For release at
4:30 P.M. EDT
October 28, 2010

The weekly average values, shown in table 1, reflect the September 30, 2010, quarterly
updates to the fair value of the net portfolio holdings of Maiden Lane LLC, Maiden Lane II
LLC, and Maiden Lane III LLC.  The amounts for the first six days of this reporting week are
based on the values as of June 30, 2010, and the amounts for the last day of the reporting
week are based on the values as of September 30, 2010.

FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                             October 28, 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   Oct 27, 2010
Federal Reserve Banks                                     Oct 27, 2010 Oct 20, 2010 Oct 28, 2009
 
Reserve Bank credit                                        2,282,738   -    1,039   +  128,380    2,277,972
  Securities held outright (1)                             2,043,901   -      841   +  351,724    2,038,566
    U.S. Treasury securities                                 834,277   +    9,313   +   59,725      837,848
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           767,275   +    8,575   +   61,562      770,841
      Notes and bonds, inflation-indexed (2)                  42,978   +      660   -    1,665       42,978
      Inflation compensation (3)                               5,600   +       77   -      174        5,606
    Federal agency debt securities (2)                       150,179   -    1,725   +    8,578      149,681
    Mortgage-backed securities (4)                         1,059,445   -    8,429   +  283,420    1,051,037
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  139,245            0
  Other loans                                                 47,844   -      738   -   59,786       47,564
    Primary credit                                                24   -        8   -   22,554           47
    Secondary credit                                               0            0   -      375            0
    Seasonal credit                                               32   -       13   -       42           29
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0            0            0
    Credit extended to American International
       Group, Inc., net (6)                                   19,273   -      334   -   23,513       19,220
    Term Asset-Backed Securities Loan Facility (7)            28,516   -      383   -   13,302       28,268
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      0            0   -   32,256            0
  Net portfolio holdings of Maiden Lane LLC (9)               27,970   +       17   +    1,589       28,469
  Net portfolio holdings of Maiden Lane II LLC (10)           15,796   +      119   +    1,101       16,472
  Net portfolio holdings of Maiden Lane III LLC (11)          22,942   +      107   +    2,286       23,532
  Net portfolio holdings of TALF LLC (12)                        622   +       21   +      622          622
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (13)                                        26,057            0   +   26,057       26,057
  Float                                                       -1,522   +      183   +      954       -1,782
  Central bank liquidity swaps (14)                               60   -      500   -   33,255           60
  Other Federal Reserve assets (15)                           99,067   +      592   +    8,589       98,412
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0            0        5,200
Treasury currency outstanding (16)                            43,434   +       14   +      829       43,434

Total factors supplying reserve funds                      2,342,413   -    1,025   +  129,209    2,337,646
 
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   Oct 27, 2010
Federal Reserve Banks                                     Oct 27, 2010 Oct 20, 2010 Oct 28, 2009
 
Currency in circulation (16)                                 961,367   -      378   +   47,611      963,387
Reverse repurchase agreements (17)                            56,889   -    4,807   -    8,848       55,552
  Foreign official and international accounts                 55,276   -    5,532   -   10,461       55,552
  Others                                                       1,613   +      724   +    1,613            0
Treasury cash holdings                                           221   -       14   -       63          188
Deposits with F.R. Banks, other than reserve balances        248,330   -   15,722   +  161,838      237,066
  Term deposits held by depository institutions                5,113            0   +    5,113        5,113
  U.S. Treasury, general account                              37,919   -   12,015   -    5,322       27,229
  U.S. Treasury, supplementary financing account             199,961   -        1   +  169,969      199,961
  Foreign official                                             2,178   +      798   -      119        1,701
  Service-related                                              2,396   -        3   -      837        2,396
    Required clearing balances                                 2,396   -        3   -      837        2,396
    Adjustments to compensate for float                            0            0            0            0
  Other                                                          762   -    4,503   -    6,968          665
Other liabilities and capital (18)                            72,416   -       92   +   10,879       73,215

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,339,224   -   21,012   +  211,417    1,329,407

Reserve balances with Federal Reserve Banks                1,003,189   +   19,987   -   82,209    1,008,239
 
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.

 
1A. Memorandum Items
Millions of dollars
                                                                Averages of daily figures         Wednesday  
                                                           Week ended   Change from week ended   Oct 27, 2010
Memorandum item                                           Oct 27, 2010 Oct 20, 2010 Oct 28, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,294,073   +   12,942   +  395,488    3,300,448
  U.S. Treasury securities                                 2,562,177   +   14,825   +  426,267    2,569,752
  Federal agency securities (2)                              731,896   -    1,883   -   30,779      730,696
Securities lent to dealers                                     5,452   -      363   -      856        4,608
  Overnight facility (3)                                       5,452   -      363   -      856        4,608
    U.S. Treasury securities                                   4,288   -       51   -    1,361        3,508
    Federal agency debt securities                             1,164   -      312   +      505        1,100
  Term facility (4)                                                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 27, 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    
 
Other loans (1)                               76            0            0       47,488            0           ...       47,564
U.S. Treasury securities (2)
  Holdings                                12,096       21,821       48,852      362,505      246,571       146,003      837,848
  Weekly changes                      -    5,938   +    5,938   +        1   +    2,594   +      363    +    2,769   +    5,727
Federal agency debt securities (3)
  Holdings                                     0        5,057       36,956       73,522       31,799         2,347      149,681
  Weekly changes                      -    1,062   +    1,261   -    1,261            0            0             0   -    1,062
Mortgage-backed securities (4)
  Holdings                                     0            0            0           27           21     1,050,990    1,051,037
  Weekly changes                               0            0            0            0            0    -   14,712   -   14,714
Asset-backed securities held by
   TALF LLC (5)                                0            0            0            0            0             0            0
Repurchase agreements (6)                      0            0          ...          ...          ...           ...            0
Central bank liquidity swaps (7)              60            0            0            0            0             0           60

Reverse repurchase agreements (6)         55,552            0          ...          ...          ...           ...       55,552
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.

 
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Oct 27, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,051,037

Commitments to buy mortgage-backed securities (2)                                                                              0
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                  0
 
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   
Account name                                                                                                           Oct 27, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             28,469

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 26,973
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         582
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,302
 
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
   September 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   
Account name                                                                                                           Oct 27, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          16,472

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 13,452
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         421
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,065
 
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
   September 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.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Oct 27, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         23,532

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,290
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         513
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,335
 
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
   September 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   
Account name                                                                                                           Oct 27, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       622
Net portfolio holdings of TALF LLC                                                                                           622

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)                                        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.

 
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   
Account name                                                                                                           Oct 27, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          26,057
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                         96

Preferred interests in AIA Aurora LLC (1)                                                                                 16,676
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                                62

Preferred interests in ALICO Holdings LLC (1)                                                                              9,380
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            35
 
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.

 
9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Oct 27, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Oct 20, 2010 Oct 28, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0            0
  Coin                                                                       2,188    +       42   +      125
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,086,130    -   10,769   +  147,478
    Securities held outright (1)                                         2,038,566    -   10,049   +  348,338
      U.S. Treasury securities                                             837,848    +    5,727   +   63,287
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       770,841    +    4,990   +   65,128
        Notes and bonds, inflation-indexed (2)                              42,978    +      660   -    1,665
        Inflation compensation (3)                                           5,606    +       77   -      177
      Federal agency debt securities (2)                                   149,681    -    1,062   +    8,080
      Mortgage-backed securities (4)                                     1,051,037    -   14,714   +  276,971
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  139,245
    Other loans                                                             47,564    -      720   -   61,615
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    0             0   -   19,023
  Net portfolio holdings of Maiden Lane LLC (7)                             28,469    +      583   +    2,187
  Net portfolio holdings of Maiden Lane II LLC (8)                          16,472    +      788   +      465
  Net portfolio holdings of Maiden Lane III LLC (9)                         23,532    +      688   +      365
  Net portfolio holdings of TALF LLC (10)                                      622    +       21   +      622
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      26,057             0   +   26,057
  Items in process of collection                             (85)              284    -       67   -      131
  Bank premises                                                              2,226    +        1   -        3
  Central bank liquidity swaps (12)                                             60    -      500   -   32,870
  Other assets (13)                                                         96,157    -      678   +    8,489

Total assets                                                 (85)        2,298,434    -    9,892   +  133,761
 
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 from  Wednesday         Change since       
                                                        consolidation   Oct 27, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Oct 20, 2010 Oct 28, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         922,325    +      947   +   47,487
  Reverse repurchase agreements (14)                                        55,552    -    3,008   -    8,894
  Deposits                                                    (0)        1,245,275    -    9,395   +   86,700
    Term deposits held by depository institutions                            5,113             0   +    5,113
    Other deposits held by depository institutions                       1,010,605    +   15,572   -   72,842
    U.S. Treasury, general account                                          27,229    -   24,994   -    3,334
    U.S. Treasury, supplementary financing account                         199,961    -        1   +  169,969
    Foreign official                                                         1,701    +       45   -    1,714
    Other                                                     (0)              665    -       17   -   10,493
  Deferred availability cash items                           (85)            2,066    -       27   -      320
  Other liabilities and accrued dividends (15)                              15,902    +      776   +    3,991

Total liabilities                                            (85)        2,241,120    -   10,707   +  128,965

Capital accounts
  Capital paid in                                                           26,715    +       14   +    1,772
  Surplus                                                                   25,898    +        6   +    4,492
  Other capital accounts                                                     4,700    +      795   -    1,468

Total capital                                                               57,313    +      814   +    4,796
 
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.


 
10. Statement of Condition of Each Federal Reserve Bank,   October 27, 2010
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Assets
  Gold certificate account                      11,037         369       4,038         404         463         846       1,385         887         324         203         296         652       1,170
  Special drawing rights certificate acct.       5,200         196       1,818         210         237         412         654         424         150          90         153         282         574
  Coin                                           2,188          69          78         174         162         320         203         332          35          61         157         232         365
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,086,130      51,590     879,335      47,611      69,262     232,171     192,906     153,682      52,511      27,918      69,941      85,605     223,599
    Securities held outright (1)             2,038,566      51,589     831,843      47,606      69,262     232,171     192,905     153,680      52,510      27,908      69,931      85,600     223,562
      U.S. Treasury securities                 837,848      21,203     341,886      19,566      28,466      95,422      79,284      63,162      21,581      11,470      28,742      35,182      91,884
        Bills (2)                               18,423         466       7,517         430         626       2,098       1,743       1,389         475         252         632         774       2,020
        Notes and bonds (3)                    819,425      20,737     334,369      19,136      27,841      93,324      77,540      61,773      21,107      11,218      28,110      34,408      89,863
      Federal agency debt securities (2)       149,681       3,788      61,078       3,495       5,086      17,047      14,164      11,284       3,856       2,049       5,135       6,285      16,415
      Mortgage-backed securities (4)         1,051,037      26,598     428,879      24,545      35,710     119,702      99,457      79,234      27,073      14,388      36,055      44,134     115,263
    Repurchase agreements (5)                        0           0           0           0           0           0           0           0           0           0           0           0           0
    Term auction credit                              0           0           0           0           0           0           0           0           0           0           0           0           0
    Other loans                                 47,564           1      47,492           5           0           0           2           2           1          10          10           5          37
  Net portfolio holdings of Commercial
     Paper Funding Facility LLC (6)                  0           0           0           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane LLC (7)                               28,469           0      28,469           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            16,472           0      16,472           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           23,532           0      23,532           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          622           0         622           0           0           0           0           0           0           0           0           0           0
  Preferred interests in AIA Aurora LLC
     and ALICO Holdings LLC (11)                26,057           0      26,057           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   369          10           0          60         112           7          37          39          19          10          15          34          25
  Bank premises                                  2,226         126         256          69         142         238         218         210         135         108         265         247         213
  Central bank liquidity swaps (12)                 60           2          17           7           4          17           4           1           1           2           0           1           4
  Other assets (13)                             96,157       2,759      36,138       4,538       4,343      15,317       8,196       5,841       2,059       1,717       2,603       3,297       9,349
  Interdistrict settlement account                   0   +   3,436   + 119,608   +  25,180   -  20,306   -  11,424   -  39,715   -  30,017   -  12,479   -   1,853   -  14,573   -     508   -  17,349

Total assets                                 2,298,518      58,557   1,136,439      78,252      54,419     237,902     163,888     131,400      42,755      28,255      58,858      89,841     217,951
 
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,   October 27, 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          1,130,012      40,938     387,877      45,645      45,985      89,400     143,821      87,316      32,792      20,154      33,639      76,547     125,897
    Less: Notes held by F.R. Banks             207,687       4,353      82,325       5,373       8,336      14,154      26,785      12,640       4,560       5,884       3,462      11,836      27,978
      Federal Reserve notes, net               922,325      36,585     305,552      40,272      37,649      75,246     117,036      74,676      28,231      14,270      30,177      64,712      97,919
  Reverse repurchase agreements (14)            55,552       1,406      22,668       1,297       1,887       6,327       5,257       4,188       1,431         760       1,906       2,333       6,092
  Deposits                                   1,245,275      18,419     779,112      30,560      10,284     142,854      37,748      50,563      12,371      11,016      26,004      21,593     104,753
    Term deposits held by depository
       institutions                              5,113          50       3,573           0          10          63           2         103          28           2          18           5       1,260
    Other deposits held by depository
       institutions                          1,010,605      18,358     546,443      30,555      10,270     142,649      37,743      50,192      12,336      11,013      25,984      21,587     103,475
    U.S. Treasury, general account              27,229           0      27,229           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, supplementary
       financing account                       199,961           0     199,961           0           0           0           0           0           0           0           0           0           0
    Foreign official                             1,701           1       1,672           4           3          11           2           1           0           1           0           1           3
    Other                                          665          10         234           0           1         131           0         266           6           0           1           0          15
  Deferred availability cash items               2,151          68           0         223         464          92         102         142          58         445          92          97         369
  Other liabilities and accrued
     dividends (15)                             15,902         197      12,171         242         265         750         517         416         182         142         187         265         567

Total liabilities                            2,241,205      56,674   1,119,504      72,593      50,550     225,269     160,659     129,984      42,273      26,634      58,365      88,999     209,700

Capital
  Capital paid in                               26,715         916       7,666       2,831       1,924       5,434       1,552         671         215         807         229         400       4,070
  Surplus                                       25,898         946       7,693       2,804       1,911       7,141       1,581         621         239         712         210         353       1,688
  Other capital                                  4,700          21       1,577          24          34          57          96         124          29         103          54          89       2,492

Total liabilities and capital                2,298,518      58,557   1,136,439      78,252      54,419     237,902     163,888     131,400      42,755      28,255      58,858      89,841     217,951
 
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,   October 27, 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. 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 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 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 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 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 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 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
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                       Oct 27, 2010 
 
Federal Reserve notes outstanding                                                          1,130,012
  Less: Notes held by F.R. Banks not subject to collateralization                            207,687
    Federal Reserve notes to be collateralized                                               922,325
Collateral held against Federal Reserve notes                                                922,325
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   906,088
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,038,566
  Less: Face value of securities under reverse repurchase agreements                          54,154
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,984,412
 
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.