For release at
4:30 p.m. EDT
February 11, 2010


The weekly average value of the net portfolio holdings of Maiden Lane LLC,
Maiden Lane II LLC, and Maiden Lane III LLC, shown in table 1, reflect
holdings from Thursday, February 4, 2010, through Wednesday, February 10,
2010.  The holdings for the first six days of this reporting week are based on
the values as of September 30, 2009.  The holdings for the final day of the
reporting week are based on the values as of December 31, 2009, the quarterly
revaluation date.  The fair value of the net portfolio holdings is updated
quarterly. 

FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                            February 11, 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   Feb 10, 2010
Federal Reserve Banks                                     Feb 10, 2010  Feb 3, 2010 Feb 11, 2009
 
Reserve Bank credit                                        2,233,191   +    1,814   +  403,253    2,239,074
  Securities held outright (1)                             1,913,423   +    2,538   +1,399,305    1,918,405
    U.S. Treasury securities                                 776,600   -       20   +  301,690      776,592
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           708,872            0   +  295,958      708,872
      Notes and bonds, inflation-indexed (2)                  43,777            0   +    4,399       43,777
      Inflation compensation (3)                               5,529   -       20   +    1,332        5,521
    Federal agency debt securities (2)                       165,436   +    1,339   +  133,605      164,948
    Mortgage-backed securities (4)                           971,386   +    1,218   +  964,009      976,865
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                         38,531            0   -  374,352       38,531
  Other loans                                                 87,696   -    1,293   -   55,510       87,704
    Primary credit                                            14,562   -      205   -   50,012       14,902
    Secondary credit                                             900   -       64   +      865          900
    Seasonal credit                                                1            0   -        3            0
    Primary dealer and other broker-dealer credit (6)              0            0   -   25,805            0
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -   15,111            0
    Credit extended to American International
       Group, Inc., net (7)                                   25,642   -      292   -   12,035       25,499
    Term Asset-Backed Securities Loan Facility, net (8)       46,590   -      732   +   46,590       46,403
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (9)                                  8,504   -      160   -  247,649        7,708
  Net portfolio holdings of Maiden Lane LLC (10)              26,873   +       85   +    1,010       27,180
  Net portfolio holdings of Maiden Lane II LLC (11)           15,262   -      235   -    3,412       15,480
  Net portfolio holdings of Maiden Lane III LLC (12)          22,206   -      291   -    5,322       22,379
  Net portfolio holdings of TALF LLC (13)                        334            0   +      334          334
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (14)                                        25,106            0   +   25,106       25,106
  Float                                                       -1,944   +       25   +      364       -1,901
  Central bank liquidity swaps (15)                              100            0   -  389,571          100
  Other Federal Reserve assets (16)                           97,100   +    1,145   +   52,951       98,048
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0   +    3,000        5,200
Treasury currency outstanding (17)                            42,761   +       14   +      602       42,761

Total factors supplying reserve funds                      2,292,193   +    1,828   +  406,855    2,298,076
 
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   Feb 10, 2010
Federal Reserve Banks                                     Feb 10, 2010  Feb 3, 2010 Feb 11, 2009
 
Currency in circulation (17)                                 925,978   +    6,560   +   32,976      929,430
Reverse repurchase agreements (18)                            53,485   -    3,744   -   16,762       53,137
  Foreign official and international accounts                 53,485   -    3,744   -   16,762       53,137
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           205   -       24   -       68          205
Deposits with F.R. Banks, other than reserve balances         92,295   -   29,338   -  176,820       82,418
  U.S. Treasury, general account                              79,862   -   29,644   +   43,356       68,082
  U.S. Treasury, supplementary financing account               5,000   -        1   -  194,950        5,000
  Foreign official                                             3,655   -      322   +    1,636        2,789
  Service-related                                              2,752   -        3   -    1,679        2,752
    Required clearing balances                                 2,752   -        3   -    1,679        2,752
    Adjustments to compensate for float                            0            0            0            0
  Other                                                        1,025   +      631   -   25,184        3,794
Other liabilities and capital (19)                            66,181   +    1,045   +   16,407       72,081

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,138,143   -   25,502   -  144,268    1,137,270

Reserve balances with Federal Reserve Banks                1,154,050   +   27,331   +  551,123    1,160,806
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements.
6. Includes credit extended through the Primary Dealer Credit Facility and credit extended to certain other
   broker-dealers.
7. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and
   allowance for loan restructuring. Excludes credit extended to consolidated LLCs.
8. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term
   Asset-Backed Securities Loan Facility, net of unamortized deferred administrative fees.
9.  Refer to table 7 and the note on consolidation accompanying table 11.
10. Refer to table 4 and the note on consolidation accompanying table 11.
11. Refer to table 5 and the note on consolidation accompanying table 11.
12. Refer to table 6 and the note on consolidation accompanying table 11.
13. Refer to table 8 and the note on consolidation accompanying table 11.
14. Refer to table 9.
15. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market
    exchange rate used when the foreign currency was acquired from the foreign central bank.
16. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange
    rates, and accrued dividends on the Federal Reserve Bank of New York's preferred interests in AIA Aurora
    LLC and ALICO Holdings LLC.
17. Estimated.
18. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt
    securities.
19. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC,
    Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including
    liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through
    table 8 and the note on consolidation accompanying table 11.

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

 
1A. Memorandum Items
Millions of dollars
                                                                Averages of daily figures         Wednesday  
                                                           Week ended   Change from week ended   Feb 10, 2010
Memorandum item                                           Feb 10, 2010  Feb 3, 2010 Feb 11, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 2,956,133   +    9,273   +  395,284    2,955,700
  U.S. Treasury securities                                 2,190,119   +    9,703   +  447,168    2,189,430
  Federal agency securities (2)                              766,014   -      429   -   51,884      766,271
Securities lent to dealers                                     4,477   -    1,298   -  118,889        5,443
  Overnight facility (3)                                       4,477   -    1,298   -    2,116        5,443
    U.S. Treasury securities                                   3,760   -    1,315   -    2,833        4,598
    Federal agency debt securities                               716   +       16   +      716          845
  Term facility (4)                                                0            0   -  116,773            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,  February 10, 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                       38,531            0          ...          ...          ...           ...       38,531
Other loans (1)                           15,416          386            0       71,902            0           ...       87,704
U.S. Treasury securities (2)
  Holdings                                25,101       18,930       45,689      326,320      215,293       145,259      776,592
  Weekly changes                      +    3,867   -    3,869            0   -        6   -        5    -        9   -       22
Federal agency debt securities (3)
  Holdings                                   710        2,399       23,488      101,644       34,360         2,347      164,948
  Weekly changes                      -      813            0            0   +    1,099            0             0   +      286
Mortgage-backed securities (4)
  Holdings                                     0            0            0           16           20       976,829      976,865
  Weekly changes                               0            0            0            0            0    +    6,538   +    6,538
Commercial paper held by
   Commercial Paper Funding
   Facility LLC (5)                            0        2,966            0          ...          ...           ...        2,966
Asset-backed securities held by
   TALF LLC (6)                                0            0            0            0            0             0            0
Repurchase agreements (7)                      0            0          ...          ...          ...           ...            0
Central bank liquidity swaps (8)             100            0            0            0            0             0          100

Reverse repurchase agreements (7)         53,137            0          ...          ...          ...           ...       53,137
 
*  Data on the maturity distribution of mortgage-backed securities (MBS) holdings have been corrected. Previous publications
   reported all MBS holdings as having maturities of over 10 years; however, some MBS holdings were also in the ranges of over 1
   year to 5 years and over 5 years to 10 years. Corrected historical data are available through the Data Download Program.
Note: Components may not sum to totals because of rounding.
. . . Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Commercial Paper Funding Facility LLC, Maiden Lane
   LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's statement of
   condition consistent with consolidation under generally accepted accounting principles.
2. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of
   inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
   balance of the underlying mortgages.
5. Face value of commercial paper held by Commercial Paper Funding Facility LLC.
6. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
7. Cash value of agreements.
8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency
   is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was
   acquired from the foreign central bank.

 
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Feb 10, 2010 
 
Mortgage-backed securities held outright (1)                                                                             976,865

Commitments to buy mortgage-backed securities (2)                                                                        170,048
Commitments to sell mortgage-backed securities (2)                                                                        21,025

Cash and cash equivalents (3)                                                                                                563
 
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                                                                                                           Feb 10, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             27,180

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)                                                         429
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,255
 
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                                                                                                           Feb 10, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,480

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 15,207
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         288
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,040
 
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                                                                                                           Feb 10, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         22,379

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 17,367
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         366
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,212
 
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                                                                                                           Feb 10, 2010 
 
Commercial paper holdings, net (1)                                                                                         2,834
Other investments, net                                                                                                     4,874
Net portfolio holdings of Commercial Paper Funding Facility LLC                                                            7,708

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)                                                           0
 
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                                                                                                           Feb 10, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       334
Net portfolio holdings of TALF LLC                                                                                           334

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)                                        103
 
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                                                                                                           Feb 10, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          25,106
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                        141

Preferred interests in AIA Aurora LLC (1)                                                                                 16,068
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                                90

Preferred interests in ALICO Holdings LLC (1)                                                                              9,038
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            51
 
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   Feb 10, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Feb 3, 2010 Feb 11, 2009
 
Assets
Gold certificate account                                                    11,037             0            0
Special drawing rights certificate account                                   5,200             0   +    3,000
Coin                                                                         2,223    -        9   +      314
Securities, repurchase agreements, term auction
   credit, and other loans                                               2,044,640    +    6,205   +  974,510
  Securities held outright (1)                                           1,918,405    +    6,801   +1,404,009
    U.S. Treasury securities                                               776,592    -       22   +  301,723
      Bills (2)                                                             18,423             0            0
      Notes and bonds, nominal (2)                                         708,872             0   +  295,958
      Notes and bonds, inflation-indexed (2)                                43,777             0   +    4,399
      Inflation compensation (3)                                             5,521    -       21   +    1,366
    Federal agency debt securities (2)                                     164,948    +      286   +  132,798
    Mortgage-backed securities (4)                                         976,865    +    6,538   +  969,488
  Repurchase agreements (5)                                                      0             0            0
  Term auction credit                                                       38,531             0   -  374,352
  Other loans                                                               87,704    -      597   -   55,147
Net portfolio holdings of Commercial Paper
   Funding Facility LLC (6)                                                  7,708    -      960   -  243,498
Net portfolio holdings of Maiden Lane LLC (7)                               27,180    +      358   +    1,303
Net portfolio holdings of Maiden Lane II LLC (8)                            15,480    -       18   -    3,150
Net portfolio holdings of Maiden Lane III LLC (9)                           22,379    -      175   -    5,255
Net portfolio holdings of TALF LLC (10)                                        334             0   +      334
Preferred interests in AIA Aurora LLC and ALICO
   Holdings LLC (11)                                                        25,106             0   +   25,106
Items in process of collection                              (170)              475    +        1   -      156
Bank premises                                                                2,239    +        1   +       54
Central bank liquidity swaps (12)                                              100             0   -  390,729
Other assets (13)                                                           95,848    +    1,952   +   53,259

Total assets                                                (170)        2,259,949    +    7,354   +  415,092
 
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   Feb 10, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Feb 3, 2010 Feb 11, 2009
 
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                           889,092    +    5,627   +   33,091
Reverse repurchase agreements (14)                                          53,137    -      583   -   20,147
Deposits                                                      (0)        1,243,262    -    5,117   +  380,941
  Depository institutions                                                1,163,597    +   47,337   +  563,540
  U.S. Treasury, general account                                            68,082    -   54,435   +   47,816
  U.S. Treasury, supplementary financing account                             5,000    -        1   -  194,950
  Foreign official                                                           2,789    -    1,439   +       61
  Other                                                       (0)            3,794    +    3,422   -   35,525
Deferred availability cash items                            (170)            2,377    -      365   -      796
Other liabilities and accrued dividends (15)                                19,257    +    6,967   +   10,562

Total liabilities                                           (170)        2,207,126    +    6,531   +  403,652

Capital accounts
Capital paid in                                                             25,677    +        5   +    3,968
Surplus                                                                     25,229    +       22   +    5,690
Other capital accounts                                                       1,917    +      796   +    1,783

Total capital                                                               52,823    +      823   +   11,441
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation accompanying table 11.
7. Refer to table 4 and the note on consolidation accompanying table 11.
8. Refer to table 5 and the note on consolidation accompanying table 11.
9.  Refer to table 6 and the note on consolidation accompanying table 11.
10. Refer to table 8 and the note on consolidation accompanying table 11.
11. Refer to table 9.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange
    rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates,
    and accrued dividends on the Federal Reserve Bank of New York's preferred interests in AIA Aurora LLC and
    ALICO Holdings LLC.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt
    securities.
15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC,
    Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including
    liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table
    8 and the note on consolidation accompanying table 11.


 
11. Statement of Condition of Each Federal Reserve Bank,  February 10, 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         412       3,895         450         467         882       1,356         911         329         197         335         621       1,182
Special drawing rights certificate acct.         5,200         196       1,818         210         237         412         654         424         150          90         153         282         574
Coin                                             2,223          72          82         177         168         318         224         331          36          68         149         236         361
Securities, repurchase agreements, term
   auction credit, and other loans           2,044,640      38,922     865,335      30,386      75,984      69,891     231,642     209,578      75,579      32,030      87,033      93,299     234,961
  Securities held outright (1)               1,918,405      36,801     749,857      29,762      75,792      69,134     231,141     207,592      75,156      31,760      86,595      92,758     232,057
    U.S. Treasury securities                   776,592      14,897     303,551      12,048      30,682      27,986      93,569      84,036      30,424      12,857      35,055      37,549      93,939
      Bills (2)                                 18,423         353       7,201         286         728         664       2,220       1,994         722         305         832         891       2,228
      Notes and bonds (3)                      758,170      14,544     296,350      11,762      29,954      27,322      91,349      82,042      29,702      12,552      34,223      36,659      91,711
    Federal agency debt securities (2)         164,948       3,164      64,474       2,559       6,517       5,944      19,874      17,849       6,462       2,731       7,446       7,975      19,953
    Mortgage-backed securities (4)             976,865      18,739     381,832      15,155      38,594      35,203     117,699     105,707      38,270      16,172      44,095      47,233     118,165
  Repurchase agreements (5)                          0           0           0           0           0           0           0           0           0           0           0           0           0
  Term auction credit                           38,531       2,025      28,711         563         189         460         388       1,725         395         239         438         540       2,858
  Other loans                                   87,704          96      86,766          61           2         298         112         261          28          31           0           2          46
Net portfolio holdings of Commercial
   Paper Funding Facility LLC (6)                7,708           0       7,708           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of Maiden
   Lane LLC (7)                                 27,180           0      27,180           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of Maiden
   Lane II LLC (8)                              15,480           0      15,480           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of Maiden
   Lane III LLC (9)                             22,379           0      22,379           0           0           0           0           0           0           0           0           0           0
Net portfolio holdings of TALF LLC (10)            334           0         334           0           0           0           0           0           0           0           0           0           0
Preferred interests in AIA Aurora LLC
   and ALICO Holdings LLC (11)                  25,106           0      25,106           0           0           0           0           0           0           0           0           0           0
Items in process of collection                     646          15           0          36         328           5          32          30           7          43          31          22          96
Bank premises                                    2,239         121         259          70         144         238         221         208         135         110         267         252         213
Central bank liquidity swaps (12)                  100           4          29          11           7          28           6           2           1           3           1           1           7
Other assets (13)                               95,848       2,311      34,976       3,870       4,657       9,678      10,019       8,162       3,008       1,885       3,377       3,761      10,145
Interdistrict settlement account                     0   +   2,915   + 142,947   +  43,010   -  24,251   + 191,433   -  89,358   -  98,612   -  36,068   -  10,259   -  34,359   -  26,478   -  60,919

Total assets                                 2,260,119      44,969   1,147,527      78,219      57,741     272,885     154,796     121,034      43,177      24,167      56,987      71,997     186,620
 
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,  February 10, 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            1,079,684      35,458     396,700      38,241      44,612      81,982     137,945      85,179      32,788      19,429      28,682      62,787     115,882
  Less: Notes held by F.R. Banks               190,591       4,450      69,344       5,842       7,564      10,361      32,774      11,821       3,576       2,726       3,306      12,168      26,659
    Federal Reserve notes, net                 889,092      31,008     327,356      32,399      37,048      71,621     105,171      73,358      29,212      16,703      25,375      50,618      89,223
Reverse repurchase agreements (14)              53,137       1,019      20,770         824       2,099       1,915       6,402       5,750       2,082         880       2,399       2,569       6,428
Deposits                                     1,243,262      10,658     771,939      39,103      13,395     184,506      38,222      39,070      10,806       4,572      28,087      17,299      85,606
  Depository institutions                    1,163,597      10,654     692,422      39,099      13,390     184,392      38,219      39,060      10,805       4,571      28,086      17,299      85,600
  U.S. Treasury, general account                68,082           0      68,082           0           0           0           0           0           0           0           0           0           0
  U.S. Treasury, supplementary
     financing account                           5,000           0       5,000           0           0           0           0           0           0           0           0           0           0
  Foreign official                               2,789           1       2,761           4           3          11           2           1           0           1           0           1           3
  Other                                          3,794           2       3,674           0           1         103           0           8           1           0           1           0           4
Deferred availability cash items                 2,547          70           0         227         772          73         218         159          48         313         115         120         432
Other liabilities and accrued
   dividends (15)                               19,257         302      11,379         293         537         721       1,425       1,285         501         256         537         621       1,400

Total liabilities                            2,207,296      43,057   1,131,444      72,847      53,851     258,837     151,438     119,622      42,649      22,723      56,513      71,228     183,088

Capital
Capital paid in                                 25,677         944       7,442       2,802       1,921       7,125       1,599         647         236         712         206         353       1,688
Surplus                                         25,229         944       7,480       2,570       1,910       6,922       1,581         620         240         712         210         353       1,687
Other capital                                    1,917          24       1,162           0          59           0         177         145          52          20          59          63         156

Total liabilities and capital                2,260,119      44,969   1,147,527      78,219      57,741     272,885     154,796     121,034      43,177      24,167      56,987      71,997     186,620
 
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,  February 10, 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, and accrued dividends on the Federal Reserve Bank of New York's preferred interests in
    AIA Aurora LLC and ALICO Holdings LLC.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities and federal agency debt securities.
15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New
    York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 8 and the note on consolidation 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                                                       Feb 10, 2010 
 
Federal Reserve notes outstanding                                                          1,079,684
  Less: Notes held by F.R. Banks not subject to collateralization                            190,591
    Federal Reserve notes to be collateralized                                               889,092
Collateral held against Federal Reserve notes                                                889,092
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   872,856
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     1,918,405
  Less: Face value of securities under reverse repurchase agreements                          52,339
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,866,066
 
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.