FEDERAL RESERVE statistical release

For Release at

4:30 P.M. EDT

June 12, 2014

Table 10 line items “Less: Face value of securities under reverse repurchase agreements” and “U.S. 

Treasury, agency debt, and mortgage-backed securities eligible to be pledged” have been corrected 

to include securities pledged as collateral for tri-party reverse repurchase agreements. 

The revised data are reported at the following link: 

http://www.federalreserve.gov/releases/h41/2014update.htm. 

Historical data incorporating this correction can be accessed through the Data Download Program 

(DDP) at http://www.federalreserve.gov/datadownload/Choose.aspx?rel=H41. 
FEDERAL RESERVE statistical release

For release at

4:30 P.M. EDT

October 21, 2010

The Board’s H.4.1 statistical release, "Factors Affecting Reserve Balances of Depository Institutions

and Condition Statement of Federal Reserve Banks," has been modified to reflect the recent

expansion of the set of counterparties with whom the Federal Reserve might conduct reverse

repurchase agreements for the purposes of open market operations. (See 

http://www.ny.frb.org/markets/rrp_counterparties.html). As a result of this expansion, the line

"Dealers" under the heading "Reverse repurchase agreements" will be replaced with "Others" in

table 1. Currently, the set of counterparties in the "Others" category is primary dealers and an

eligible set of money market funds.
FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks October 21, 2010

1. Factors Affecting Reserve Balances of Depository Institutions

Millions of dollars

Averages of daily figures Wednesday

Oct 20, 2010 Week ended

Oct 20, 2010

Change from week ended

Oct 13, 2010 Oct 21, 2009

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Reserve Bank credit 2,283,777 - 9,375 + 112,077 2,287,900

Securities held outright1 2,044,742 - 8,504 + 366,857 2,048,615

U.S. Treasury securities 824,964 + 3,813 + 51,488 832,121

Bills2 18,423 0 0 18,423

Notes and bonds, nominal2 758,700 + 3,799 + 54,037 765,851

Notes and bonds, inflation-indexed2 42,318 0 - 2,325 42,318

Inflation compensation3 5,523 + 14 - 225 5,529

Federal agency debt securities2 151,904 - 1,652 + 14,038 150,743

Mortgage-backed securities4 1,067,874 - 10,665 + 301,331 1,065,751

Repurchase agreements5 0 0 0 0

Term auction credit 0 0 - 155,441 0

Other loans 48,582 - 539 - 59,587 48,284

Primary credit 32 + 17 - 23,808 20

Secondary credit 0 0 - 424 0

Seasonal credit 45 - 10 - 32 39

Asset-Backed Commercial Paper Money Market

Mutual Fund Liquidity Facility 0 0 0 0

Credit extended to American International

Group, Inc., net6 19,607 - 189 - 21,354 19,326

Term Asset-Backed Securities Loan Facility7 28,899 - 356 - 13,968 28,899

Other credit extensions 0 0 0 0

Net portfolio holdings of Commercial Paper

Funding Facility LLC8 0 0 - 39,812 0

Net portfolio holdings of Maiden Lane LLC9 27,953 - 558 + 1,587 27,886

Net portfolio holdings of Maiden Lane II LLC10 15,677 + 3 + 1,210 15,684

Net portfolio holdings of Maiden Lane III LLC11 22,835 + 46 + 2,605 22,844

Net portfolio holdings of TALF LLC12 601 0 + 601 601

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC13 26,057 0 + 26,057 26,057

Float -1,705 + 26 + 119 -1,742

Central bank liquidity swaps14 560 + 500 - 41,077 560

Other Federal Reserve assets15 98,475 - 349 + 8,957 99,111

Gold stock 11,041 0 0 11,041

Special drawing rights certificate account 5,200 0 0 5,200

Treasury currency outstanding16 43,420 + 14 + 816 43,420

Total factors supplying reserve funds 2,343,438 - 9,361 + 112,894 2,347,561

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

1. Factors Affecting Reserve Balances of Depository Institutions (continued)

Millions of dollars

Averages of daily figures Wednesday

Oct 20, 2010 Week ended

Oct 20, 2010

Change from week ended

Oct 13, 2010 Oct 21, 2009

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Currency in circulation16 961,745 - 327 + 46,185 962,429

Reverse repurchase agreements17 61,696 - 25 - 2,111 58,560

Foreign official and international accounts 60,808 - 913 - 2,999 56,490

Others 889 + 889 + 889 2,070

Treasury cash holdings 235 + 10 - 66 226

Deposits with F.R. Banks, other than reserve balances 264,052 + 30,437 + 109,343 262,037

Term deposits held by depository institutions 5,113 0 + 5,113 5,113

U.S. Treasury, general account 49,934 + 27,154 - 33,527 52,223

U.S. Treasury, supplementary financing account 199,962 0 + 134,982 199,962

Foreign official 1,380 - 15 - 275 1,656

Service-related 2,399 - 1 - 996 2,399

Required clearing balances 2,399 - 1 - 996 2,399

Adjustments to compensate for float 0 0 0 0

Other 5,265 + 3,300 + 4,046 682

Other liabilities and capital18 72,508 - 489 + 10,377 71,624

Total factors, other than reserve balances,

absorbing reserve funds 1,360,236 + 29,606 + 163,728 1,354,876

Reserve balances with Federal Reserve Banks 983,202 - 38,967 - 50,834 992,685

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 outstanding principal and capitalized interest net of unamortized deferred commitment fees and allowance for loan restructuring.

Excludes credit extended to consolidated LLCs.

7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term Asset-Backed Securities Loan Facility.

8. Includes the book value of the commercial paper, net of amortized costs and related fees, and other investments held by the Commercial Paper

Funding Facility LLC.

9. Refer to table 4 and the note on consolidation accompanying table 10.

10.Refer to table 5 and the note on consolidation accompanying table 10.

11.Refer to table 6 and the note on consolidation accompanying table 10.

12.Refer to table 7 and the note on consolidation accompanying table 10.

13.Refer to table 8.

14.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.

15.Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, accrued dividends on the Federal

Reserve Bank of New York’s (FRBNY) preferred interests in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit

extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.

16.Estimated.

17.Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

18.Includes the liabilities of 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 7 and the note

on consolidation accompanying table 10.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
H.4.1

1A. Memorandum Items

Millions of dollars

Averages of daily figures Wednesday

Oct 20, 2010 Week ended

Oct 20, 2010

Change from week ended

Oct 13, 2010 Oct 21, 2009

Memorandum item

Marketable securities held in custody for foreign

official and international accounts1 3,281,131 + 14,086 + 393,925 3,281,894

U.S. Treasury securities 2,547,352 + 29,463 + 423,196 2,548,943

Federal agency securities2 733,779 - 15,377 - 29,272 732,951

Securities lent to dealers 5,815 - 1,684 - 1,593 4,694

Overnight facility3 5,815 - 1,684 - 1,593 4,694

U.S. Treasury securities 4,339 - 1,466 - 2,476 3,536

Federal agency debt securities 1,476 - 218 + 883 1,158

Term facility4 0 0 0 0

Note: Components may not sum to totals because of rounding.

1. Face value of the securities. Includes U.S. Treasury STRIPS and other zero-coupon bonds at face value and mortgage-backed securities at original

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 Securities, Loans, and Selected Other Assets and Liabilities, October 20, 2010

Millions of dollars

Within 15

days

16 days to

90 days

91 days to

1 year

Over 1 year

to 5 years

Over 5 years

to 10 years

Over 10

years

Remaining maturity All

Other loans1 58 2 0 48,225 0 ... 48,284

U.S. Treasury securities2

Holdings 18,034 15,883 48,851 359,911 246,208 143,234 832,121

Weekly changes + 5,316 - 4,454 - 1,441 + 4,180 + 7,242 + 121 + 10,965

Federal agency debt securities3

Holdings 1,062 3,796 38,217 73,522 31,799 2,347 150,743

Weekly changes - 1,439 + 446 + 154 + 347 - 947 0 - 1,439

Mortgage-backed securities4

Holdings 0 0 0 27 21 1,065,702 1,065,751

Weekly changes 0 0 0 - 1 0 - 12,788 - 12,788

Asset-backed securities held by

TALF LLC5 0 0 0 0 0 0 0

Repurchase agreements6 0 0 ... ... ... ... 0

Central bank liquidity swaps7 560 0 0 0 0 0 560

Reverse repurchase agreements6 58,560 0 ... ... ... ... 58,560

Term deposits 5,113 0 0 ... ... ... 5,113

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 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 asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.

6. Cash value of agreements.

7. 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.
H.4.1

3. Supplemental Information on Mortgage-Backed Securities Purchase Program

Millions of dollars

Wednesday

Oct 20, 2010 Account name

Mortgage-backed securities held outright1 1,065,751

Commitments to buy mortgage-backed securities2 0

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 1

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, dollar rolls, and coupon swaps.

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

Oct 20, 2010 Account name

Net portfolio holdings of Maiden Lane LLC1 27,886

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 26,973

Accrued interest payable to the Federal Reserve Bank of New York2 578

Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co.3 1,301

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, 2010. 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

Oct 20, 2010 Account name

Net portfolio holdings of Maiden Lane II LLC1 15,684

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 13,452

Accrued interest payable to the Federal Reserve Bank of New York2 418

Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc.3 1,064

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, 2010. 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.
H.4.1

6. Information on Principal Accounts of Maiden Lane III LLC

Millions of dollars

Wednesday

Oct 20, 2010 Account name

Net portfolio holdings of Maiden Lane III LLC1 22,844

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 14,290

Accrued interest payable to the Federal Reserve Bank of New York2 510

Outstanding principal amount and accrued interest on loan payable to American International Group, Inc.3 5,331

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, 2010. 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 TALF LLC

Millions of dollars

Wednesday

Oct 20, 2010 Account name

Asset-backed securities holdings1 0

Other investments, net 601

Net portfolio holdings of TALF LLC 601

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 0

Accrued interest payable to the Federal Reserve Bank of New York2 0

Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable3 105

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 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 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 $4.3 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.
H.4.1

8. 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

Oct 20, 2010 Account name

Preferred interests in AIA Aurora LLC and ALICO Holdings LLC1 26,057

Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC2 71

Preferred interests in AIA Aurora LLC1 16,676

Accrued dividends on preferred interests in AIA Aurora LLC2 46

Preferred interests in ALICO Holdings LLC1 9,380

Accrued dividends on preferred interests in ALICO Holdings LLC2 26

Note: Components may not sum to totals because of rounding.

1. Book value.

2. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.

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.
H.4.1

9. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars

Eliminations from

consolidation

Wednesday

Oct 20, 2010

Change since

Wednesday

Oct 13, 2010

Wednesday

Oct 21, 2009

Assets, liabilities, and capital

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 2,146 + 40 + 121

Securities, repurchase agreements, term auction

credit, and other loans 2,096,899 - 4,316 + 143,809

Securities held outright1 2,048,615 - 3,262 + 358,420

U.S. Treasury securities 832,121 + 10,965 + 58,635

Bills2 18,423 0 0

Notes and bonds, nominal2 765,851 + 10,950 + 61,188

Notes and bonds, inflation-indexed2 42,318 0 - 2,325

Inflation compensation3 5,529 + 15 - 229

Federal agency debt securities2 150,743 - 1,439 + 10,902

Mortgage-backed securities4 1,065,751 - 12,788 + 288,883

Repurchase agreements5 0 0 0

Term auction credit 0 0 - 155,440

Other loans 48,284 - 1,054 - 59,171

Net portfolio holdings of Commercial Paper

Funding Facility LLC6 0 0 - 39,429

Net portfolio holdings of Maiden Lane LLC7 27,886 - 633 + 1,488

Net portfolio holdings of Maiden Lane II LLC8 15,684 + 8 + 1,208

Net portfolio holdings of Maiden Lane III LLC9 22,844 + 10 + 2,607

Net portfolio holdings of TALF LLC10 601 0 + 601

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC11 26,057 0 + 26,057

Items in process of collection (95) 351 - 102 - 185

Bank premises 2,225 + 1 0

Central bank liquidity swaps12 560 + 500 - 41,077

Other assets13 96,835 - 203 + 8,856

Total assets (95) 2,308,326 - 4,693 + 104,058

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)

Millions of dollars

Eliminations from

consolidation

Wednesday

Oct 20, 2010

Change since

Wednesday

Oct 13, 2010

Wednesday

Oct 21, 2009

Assets, liabilities, and capital

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 921,378 - 1,202 + 46,055

Reverse repurchase agreements14 58,560 - 1,413 - 5,048

Deposits (0) 1,254,670 - 560 + 53,613

Term deposits held by depository institutions 5,113 0 + 5,113

Other deposits held by depository institutions 995,033 - 33,738 - 64,536

U.S. Treasury, general account 52,223 + 36,586 - 21,507

U.S. Treasury, supplementary financing account 199,962 0 + 134,982

Foreign official 1,656 + 441 - 111

Other (0) 682 - 3,849 - 329

Deferred availability cash items (95) 2,093 - 1,237 - 491

Other liabilities and accrued dividends15 15,126 + 105 + 4,612

Total liabilities (95) 2,251,827 - 4,307 + 98,741

Capital accounts

Capital paid in 26,701 + 6 + 1,779

Surplus 25,892 + 6 + 4,494

Other capital accounts 3,905 - 398 - 957

Total capital 56,499 - 385 + 5,317

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. Includes the book value of the commercial paper, net of amortized costs and related fees, and other investments held by the Commercial Paper

Funding Facility LLC.

7. Refer to table 4 and the note on consolidation accompanying table 10.

8. Refer to table 5 and the note on consolidation accompanying table 10.

9. Refer to table 6 and the note on consolidation accompanying table 10.

10.Refer to table 7 and the note on consolidation accompanying table 10.

11.Refer to table 8.

12.Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to

the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign

central bank.

13.Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, accrued dividends on the Federal

Reserve Bank of New York’s (FRBNY) preferred interests in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit

extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.

14.Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

15.Includes the liabilities of 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 7 and

the note on consolidation accompanying table 10.
H.4.1

10. Statement of Condition of Each Federal Reserve Bank, October 20, 2010Millions of dollars

Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minn

Assets, liabilities, and capital

Assets

Gold certificate account 11,037 369 4,038 404 463 846 1,385 887 324 Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 Coin 2,146 64 77 168 158 317 202 328 34 Securities, repurchase agreements,

term auction credit, and otherloans 2,096,899 51,844 884,168 47,851 69,603 233,315 193,860 154,443 52,770 

Securities held outright1 2,048,615 51,844 835,943 47,841 69,603 233,315 193,856 154,438 52,769 

U.S. Treasury securities 832,121 21,058 339,549 19,432 28,272 94,770 78,742 62,731 21,434 

Bills2 18,423 466 7,517 430 626 2,098 1,743 1,389 475 Notes and bonds3 813,698 20,592 332,032 19,002 27,646 92,671 76,998 61,342 20,959 

Federal agency debt securities2 150,743 3,815 61,511 3,520 5,122 17,168 14,264 11,364 3,883 

Mortgage-backed securities4 1,065,751 26,971 434,883 24,888 36,210 121,378 100,849 80,343 27,452 

Repurchase agreements5 0 0 0 0 0 0 0 0 0 Term auction credit 0 0 0 0 0 0 0 0 0 Other loans 48,284 0 48,225 10 0 0 4 6 1 

Net portfolio holdings of Commercial

Paper Funding Facility LLC6 0 0 0 0 0 0 0 0 0 

Net portfolio holdings of Maiden

Lane LLC7 27,886 0 27,886 0 0 0 0 0 0 

Net portfolio holdings of Maiden

Lane II LLC8 15,684 0 15,684 0 0 0 0 0 0 

Net portfolio holdings of Maiden

Lane III LLC9 22,844 0 22,844 0 0 0 0 0 0 

Net portfolio holdings of TALF LLC10 601 0 601 0 0 0 0 0 0 

Preferred interests in AIA Aurora LLC

and ALICO Holdings LLC11 26,057 0 26,057 0 0 0 0 0 0 

Items in process of collection 446 13 0 69 122 7 67 40 17 Bank premises 2,225 127 255 69 141 239 218 210 135 Central bank liquidity swaps12 560 21 163 61 42 156 35 14 5 Other assets13 96,835 2,780 36,385 4,574 4,372 15,444 8,248 5,880 2,072 Interdistrict settlement account 0 + 2,608 + 127,864 + 25,430 - 19,218 - 14,636 - 41,686 - 35,125 - 12,846 - 

Total assets 2,308,420 58,022 1,147,840 78,836 55,921 236,099 162,981 127,101 42,661 

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

10. Statement of Condition of Each Federal Reserve Bank, October 20, 2010 (continued)Millions of dollars

Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minn

Assets, liabilities, and capital

Liabilities

Federal Reserve notes outstanding 1,130,880 40,920 388,106 45,701 45,941 89,336 144,286 87,372 32,796 

Less: Notes held by F.R. Banks 209,502 4,236 83,124 5,521 8,350 14,149 27,203 12,848 4,523 

Federal Reserve notes, net 921,378 36,684 304,983 40,180 37,591 75,188 117,083 74,524 28,273 

Reverse repurchase agreements14 58,560 1,482 23,896 1,368 1,990 6,669 5,541 4,415 1,508 

Deposits 1,254,670 17,675 791,694 31,130 11,672 140,674 36,465 46,159 12,148 

Term deposits held by depository

institutions 5,113 50 3,573 0 10 63 2 103 28 

Other deposits held by depository

institutions 995,033 17,614 534,066 31,126 11,658 140,456 36,461 45,787 12,118 

U.S. Treasury, general account 52,223 0 52,223 0 0 0 0 0 0 U.S. Treasury, supplementary

financing account 199,962 0 199,962 0 0 0 0 0 0 

Foreign official 1,656 1 1,628 4 3 11 2 1 0 Other 682 10 241 0 1 144 0 268 2 

Deferred availability cash items 2,188 90 0 224 512 92 118 161 58 Other liabilities and accrued

dividends15 15,126 202 11,363 242 263 752 519 424 187 

Total liabilities 2,251,922 56,133 1,131,935 73,145 52,027 223,375 159,726 125,683 42,174 Capital

Capital paid in 26,701 916 7,665 2,829 1,924 5,434 1,552 663 215 Surplus 25,892 946 7,687 2,804 1,911 7,141 1,581 621 239 Other capital 3,905 28 553 57 60 149 122 134 33 

Total liabilities and capital 2,308,420 58,022 1,147,840 78,836 55,921 236,099 162,981 127,101 42,661 

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

10. Statement of Condition of Each Federal Reserve Bank, October 20, 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 securitie4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mort5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.6. Includes the book value of the commercial paper, net of amortized costs and related fees, and other investments held by the Commercial Paper Funding Facilit7. 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 7 and the note on consolidation below.11.Refer to table 8.12.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 centr

equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.

13.Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, accrued dividends on the Federal Reserve Bank o

preferred interests in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through thLoan Facility.

14.Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.15.Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New Y

that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 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 Resewas extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contractwas extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio 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 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 FacilitThe 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 respoTALF 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 Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNcondition 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 (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 LLCsin this table (and table 1 and table 9).
H.4.1

11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents’ Accounts

Millions of dollars

Wednesday

Oct 20, 2010 Federal Reserve notes and collateral

Federal Reserve notes outstanding 1,130,880

Less: Notes held by F.R. Banks not subject to collateralization 209,502

Federal Reserve notes to be collateralized 921,378

Collateral held against Federal Reserve notes 921,378

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 905,141

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 2,048,615

Less: Face value of securities under reverse repurchase agreements

 

56,976

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 1,991,639

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.