FEDERAL RESERVE statistical release

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                            August 13, 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 12, 2009  Aug 5, 2009 Aug 13, 2008 Aug 12, 2009

Reserve Bank credit                                       1,989,268   +   11,372   +1,102,992    1,999,928
  Securities held outright (1)                            1,372,692   +   18,610   +  893,296    1,381,862       
    U.S. Treasury securities                                720,910   +   16,553   +  241,514      728,974
      Bills (2)                                              18,423            0   -    3,317       18,423
      Notes and bonds, nominal (2)                          652,438   +   16,425   +  240,707      660,465
      Notes and bonds, inflation-indexed (2)                 44,588   +       22   +    4,756       44,588
      Inflation compensation (3)                              5,462   +      107   -      631        5,498
    Federal agency debt securities (2)                      108,896   +    2,059   +  108,896      110,003
    Mortgage-backed securities (4)                          542,885   -        3   +  542,885      542,885
  Repurchase agreements (5)                                       0            0   -  105,786            0
  Term auction credit                                       233,598   -       53   +   83,598      233,598  
  Other loans                                               105,977   -    1,865   +   88,170      109,184
    Primary credit                                           33,934   -    1,156   +   16,235       38,024
    Secondary credit                                            805   +      556   +      798          705
    Seasonal credit                                             105   +       16   +        5          110
    Primary dealer and other broker-dealer credit (6)             0            0            0            0
    Asset-Backed Commercial Paper Money Market
      Mutual Fund Liquidity Facility                            113   -      402   +      113          113
    Credit extended to American International
      Group, Inc., net (7)                                   41,189   -      427   +   41,189       40,675
    Term Asset-Backed Securities Loan Facility               29,831   -      453   +   29,831       29,557
    Other credit extensions                                       0            0            0            0
  Net portfolio holdings of Commercial Paper 
    Funding Facility LLC (8)                                 60,028   -    4,716   +   60,028       58,052
  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)             25,954   +       55   -    3,191       25,988
  Net portfolio holdings of Maiden Lane II LLC (11)          14,815   -      330   +   14,815       14,818
  Net portfolio holdings of Maiden Lane III LLC (12)         20,759   -      406   +   20,759       20,860
  Float                                                      -2,145   -      201   -    1,018       -2,069
  Central bank liquidity swaps (13)                          76,283   -    1,106   +   14,283       75,211
  Other Federal Reserve assets (14)                          81,307   +    1,383   +   38,037       82,423
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    2,200            0            0        2,200
Treasury currency outstanding (15)                           42,443   +       14   +    3,767       42,431
       
Total factors supplying reserve funds                     2,044,952   +   11,386   +1,106,759    2,055,600

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 12, 2009  Aug 5, 2009 Aug 13, 2008 Aug 12, 2009

Currency in circulation (15)                                911,580   +    1,031   +   80,495      913,062
Reverse repurchase agreements (16)                           70,304   +    2,505   +   27,846       67,670
  Foreign official and international accounts                70,304   +    2,505   +   27,846       67,670
  Dealers                                                         0            0            0            0
Treasury cash holdings                                          286   -       14   -       12          258
Deposits with F.R. Banks, other than reserve balances       258,381   -   21,450   +  245,871      245,506       
  U.S. Treasury, general account                             48,217   -   22,595   +   43,358       35,758
  U.S. Treasury, supplementary financing account            199,933   -        2   +  199,933      199,933
  Foreign official                                            3,414   +      315   +    3,095        3,039
  Service-related                                             5,119            0   -    1,887        5,119
    Required clearing balances                                5,119            0   -    1,887        5,119
    Adjustments to compensate for float                           0            0            0            0
  Other                                                       1,697   +      830   +    1,372        1,657
Other liabilities and capital (17)                           57,633   +      569   +   13,845       57,219

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                1,298,183   -   17,360   +  368,044    1,283,716

Reserve balances with Federal Reserve Banks                 746,768   +   28,745   +  738,714      771,884
                                                                
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 12, 2009  Aug 5, 2009 Aug 13, 2008 Aug 12, 2009

Marketable securities held in custody for foreign
      official and international accounts (1)             2,815,617   +    5,465   +  420,734    2,809,853
  U.S. Treasury securities                                2,032,395   +    9,118   +  616,567    2,027,022
  Federal agency securities (2)                             783,222   -    3,653   -  195,832      782,831
Securities lent to dealers                                   13,249   +    1,457   -  117,905       12,389   
  Overnight facility (3)                                     10,549   +    1,457   +    7,712        9,689
    U.S. Treasury securities                                 10,373   +    1,536   +    7,536        9,565
    Federal agency debt securities                              176   -       78   +      176          124
  Term facility (4)                                           2,700            0   -  125,618        2,700

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 12, 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                  137,832      95,765         ---          ---           ---        ---     233,598
Other loans (1)                       37,513       1,440            0      70,231             0        ---     109,184
U.S. Treasury securities (2) 
  Holdings                            26,225      12,664       64,572     295,420       192,654    137,439     728,974
  Weekly changes                  +    2,157  -    2,156   +       11  +   12,904    +    7,985 +    2,742  +   23,643
Federal agency debt securities (3) 
  Holdings                                 0         750       13,562      70,631        23,189      1,871     110,003
  Weekly changes                           0           0   +      811  -      246    +      828 +      544  +    1,937
Mortgage-backed securities (4)    
  Holdings                                 0           0            0           0             0    542,885     542,885
  Weekly changes                           0           0            0           0             0          0           0
Commercial paper held by
  Commercial Paper Funding 
  Facility LLC (5)                     9,831      43,998            0         ---           ---        ---      53,830
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)      60,269      14,942            0           0             0          0      75,211

Reverse repurchase agreements (7)     67,670           0          ---         ---           ---        ---      67,670
  
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 12, 2009

Mortgage-backed securities held outright (1)                                                       542,885

Commitments to buy mortgage-backed securities (2)                                                  200,487
Commitments to sell mortgage-backed securities (2)                                                  25,818

Cash and cash equivalents (3)                                                                            4

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 12, 2009
         
Net portfolio holdings of Maiden Lane LLC (1)                                                       25,988

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)                                   357
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)        1,224
 
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 12, 2009

Net portfolio holdings of Maiden Lane II LLC (1)                                                     14,818

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)                                    186
Deferred payment and accrued interest payable to subsidiaries of American International 
  Group, Inc. (3)                                                                                     1,024

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 12, 2009

Net portfolio holdings of Maiden Lane III LLC (1)                                                    20,860

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)                                    247
Outstanding principal amount and accrued interest on loan payable to American International
  Group, Inc. (3)                                                                                     5,128

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 12, 2009

Commercial paper holdings, net (1)                                                                   53,574
Other investments, net                                                                                4,478
Net portfolio holdings of Commercial Paper Funding Facility LLC                                      58,052

Memorandum: Commercial paper holdings, face value                                                    53,830

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            53,467
Accrued interest payable to the Federal Reserve Bank of New York (2)                                     12

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 12, 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 12, 2009      Aug 5, 2009     Aug 13, 2008

Assets
Gold certificate account                                           11,037                0                0
Special drawing rights certificate account                          2,200                0                0
Coin                                                                1,913       -       23       +      535
Securities, repurchase agreements, term auction
      credit, and other loans                                   1,724,644       +   29,027       +  959,309
  Securities held outright (1)                                  1,381,862       +   25,580       +  902,428
    U.S. Treasury securities                                      728,974       +   23,643       +  249,540       
      Bills (2)                                                    18,423                0       -    3,317
      Notes and bonds, nominal (2)                                660,465       +   23,546       +  248,734
      Notes and bonds, inflation-indexed (2)                       44,588                0       +    4,756
      Inflation compensation (3)                                    5,498       +       97       -      633
    Federal agency debt securities (2)                            110,003       +    1,937       +  110,003
    Mortgage-backed securities (4)                                542,885                0       +  542,885
  Repurchase agreements (5)                                             0                0       -  118,250    
  Term auction credit                                             233,598                0       +   83,598
  Other loans                                                     109,184       +    3,447       +   91,533
Net portfolio holdings of Commercial Paper 
  Funding Facility LLC (6)                                         58,052       -    3,111       +   58,052
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)                      25,988       +       39       -    3,191
Net portfolio holdings of Maiden Lane II LLC (9)                   14,818       -      329       +   14,818
Net portfolio holdings of 
  Maiden Lane III LLC (10)                                         20,860       -      444       +   20,860
Items in process of collection                         (301)          462       -      124       -    1,138
Bank premises                                                       2,214       +        6       +       52
Central bank liquidity swaps (11)                                  75,211       -    1,060       +   13,211
Other assets (12)                                                  80,232       +    1,916       +   39,085
     
      Total assets                                     (301)    2,017,632       +   25,898       +1,101,594

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 12, 2009      Aug 5, 2009     Aug 13, 2008
                         
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                  872,799       +      649       +   77,698
Reverse repurchase agreements (13)                                 67,670       +      836       +   23,498
Deposits                                                 (0)    1,017,413       +   24,860       +  986,933       
  Depository institutions                                         777,026       +   52,376       +  751,681
  U.S. Treasury, general account                                   35,758       -   25,764       +   31,043
  U.S. Treasury, supplementary financing account                  199,933       -        2       +  199,933
  Foreign official                                                  3,039       -      192       +    2,938
  Other                                                  (0)        1,657       -    1,557       +    1,338
Deferred availability cash items                       (301)        2,531       -      411       -       61
Other liabilities and accrued dividends (14)                        7,385       +      525       +    3,809

      Total liabilities                                (301)    1,967,797       +   26,459       +1,091,877
                          
Capital accounts
Capital paid in                                                    24,603       +       17       +    4,668
Surplus                                                            21,314       +        8       +    2,809
Other capital accounts                                              3,917       -      587       +    2,239

      Total capital                                                49,834       -      562       +    9,717

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 12, 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                                           1,913         63         74        157        158        246        233        229         40         61        139        202        310
Securities, repurchase agreements, term
      auction credit, and other loans      1,724,644     37,107    821,649     29,441     61,066     53,650    169,967    154,421     56,488     23,487     64,431     68,858    184,080
  Securities held outright (1)             1,381,862     26,508    540,136     21,438     54,595     49,798    166,495    149,532     54,136     22,877     62,376     66,815    167,155
    U.S. Treasury securities                 728,974     13,984    284,938     11,309     28,800     26,270     87,831     78,883     28,558     12,068     32,905     35,247     88,179
      Bills (2)                               18,423        353      7,201        286        728        664      2,220      1,994        722        305        832        891      2,228
      Notes and bonds (3)                    710,551     13,631    277,737     11,024     28,072     25,606     85,612     76,889     27,837     11,763     32,074     34,356     85,951
    Federal agency debt securities (2)       110,003      2,110     42,997      1,707      4,346      3,964     13,254     11,904      4,309      1,821      4,965      5,319     13,306
    Mortgage-backed securities (4)           542,885     10,414    212,201      8,422     21,448     19,564     65,410     58,746     21,268      8,988     24,505     26,249     65,669
  Repurchase agreements (5)                        0          0          0          0          0          0          0          0          0          0          0          0          0
  Term auction credit                        233,598     10,312    176,074      7,961      6,471      3,325      3,160      3,646      2,274        441      2,054      1,911     15,969     
  Other loans                                109,184        286    105,439         42          0        527        312      1,242         78        169          1        132        957
Net portfolio holdings of Commercial
  Paper Funding Facility LLC (6)              58,052          0     58,052          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)                                     25,988          0     25,988          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane II LLC (9)                             14,818          0     14,818          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane III LLC (10)                           20,860          0     20,860          0          0          0          0          0          0          0          0          0          0
Items in process of collection                   763         73          0        100         84         37        146         25         38         44        -35        169         82
Bank premises                                  2,214        121        233         68        146        239        222        206        134        112        270        249        213
Central bank liquidity swaps (11)             75,211      3,023     19,825      8,289      5,557     21,413      5,771      2,519        751      1,161        744        970      5,188
Other assets (12)                             80,232      2,087     28,237      3,648      4,010      9,196      8,525      6,723      2,419      1,320      2,729      2,994      8,344
Interdistrict settlement account                   0  +   5,943  +   4,523  +  15,348  -   6,602  + 173,260  -  35,728  -  59,391  -  23,088  -   4,298  -  25,212  -   8,645  -  36,110

      Total assets                         2,017,933     48,945    999,028     57,583     64,990    259,071    150,659    105,854     37,181     22,115     43,468     65,517    163,522

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 12, 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           1,057,429     35,699    383,748     39,823     44,936     83,123    131,639     86,061     31,039     19,763     28,915     62,502    110,180
  Less: Notes held by F.R. Banks              184,631      4,759     57,104      6,805      8,577     12,638     25,894     13,443      4,359      3,361      3,524     17,972     26,195
    Federal Reserve notes, net                872,799     30,940    326,643     33,018     36,359     70,485    105,746     72,618     26,681     16,402     25,391     44,530     83,985
Reverse repurchase agreements (13)             67,670      1,298     26,450      1,050      2,673      2,439      8,153      7,323      2,651      1,120      3,055      3,272      8,186
Deposits                                    1,017,413     14,583    626,932     17,832     22,095    171,998     32,693     23,487      7,048      2,939     14,169     16,670     66,969
  Depository institutions                     777,026     14,577    386,711     17,827     22,091    171,877     32,683     23,485      7,036      2,938     14,167     16,669     66,963
  U.S. Treasury, general account               35,758          0     35,758          0          0          0          0          0          0          0          0          0          0
  U.S. Treasury, supplementary
    financing account                         199,933          0    199,933          0          0          0          0          0          0          0          0          0          0
  Foreign official                              3,039          2      3,010          4          3         11          3          1          0          1          0          1          3
  Other                                         1,657          4      1,519          0          1        109          7          1         11          0          1          0          3
Deferred availability cash items                2,832        127          0        373        342        111        276        281         79        273        199        204        566
Other liabilities and accrued                 
  dividends (14)                                7,385        141      4,142        160        232        455        526        458        213        127        194        248        487
   
      Total liabilities                     1,968,098     47,090    984,168     52,433     61,701    245,488    147,394    104,168     36,672     20,862     43,008     64,923    160,192
                              
Capital                    
Capital paid in                                24,603        921      7,248      2,607      1,636      6,876      1,562        793        237        621        208        273      1,622
Surplus                                        21,314        844      5,844      2,316      1,552      5,982      1,612        704        209        324        208        271      1,449
Other capital                                   3,917         90      1,769        227        100        725         92        190         64        308         44         49        259

      Total liabilities and capital         2,017,933     48,945    999,028     57,583     64,990    259,071    150,659    105,854     37,181     22,115     43,468     65,517    163,522
                              
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 12, 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 12, 2009
              
Federal Reserve notes outstanding                                                                1,057,429
  Less: Notes held by F.R. Banks not subject to collateralization                                  184,631
    Federal Reserve notes to be collateralized                                                     872,799 
Collateral held against Federal Reserve notes                                                      872,799
  Gold certificate account                                                                          11,037
  Special drawing rights certificate account                                                         2,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                         859,562
  Other assets pledged                                                                                   0

Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                           1,381,862
  Less: Face value of securities under reverse repurchase agreements                                68,170
    U.S. Treasury, agency debt, and mortgage-backed securities
    eligible to be pledged                                                                       1,313,692
   
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.