FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                               April 22, 2010
 
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                         Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended   Change from week ended   Apr 21, 2010
Federal Reserve Banks                                     Apr 21, 2010 Apr 14, 2010 Apr 22, 2009
 
Reserve Bank credit                                        2,318,211   +   20,456   +  149,058    2,320,083
  Securities held outright (1)                             2,045,482   +   21,584   +1,091,436    2,047,547
    U.S. Treasury securities                                 776,713   +        4   +  248,023      776,714
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           712,258   +    3,386   +  247,226      712,258
      Notes and bonds, inflation-indexed (2)                  40,891   -    2,886   +      130       40,891
      Inflation compensation (3)                               5,142   -      496   +      668        5,143
    Federal agency debt securities (2)                       168,903   -       12   +  106,146      168,903
    Mortgage-backed securities (4)                         1,099,865   +   21,592   +  737,266    1,101,929
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  455,799            0
  Other loans                                                 78,836   -    1,227   -   25,865       78,424
    Primary credit                                             6,227   -      543   -   36,885        6,109
    Secondary credit                                             600            0   +      539          600
    Seasonal credit                                               24   +        3   +       23           27
    Primary dealer and other broker-dealer credit (6)              0            0   -    9,214            0
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -      950            0
    Credit extended to American International
       Group, Inc., net (7)                                   24,964   -      574   -   20,019       24,811
    Term Asset-Backed Securities Loan Facility (8)            47,021   -      112   +   40,642       46,878
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (9)                                  7,812   +       12   -  233,085        7,821
  Net portfolio holdings of Maiden Lane LLC (10)              27,529   +       97   +    1,084       27,574
  Net portfolio holdings of Maiden Lane II LLC (11)           15,192   +        1   -    3,045       15,199
  Net portfolio holdings of Maiden Lane III LLC (12)          22,037   +      107   -    5,377       22,046
  Net portfolio holdings of TALF LLC (13)                        409   +        5   +      409          439
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (14)                                        25,416            0   +   25,416       25,416
  Float                                                       -1,919   -      128   +      433       -2,111
  Central bank liquidity swaps (15)                                0            0   -  286,274            0
  Other Federal Reserve assets (16)                           97,417   +        4   +   39,726       97,728
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0   +    3,000        5,200
Treasury currency outstanding (17)                            42,841   +       14   +      527       42,841

Total factors supplying reserve funds                      2,377,294   +   20,471   +  152,586    2,379,165
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                         Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended   Change from week ended   Apr 21, 2010
Federal Reserve Banks                                     Apr 21, 2010 Apr 14, 2010 Apr 22, 2009
 
Currency in circulation (17)                                 934,474   -      941   +   31,181      935,292
Reverse repurchase agreements (18)                            54,091   -      589   -   11,675       52,078
  Foreign official and international accounts                 54,091   -      589   -   11,675       52,078
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           232   +       24   -      101          218
Deposits with F.R. Banks, other than reserve balances        251,456   +   47,319   -   22,791      267,065
  U.S. Treasury, general account                              46,088   +   34,422   -   19,632       61,746
  U.S. Treasury, supplementary financing account             199,961   +   24,994   +       32      199,961
  Foreign official                                             2,304   -      913   +        5        2,233
  Service-related                                              2,736   +       29   -    1,631        2,736
    Required clearing balances                                 2,707            0   -    1,660        2,707
    Adjustments to compensate for float                           30   +       30   +       30           30
  Other                                                          368   -   11,212   -    1,563          389
Other liabilities and capital (19)                            69,369   +    1,160   +   13,261       68,244

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,309,622   +   46,972   +    9,875    1,322,897

Reserve balances with Federal Reserve Banks                1,067,671   -   26,502   +  142,710    1,056,269
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements.
6. Includes credit extended through the Primary Dealer Credit Facility and credit extended to certain other
   broker-dealers.
7. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and
   allowance for loan restructuring. Excludes credit extended to consolidated LLCs.
8. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term
   Asset-Backed Securities Loan Facility.
9.  Refer to table 7 and the note on consolidation accompanying table 11.
10. Refer to table 4 and the note on consolidation accompanying table 11.
11. Refer to table 5 and the note on consolidation accompanying table 11.
12. Refer to table 6 and the note on consolidation accompanying table 11.
13. Refer to table 8 and the note on consolidation accompanying table 11.
14. Refer to table 9.
15. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market
    exchange rate used when the foreign currency was acquired from the foreign central bank.
16. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange
    rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA
    Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to
    eligible borrowers through the Term Asset-Backed Securities Loan Facility.
17. Estimated.
18. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt
    securities.
19. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC,
    Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including
    liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through
    table 8 and the note on consolidation accompanying table 11.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.

 
1A. Memorandum Items
Millions of dollars
                                                                Averages of daily figures         Wednesday  
                                                           Week ended   Change from week ended   Apr 21, 2010
Memorandum item                                           Apr 21, 2010 Apr 14, 2010 Apr 22, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,056,224   +   21,817   +  408,682    3,052,360
  U.S. Treasury securities                                 2,270,801   +   19,759   +  429,331    2,266,762
  Federal agency securities (2)                              785,423   +    2,058   -   20,649      785,599
Securities lent to dealers                                     5,949   -      580   -   42,764        5,530
  Overnight facility (3)                                       5,949   -      580   +    1,215        5,530
    U.S. Treasury securities                                   4,784   -      545   +       50        4,149
    Federal agency debt securities                             1,165   -       35   +    1,165        1,381
  Term facility (4)                                                0            0   -   43,979            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,     April 21, 2010
Millions of dollars
                                       Within 15    16 days to   91 days to  Over 1 year  Over 5 years    Over 10        All     
Remaining maturity                        days       90 days       1 year     to 5 years   to 10 years     years    
 
Term auction credit                            0            0          ...          ...          ...           ...            0
Other loans (1)                            6,734            2            0       71,688            0           ...       78,424
U.S. Treasury securities (2)
  Holdings                                17,393       16,678       48,503      331,703      217,540       144,897      776,714
  Weekly changes                      -    1,094   -    4,886   +    3,167   -      261   +    2,125    +      953   +        3
Federal agency debt securities (3)
  Holdings                                   791        8,731       30,921       92,565       33,548         2,347      168,903
  Weekly changes                      +      791   +    1,939   -      302   -    2,428            0             0            0
Mortgage-backed securities (4)
  Holdings                                     0            0            0           33           20     1,101,875    1,101,929
  Weekly changes                               0            0            0   -        1   -        1    +       55   +       55
Commercial paper held by
   Commercial Paper Funding
   Facility LLC (5)                        2,966            0            0          ...          ...           ...        2,966
Asset-backed securities held by
   TALF LLC (6)                                0            0            0            0            0             0            0
Repurchase agreements (7)                      0            0          ...          ...          ...           ...            0

Reverse repurchase agreements (7)         52,078            0          ...          ...          ...           ...       52,078
 
Note: Components may not sum to totals because of rounding.
. . . Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Commercial Paper Funding Facility LLC, Maiden Lane
   LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's statement of
   condition consistent with consolidation under generally accepted accounting principles.
2. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of
   inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
   balance of the underlying mortgages.
5. Face value of commercial paper held by Commercial Paper Funding Facility LLC.
6. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
7. Cash value of agreements.

 
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 21, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,101,929

Commitments to buy mortgage-backed securities (2)                                                                         66,614
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                847
 
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
   balance of the underlying mortgages.
2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions as well as
   dollar rolls.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 10 and table 11.

 
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 21, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             27,574

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)                                                         470
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,268
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
    December 31, 2009. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 10 and table 11.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of
section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to
manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets.
Payments by Maiden Lane LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses
of the LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to
JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.

 
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 21, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,199

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,756
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         324
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,047
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
    December 31, 2009. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of
   American International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued
   interest payable are included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table
   10 and table 11.

Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential
mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group,
Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred
payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 21, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         22,046

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 16,583
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         407
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,244
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
    December 31, 2009. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 10 and table 11.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector
collateralized debt obligations (CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written
credit default swap (CDS) contracts. In connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the
related CDS transactions. Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to
AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

 
7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 21, 2010 
 
Commercial paper holdings, net (1)                                                                                         2,950
Other investments, net                                                                                                     4,871
Net portfolio holdings of Commercial Paper Funding Facility LLC                                                            7,821

Memorandum: Commercial paper holdings, face value                                                                          2,966

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                  2,942
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                           2
 
1. Book value, which includes amortized cost and related fees.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of section 13(3) of the
Federal Reserve Act to Commercial Paper Funding Facility LLC. This LLC is a limited liability company formed to purchase three-month
U.S. dollar-denominated commercial paper from eligible issuers and thereby foster liquidity in short-term funding markets and
increase the availability of credit for businesses and households.

 
8. Information on Principal Accounts of TALF LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 21, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       439
Net portfolio holdings of TALF LLC                                                                                           439

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                      0
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                           0
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                        104
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 10 and table 11.

Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF)
under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New
York (FRBNY) extends loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to
assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed
securities collateralized by a variety of consumer and business loans. The loans provided through the TALF to eligible borrowers are
non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to the FRBNY. The loans
are extended for the market value of the security less an amount known as a haircut. As a result, the borrower bears the initial
risk of a decline in the value of the security.

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed
securities received by the FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest.
Losses on asset-backed securities held by TALF LLC will be offset in the following order: by the commitment fees collected by TALF
LLC, by the interest received on investments of TALF LLC, by up to $20 billion in subordinated debt funding provided by the U.S.
Treasury, and finally, by senior debt funding provided by the FRBNY. Payments by TALF LLC from the proceeds of its net portfolio
holdings will be made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the U.S.
Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds will be shared by the FRBNY and the
U.S. Treasury.

 
9. Supplemental Information on the Federal Reserve Bank of New York's Preferred Interests in
AIA Aurora LLC and ALICO Holdings LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Apr 21, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          25,416
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                         73

Preferred interests in AIA Aurora LLC (1)                                                                                 16,266
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                                47

Preferred interests in ALICO Holdings LLC (1)                                                                              9,150
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            26
 
Note: Components may not sum to totals because of rounding.

1. Book value.
2. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 10 and table 11.

Note on preferred interests:

In conjunction with the restructuring of the government's assistance to American International Group, Inc. (AIG) announced March 2,
2009, the outstanding balance and amount available of revolving credit provided to AIG by the FRBNY has been reduced in exchange for
preferred interests in two special purpose vehicles, AIA Aurora LLC and ALICO Holdings LLC. These two limited liability companies
were created to directly or indirectly hold all of the outstanding common stock of American International Assurance Company Ltd.
(AIA) and American Life Insurance Company (ALICO), two life insurance subsidiaries of AIG. AIG will retain control of AIA Aurora LLC
and ALICO Holdings LLC, and the FRBNY will have certain consent, disposition, and conversion rights with respect to its preferred
interests.

Dividends accrue as a percentage of the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC. On a quarterly basis,
the accrued dividends are capitalized and added to the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC.

 
10. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Apr 21, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Apr 14, 2010 Apr 22, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0   +    3,000
  Coin                                                                       2,095    +       28   +      225
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,125,971    -      841   +  600,114
    Securities held outright (1)                                         2,047,547    +       60   +1,080,477
      U.S. Treasury securities                                             776,714    +        3   +  241,745
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       712,258    +    3,386   +  241,226
        Notes and bonds, inflation-indexed (2)                              40,891    -    2,886   -       85
        Inflation compensation (3)                                           5,143    -      496   +      605
      Federal agency debt securities (2)                                   168,903             0   +  104,392
      Mortgage-backed securities (4)                                     1,101,929    +       55   +  734,339
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  455,799
    Other loans                                                             78,424    -      901   -   24,564
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                7,821    +       12   -  234,610
  Net portfolio holdings of Maiden Lane LLC (7)                             27,574    +       52   +    1,093
  Net portfolio holdings of Maiden Lane II LLC (8)                          15,199    +        8   -    3,054
  Net portfolio holdings of Maiden Lane III LLC (9)                         22,046    +       10   -    5,383
  Net portfolio holdings of TALF LLC (10)                                      439    +       35   +      439
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      25,416             0   +   25,416
  Items in process of collection                             (55)              200    +       16   -      603
  Bank premises                                                              2,239             0   +       48
  Central bank liquidity swaps (12)                                              0             0   -  282,863
  Other assets (13)                                                         95,777    -    1,043   +   38,922

Total assets                                                 (55)        2,341,015    -    1,722   +  142,746
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
10. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Apr 21, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Apr 14, 2010 Apr 22, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         894,760    -      690   +   31,800
  Reverse repurchase agreements (14)                                        52,078    -    3,148   -   12,603
  Deposits                                                    (0)        1,323,622    +    3,507   +  112,450
    Depository institutions                                              1,059,294    -    4,686   +  143,521
    U.S. Treasury, general account                                          61,746    +   52,268   -   31,787
    U.S. Treasury, supplementary financing account                         199,961    +   24,994   +       32
    Foreign official                                                         2,233    -      413   +      639
    Other                                                     (0)              389    -   68,655   +       46
  Deferred availability cash items                           (55)            2,311    -      122   -    1,453
  Other liabilities and accrued dividends (15)                              14,384    -      789   +    4,691

Total liabilities                                            (55)        2,287,154    -    1,243   +  134,885

Capital accounts
  Capital paid in                                                           26,228    +        5   +    3,617
  Surplus                                                                   25,589    +       33   +    4,408
  Other capital accounts                                                     2,044    -      518   -      165

Total capital                                                               53,860    -      480   +    7,860
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation accompanying table 11.
7. Refer to table 4 and the note on consolidation accompanying table 11.
8. Refer to table 5 and the note on consolidation accompanying table 11.
9.  Refer to table 6 and the note on consolidation accompanying table 11.
10. Refer to table 8 and the note on consolidation accompanying table 11.
11. Refer to table 9.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange
    rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates,
    accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA Aurora LLC
    and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers
    through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt
    securities.
15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC,
    Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including
    liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table
    8 and the note on consolidation accompanying table 11.


 
11. Statement of Condition of Each Federal Reserve Bank,     April 21, 2010
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Assets
  Gold certificate account                      11,037         369       4,038         404         463         846       1,385         887         324         203         296         652       1,170
  Special drawing rights certificate acct.       5,200         196       1,818         210         237         412         654         424         150          90         153         282         574
  Coin                                           2,095          75          81         166         154         308         191         334          27          67         145         202         346
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,125,971      51,822     913,796      47,849      69,567     233,200     193,773     154,388      52,758      28,045      70,242      85,978     224,553
    Securities held outright (1)             2,047,547      51,817     835,507      47,816      69,567     233,194     193,754     154,357      52,741      28,030      70,239      85,977     224,547
      U.S. Treasury securities                 776,714      19,656     316,941      18,139      26,389      88,459      73,499      58,554      20,007      10,633      26,644      32,615      85,179
        Bills (2)                               18,423         466       7,517         430         626       2,098       1,743       1,389         475         252         632         774       2,020
        Notes and bonds (3)                    758,292      19,190     309,423      17,708      25,763      86,361      71,755      57,165      19,532      10,381      26,012      31,841      83,159
      Federal agency debt securities (2)       168,903       4,274      68,921       3,944       5,739      19,236      15,983      12,733       4,351       2,312       5,794       7,092      18,523
      Mortgage-backed securities (4)         1,101,929      27,886     449,645      25,733      37,439     125,498     104,273      83,070      28,384      15,085      37,801      46,271     120,844
    Repurchase agreements (5)                        0           0           0           0           0           0           0           0           0           0           0           0           0
    Term auction credit                              0           0           0           0           0           0           0           0           0           0           0           0           0
    Other loans                                 78,424           5      78,288          33           0           6          19          31          17          15           2           0           7
  Net portfolio holdings of Commercial
     Paper Funding Facility LLC (6)              7,821           0       7,821           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane LLC (7)                               27,574           0      27,574           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            15,199           0      15,199           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           22,046           0      22,046           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          439           0         439           0           0           0           0           0           0           0           0           0           0
  Preferred interests in AIA Aurora LLC
     and ALICO Holdings LLC (11)                25,416           0      25,416           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   255          11        -192          21          44         200           4          14          11          30          41          46          27
  Bank premises                                  2,239         123         261          70         143         238         220         209         136         109         266         251         212
  Central bank liquidity swaps (12)                  0           0           0           0           0           0           0           0           0           0           0           0           0
  Other assets (13)                             95,777       2,720      36,396       4,350       4,232      14,924       8,192       5,889       2,076       1,674       2,634       3,326       9,363
  Interdistrict settlement account                   0   +      86   +  96,807   +  20,698   -  17,129   +  45,869   -  54,892   -  41,004   -  14,821   +  22,209   -  20,238   -  15,177   -  22,409

Total assets                                 2,341,070      55,402   1,151,500      73,769      57,711     295,997     149,527     121,141      40,660      52,428      53,539      75,559     213,836
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
11. Statement of Condition of Each Federal Reserve Bank,     April 21, 2010 (continued)
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Liabilities
  Federal Reserve notes outstanding          1,075,974      34,962     389,328      38,425      44,534      84,400     135,488      86,959      32,266      20,121      29,119      65,839     114,532
    Less: Notes held by F.R. Banks             181,214       4,172      58,387       5,874       8,882      11,187      32,020      12,035       4,436       2,970       3,362      12,779      25,111
      Federal Reserve notes, net               894,760      30,790     330,941      32,551      35,652      73,213     103,468      74,924      27,831      17,151      25,757      53,060      89,421
  Reverse repurchase agreements (14)            52,078       1,318      21,250       1,216       1,769       5,931       4,928       3,926       1,341         713       1,786       2,187       5,711
  Deposits                                   1,323,622      21,112     773,899      33,921      15,574     203,332      37,056      40,261      10,687      32,630      25,164      18,973     111,014
    Depository institutions                  1,059,294      21,095     509,770      33,916      15,570     203,193      37,053      40,253      10,671      32,629      25,162      18,972     111,008
    U.S. Treasury, general account              61,746           0      61,746           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, supplementary
       financing account                       199,961           0     199,961           0           0           0           0           0           0           0           0           0           0
    Foreign official                             2,233           1       2,205           4           3          11           2           1           0           1           0           1           3
    Other                                          389          15         218           1           1         127           0           7          16           0           1           0           3
  Deferred availability cash items               2,366          66           0         203         565         102         152         158          64         328         126         138         464
  Other liabilities and accrued
     dividends (15)                             14,384         238       9,708         281         315         943         666         537         224         163         240         326         741

Total liabilities                            2,287,209      53,524   1,135,799      68,172      53,876     283,521     146,270     119,806      40,147      50,985      53,074      74,684     207,352

Capital
  Capital paid in                               26,228         913       7,562       2,939       1,902       5,344       1,560         614         239         718         213         411       3,814
  Surplus                                       25,589         945       7,541       2,657       1,910       7,133       1,581         620         240         712         210         353       1,687
  Other capital                                  2,044          20         598           0          23           0         116         102          35          13          44         111         983

Total liabilities and capital                2,341,070      55,402   1,151,500      73,769      57,711     295,997     149,527     121,141      40,660      52,428      53,539      75,559     213,836
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

11. Statement of Condition of Each Federal Reserve Bank,     April 21, 2010 (continued)
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation below.
7. Refer to table 4 and the note on consolidation below.
8. Refer to table 5 and the note on consolidation below.
9.  Refer to table 6 and the note on consolidation below.
10. Refer to table 8 and the note on consolidation below.
11. Refer to table 9.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests
    in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt securities.
15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New
    York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 8 and the note on consolidation below.


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was
extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding Facility LLC, which was
formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan
was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.

The FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC. The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S.
Treasury, the FRBNY is primarily responsible for directing the financial activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority
of any residual returns of the LLCs and absorb a majority of any residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have
been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit
from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and table 10), and the liabilities of the LLCs to entities other than the
FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 10).

 
12. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                       Apr 21, 2010 
 
Federal Reserve notes outstanding                                                          1,075,974
  Less: Notes held by F.R. Banks not subject to collateralization                            181,214
    Federal Reserve notes to be collateralized                                               894,760
Collateral held against Federal Reserve notes                                                894,760
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   878,523
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,047,547
  Less: Face value of securities under reverse repurchase agreements                          51,676
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,995,871
 
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.