FEDERAL RESERVE statistical release

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                            August 27, 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                                    Aug 26, 2009 Aug 19, 2009 Aug 27, 2008 Aug 26, 2009

Reserve Bank credit                                       2,048,863   +   14,161   +1,161,928    2,051,513
  Securities held outright (1)                            1,478,942   +   30,121   +  999,338    1,485,134       
    U.S. Treasury securities                                740,488   +    9,449   +  260,884      744,878
      Bills (2)                                              18,423            0   -    3,317       18,423
      Notes and bonds, nominal (2)                          671,822   +    9,352   +  260,091      676,176
      Notes and bonds, inflation-indexed (2)                 44,588            0   +    4,756       44,588
      Inflation compensation (3)                              5,656   +       97   -      645        5,691
    Federal agency debt securities (2)                      114,189   +    3,421   +  114,189      117,392
    Mortgage-backed securities (4)                          624,264   +   17,250   +  624,264      622,864
  Repurchase agreements (5)                                       0            0   -  103,393            0
  Term auction credit                                       221,081            0   +   71,081      221,081  
  Other loans                                               105,988   -    1,156   +   87,418      105,842
    Primary credit                                           29,981   -      730   +   11,512       30,458
    Secondary credit                                            624   -       86   +      624          595
    Seasonal credit                                             123   +        5   +       23          119
    Primary dealer and other broker-dealer credit (6)             0            0            0            0
    Asset-Backed Commercial Paper Money Market
      Mutual Fund Liquidity Facility                            108   -        5   +      108           79
    Credit extended to American International
      Group, Inc., net (7)                                   39,310   +      111   +   39,310       39,153
    Term Asset-Backed Securities Loan Facility               35,842   -      450   +   35,842       35,439
    Other credit extensions                                       0            0            0            0
  Net portfolio holdings of Commercial Paper 
    Funding Facility LLC (8)                                 52,086   -    4,426   +   52,086       48,997
  Net portfolio holdings of LLCs funded through
    the Money Market Investor Funding Facility (9)                0            0            0            0
  Net portfolio holdings of Maiden Lane LLC (10)             25,987   -        1   -    3,226       26,014
  Net portfolio holdings of Maiden Lane II LLC (11)          14,855   +       33   +   14,855       14,943
  Net portfolio holdings of Maiden Lane III LLC (12)         20,877   +       15   +   20,877       20,888
  Float                                                      -1,642   +      243   -      429       -1,898
  Central bank liquidity swaps (13)                          60,210   -    8,931   -    6,790       60,210
  Other Federal Reserve assets (14)                          70,479   -    1,737   +   30,110       70,301
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    2,200            0            0        2,200
Treasury currency outstanding (15)                           42,471   +       14   +    3,795       42,459
       
Total factors supplying reserve funds                     2,104,575   +   14,175   +1,165,723    2,107,213

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                                    Aug 26, 2009 Aug 19, 2009 Aug 27, 2008 Aug 26, 2009

Currency in circulation (15)                                909,937   -      958   +   80,481      910,702
Reverse repurchase agreements (16)                           67,307   -      841   +   24,449       68,129
  Foreign official and international accounts                67,307   -      841   +   24,449       68,129
  Dealers                                                         0            0            0            0
Treasury cash holdings                                          273   +       12   -       29          255
Deposits with F.R. Banks, other than reserve balances       234,484   -   10,342   +  222,049      221,105       
  U.S. Treasury, general account                             26,273   -    3,494   +   21,445       12,828
  U.S. Treasury, supplementary financing account            199,932   +        2   +  199,932      199,932
  Foreign official                                            3,336   -       19   +    3,235        3,408
  Service-related                                             4,617   +        2   -    2,558        4,617
    Required clearing balances                                4,615            0   -    2,560        4,615
    Adjustments to compensate for float                           2   +        2   +        2            2
  Other                                                         326   -    6,833   -        6          321
Other liabilities and capital (17)                           59,456   +      558   +   14,852       58,825

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                1,271,457   -   11,571   +  341,802    1,259,017

Reserve balances with Federal Reserve Banks                 833,117   +   25,745   +  823,920      848,196
                                                                
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
   to table 1A.  
2. Face value of the securities. 
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is 
   the remaining principal balance of the underlying mortgages.  
5. Cash value of agreements.
6. Includes credit extended through the Primary Dealer Credit Facility and credit extended to certain
   other broker-dealers.
7. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and 
   allowance for loan restructuring.  Excludes credit extended to consolidated LLCs.
8. Refer to table 7 and the note on consolidation accompanying table 10.
9. Refer to table 8 and the note on consolidation accompanying table 10.
10. Refer to table 4 and the note on consolidation accompanying table 10.
11. Refer to table 5 and the note on consolidation accompanying table 10.
12. Refer to table 6 and the note on consolidation accompanying table 10.
13. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when 
    the foreign currency is returned to the foreign central bank.  This exchange rate equals the market exchange 
    rate used when the foreign currency was acquired from the foreign central bank.
14. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
15. Estimated.
16. Cash value of agreements, which are collateralized by U.S. Treasury securities.
17. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market 
    Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III LLC to entities other 
    than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio 
    holdings of these LLCs.  Refer to table 4 through table 8 and the note on consolidation accompanying table 10.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.


1A. Memorandum Items 
Millions of dollars
                                                                   Averages of daily figures
Memorandum item                                           Week ended   Change from week ended     Wednesday
                                                         Aug 26, 2009 Aug 19, 2009 Aug 27, 2008 Aug 26, 2009

Marketable securities held in custody for foreign
      official and international accounts (1)             2,824,622   +   10,543   +  419,726    2,825,997
  U.S. Treasury securities                                2,043,203   +   13,561   +  608,905    2,044,310
  Federal agency securities (2)                             781,419   -    3,017   -  189,179      781,687
Securities lent to dealers                                   13,568   -      494   -  107,608       13,119   
  Overnight facility (3)                                     13,568   -      109   +    9,740       13,119
    U.S. Treasury securities                                 13,375   -       99   +    9,547       12,916
    Federal agency debt securities                              193   -        9   +      193          203
  Term facility (4)                                               0   -      386   -  117,348            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,    August 26, 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                  130,373      90,708         ---          ---           ---        ---     221,081
Other loans (1)                       19,165      12,085            0      74,592             0        ---     105,842
U.S. Treasury securities (2) 
  Holdings                            19,285      18,091       58,914     312,547       200,238    135,804     744,878
  Weekly changes                  +    3,867  -    3,867   +       11  +    6,122    +       21 +    2,638  +    8,792
Federal agency debt securities (3) 
  Holdings                                 0         750       15,630      75,697        23,444      1,871     117,392
  Weekly changes                           0           0   +      709  +    4,896             0          0  +    5,605
Mortgage-backed securities (4)    
  Holdings                                 0           0            0           0             0    622,864     622,864
  Weekly changes                           0           0            0           0             0 +   13,333  +   13,333
Commercial paper held by
  Commercial Paper Funding 
  Facility LLC (5)                     4,462      40,193            0         ---           ---        ---      44,655
Money market instruments held by
  LLCs funded through the Money
  Market Investor Funding
  Facility (6)                             0           0            0         ---           ---        ---           0
Repurchase agreements (7)                  0           0          ---         ---           ---        ---           0
Central bank liquidity swaps (8)      43,188      17,022            0           0             0          0      60,210

Reverse repurchase agreements (7)     68,129           0          ---         ---           ---        ---      68,129
  
Note: Components may not sum to totals because of rounding.
---   Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Commercial Paper Funding Facility LLC, the 
   LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden 
   Lane III LLC.  The loans were eliminated when preparing the FRBNY's statement of condition consistent with 
   consolidation under generally accepted accounting principles.
2. Face value.  For inflation-indexed securities, includes the original face value and compensation that adjusts for 
   the effect of inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the remaining 
   principal balance of the underlying mortgages.
5. Face value of commercial paper held by Commercial Paper Funding Facility LLC.
6. Face value of money market instruments held by LLCs funded through the Money Market Investor Funding Facility.
7. Cash value of agreements.
8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign 
   currency is returned to the foreign central bank.  This exchange rate equals the market exchange rate used when the 
   foreign currency was acquired from the foreign central bank.


3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                  Wednesday
Account name                                                                                    Aug 26, 2009

Mortgage-backed securities held outright (1)                                                       622,864

Commitments to buy mortgage-backed securities (2)                                                  140,390
Commitments to sell mortgage-backed securities (2)                                                       0

Cash and cash equivalents (3)                                                                          584

1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
2. Current face value.  Generally settle within 180 days and include commitments associated with outright
   transactions as well as dollar rolls.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.


4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                  Wednesday
Account name                                                                                    Aug 26, 2009
         
Net portfolio holdings of Maiden Lane LLC (1)                                                       26,014

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)                                   362
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)        1,227
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if
   the transaction were to be conducted in an orderly market on the measurement date.  Revalued quarterly. 
   This table reflects valuations as of      June 30, 2009.  Any assets purchased after this valuation date 
   are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement
   of condition consistent with consolidation under generally accepted accounting principles.  Refer to
   the note on consolidation accompanying table 10.
3. Book value.  The fair value of these obligations is included in other liabilities and capital in table 1 
   and in other liabilities and accrued dividends in table 9 and table 10.

Note:  On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC 
under the authority of section 13(3) of the Federal Reserve Act.  This limited liability company was formed 
to acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of 
the credit extended and to minimize disruption to financial markets.  Payments by Maiden Lane LLC from the 
proceeds of the net portfolio holdings will be made in the following order: operating expenses of the LLC, 
principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest 
due to JPMorgan Chase & Co.  Any remaining funds will be paid to the FRBNY.



5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                     Aug 26, 2009

Net portfolio holdings of Maiden Lane II LLC (1)                                                     14,943

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            16,899
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    194
Deferred payment and accrued interest payable to subsidiaries of American International 
  Group, Inc. (3)                                                                                     1,025

1. Fair value.  Fair value reflects an estimate of the price that would be received upon selling an asset if 
   the transaction were to be conducted in an orderly market on the measurement date.  Revalued quarterly.  
   This table reflects valuations as of      June 30, 2009.  Any assets purchased after this valuation date 
   are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement 
   of condition consistent with consolidation under generally accepted accounting principles.  Refer to the 
   note on consolidation accompanying table 10.
3. Book value.  The deferred payment represents the portion of the proceeds of the net portfolio holdings due 
   to subsidiaries of American International Group, Inc. in accordance with the asset purchase agreement.  
   The fair value of this payment and accrued interest payable are included in other liabilities and capital 
   in table 1 and in other liabilities and accrued dividends in table 9 and table 10.

Note:  On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden 
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act.  This limited liability company 
was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment 
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries).  Payments by Maiden 
Lane II LLC from the proceeds of the net portfolio holdings will be made in the following order:  operating 
expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment 
and interest due to AIG subsidiaries.  Any remaining funds will be shared by the FRBNY and AIG subsidiaries.


6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                     Aug 26, 2009

Net portfolio holdings of Maiden Lane III LLC (1)                                                    20,888

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            20,196
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    257
Outstanding principal amount and accrued interest on loan payable to American International
  Group, Inc. (3)                                                                                     5,135

1. Fair value.  Fair value reflects an estimate of the price that would be received upon selling an asset if 
   the transaction were to be conducted in an orderly market on the measurement date.  Revalued quarterly.  
   This table reflects valuations as of      June 30, 2009.  Any assets purchased after this valuation date 
   are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement 
   of condition consistent with consolidation under generally accepted accounting principles.  Refer to the 
   note on consolidation accompanying table 10.
3. Book value.  The fair value of these obligations is included in other liabilities and capital in table 1 
   and in other liabilities and accrued dividends in table 9 and table 10.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane 
III LLC under the authority of section 13(3) of the Federal Reserve Act.  This limited liability company was 
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group 
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts.  In connection 
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions.  
Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following 
order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, 
principal due to AIG, and interest due to AIG.  Any remaining funds will be shared by the FRBNY and AIG.


7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                     Aug 26, 2009

Commercial paper holdings, net (1)                                                                   44,456
Other investments, net                                                                                4,541
Net portfolio holdings of Commercial Paper Funding Facility LLC                                      48,997

Memorandum: Commercial paper holdings, face value                                                    44,655

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            44,358
Accrued interest payable to the Federal Reserve Bank of New York (2)                                     11

1. Book value, which includes amortized cost and related fees.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of 
   condition consistent with consolidation under generally accepted accounting principles.  Refer to the 
   note on consolidation accompanying table 10.

Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of 
section 13(3) of the Federal Reserve Act to Commercial Paper Funding Facility LLC.  This LLC is a limited 
liability company formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers 
and thereby foster liquidity in short-term funding markets and increase the availability of credit for 
businesses and households.


8. Information on Principal Accounts of LLCs Funded through the Money Market Investor Funding Facility 
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                     Aug 26, 2009

Money market instrument holdings, net (1)                                                                 0
Other investments, net                                                                                    0
Net portfolio holdings of LLCs funded through the Money Market Investor Funding Facility                  0

Memorandum: Money market instrument holdings, face value                                                  0

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                 0
Accrued interest payable to the Federal Reserve Bank of New York (2)                                      0
Commercial paper issued by LLCs funded through the Money Market Investor Funding Facility, 
  net of related discounts                                                                                0

1. Book value, which includes amortized cost.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of 
   condition consistent with consolidation under generally accepted accounting principles.  Refer to the note 
   on consolidation accompanying table 10.

Note:  The Federal Reserve Board authorized the Federal Reserve Bank of New York to extend credit under the 
authority of section 13(3) of the Federal Reserve Act to a series of limited liability companies funded through 
the Money Market Investor Funding Facility (MMIFF).  The MMIFF became operational on November 24, 2008.  These 
limited liability companies were established to purchase short-term U.S. dollar-denominated certificates of 
deposit, bank notes, and outstanding asset-backed commercial paper from eligible issuers.  Such purchases are 
designed to foster liquidity in short-term money markets.


9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation Aug 26, 2009     Aug 19, 2009     Aug 27, 2008

Assets
Gold certificate account                                           11,037                0                0
Special drawing rights certificate account                          2,200                0                0
Coin                                                                1,915       +        8       +      500
Securities, repurchase agreements, term auction
      credit, and other loans                                   1,812,057       +   27,280       +1,052,413
  Securities held outright (1)                                  1,485,134       +   27,729       +1,005,492
    U.S. Treasury securities                                      744,878       +    8,792       +  265,236       
      Bills (2)                                                    18,423                0       -    3,317
      Notes and bonds, nominal (2)                                676,176       +    8,695       +  264,445
      Notes and bonds, inflation-indexed (2)                       44,588                0       +    4,756
      Inflation compensation (3)                                    5,691       +       96       -      648
    Federal agency debt securities (2)                            117,392       +    5,605       +  117,392
    Mortgage-backed securities (4)                                622,864       +   13,333       +  622,864
  Repurchase agreements (5)                                             0                0       -  111,000    
  Term auction credit                                             221,081                0       +   71,081
  Other loans                                                     105,842       -      450       +   86,840
Net portfolio holdings of Commercial Paper 
  Funding Facility LLC (6)                                         48,997       -    4,745       +   48,997
Net portfolio holdings of LLCs funded through
  the Money Market Investor Funding Facility (7)                        0                0                0
Net portfolio holdings of Maiden Lane LLC (8)                      26,014       +       32       -    3,233
Net portfolio holdings of Maiden Lane II LLC (9)                   14,943       +      102       +   14,943
Net portfolio holdings of 
  Maiden Lane III LLC (10)                                         20,888       +       13       +   20,888
Items in process of collection                         (341)          449       +       78       -      477
Bank premises                                                       2,219       +        2       +       53
Central bank liquidity swaps (11)                                  60,210       -    8,931       -    6,790
Other assets (12)                                                  77,224       +      526       +   39,384
     
      Total assets                                     (341)    2,078,153       +   14,364       +1,166,678

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation Aug 26, 2009     Aug 19, 2009     Aug 27, 2008
                         
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                  870,409       -    1,079       +   74,715
Reverse repurchase agreements (13)                                 68,129       -      240       +   24,361
Deposits                                                 (0)    1,078,444       +   15,830       +1,053,594       
  Depository institutions                                         861,955       +   43,149       +  842,578
  U.S. Treasury, general account                                   12,828       -   27,466       +    7,839
  U.S. Treasury, supplementary financing account                  199,932       +        2       +  199,932
  Foreign official                                                  3,408       +      173       +    3,308
  Other                                                  (0)          321       -       28       -       64
Deferred availability cash items                       (341)        2,346       -      192       -      268
Other liabilities and accrued dividends (14)                        8,256       +       13       +    4,496

      Total liabilities                                (341)    2,027,585       +   14,331       +1,156,899
                          
Capital accounts
Capital paid in                                                    24,782       +      125       +    4,593
Surplus                                                            21,331       +        9       +    2,822
Other capital accounts                                              4,455       -      100       +    2,364

      Total capital                                                50,568       +       33       +    9,779

Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
   to table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is 
   the remaining principal balance of the underlying mortgages. 
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation accompanying table 10.
7. Refer to table 8 and the note on consolidation accompanying table 10.
8. Refer to table 4 and the note on consolidation accompanying table 10.
9. Refer to table 5 and the note on consolidation accompanying table 10.
10. Refer to table 6 and the note on consolidation accompanying table 10.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when 
    the foreign currency is returned to the foreign central bank.  This exchange rate equals the market 
    exchange rate used when the foreign currency was acquired from the foreign central bank. 
12. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates. 
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market 
    Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III LLC to entities other 
    than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio 
    holdings of these LLCs.  Refer to table 4 through table 8 and the note on consolidation accompanying table 10. 


10. Statement of Condition of Each Federal Reserve Bank,    August 26, 2009
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital               Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Assets                        
Gold certificate account                      11,037        412      3,895        450        467        882      1,356        911        329        197        335        621      1,182
Special drawing rights certificate acct.       2,200        115        874         83        104        147        166        212         71         30         66         98        234
Coin                                           1,915         60         72        159        155        249        239        233         39         59        136        202        310
Securities, repurchase agreements, term
      auction credit, and other loans      1,812,057     37,088    864,630     31,055     62,342     55,818    181,298    165,254     60,441     25,195     69,067     73,815    186,054
  Securities held outright (1)             1,485,134     28,489    580,502     23,040     58,675     53,520    178,938    160,708     58,182     24,587     67,038     71,808    179,647
    U.S. Treasury securities                 744,878     14,289    291,155     11,556     29,429     26,843     89,748     80,604     29,181     12,332     33,623     36,016     90,103
      Bills (2)                               18,423        353      7,201        286        728        664      2,220      1,994        722        305        832        891      2,228
      Notes and bonds (3)                    726,456     13,936    283,954     11,270     28,701     26,179     87,528     78,610     28,460     12,027     32,792     35,125     87,874
    Federal agency debt securities (2)       117,392      2,252     45,886      1,821      4,638      4,230     14,144     12,703      4,599      1,943      5,299      5,676     14,200
    Mortgage-backed securities (4)           622,864     11,948    243,462      9,663     24,608     22,446     75,047     67,401     24,401     10,312     28,116     30,116     75,344
  Repurchase agreements (5)                        0          0          0          0          0          0          0          0          0          0          0          0          0
  Term auction credit                        221,081      8,324    181,676      7,961      3,665      1,904      2,025      3,421      2,187        438      2,029      1,871      5,580     
  Other loans                                105,842        274    102,452         54          2        395        335      1,126         73        170          1        136        828
Net portfolio holdings of Commercial
  Paper Funding Facility LLC (6)              48,997          0     48,997          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of LLCs funded
  through the Money Market Investor
  Funding Facility (7)                             0          0          0          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden Lane 
  LLC (8)                                     26,014          0     26,014          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane II LLC (9)                             14,943          0     14,943          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane III LLC (10)                           20,888          0     20,888          0          0          0          0          0          0          0          0          0          0
Items in process of collection                   790         40          0        124        141         40        163         66         32         37         36         58         54
Bank premises                                  2,219        121        237         69        146        239        222        207        134        112        270        249        213
Central bank liquidity swaps (11)             60,210      2,446     15,400      6,706      4,496     17,324      4,669      2,038        607        940        602        785      4,197
Other assets (12)                             77,224      2,030     27,050      3,695      3,890      9,112      8,134      6,382      2,272      1,264      2,586      2,841      7,967
Interdistrict settlement account                   0  +  11,474  +  17,492  +  13,792  -   9,652  + 184,937  -  44,003  -  65,739  -  27,112  -   5,326  -  29,641  -  13,262  -  32,962

      Total assets                         2,078,494     53,786  1,040,493     56,133     62,091    268,747    152,244    109,564     36,814     22,507     43,457     65,408    167,249

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,    August 26, 2009 (continued)
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital                Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Liabilities                         
Federal Reserve notes outstanding           1,059,186     35,487    385,661     39,587     44,867     82,724    131,439     85,578     30,975     19,666     28,787     63,163    111,253
  Less: Notes held by F.R. Banks              188,776      4,898     58,930      7,194      9,262     12,736     26,100     13,653      4,608      3,316      3,580     17,643     26,858
    Federal Reserve notes, net                870,409     30,589    326,731     32,393     35,605     69,988    105,339     71,926     26,367     16,350     25,207     45,520     84,395
Reverse repurchase agreements (13)             68,129      1,307     26,630      1,057      2,692      2,455      8,209      7,372      2,669      1,128      3,075      3,294      8,241
Deposits                                    1,078,444     19,785    667,311     16,934     19,870    182,000     34,548     27,788      6,972      3,271     14,328     15,536     70,100
  Depository institutions                     861,955     19,783    450,976     16,930     19,866    181,894     34,545     27,779      6,958      3,270     14,326     15,535     70,092
  U.S. Treasury, general account               12,828          0     12,828          0          0          0          0          0          0          0          0          0          0
  U.S. Treasury, supplementary
    financing account                         199,932          0    199,932          0          0          0          0          0          0          0          0          0          0
  Foreign official                              3,408          2      3,379          4          3         11          3          1          0          1          0          1          3
  Other                                           321          1        196          0          1         95          0          7         13          0          1          0          6
Deferred availability cash items                2,688         87          0        377        384        101        249        260         63        273        163        188        544
Other liabilities and accrued                 
  dividends (14)                                8,256        158      4,626        175        255        503        611        514        231        137        218        274        553
   
      Total liabilities                     2,027,926     51,927  1,025,299     50,935     58,806    255,047    148,956    107,859     36,301     21,159     42,990     64,811    163,834
                              
Capital                    
Capital paid in                                24,782        921      7,292      2,604      1,613      6,892      1,558        796        237        711        209        274      1,676
Surplus                                        21,331        844      5,860      2,316      1,552      5,982      1,612        704        209        324        208        271      1,449
Other capital                                   4,455         94      2,043        278        120        826        118        205         66        313         50         52        290

      Total liabilities and capital         2,078,494     53,786  1,040,493     56,133     62,091    268,747    152,244    109,564     36,814     22,507     43,457     65,408    167,249
                              
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,    August 26, 2009 (continued)

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the remaining principal balance of the underlying mortgages. 
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation below.
7. Refer to table 8 and the note on consolidation below.
8. Refer to table 4 and the note on consolidation below.
9. Refer to table 5 and the note on consolidation below.
10. Refer to table 6 and the note on consolidation below.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank.  This 
    exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.
12. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and  Maiden 
    Lane III LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs.  Refer to table 4 through 
    table 8 and the note on consolidation below.

Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, 
a loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns.  On October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding 
Facility LLC, which was formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On October 21, 2008, the Federal Reserve Board authorized the FRBNY 
to extend credit to a series of LLCs funded through the Money Market Investor Funding Facility.  These LLCs, which became operational on November 24, 2008, were established to purchase 
short-term U.S. dollar-denominated certificates of deposit, bank notes, and commercial paper from eligible issuers.  On November 25, 2008, a loan was extended to Maiden Lane III LLC, 
which was formed to purchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap 
contracts.  On December 12, 2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending 
reinvestment portfolio of subsidiaries of American International Group, Inc.

The FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC and the primary beneficiary of the other LLCs cited above. Consistent with generally accepted accounting principles, 
the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release.  As a 
consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and 
table 9), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in 
this table (and table 1 and table 9).


11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars

Federal Reserve notes and collateral                                                              Wednesday
                                                                                                Aug 26, 2009
              
Federal Reserve notes outstanding                                                                1,059,186
  Less: Notes held by F.R. Banks not subject to collateralization                                  188,776
    Federal Reserve notes to be collateralized                                                     870,409 
Collateral held against Federal Reserve notes                                                      870,409
  Gold certificate account                                                                          11,037
  Special drawing rights certificate account                                                         2,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                         857,173
  Other assets pledged                                                                                   0

Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                           1,485,134
  Less: Face value of securities under reverse repurchase agreements                                66,770
    U.S. Treasury, agency debt, and mortgage-backed securities
    eligible to be pledged                                                                       1,418,364
   
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.