FEDERAL RESERVE statistical release

For Release at

4:30 P.M. EDT

June 12, 2014

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

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

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

The revised data are reported at the following link: 

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

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

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

reserve balances of depository institutions

at Federal Reserve Banks

Reserve Bank credit 2,167,804 - 19,268 - 69,090 2,168,857

Securities held outright1 1,786,288 + 2,527 +1,296,896 1,787,012

U.S. Treasury securities 776,550 + 11 + 300,264 776,554

Bills2 18,423 0 0 18,423

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

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

Inflation compensation3 5,836 + 11 - 464 5,840

Federal agency debt securities2 155,528 + 462 + 142,422 156,145

Mortgage-backed securities4 854,210 + 2,054 + 854,210 854,313

Repurchase agreements5 0 0 - 80,000 0

Term auction credit 85,832 - 15,177 - 362,127 85,832

Other loans 84,479 - 18,036 - 156,111 84,298

Primary credit 19,350 - 468 - 70,811 19,094

Secondary credit 31 + 31 - 47 208

Seasonal credit 32 - 15 + 30 34

Primary dealer and other broker-dealer credit6 0 0 - 52,802 0

Asset-Backed Commercial Paper Money

Market Mutual Fund Liquidity Facility 0 0 - 40,826 0

Credit extended to American International

Group, Inc., net7 20,783 - 17,389 - 35,940 21,097

Term Asset-Backed Securities Loan Facility,

net8 44,284 - 194 + 44,284 43,865

Other credit extensions 0 0 0 0

Net portfolio holdings of Commercial Paper

Funding Facility LLC9 14,600 - 441 - 293,918 14,027

Net portfolio holdings of Maiden Lane LLC10 26,468 + 74 - 586 26,491

Net portfolio holdings of Maiden Lane II LLC11 15,608 - 238 + 15,608 15,571

Net portfolio holdings of Maiden Lane III LLC12 22,610 - 357 + 1,653 22,621

Net portfolio holdings of TALF LLC13 266 0 + 266 266

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC14 25,000 + 17,857 + 25,000 25,000

Float -2,144 - 401 - 1,107 -2,067

Central bank liquidity swaps15 16,507 - 6,927 - 566,254 16,505

Other Federal Reserve assets16 92,291 + 1,851 + 51,590 93,302

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding17 42,677 + 14 + 4,003 42,677

Total factors supplying reserve funds 2,226,722 - 19,254 - 62,087 2,227,775

FEDERAL RESERVE statistical release

 December 10, 2009

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks

1. Factors Affecting Reserve Balances of Depository Institutions

Millions of dollars

Averages of daily figures

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

Change from week ended Wednesday

 Dec 9, 2009 Week ended

 Dec 9, 2009 Dec 2, 2009 Dec 10, 2008
Reserve Bank credit, related items, and

reserve balances of depository institutions

at Federal Reserve Banks

Currency in circulation17 921,273 - 1,697 + 49,457 923,620

Reverse repurchase agreements18 57,787 - 366 - 34,167 56,516

Foreign official and international accounts 57,685 - 468 - 9,269 56,336

Dealers 103 + 103 - 24,897 180

Treasury cash holdings 227 - 5 - 14 218

Deposits with F.R. Banks, other than reserve balances 53,863 - 5,886 - 439,663 77,577

U.S. Treasury, general account 31,793 - 6,450 - 17,736 55,364

U.S. Treasury, supplementary financing account 14,999 0 - 389,124 14,999

Foreign official 2,434 - 165 + 2,246 2,316

Service-related 3,132 + 99 - 1,460 3,132

Required clearing balances 3,132 + 99 - 1,459 3,132

Adjustments to compensate for float 0 0 - 1 0

Other 1,504 + 630 - 33,591 1,766

Other liabilities and capital19 67,101 + 1,555 + 13,705 66,298

Total factors, other than reserve balances,

absorbing reserve funds 1,100,251 - 6,399 - 410,681 1,124,230

Reserve balances with Federal Reserve Banks 1,126,471 - 12,855 + 348,594 1,103,545

H.4.1

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

Millions of dollars

Averages of daily figures

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

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.

2. Face value of the securities.

3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.

4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of

the underlying mortgages.

5. Cash value of agreements.

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

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

Excludes credit extended to consolidated LLCs.

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

Facility, net of unamortized deferred administrative fees.

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

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

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

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

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

14. Refer to table 9.

15. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned

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

foreign central bank.

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

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

17. Estimated.

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

19. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF

LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of

these LLCs. Refer to table 4 through table 8 and the note on consolidation accompanying table 11.

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

Change from week ended Wednesday

 Dec 9, 2009 Week ended

 Dec 9, 2009 Dec 2, 2009 Dec 10, 2008
Marketable securities held in custody for foreign

 official and international accounts1 2,943,643 + 12,143 + 449,865 2,942,263

U.S. Treasury securities 2,171,492 + 7,982 + 536,546 2,170,576

Federal agency securities2 772,151 + 4,160 - 86,682 771,687

Securities lent to dealers 8,337 - 898 - 181,629 7,519

Overnight facility3 8,337 - 898 + 3,517 7,519

U.S. Treasury securities 7,418 - 320 + 2,598 6,702

Federal agency debt securities 919 - 577 + 919 817

Term facility4 0 0 - 185,146 0

1A. Memorandum Items

Millions of dollars

Averages of daily figures

Week ended

 Dec 9, 2009

Change from week ended Wednesday

 Dec 9, 2009

 Dec 2, 2009 Dec 10, 2008

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

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

2. Includes debt and mortgage-backed securities.

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

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

Memorandum item

H.4.1

91 days to

1 year

2. Maturity Distribution of Term Auction Credit, Other Loans, and Securities, December 9, 2009

Millions of dollars

Within 15 days Over 1 year

to 5 years

16 days to

 90 days

All

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

 . . . Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden

Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's statement of condition consistent

with consolidation under generally accepted accounting principles.

2. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of inflation on the

original face value of such securities.

3. Face value.

4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the

underlying mortgages.

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

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

7. Cash value of agreements.

8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to

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

central bank.

Remaining maturity Over 5 years

to 10 years

Over 10

years

Term auction credit

Other loans1

U.S. Treasury securities2

Holdings

Weekly changes

Federal agency debt securities3

Holdings

Weekly changes

Mortgage-backed securities4

Holdings

Weekly changes

Commercial paper held by

Commercial Paper Funding

Facility LLC5

Asset-backed securities held by

TALF LLC6

Repurchase agreements7

Central bank liquidity swaps8

Reverse repurchase agreements7

 55,949

 14,929

 12,536

- 2,503

 30

 0

 0

 0

 0

 0

 0

 12,278

 56,516

...

 0

 49,714

+ 1

 22,333

 0

 0

 0

 0

 0

...

 0

...

...

 64,962

 330,023

+ 3

 96,578

+ 908

 0

 0

...

 0

...

 0

...

 29,882

 4,408

 26,961

+ 2,504

 1,591

 0

 0

 0

 9,440

 0

 0

 4,227

 0

...

 0

 212,651

+ 2

 33,566

+ 171

 0

 0

...

 0

...

 0

...

...

...

 144,669

+ 4

 2,047

 0

 854,313

+ 2,141

...

 0

...

 0

...

 85,832

 84,298

 776,554

+ 11

 156,145

+ 1,079

 854,313

+ 2,141

 9,440

 0

 0

 16,505

 56,516
Wednesday

 Dec 9, 2009

4. Information on Principal Accounts of Maiden Lane LLC

Millions of dollars

Net portfolio holdings of Maiden Lane LLC1

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

Accrued interest payable to the Federal Reserve Bank of New York2

Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co.3

 26,491

 28,820

 404

 1,244

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

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of September 30, 2009. Any assets purchased after

this valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available.

2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent with

consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in

table 10 and table 11.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of section 13(3)

of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to manage those assets

through time to maximize repayment of the credit extended and to minimize disruption to financial markets. Payments by Maiden Lane LLC from

the proceeds of the net portfolio holdings will be made in the following order: operating expenses of the LLC, principal due to the FRBNY, interest

due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to JPMorgan Chase & Co. Any remaining funds will be paid to the

FRBNY.

Account name

H.4.1

Wednesday

 Dec 9, 2009

5. Information on Principal Accounts of Maiden Lane II LLC

Millions of dollars

Net portfolio holdings of Maiden Lane II LLC1

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

Accrued interest payable to the Federal Reserve Bank of New York2

Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc.3

 15,571

 15,739

 254

 1,035

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

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of September 30, 2009. Any assets purchased after

this valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available.

2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent with

consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of American

International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued interest payable are

included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 10 and table 11.

Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the authority

of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential mortgage-backed securities from the

U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries). Payments by Maiden Lane II

LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of Maiden Lane II LLC, principal due to

the FRBNY, interest due to the FRBNY, and deferred payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the

FRBNY and AIG subsidiaries.

Account name

Wednesday

 Dec 9, 2009

3. Supplemental Information on Mortgage-Backed Securities Purchase Program

Millions of dollars

Mortgage-backed securities held outright1

Commitments to buy mortgage-backed securities2

Commitments to sell mortgage-backed securities2

Cash and cash equivalents3

 854,313

 187,488

 11,250

 1,917

1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the

underlying mortgages.

2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions as well as dollar rolls.

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

Account name
H.4.1

Wednesday

 Dec 9, 2009

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

Millions of dollars

Commercial paper holdings, net1

Other investments, net

Net portfolio holdings of Commercial Paper Funding Facility LLC

Memorandum: Commercial paper holdings, face value

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

Accrued interest payable to the Federal Reserve Bank of New York2

 9,203

 4,824

 14,027

 9,440

 9,374

 3

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

2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent with

consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

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

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

for businesses and households.

Account name

Wednesday

 Dec 9, 2009

6. Information on Principal Accounts of Maiden Lane III LLC

Millions of dollars

Net portfolio holdings of Maiden Lane III LLC1

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

Accrued interest payable to the Federal Reserve Bank of New York2

Outstanding principal amount and accrued interest on loan payable to American International Group, Inc.3

 22,621

 18,159

 327

 5,183

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

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of September 30, 2009. Any assets purchased after

this valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available.

2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent with

consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in

table 10 and table 11.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the authority

of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector collateralized debt obligations

(CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts. In

connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions. Payments by Maiden Lane

III LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses of Maiden Lane III LLC, principal due

to the FRBNY, interest due to the FRBNY, principal due to AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and

AIG.

Account name
Wednesday

 Dec 9, 2009

8. Information on Principal Accounts of TALF LLC

Millions of dollars

Asset-backed securities holdings1

Other investments, net

Net portfolio holdings of TALF LLC

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

Accrued interest payable to the Federal Reserve Bank of New York2

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

 0

 266

 266

 0

 0

 102

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

orderly market on the measurement date.

2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent with

consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in

table 10 and table 11.

Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF) under the

authority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New York (FRBNY) extends

loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed securities collateralized by a variety of consumer

and business loans. The loans provided through the TALF to eligible borrowers are non-recourse, meaning that the obligation of the borrower can

be discharged by surrendering the collateral to the FRBNY. The loans are extended for the market value of the security less an amount known as a

haircut. As a result, the borrower bears the initial risk of a decline in the value of the security.

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in connection with the

decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed securities received by the

FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest. Losses on asset-backed securities held

by TALF LLC will be offset in the following order: by the commitment fees collected by TALF LLC, by the interest received on investments of TALF

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

Payments by TALF LLC from the proceeds of its net portfolio holdings will be made in the following order: operating expenses of TALF LLC,

principal due to FRBNY, principal due to the U.S. Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds

will be shared by the FRBNY and the U.S. Treasury.

Account name

H.4.1

Wednesday

 Dec 9, 2009

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

AIA Aurora LLC and ALICO Holdings LLC

Millions of dollars

Preferred interests in AIA Aurora LLC and ALICO Holdings LLC1

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

Preferred interests in AIA Aurora LLC1

Accrued dividends on preferred interests in AIA Aurora LLC2

Preferred interests in ALICO Holdings LLC1

Accrued dividends on preferred interests in ALICO Holdings LLC2

 25,000

 31

 16,000

 20

 9,000

 11

Account name

1. Book value.

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

Note on preferred interests:

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

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

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

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

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

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

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

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

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

Gold certificate account 11,037 0 0

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

Coin 2,037 + 18 + 376

Securities, repurchase agreements, term auction

credit, and other loans 1,957,142 - 12,465 + 704,010

Securities held outright1 1,787,012 + 3,232 +1,294,954

U.S. Treasury securities 776,554 + 11 + 300,308

Bills2 18,423 0 0

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

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

Inflation compensation3 5,840 + 11 - 421

Federal agency debt securities2 156,145 + 1,079 + 140,333

Mortgage-backed securities4 854,313 + 2,141 + 854,313

Repurchase agreements5 0 0 - 80,000

Term auction credit 85,832 - 15,177 - 362,127

Other loans 84,298 - 519 - 148,817

Net portfolio holdings of Commercial Paper Funding

Facility LLC6 14,027 - 1,005 - 298,387

Net portfolio holdings of Maiden Lane LLC7 26,491 + 27 - 398

Net portfolio holdings of Maiden Lane II LLC8 15,571 - 276 + 15,571

Net portfolio holdings of Maiden Lane III LLC9 22,621 - 368 + 3,021

Net portfolio holdings of TALF LLC10 266 0 + 266

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC11 25,000 0 + 25,000

Items in process of collection (379) 396 - 39 - 614

Bank premises 2,234 + 3 + 58

Central bank liquidity swaps12 16,505 - 6,533 - 566,070

Other assets13 91,060 + 2,939 + 52,220

Total assets (379) 2,189,586 - 17,700 - 61,948

H.4.1

10. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars

Change since

Wednesday

 Dec 10, 2008

Eliminations from

consolidation Wednesday

 Dec 9, 2009

Wednesday

 Dec 2, 2009

Assets, liabilities, and capital

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

Federal Reserve notes, net of F.R. Bank holdings 883,195 + 778 + 45,632

Reverse repurchase agreements14 56,516 - 1,042 - 35,576

Deposits (0) 1,181,114 - 18,783 - 86,535

Depository institutions 1,106,669 - 15,341 + 328,827

U.S. Treasury, general account 55,364 - 4,800 + 13,718

U.S. Treasury, supplementary financing account 14,999 0 - 389,124

Foreign official 2,316 + 236 + 2,128

Other (0) 1,766 + 1,122 - 42,084

Deferred availability cash items (379) 2,463 - 98 + 138

Other liabilities and accrued dividends15 14,147 + 1,976 + 5,508

Total liabilities (379) 2,137,435 - 17,170 - 70,833

Capital accounts

Capital paid in 25,625 + 187 + 4,616

Surplus 21,457 + 9 + 4,277

Other capital accounts 5,070 - 725 - 7

Total capital 52,152 - 529 + 8,885

H.4.1

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

Millions of dollars

Change since

Wednesday

 Dec 10, 2008

Eliminations from

consolidation Wednesday

 Dec 9, 2009

Wednesday

 Dec 2, 2009

Assets, liabilities, and capital

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

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.

2. Face value of the securities.

3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.

4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the

underlying mortgages.

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

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

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

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

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

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

11. Refer to table 9.

12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to

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

central bank.

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

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

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

15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC

to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs.

Refer to table 4 through table 8 and the note on consolidation accompanying table 11.
    29, 29, 12,  12, 2, 14,             1, - 8, 23,

 329 150 33 71,136 70,008 30,422 722 29,701 6,117 33,469 0 1,123 5 0 0 0 0 0 0 58 135 164 2,787 - 34,139 40,654

 911 424 291 195,902 193,374 84,031 1,994 82,038 16,897 92,446 0 2,150 378 0 0 0 0 0 0 27 206 551 7,796 - 88,105 118,003

 1,356 654 231 215,688 215,310 93,564 2,220 91,344 18,813 102,933 0 279 100 0 0 0 0 0 0 103 222 1,262 9,758 - 71,610 157,664

 882 412 289 65,631 64,399 27,985 664 27,321 5,627 30,787 0 1,122 111 0 0 0 0 0 0 24 237 4,683 9,906 + 224,509 306,573

 467 237 147 72,431 70,601 30,680 728 29,952 6,169 33,752 0 1,827 2 0 0 0 0 0 0 95 145 1,215 4,484 - 18,999 60,222

 412 196 66 41,724 34,280 14,897 353 14,543 2,995 16,388 0 7,332 111 0 0 0 0 0 0 32 120 661 2,322 + 17,982 63,516

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

auction credit, and other loans

Securities held outright1

U.S. Treasury securities

Bills2Notes and bonds3

Federal agency debt securities2Mortgage-backed securities4

Repurchase agreements5Term auction creditOther loans

Net portfolio holdings of Commercial

Paper Funding Facility LLC6

Net portfolio holdings of Maiden

Lane LLC7

Net portfolio holdings of Maiden

Lane II LLC8

Net portfolio holdings of Maiden

Lane III LLC9

Net portfolio holdings of TALF LLC10Preferred interests in AIA Aurora LLC

and ALICO Holdings LLC11

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

Total assets

 11,037 5,200 2,037 1,957,142 1,787,012 776,554 18,423 758,131 156,145 854,313 0 85,832 84,298 14,027 26,491 15,571 22,621 266 25,000 775 2,234 16,505 91,060 0 2,189,965

 450 210 164 32,838 27,724 12,047 286 11,762 2,422 13,254 0 5,073 41 0 0 0 0 0 0 170 70 1,813 4,025 + 22,520 62,260

 3,895 1,818 78 841,034 698,499 303,536 7,201 296,335 61,033 333,930 0 59,209 83,326 14,027 26,491 15,571 22,621 266 25,000 0 257 4,391 32,274 + 36,985 1,024,707

H.4.111. Statement of Condition of Each Federal Reserve Bank, December 9, 2009Millions of dollars

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

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

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

LiabilitiesFederal Reserve notes outstanding

Less: Notes held by F.R. Banks

Federal Reserve notes, net

Reverse repurchase agreements14

Deposits

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

Deferred availability cash itemsOther liabilities and accrued

dividends15

Total liabilities

CapitalCapital paid inSurplusOther capital

Total liabilities and capital

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.H.4.111. Statement of Condition of Each Federal Reserve Bank, December 9, 2009 (continued)Millions of dollars

Assets, liabilities, and capital

 35,931 4,243 31,688 1,084 28,590 28,568 0 0 2 21 80 174 61,616 944 844 111 63,516

 1,082,208 199,014 883,195 56,516 1,181,114 1,106,669 55,364 14,999 2,316 1,766 2,842 14,147 2,137,814 25,625 21,457 5,070 2,189,965

 399,051 72,748 326,304 22,091 650,700 576,431 55,364 14,999 2,286 1,620 0 10,233 1,009,328 7,432 5,984 1,964 1,024,707

 38,847 6,336 32,510 877 22,810 22,806 0 0 4 0 442 227 56,866 2,800 2,316 278 62,260

 45,097 8,495 36,602 2,233 16,916 16,913 0 0 3 0 342 290 56,383 1,910 1,551 377 60,222

 82,741 10,965 71,776 2,037 217,862 217,764 0 0 11 86 111 601 292,387 7,136 5,983 1,067 306,573

 135,569 31,161 104,408 6,809 42,173 42,170 0 0 3 0 333 632 154,356 1,580 1,612 117 157,664

 85,789 13,094 72,695 6,116 37,042 37,007 0 0 1 33 176 522 116,550 623 704 126 118,003

 30,681 4,397 26,284 2,214 11,342 11,340 0 0 0 2 47 240 40,128 240 209 77 40,654

 19,4 2,8 16,6 9 4,4 4,4     3 1 22,4 7 3 4 23,9
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.

2. Face value of the securities.3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such 4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlyin5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.6. Refer to table 7 and the note on consolidation below.7. Refer to table 4 and the note on consolidation below.8. Refer to table 5 and the note on consolidation below.9. Refer to table 6 and the note on consolidation below.10. Refer to table 8 and the note on consolidation below.11. Refer to table 9.12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the fore

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

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

interests in AIA Aurora LLC and ALICO Holdings LLC.

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

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

H.4.1

Note on consolidation:The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federawas extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On October 27, 2008, the FRBNY began extending loans to Commwas formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On November 25, 2008, a loan was extended to Maidepurchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit defau2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reAmerican International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formbacked securities received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed SecuritiThe FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC. The FRBNY is the primary beneficiary of TALF LLC, because of the two benefiU.S. Treasury, the FRBNY is primarily responsible for directing the financial activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cmajority of any residual returns of the LLCs and absorb a majority of any residual losses of the LLCs. Consistent with generally accepted accounting principLLCs have been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release. As a consextensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and table entities other than the FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 

11. Statement of Condition of Each Federal Reserve Bank, December 9, 2009 (continued)
H.4.1

Federal Reserve notes outstanding

Less: Notes held by F.R. Banks not subject to collateralization

Federal Reserve notes to be collateralized

Collateral held against Federal Reserve notes

Gold certificate accountSpecial drawing rights certificate accountU.S. Treasury, agency debt, and mortgage-backed securities pledged1,2

Other assets pledged

Memo:Total U.S. Treasury, agency debt, and mortgage-backed securities1,2

Less: Face value of securities under reverse repurchase agreements

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged

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

Federal Reserve notes and collateral Wednesday

 Dec 9, 2009

Note: Components may not sum to totals because of rounding.1. Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright, compensation to

adjust for the effect of inflation on the original face value of inflation-indexed securities, and cash value of repurchase agreements.

2. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.

 1,082,208 199,014 883,195 883,195 11,037

5,200

 866,958

0

 1,787,012 55,768

1,731,244