FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                             October 14, 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   Oct 13, 2010
Federal Reserve Banks                                     Oct 13, 2010  Oct 6, 2010 Oct 14, 2009
 
Reserve Bank credit                                        2,293,152   +    8,599   +  186,491    2,291,381
  Securities held outright (1)                             2,053,246   +    6,298   +  445,202    2,051,877
    U.S. Treasury securities                                 821,151   +    6,847   +   50,227      821,156
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           754,901   +    6,832   +   52,711      754,901
      Notes and bonds, inflation-indexed (2)                  42,318            0   -    2,270       42,318
      Inflation compensation (3)                               5,509   +       16   -      215        5,514
    Federal agency debt securities (2)                       153,556   -      549   +   19,010      152,182
    Mortgage-backed securities (4)                         1,078,539            0   +  375,966    1,078,539
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  155,442            0
  Other loans                                                 49,121   -       32   -   62,284       49,338
    Primary credit                                                15   -       74   -   27,365           47
    Secondary credit                                               0            0   -      468            0
    Seasonal credit                                               55   -       10   -       34           52
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -       43            0
    Credit extended to American International
       Group, Inc., net (6)                                   19,796   +      299   -   20,399       20,014
    Term Asset-Backed Securities Loan Facility (7)            29,255   -      246   -   13,975       29,225
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      0            0   -   40,791            0
  Net portfolio holdings of Maiden Lane LLC (9)               28,511   +       33   +    2,199       28,519
  Net portfolio holdings of Maiden Lane II LLC (10)           15,674   -      173   +    1,213       15,676
  Net portfolio holdings of Maiden Lane III LLC (11)          22,789   -      214   +    2,614       22,834
  Net portfolio holdings of TALF LLC (12)                        601            0   +      601          601
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (13)                                        26,057            0   +   26,057       26,057
  Float                                                       -1,731   -       20   -      255       -2,877
  Central bank liquidity swaps (14)                               60   -        1   -   43,567           60
  Other Federal Reserve assets (15)                           98,824   +    2,707   +   10,944       99,296
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0            0        5,200
Treasury currency outstanding (16)                            43,406   +       14   +      804       43,406

Total factors supplying reserve funds                      2,352,799   +    8,614   +  187,296    2,351,027
 
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   Oct 13, 2010
Federal Reserve Banks                                     Oct 13, 2010  Oct 6, 2010 Oct 14, 2009
 
Currency in circulation (16)                                 962,072   +    5,872   +   44,400      963,647
Reverse repurchase agreements (17)                            61,721   -    2,273   -      910       59,973
  Foreign official and international accounts                 61,721   -    2,273   -      910       59,973
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           225   -       10   -       71          236
Deposits with F.R. Banks, other than reserve balances        233,616   -   32,168   +   91,578      228,860
  Term deposits held by depository institutions                5,113   +    2,994   +    5,113        5,113
  U.S. Treasury, general account                              22,780   -   35,345   -      393       15,637
  U.S. Treasury, supplementary financing account             199,962            0   +   99,995      199,962
  Foreign official                                             1,395   -      789   -      242        1,215
  Service-related                                              2,401   -        7   -      995        2,401
    Required clearing balances                                 2,401   -        7   -      995        2,401
    Adjustments to compensate for float                            0            0            0            0
  Other                                                        1,965   +      978   -   11,900        4,531
Other liabilities and capital (18)                            72,997   +      350   +   11,770       71,906

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,330,631   -   28,228   +  146,766    1,324,622

Reserve balances with Federal Reserve Banks                1,022,168   +   36,842   +   40,530    1,026,405
 
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 outstanding principal and capitalized interest net of unamortized deferred commitment fees and
   allowance for loan restructuring. Excludes credit extended to consolidated LLCs.
7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term
   Asset-Backed Securities Loan Facility.
8. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
   investments held by the Commercial Paper Funding Facility LLC.
9.  Refer to table 4 and the note on consolidation accompanying table 10.
10. Refer to table 5 and the note on consolidation accompanying table 10.
11. Refer to table 6 and the note on consolidation accompanying table 10.
12. Refer to table 7 and the note on consolidation accompanying table 10.
13. Refer to table 8.
14. 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.
15. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange
    rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA
    Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to
    eligible borrowers through the Term Asset-Backed Securities Loan Facility.
16. Estimated.
17. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
18. Includes the liabilities of 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 7 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         Wednesday  
                                                           Week ended   Change from week ended   Oct 13, 2010
Memorandum item                                           Oct 13, 2010  Oct 6, 2010 Oct 14, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,267,045   +   15,940   +  402,474    3,265,875
  U.S. Treasury securities                                 2,517,889   +   18,139   +  416,213    2,530,777
  Federal agency securities (2)                              749,156   -    2,199   -   13,739      735,098
Securities lent to dealers                                     7,499   -    2,049   +      657        7,418
  Overnight facility (3)                                       7,499   -    2,049   +      657        7,418
    U.S. Treasury securities                                   5,805   -    2,165   -      550        5,879
    Federal agency debt securities                             1,694   +      116   +    1,206        1,539
  Term facility (4)                                                0            0            0            0
 
Note: Components may not sum to totals because of rounding.

1. Face value of the securities. Includes U.S. Treasury STRIPS and other zero-coupon bonds at face value and
   mortgage-backed securities at original 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 Securities, Loans, and Selected Other Assets and Liabilities,   October 13, 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    
 
Other loans (1)                               57           41            0       49,239            0           ...       49,338
U.S. Treasury securities (2)
  Holdings                                12,718       20,337       50,292      355,731      238,966       143,113      821,156
  Weekly changes                      -    2,503   +    2,504   +        1   +    2,072   +        4    +        7   +    2,084
Federal agency debt securities (3)
  Holdings                                 2,501        3,350       38,063       73,175       32,746         2,347      152,182
  Weekly changes                      -      861   +       67   -    1,129            0            0             0   -    1,923
Mortgage-backed securities (4)
  Holdings                                     0            0            0           28           21     1,078,490    1,078,539
  Weekly changes                               0            0            0            0            0             0            0
Asset-backed securities held by
   TALF LLC (5)                                0            0            0            0            0             0            0
Repurchase agreements (6)                      0            0          ...          ...          ...           ...            0
Central bank liquidity swaps (7)              60            0            0            0            0             0           60

Reverse repurchase agreements (6)         59,973            0          ...          ...          ...           ...       59,973
Term deposits                                  0        5,113            0          ...          ...           ...        5,113
 
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 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 asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
6. Cash value of agreements.
7. 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                                                                                                           Oct 13, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,078,539

Commitments to buy mortgage-backed securities (2)                                                                              0
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                  0
 
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, dollar rolls,
   and coupon swaps.
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                                                                                                           Oct 13, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             28,519

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 27,639
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         574
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,300
 
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, 2010. 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                                                                                                           Oct 13, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,676

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 13,452
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         414
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,064
 
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, 2010. 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                                                                                                           Oct 13, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         22,834

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,290
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         506
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,328
 
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, 2010. 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 TALF LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Oct 13, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       601
Net portfolio holdings of TALF LLC                                                                                           601

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)                                        105
 
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 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 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 $4.3 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.

 
8. 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                                                                                                           Oct 13, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          26,057
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                         46

Preferred interests in AIA Aurora LLC (1)                                                                                 16,676
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                                30

Preferred interests in ALICO Holdings LLC (1)                                                                              9,380
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            17
 
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 9 and table 10.

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.

 
9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Oct 13, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Oct 6, 2010 Oct 14, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0            0
  Coin                                                                       2,106    -        8   +      115
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,101,215    +       16   +  161,182
    Securities held outright (1)                                         2,051,877    +      161   +  379,044
      U.S. Treasury securities                                             821,156    +    2,084   +   47,696
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       754,901    +    2,069   +   50,184
        Notes and bonds, inflation-indexed (2)                              42,318             0   -    2,270
        Inflation compensation (3)                                           5,514    +       15   -      218
      Federal agency debt securities (2)                                   152,182    -    1,923   +   15,798
      Mortgage-backed securities (4)                                     1,078,539             0   +  315,549
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  155,442
    Other loans                                                             49,338    -      145   -   62,420
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    0             0   -   40,098
  Net portfolio holdings of Maiden Lane LLC (7)                             28,519    +        9   +    2,158
  Net portfolio holdings of Maiden Lane II LLC (8)                          15,676    +        2   +    1,210
  Net portfolio holdings of Maiden Lane III LLC (9)                         22,834    +       52   +    2,606
  Net portfolio holdings of TALF LLC (10)                                      601             0   +      601
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      26,057             0   +   26,057
  Items in process of collection                            (117)              453    -       10   -    2,291
  Bank premises                                                              2,224    +        2   +        1
  Central bank liquidity swaps (12)                                             60    -        1   -   43,567
  Other assets (13)                                                         97,038    +    1,725   +    9,084

Total assets                                                (117)        2,313,019    +    1,788   +  117,057
 
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 from  Wednesday         Change since       
                                                        consolidation   Oct 13, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Oct 6, 2010 Oct 14, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         922,580    +    3,971   +   44,788
  Reverse repurchase agreements (14)                                        59,973    -    4,467   -    1,830
  Deposits                                                    (0)        1,255,230    +    1,817   +   67,417
    Term deposits held by depository institutions                            5,113    +    2,994   +    5,113
    Other deposits held by depository institutions                       1,028,771    +   28,757   -   23,178
    U.S. Treasury, general account                                          15,637    -   33,893   +       67
    U.S. Treasury, supplementary financing account                         199,962             0   +   99,995
    Foreign official                                                         1,215    -      130   -      449
    Other                                                     (0)            4,531    +    4,087   -   14,131
  Deferred availability cash items                          (117)            3,330    +      732   -      144
  Other liabilities and accrued dividends (15)                              15,021    -        8   +    1,982

Total liabilities                                           (117)        2,256,134    +    2,045   +  112,212

Capital accounts
  Capital paid in                                                           26,695    +        8   +    1,798
  Surplus                                                                   25,886    +        5   +    4,496
  Other capital accounts                                                     4,303    -      272   -    1,451

Total capital                                                               56,884    -      258   +    4,844
 
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. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
   investments held by the Commercial Paper Funding Facility LLC.
7. Refer to table 4 and the note on consolidation accompanying table 10.
8. Refer to table 5 and the note on consolidation accompanying table 10.
9.  Refer to table 6 and the note on consolidation accompanying table 10.
10. Refer to table 7 and the note on consolidation accompanying table 10.
11. Refer to table 8.
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,
    accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA Aurora LLC
    and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers
    through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
15. Includes the liabilities of 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 7 and the note on consolidation
    accompanying table 10.


 
10. Statement of Condition of Each Federal Reserve Bank,   October 13, 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         369       4,038         404         463         846       1,385         887         324         203         296         652       1,170
  Special drawing rights certificate acct.       5,200         196       1,818         210         237         412         654         424         150          90         153         282         574
  Coin                                           2,106          64          73         169         154         311         194         324          31          59         150         226         351
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,101,215      51,926     886,513      47,922      69,714     233,687     194,170     154,691      52,857      28,110      70,394      86,169     225,061
    Securities held outright (1)             2,051,877      51,926     837,274      47,917      69,714     233,687     194,164     154,683      52,853      28,090      70,388      86,159     225,021
      U.S. Treasury securities                 821,156      20,781     335,075      19,176      27,899      93,521      77,704      61,904      21,152      11,241      28,169      34,481      90,053
        Bills (2)                               18,423         466       7,517         430         626       2,098       1,743       1,389         475         252         632         774       2,020
        Notes and bonds (3)                    802,733      20,315     327,558      18,746      27,273      91,423      75,961      60,515      20,677      10,989      27,537      33,707      88,033
      Federal agency debt securities (2)       152,182       3,851      62,098       3,554       5,170      17,332      14,401      11,472       3,920       2,083       5,220       6,390      16,689
      Mortgage-backed securities (4)         1,078,539      27,294     440,101      25,187      36,644     122,834     102,060      81,307      27,781      14,765      36,998      45,288     118,279
    Repurchase agreements (5)                        0           0           0           0           0           0           0           0           0           0           0           0           0
    Term auction credit                              0           0           0           0           0           0           0           0           0           0           0           0           0
    Other loans                                 49,338           0      49,239           5           0           0           6           7           4          21           6          10          40
  Net portfolio holdings of Commercial
     Paper Funding Facility LLC (6)                  0           0           0           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane LLC (7)                               28,519           0      28,519           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            15,676           0      15,676           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           22,834           0      22,834           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          601           0         601           0           0           0           0           0           0           0           0           0           0
  Preferred interests in AIA Aurora LLC
     and ALICO Holdings LLC (11)                26,057           0      26,057           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   570          26           0          95         130          10          97          59          21          19          37          41          34
  Bank premises                                  2,224         127         255          68         141         239         218         210         135         108         265         247         212
  Central bank liquidity swaps (12)                 60           2          17           7           4          17           4           1           1           2           0           1           4
  Other assets (13)                             97,038       2,782      36,430       4,571       4,374      15,454       8,295       5,908       2,078       1,730       2,629       3,329       9,457
  Interdistrict settlement account                   0   +   3,302   +  84,261   +  26,712   -  13,309   +   7,358   -  40,794   -  30,061   -  13,503   -   2,093   -  19,245   -   2,379   -     250

Total assets                                 2,313,136      58,794   1,107,092      80,158      61,909     258,333     164,223     132,443      42,095      28,228      54,680      88,568     236,613
 
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,   October 13, 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          1,131,717      41,002     388,382      45,851      46,071      89,662     143,301      87,828      32,920      20,190      33,874      76,586     126,049
    Less: Notes held by F.R. Banks             209,138       4,035      84,654       5,375       8,236      13,904      27,333      12,665       4,405       6,016       3,442      12,001      27,073
      Federal Reserve notes, net               922,580      36,967     303,728      40,476      37,836      75,758     115,969      75,164      28,515      14,174      30,432      64,585      98,976
  Reverse repurchase agreements (14)            59,973       1,518      24,472       1,401       2,038       6,830       5,675       4,521       1,545         821       2,057       2,518       6,577
  Deposits                                   1,255,230      18,020     751,541      31,864      17,391     162,029      38,552      50,610      11,231      11,000      21,332      20,180     121,481
    Term deposits held by depository
       institutions                              5,113          50       3,573           0          10          63           2         103          28           2          18           5       1,260
    Other deposits held by depository
       institutions                          1,028,771      17,967     526,833      31,860      17,377     161,807      38,547      50,493      11,201      10,996      21,313      20,175     120,203
    U.S. Treasury, general account              15,637           0      15,637           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, supplementary
       financing account                       199,962           0     199,962           0           0           0           0           0           0           0           0           0           0
    Foreign official                             1,215           1       1,187           4           3          11           2           1           0           1           0           1           3
    Other                                        4,531           2       4,348           0           1         148           0          14           1           0           1           0          15
  Deferred availability cash items               3,447         183           0         468         473         179         234         286         122         453         182         158         709
  Other liabilities and accrued
     dividends (15)                             15,021         198      11,275         238         263         750         515         426         189         143         190         267         569

Total liabilities                            2,256,251      56,885   1,091,016      74,447      58,000     245,547     160,944     131,006      41,601      26,591      54,193      87,709     228,312

Capital
  Capital paid in                               26,695         916       7,667       2,829       1,924       5,434       1,552         662         215         807         218         400       4,071
  Surplus                                       25,886         946       7,681       2,804       1,911       7,141       1,581         621         239         712         210         353       1,688
  Other capital                                  4,303          47         727          78          75         211         146         154          40         118          58         106       2,542

Total liabilities and capital                2,313,136      58,794   1,107,092      80,158      61,909     258,333     164,223     132,443      42,095      28,228      54,680      88,568     236,613
 
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,   October 13, 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. Includes the book value of the commercial paper, net of amortized costs and related fees, and other investments held by the Commercial Paper Funding Facility LLC.
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 7 and the note on consolidation below.
11. Refer to table 8.
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, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests
    in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
15. Includes the liabilities of 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 7 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 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 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 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
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                       Oct 13, 2010 
 
Federal Reserve notes outstanding                                                          1,131,717
  Less: Notes held by F.R. Banks not subject to collateralization                            209,138
    Federal Reserve notes to be collateralized                                               922,580
Collateral held against Federal Reserve notes                                                922,580
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   906,343
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,051,877
  Less: Face value of securities under reverse repurchase agreements                          47,193
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      2,004,684
 
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.