 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 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 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 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 sole beneficiary of Commercial Paper Funding Facility LLC. 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 10), 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 10).

 
12. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                       Feb 17, 2010 
 
Federal Reserve notes outstanding                                                          1,079,261
  Less: Notes held by F.R. Banks not subject to collateralization                            186,276
    Federal Reserve notes to be collateralized                                               892,985
Collateral held against Federal Reserve notes                                                892,985
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   876,748
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     1,967,699
  Less: Face value of securities under reverse repurchase agreements                          53,958
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,913,740
 
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.