FEDERAL RESERVE statistical release

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                            October 1, 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                                    Sep 30, 2009 Sep 23, 2009  Oct 1, 2008 Sep 30, 2009

Reserve Bank credit                                       2,120,175   -   12,435   +  729,035    2,123,224
  Securities held outright (1)                            1,588,374   +    9,506   +1,099,833    1,592,701       
    U.S. Treasury securities                                766,128   +    3,381   +  289,516      769,160
      Bills (2)                                              18,423            0            0       18,423
      Notes and bonds, nominal (2)                          697,430   +    3,400   +  285,699      700,468
      Notes and bonds, inflation-indexed (2)                 44,588            0   +    4,756       44,588
      Inflation compensation (3)                              5,688   -       18   -      939        5,681
    Federal agency debt securities (2)                      130,050   +    3,157   +  118,121      131,176
    Mortgage-backed securities (4)                          692,196   +    2,968   +  692,196      692,365
  Repurchase agreements (5)                                       0            0   -   83,000            0
  Term auction credit                                       178,379   -   17,641   +   29,236      178,379  
  Other loans                                               109,835   -    1,234   -  257,961      110,330
    Primary credit                                           27,977   -      209   -   16,486       28,226
    Secondary credit                                            503   -       74   +      217          463
    Seasonal credit                                             117   -        4   +       43          111
    Primary dealer and other broker-dealer credit (6)             0            0   -  147,692            0
    Asset-Backed Commercial Paper Money Market
      Mutual Fund Liquidity Facility                             79            0   -  122,025           79
    Credit extended to American International
      Group, Inc., net (7)                                   38,306   -      804   -   14,870       38,743
    Term Asset-Backed Securities Loan Facility               42,854   -      142   +   42,854       42,709
    Other credit extensions                                       0            0            0            0
  Net portfolio holdings of Commercial Paper 
    Funding Facility LLC (8)                                 41,928   -      892   +   41,928       41,029
  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)             26,199   +       47   -    3,214       26,261
  Net portfolio holdings of Maiden Lane II LLC (11)          14,675   +       24   +   14,675       14,751
  Net portfolio holdings of Maiden Lane III LLC (12)         20,556   +       10   +   20,556       20,566
  Float                                                      -1,811   -       56   -      587       -2,535
  Central bank liquidity swaps (13)                          56,756   -    2,365   -  176,342       56,756
  Other Federal Reserve assets (14)                          85,284   +      167   +   43,910       84,986
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    5,200   +      429   +    3,000        5,200
Treasury currency outstanding (15)                           42,593   +       14   +    3,918       42,593
       
Total factors supplying reserve funds                     2,179,009   -   11,992   +  735,953    2,182,058

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                                    Sep 30, 2009 Sep 23, 2009  Oct 1, 2008 Sep 30, 2009

Currency in circulation (15)                                912,007   -       77   +   75,711      913,820
Reverse repurchase agreements (16)                           69,764   +      728   -   18,145       68,913
  Foreign official and international accounts                69,764   +      728   -    1,003       68,913
  Dealers                                                         0            0   -   17,143            0
Treasury cash holdings                                          288   +        9   +       19          293
Deposits with F.R. Banks, other than reserve balances       212,529   -   47,402   -   92,081      294,486       
  U.S. Treasury, general account                             37,910   -   15,391   +   29,281      108,324
  U.S. Treasury, supplementary financing account            164,945   -   34,987   -  101,136      164,945
  Foreign official                                            2,270   -      181   +    2,137        1,913
  Service-related                                             3,402   -      456   -    4,272        3,402
    Required clearing balances                                3,402   -      456   -    4,272        3,402
    Adjustments to compensate for float                           0            0            0            0
  Other                                                       4,002   +    3,613   -   18,091       15,902
Other liabilities and capital (17)                           60,125   -      168   +   13,211       59,804

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                1,254,713   -   46,910   -   21,284    1,337,316

Reserve balances with Federal Reserve Banks                 924,296   +   34,918   +  757,237      844,742
                                                                
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
                                                         Sep 30, 2009 Sep 23, 2009  Oct 1, 2008 Sep 30, 2009

Marketable securities held in custody for foreign
      official and international accounts (1)             2,854,940   +      583   +  389,289    2,856,427
  U.S. Treasury securities                                2,087,926   +    4,207   +  592,737    2,093,545
  Federal agency securities (2)                             767,015   -    3,623   -  203,447      762,881
Securities lent to dealers                                    9,046   -    2,458   -  246,755       12,847   
  Overnight facility (3)                                      9,046   -    2,458   -   13,190       12,847
    U.S. Treasury securities                                  8,821   -    2,468   -   13,415       12,594
    Federal agency debt securities                              226   +       11   +      226          253
  Term facility (4)                                               0            0   -  233,565            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, September 30, 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                   47,768     130,612         ---          ---           ---        ---     178,379
Other loans (1)                       22,963       5,916            0      81,452             0        ---     110,330
U.S. Treasury securities (2) 
  Holdings                            13,095      22,810       61,663     324,284       207,135    140,173     769,160
  Weekly changes                  -    4,893  +    2,910   +    3,148  +    1,859    +      510 -        7  +    3,527
Federal agency debt securities (3) 
  Holdings                                 0          30       17,997      83,000        28,132      2,017     131,176
  Weekly changes                           0           0            0           0    +    1,970          0  +    1,970
Mortgage-backed securities (4)    
  Holdings                                 0           0            0           0             0    692,365     692,365
  Weekly changes                           0           0            0           0             0 -    1,230  -    1,230
Commercial paper held by
  Commercial Paper Funding 
  Facility LLC (5)                     1,000      35,815            0         ---           ---        ---      36,815
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)      45,949      10,807            0           0             0          0      56,756

Reverse repurchase agreements (7)     68,913           0          ---         ---           ---        ---      68,913
  
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                                                                                    Sep 30, 2009

Mortgage-backed securities held outright (1)                                                       692,365

Commitments to buy mortgage-backed securities (2)                                                  190,552
Commitments to sell mortgage-backed securities (2)                                                   7,000

Cash and cash equivalents (3)                                                                          374

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                                                                                    Sep 30, 2009
         
Net portfolio holdings of Maiden Lane LLC (1)                                                       26,261

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)                                   376
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)        1,233
 
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                                                                                     Sep 30, 2009

Net portfolio holdings of Maiden Lane II LLC (1)                                                     14,751

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            16,587
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    215
Deferred payment and accrued interest payable to subsidiaries of American International 
  Group, Inc. (3)                                                                                     1,028

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                                                                                     Sep 30, 2009

Net portfolio holdings of Maiden Lane III LLC (1)                                                    20,566

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            19,574
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    281
Outstanding principal amount and accrued interest on loan payable to American International
  Group, Inc. (3)                                                                                     5,151

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                                                                                     Sep 30, 2009

Commercial paper holdings, net (1)                                                                   36,439
Other investments, net                                                                                4,590
Net portfolio holdings of Commercial Paper Funding Facility LLC                                      41,029

Memorandum: Commercial paper holdings, face value                                                    36,815

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            36,573
Accrued interest payable to the Federal Reserve Bank of New York (2)                                     16

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                                                                                     Sep 30, 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 Sep 30, 2009     Sep 23, 2009      Oct 1, 2008

Assets
Gold certificate account                                           11,037                0                0
Special drawing rights certificate account                          5,200                0       +    3,000
Coin                                                                1,981       +       20       +      472
Securities, repurchase agreements, term auction
      credit, and other loans                                   1,881,410       -   13,025       +  748,767
  Securities held outright (1)                                  1,592,701       +    4,267       +1,101,580
    U.S. Treasury securities                                      769,160       +    3,527       +  292,539       
      Bills (2)                                                    18,423                0                0
      Notes and bonds, nominal (2)                                700,468       +    3,545       +  288,737
      Notes and bonds, inflation-indexed (2)                       44,588                0       +    4,756
      Inflation compensation (3)                                    5,681       -       18       -      954
    Federal agency debt securities (2)                            131,176       +    1,970       +  116,676
    Mortgage-backed securities (4)                                692,365       -    1,230       +  692,365
  Repurchase agreements (5)                                             0                0       -   83,000    
  Term auction credit                                             178,379       -   17,641       +   29,379
  Other loans                                                     110,330       +      349       -  299,192
Net portfolio holdings of Commercial Paper 
  Funding Facility LLC (6)                                         41,029       -    1,409       +   41,029
Net portfolio holdings of LLCs funded through
  the Money Market Investor Funding Facility (7)                        0                0                0
Net portfolio holdings of Maiden Lane LLC (8)                      26,261       +       72       -    3,186
Net portfolio holdings of Maiden Lane II LLC (9)                   14,751       +       89       +   14,751
Net portfolio holdings of 
  Maiden Lane III LLC (10)                                         20,566       +       12       +   20,566
Items in process of collection                         (282)          239       -      381       -    1,040
Bank premises                                                       2,234       +       11       +       67
Central bank liquidity swaps (11)                                  56,756       -    2,365       -  229,676
Other assets (12)                                                  82,693       -      629       +   43,892
     
      Total assets                                     (282)    2,144,157       -   17,606       +  638,641

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 Sep 30, 2009     Sep 23, 2009      Oct 1, 2008
                         
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                  873,497       +    1,179       +   69,518
Reverse repurchase agreements (13)                                 68,913       -    1,890       -   24,150
Deposits                                                 (0)    1,139,169       -   17,408       +  578,745       
  Depository institutions                                         848,085       -   54,959       +  668,794
  U.S. Treasury, general account                                  108,324       +   57,417       +  103,046
  U.S. Treasury, supplementary financing account                  164,945       -   34,987       -  179,528
  Foreign official                                                  1,913       -      458       +    1,776
  Other                                                  (0)       15,902       +   15,581       -   15,343
Deferred availability cash items                       (282)        2,773       +      238       +        4
Other liabilities and accrued dividends (14)                        8,699       +      183       +    4,688

      Total liabilities                                (282)    2,093,052       -   17,697       +  628,806
                          
Capital accounts
Capital paid in                                                    24,918       +       40       +    4,606
Surplus                                                            21,373       +        9       +    2,853
Other capital accounts                                              4,814       +       43       +    2,376

      Total capital                                                51,105       +       91       +    9,835

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, September 30, 2009
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital               Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Assets                        
Gold certificate account                      11,037        412      3,895        450        467        882      1,356        911        329        197        335        621      1,182
Special drawing rights certificate acct.       5,200        196      1,818        210        237        412        654        424        150         90        153        282        574
Coin                                           1,981         63         76        165        144        274        241        251         36         61        135        214        321
Securities, repurchase agreements, term
      auction credit, and other loans      1,881,410     39,153    873,364     31,239     66,190     59,380    193,264    176,427     64,488     26,819     73,660     77,175    200,251
  Securities held outright (1)             1,592,701     30,553    622,547     24,709     62,924     57,396    191,898    172,347     62,396     26,368     71,893     77,009    192,658
    U.S. Treasury securities                 769,160     14,755    300,646     11,933     30,388     27,718     92,673     83,231     30,133     12,734     34,719     37,190     93,040
      Bills (2)                               18,423        353      7,201        286        728        664      2,220      1,994        722        305        832        891      2,228
      Notes and bonds (3)                    750,737     14,401    293,445     11,647     29,660     27,054     90,453     81,238     29,411     12,429     33,888     36,299     90,812
    Federal agency debt securities (2)       131,176      2,516     51,273      2,035      5,183      4,727     15,805     14,195      5,139      2,172      5,921      6,343     15,867
    Mortgage-backed securities (4)           692,365     13,282    270,628     10,741     27,354     24,951     83,420     74,921     27,124     11,462     31,253     33,477     83,751
  Repurchase agreements (5)                        0          0          0          0          0          0          0          0          0          0          0          0          0
  Term auction credit                        178,379      8,377    143,480      6,238      3,224      1,882      1,144      3,015      1,951        292      1,747        155      6,875     
  Other loans                                110,330        224    107,336        292         42        103        222      1,064        141        160         20         10        717
Net portfolio holdings of Commercial
  Paper Funding Facility LLC (6)              41,029          0     41,029          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of LLCs funded
  through the Money Market Investor
  Funding Facility (7)                             0          0          0          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden Lane 
  LLC (8)                                     26,261          0     26,261          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane II LLC (9)                             14,751          0     14,751          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane III LLC (10)                           20,566          0     20,566          0          0          0          0          0          0          0          0          0          0
Items in process of collection                   521         31          0        106        -48         41         90         41         44         35         84         60         37
Bank premises                                  2,234        121        251         70        146        238        222        207        134        111        269        254        212
Central bank liquidity swaps (11)             56,756      2,288     14,845      6,273      4,205     16,203      4,367      1,906        568        879        563        734      3,925
Other assets (12)                             82,693      2,160     28,958      3,774      4,155      9,561      8,790      6,940      2,486      1,360      2,813      3,084      8,612
Interdistrict settlement account                   0  +  21,812  +  95,774  +  18,187  -  21,477  + 127,608  -  58,305  -  65,938  -  31,506  -   6,910  -  30,197  -  11,689  -  37,358

      Total assets                         2,144,439     66,236  1,121,587     60,473     54,019    214,600    150,678    121,168     36,729     22,642     47,815     70,735    177,757

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, September 30, 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           1,063,038     35,108    389,723     39,209     44,753     82,213    132,194     85,362     30,906     19,590     28,527     63,020    112,432
  Less: Notes held by F.R. Banks              189,541      4,972     60,970      7,064      9,104     12,134     26,601     13,985      4,570      3,266      3,490     16,150     27,236
    Federal Reserve notes, net                873,497     30,136    328,753     32,146     35,649     70,079    105,593     71,377     26,336     16,324     25,038     46,870     85,196
Reverse repurchase agreements (13)             68,913      1,322     26,936      1,069      2,723      2,483      8,303      7,457      2,700      1,141      3,111      3,332      8,336
Deposits                                    1,139,169     32,576    745,781     21,381     11,475    127,287     32,657     40,070      6,866      3,293     18,742     19,437     79,604
  Depository institutions                     848,085     32,551    454,867     21,377     11,472    127,216     32,654     40,018      6,860      3,292     18,740     19,436     79,600
  U.S. Treasury, general account              108,324          0    108,324          0          0          0          0          0          0          0          0          0          0
  U.S. Treasury, supplementary
    financing account                         164,945          0    164,945          0          0          0          0          0          0          0          0          0          0
  Foreign official                              1,913          2      1,884          4          3         11          3          1          0          1          0          1          3
  Other                                        15,902         23     15,762          0          0         59          0         51          5          0          1          0          0
Deferred availability cash items                3,056        173          0        448        409        109        269        231         74        305        242        212        585
Other liabilities and accrued                 
  dividends (14)                                8,699        165      5,032        188        261        569        589        504        233        136        211        271        541
   
      Total liabilities                     2,093,334     64,372  1,106,503     55,231     50,518    200,528    147,410    119,639     36,208     21,200     47,343     70,122    174,261
                              
Capital                    
Capital paid in                                24,918        924      7,298      2,616      1,840      7,002      1,499        623        240        711        209        280      1,675
Surplus                                        21,373        844      5,902      2,316      1,551      5,982      1,612        704        209        324        207        271      1,450
Other capital                                   4,814         96      1,884        309        110      1,088        157        203         72        407         56         61        371

      Total liabilities and capital         2,144,439     66,236  1,121,587     60,473     54,019    214,600    150,678    121,168     36,729     22,642     47,815     70,735    177,757
                              
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, September 30, 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
                                                                                                Sep 30, 2009
              
Federal Reserve notes outstanding                                                                1,063,038
  Less: Notes held by F.R. Banks not subject to collateralization                                  189,541
    Federal Reserve notes to be collateralized                                                     873,497 
Collateral held against Federal Reserve notes                                                      873,497
  Gold certificate account                                                                          11,037
  Special drawing rights certificate account                                                         5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                         857,260
  Other assets pledged                                                                                   0

Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                           1,592,701
  Less: Face value of securities under reverse repurchase agreements                                68,742
    U.S. Treasury, agency debt, and mortgage-backed securities
    eligible to be pledged                                                                       1,523,959
   
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.