FEDERAL RESERVE statistical release

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                           November 5, 2009
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                            Averages of daily figures
reserve balances of depository institutions at            Week ended   Change from week ended     Wednesday
Federal Reserve Banks                                     Nov 4, 2009 Oct 28, 2009  Nov 5, 2008  Nov 4, 2009

Reserve Bank credit                                       2,148,913   -    5,443   +   93,083    2,146,911
  Securities held outright (1)                            1,697,644   +    5,467   +1,207,617    1,697,865       
    U.S. Treasury securities                                776,232   +    1,680   +  299,770      776,512
      Bills (2)                                              18,423            0            0       18,423
      Notes and bonds, nominal (2)                          707,372   +    1,659   +  296,843      707,649
      Notes and bonds, inflation-indexed (2)                 44,643            0   +    3,610       44,643
      Inflation compensation (3)                              5,794   +       20   -      683        5,798
    Federal agency debt securities (2)                      146,959   +    5,358   +  133,394      146,959
    Mortgage-backed securities (4)                          774,454   -    1,571   +  774,454      774,394
  Repurchase agreements (5)                                       0            0   -   80,000            0
  Term auction credit                                       139,245            0   -  162,118      139,245  
  Other loans                                               110,608   +    2,978   -  248,401      109,966
    Primary credit                                           22,610   +       32   -   87,384       22,484
    Secondary credit                                            197   -      178   +      197            0
    Seasonal credit                                              60   -       14   +       50           60
    Primary dealer and other broker-dealer credit (6)             0            0   -   77,020            0
    Asset-Backed Commercial Paper Money Market
      Mutual Fund Liquidity Facility                              0            0   -   91,729            0
    Credit extended to American International
      Group, Inc., net (7)                                   44,608   +    1,822   -   35,649       44,539
    Term Asset-Backed Securities Loan Facility               43,132   +    1,314   +   43,132       42,883
    Other credit extensions                                       0            0            0            0
  Net portfolio holdings of Commercial Paper 
    Funding Facility LLC (8)                                 15,647   -   16,609   -  210,361       14,480
  Net portfolio holdings of Maiden Lane LLC (9)              26,289   -       92   -      561       26,321
  Net portfolio holdings of Maiden Lane II LLC (10)          16,008   +    1,313   +   16,008       16,009
  Net portfolio holdings of Maiden Lane III LLC (11)         23,180   +    2,524   +   23,180       23,233
  Float                                                      -1,861   +      615   -      536       -2,537
  Central bank liquidity swaps (12)                          31,884   -    1,431   -  499,171       31,884
  Other Federal Reserve assets (13)                          90,268   -      208   +   47,425       90,445
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    5,200            0   +    3,000        5,200
Treasury currency outstanding (14)                           42,619   +       14   +    3,945       42,663
       
Total factors supplying reserve funds                     2,207,773   -    5,429   +  100,028    2,205,815

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                            Averages of daily figures
reserve balances of depository institutions at            Week ended   Change from week ended     Wednesday
Federal Reserve Banks                                     Nov 4, 2009 Oct 28, 2009  Nov 5, 2008  Nov 4, 2009

Currency in circulation (14)                                915,087   +    1,331   +   54,391      917,825
Reverse repurchase agreements (15)                           64,844   -      893   -   30,427       60,735
  Foreign official and international accounts                64,844   -      893   -    5,427       60,735
  Dealers                                                         0            0   -   25,000            0
Treasury cash holdings                                          256   -       28   -       15          245
Deposits with F.R. Banks, other than reserve balances        78,222   -    8,274   -  534,946      101,978       
  U.S. Treasury, general account                             49,511   +    6,270   +   17,711       81,576
  U.S. Treasury, supplementary financing account             14,999   -   14,993   -  543,852       14,999
  Foreign official                                            2,421   +      124   +    2,213        1,436
  Service-related                                             3,236   -        1   -    2,763        3,236
    Required clearing balances                                3,236   -        1   -    2,763        3,236
    Adjustments to compensate for float                           0            0            0            0
  Other                                                       8,054   +      324   -    8,257          732
Other liabilities and capital (16)                           64,695   +    3,158   +   19,973       63,140

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                1,123,103   -    4,707   -  491,025    1,143,923

Reserve balances with Federal Reserve Banks               1,084,669   -      723   +  591,052    1,061,892
                                                                
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
   to table 1A.  
2. Face value of the securities. 
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is 
   the remaining principal balance of the underlying mortgages.  
5. Cash value of agreements.
6. Includes credit extended through the Primary Dealer Credit Facility and credit extended to certain
   other broker-dealers.
7. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and 
   allowance for loan restructuring.  Excludes credit extended to consolidated LLCs.
8. Refer to table 7 and the note on consolidation accompanying table 9.
9. Refer to table 4 and the note on consolidation accompanying table 9.
10. Refer to table 5 and the note on consolidation accompanying table 9.
11. Refer to table 6 and the note on consolidation accompanying 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.
14. Estimated.
15. Cash value of agreements, which are collateralized by U.S. Treasury securities.
16. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, and 
    Maiden Lane III LLC to entities other than the Federal Reserve Bank of New York, including liabilities that 
    have recourse only to the portfolio holdings of these LLCs.  Refer to table 4 through table 7 and the note 
    on consolidation accompanying table 9.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.


1A. Memorandum Items 
Millions of dollars
                                                                   Averages of daily figures
Memorandum item                                           Week ended   Change from week ended     Wednesday
                                                          Nov 4, 2009 Oct 28, 2009  Nov 5, 2008  Nov 4, 2009

Marketable securities held in custody for foreign
      official and international accounts (1)             2,909,832   +   11,247   +  415,565    2,916,844
  U.S. Treasury securities                                2,148,939   +   13,029   +  561,177    2,155,575
  Federal agency securities (2)                             760,892   -    1,783   -  145,612      761,269
Securities lent to dealers                                    6,433   +      125   -  214,215        6,691   
  Overnight facility (3)                                      6,433   +      125   -   14,216        6,691
    U.S. Treasury securities                                  5,353   -      296   -   15,296        5,214
    Federal agency debt securities                            1,080   +      421   +    1,080        1,477
  Term facility (4)                                               0            0   -  199,999            0

Note: Components may not sum to totals because of rounding.

1. Face value of the securities.  Includes U.S. Treasury STRIPS, other zero-coupon bonds, and mortgage-backed 
   securities at face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.
4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency securities, and other highly rated debt securities. 






2. Maturity Distribution of Term Auction Credit, Other Loans, and Securities,   November 4, 2009
Millions of dollars

Remaining maturity                 Within 15  16 days to  91 days to  Over 1 year  Over 5 years  Over 10       All
                                      days     90 days      1 year     to 5 years   to 10 years   years 
Term auction credit                   82,507      56,738         ---          ---           ---        ---     139,245
Other loans (1)                       21,907         636            0      87,422             0        ---     109,966
U.S. Treasury securities (2) 
  Holdings                            24,712      16,402       55,607     326,043       211,085    142,663     776,512
  Weekly changes                  +    9,368  -   10,304   +      108  +    2,006    +      767 +        6  +    1,951
Federal agency debt securities (3) 
  Holdings                                 0          98       22,353      91,728        30,744      2,036     146,959
  Weekly changes                           0           0            0  +    5,358             0          0  +    5,358
Mortgage-backed securities (4)    
  Holdings                                 0           0            0           0             0    774,394     774,394
  Weekly changes                           0           0            0           0             0 +      328  +      328
Commercial paper held by
  Commercial Paper Funding 
  Facility LLC (5)                       443       9,536            0         ---           ---        ---       9,979
Repurchase agreements (6)                  0           0          ---         ---           ---        ---           0
Central bank liquidity swaps (7)      26,102       5,782            0           0             0          0      31,884

Reverse repurchase agreements (6)     60,735           0          ---         ---           ---        ---      60,735
  
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, and Maiden Lane III LLC.  The loans were eliminated when preparing the FRBNY's statement 
   of condition consistent with consolidation under generally accepted accounting principles.
2. Face value.  For inflation-indexed securities, includes the original face value and compensation that adjusts for 
   the effect of inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the remaining 
   principal balance of the underlying mortgages.
5. Face value of commercial paper held by Commercial Paper Funding Facility LLC.
6. 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                                                                                     Nov 4, 2009

Mortgage-backed securities held outright (1)                                                       774,394

Commitments to buy mortgage-backed securities (2)                                                  185,370
Commitments to sell mortgage-backed securities (2)                                                   1,000

Cash and cash equivalents (3)                                                                          137

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 8 and table 9.


4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                  Wednesday
Account name                                                                                     Nov 4, 2009
         
Net portfolio holdings of Maiden Lane LLC (1)                                                       26,321

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)           28,820
Accrued interest payable to the Federal Reserve Bank of New York (2)                                   390
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)        1,239
 
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 9.
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 8 and table 9.

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                                                                                      Nov 4, 2009

Net portfolio holdings of Maiden Lane II LLC (1)                                                     16,009

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            16,296
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    235
Deferred payment and accrued interest payable to subsidiaries of American International 
  Group, Inc. (3)                                                                                     1,031

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 9.
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 8 and table 9.

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                                                                                      Nov 4, 2009

Net portfolio holdings of Maiden Lane III LLC (1)                                                    23,233

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            19,036
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    304
Outstanding principal amount and accrued interest on loan payable to American International
  Group, Inc. (3)                                                                                     5,167

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 9.
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 8 and table 9.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane 
III LLC under the authority of section 13(3) of the Federal Reserve Act.  This limited liability company was 
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group 
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts.  In connection 
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions.  
Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following 
order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, 
principal due to AIG, and interest due to AIG.  Any remaining funds will be shared by the FRBNY and AIG.


7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                      Nov 4, 2009

Commercial paper holdings, net (1)                                                                    9,672
Other investments, net                                                                                4,808
Net portfolio holdings of Commercial Paper Funding Facility LLC                                      14,480

Memorandum: Commercial paper holdings, face value                                                     9,979

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)             9,910
Accrued interest payable to the Federal Reserve Bank of New York (2)                                      1

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 9.

Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of 
section 13(3) of the Federal Reserve Act to Commercial Paper Funding Facility LLC.  This LLC is a limited 
liability company formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers 
and thereby foster liquidity in short-term funding markets and increase the availability of credit for 
businesses and households.


8. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation  Nov 4, 2009     Oct 28, 2009      Nov 5, 2008

Assets
Gold certificate account                                           11,037                0                0
Special drawing rights certificate account                          5,200                0       +    3,000
Coin                                                                2,088       +       25       +      440
Securities, repurchase agreements, term auction
      credit, and other loans                                   1,947,075       +    8,423       +  729,491
  Securities held outright (1)                                  1,697,865       +    7,637       +1,208,174
    U.S. Treasury securities                                      776,512       +    1,951       +  300,056       
      Bills (2)                                                    18,423                0                0
      Notes and bonds, nominal (2)                                707,649       +    1,936       +  297,158
      Notes and bonds, inflation-indexed (2)                       44,643                0       +    3,572
      Inflation compensation (3)                                    5,798       +       15       -      672
    Federal agency debt securities (2)                            146,959       +    5,358       +  133,724
    Mortgage-backed securities (4)                                774,394       +      328       +  774,394
  Repurchase agreements (5)                                             0                0       -   80,000    
  Term auction credit                                             139,245                0       -  162,118
  Other loans                                                     109,966       +      787       -  236,565
Net portfolio holdings of Commercial Paper 
  Funding Facility LLC (6)                                         14,480       -    4,543       -  228,825
Net portfolio holdings of Maiden Lane LLC (7)                      26,321       +       39       -      542
Net portfolio holdings of Maiden Lane II LLC (8)                   16,009       +        2       +   16,009
Net portfolio holdings of 
  Maiden Lane III LLC (9)                                          23,233       +       66       +   23,233
Items in process of collection                         (291)          448       +       33       -      976
Bank premises                                                       2,224       -        5       +       55
Central bank liquidity swaps (10)                                  31,884       -    1,046       -  496,471
Other assets (11)                                                  88,211       +      543       +   46,975
     
      Total assets                                     (291)    2,168,210       +    3,537       +   92,388

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


8. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation  Nov 4, 2009     Oct 28, 2009      Nov 5, 2008
                         
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                  877,490       +    2,652       +   50,610
Reverse repurchase agreements (12)                                 60,735       -    3,711       -   35,928
Deposits                                                 (0)    1,163,861       +    5,286       +   59,731       
  Depository institutions                                       1,065,118       -   18,329       +  561,528
  U.S. Treasury, general account                                   81,576       +   51,013       +   62,924
  U.S. Treasury, supplementary financing account                   14,999       -   14,993       -  543,852
  Foreign official                                                  1,436       -    1,979       +    1,207
  Other                                                  (0)          732       -   10,426       -   22,076
Deferred availability cash items                       (291)        2,984       +      598       +        1
Other liabilities and accrued dividends (13)                       11,777       -      134       +    7,768

      Total liabilities                                (291)    2,116,846       +    4,691       +   82,181
                          
Capital accounts
Capital paid in                                                    25,113       +      170       +    4,749
Surplus                                                            21,415       +        9       +    2,883
Other capital accounts                                              4,836       -    1,332       +    2,575

      Total capital                                                51,364       -    1,153       +   10,207

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 9.
7. Refer to table 4 and the note on consolidation accompanying table 9.
8. Refer to table 5 and the note on consolidation accompanying table 9.
9. Refer to table 6 and the note on consolidation accompanying table 9.
10. 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. 
11. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates. 
12. Cash value of agreements, which are collateralized by U.S. Treasury securities.
13. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, and 
    Maiden Lane III LLC to entities other than the Federal Reserve Bank of New York, including liabilities that 
    have recourse only to the portfolio holdings of these LLCs.  Refer to table 4 through table 7 and the note 
    on consolidation accompanying table 9. 


9. Statement of Condition of Each Federal Reserve Bank,   November 4, 2009
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital               Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Assets                        
Gold certificate account                      11,037        412      3,895        450        467        882      1,356        911        329        197        335        621      1,182
Special drawing rights certificate acct.       5,200        196      1,818        210        237        412        654        424        150         90        153        282        574
Coin                                           2,088         67         83        169        155        286        253        274         37         64        143        221        336
Securities, repurchase agreements, term
      auction credit, and other loans      1,947,075     41,075    880,011     32,347     69,883     62,543    205,354    186,796     67,980     28,497     77,809     82,551    212,230
  Securities held outright (1)             1,697,865     32,570    663,654     26,341     67,079     61,186    204,569    183,727     66,516     28,109     76,640     82,094    205,379
    U.S. Treasury securities                 776,512     14,896    303,520     12,047     30,678     27,983     93,559     84,027     30,421     12,855     35,051     37,545     93,929
      Bills (2)                               18,423        353      7,201        286        728        664      2,220      1,994        722        305        832        891      2,228
      Notes and bonds (3)                    758,089     14,543    296,319     11,761     29,951     27,319     91,339     82,033     29,699     12,550     34,219     36,655     91,701
    Federal agency debt securities (2)       146,959      2,819     57,443      2,280      5,806      5,296     17,707     15,903      5,757      2,433      6,634      7,106     17,777
    Mortgage-backed securities (4)           774,394     14,855    302,691     12,014     30,595     27,907     93,304     83,798     30,338     12,820     34,955     37,443     93,673
  Repurchase agreements (5)                        0          0          0          0          0          0          0          0          0          0          0          0          0
  Term auction credit                        139,245      8,342    108,016      5,683      2,804      1,267        536      2,620      1,432        305      1,159        450      6,632     
  Other loans                                109,966        162    108,341        323          0         91        249        449         32         84         10          7        218
Net portfolio holdings of Commercial
  Paper Funding Facility LLC (6)              14,480          0     14,480          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden Lane 
  LLC (7)                                     26,321          0     26,321          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane II LLC (8)                             16,009          0     16,009          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane III LLC (9)                            23,233          0     23,233          0          0          0          0          0          0          0          0          0          0
Items in process of collection                   738         41          0        159        103         51         67         64         28         33         46         68         78
Bank premises                                  2,224        121        248         69        145        238        222        205        134        111        269        251        212
Central bank liquidity swaps (10)             31,884      1,284      8,355      3,521      2,361      9,096      2,452      1,070        319        493        316        412      2,204
Other assets (11)                             88,211      2,269     31,208      3,857      4,372      9,756      9,435      7,512      2,701      1,453      3,051      3,340      9,257
Interdistrict settlement account                   0  +  11,443  -   5,232  +  22,982  -  18,320  + 236,052  -  62,072  -  82,566  -  34,064  -   7,846  -  26,377  -  15,710  -  18,289

      Total assets                         2,168,501     56,908  1,000,429     63,765     59,403    319,315    157,721    114,691     37,613     23,093     55,744     72,036    207,783

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


9. Statement of Condition of Each Federal Reserve Bank,   November 4, 2009 (continued)
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital                Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Liabilities                         
Federal Reserve notes outstanding           1,073,015     35,608    393,410     39,057     45,116     82,049    133,315     85,734     30,753     19,451     28,794     63,210    116,518
  Less: Notes held by F.R. Banks              195,525      4,811     67,466      6,739      9,667     11,676     28,037     14,197      4,645      3,122      3,385     14,560     27,219
    Federal Reserve notes, net                877,490     30,796    325,944     32,317     35,449     70,373    105,279     71,537     26,108     16,329     25,409     48,650     89,299
Reverse repurchase agreements (12)             60,735      1,165     23,740        942      2,400      2,189      7,318      6,572      2,379      1,005      2,742      2,937      7,347
Deposits                                    1,163,861     22,778    627,605     24,552     17,195    231,852     40,877     34,371      8,311      3,860     26,721     19,282    106,456
  Depository institutions                   1,065,118     22,774    529,164     24,547     17,192    231,643     40,872     34,324      8,309      3,860     26,719     19,281    106,434
  U.S. Treasury, general account               81,576          0     81,576          0          0          0          0          0          0          0          0          0          0
  U.S. Treasury, supplementary
    financing account                          14,999          0     14,999          0          0          0          0          0          0          0          0          0          0
  Foreign official                              1,436          2      1,406          4          3         11          3          1          0          1          0          1          3
  Other                                           732          3        460          1          0        198          2         46          2          0          1          0         19
Deferred availability cash items                3,275        100          0        511        442        158        374        261         59        315        191        218        646
Other liabilities and accrued                 
  dividends (13)                               11,777        172      7,976        206        274        596        607        511        235        145        218        275        562
   
      Total liabilities                     2,117,137     55,012    985,265     58,529     55,760    305,168    154,454    113,252     37,093     21,654     55,280     71,361    204,309
                              
Capital                    
Capital paid in                                25,113        945      7,314      2,617      1,802      7,131      1,512        617        238        711        209        348      1,668
Surplus                                        21,415        844      5,943      2,316      1,551      5,983      1,612        704        209        324        207        271      1,450
Other capital                                   4,836        107      1,907        303        290      1,034        142        118         72        404         48         55        357

      Total liabilities and capital         2,168,501     56,908  1,000,429     63,765     59,403    319,315    157,721    114,691     37,613     23,093     55,744     72,036    207,783
                              
Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


9. Statement of Condition of Each Federal Reserve Bank,   November 4, 2009 (continued)

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the remaining principal balance of the underlying mortgages. 
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation below.
7. Refer to table 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. 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.
11. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
12. Cash value of agreements, which are collateralized by U.S. Treasury securities.
13. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, and  Maiden Lane III LLC to entities other than the Federal Reserve Bank of 
    New York, including liabilities that have recourse only to the portfolio holdings of these LLCs.  Refer to table 4 through table 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 October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding 
Facility LLC, which was formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On November 25, 2008, a loan was extended to Maiden Lane III LLC, 
which was formed to purchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap 
contracts.  On December 12, 2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending 
reinvestment portfolio of subsidiaries of American International Group, Inc.

The FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC and the primary beneficiary of the other LLCs cited above. Consistent with generally accepted accounting principles, 
the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release.  As a 
consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and 
table 8), 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 8).


10. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars

Federal Reserve notes and collateral                                                              Wednesday
                                                                                                 Nov 4, 2009
              
Federal Reserve notes outstanding                                                                1,073,015
  Less: Notes held by F.R. Banks not subject to collateralization                                  195,525
    Federal Reserve notes to be collateralized                                                     877,490 
Collateral held against Federal Reserve notes                                                      877,490
  Gold certificate account                                                                          11,037
  Special drawing rights certificate account                                                         5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                         861,253
  Other assets pledged                                                                                   0

Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                           1,697,865
  Less: Face value of securities under reverse repurchase agreements                                60,412
    U.S. Treasury, agency debt, and mortgage-backed securities
    eligible to be pledged                                                                       1,637,453
   
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.