FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                           September 30, 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   Sep 29, 2010
Federal Reserve Banks                                     Sep 29, 2010 Sep 22, 2010 Sep 30, 2009
 
Reserve Bank credit                                        2,287,672   +    1,154   +  167,399    2,281,327
  Securities held outright (1)                             2,049,195   +    1,749   +  460,821    2,044,313
    U.S. Treasury securities                                 808,932   +    7,730   +   42,804      811,669
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           743,219   +    7,641   +   45,789      745,442
      Notes and bonds, inflation-indexed (2)                  41,847   +       79   -    2,741       42,318
      Inflation compensation (3)                               5,443   +       10   -      245        5,486
    Federal agency debt securities (2)                       154,105   -       59   +   24,055      154,105
    Mortgage-backed securities (4)                         1,086,158   -    5,921   +  393,962    1,078,539
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  178,379            0
  Other loans                                                 50,630   -    1,859   -   59,205       49,773
    Primary credit                                                25   +        5   -   27,952           99
    Secondary credit                                               0            0   -      503            0
    Seasonal credit                                               72   -        5   -       45           77
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -       79            0
    Credit extended to American International
       Group, Inc., net (6)                                   19,309   -      648   -   18,997       18,904
    Term Asset-Backed Securities Loan Facility (7)            31,224   -    1,210   -   11,630       30,694
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      0            0   -   41,928            0
  Net portfolio holdings of Maiden Lane LLC (9)               28,447   +        8   +    2,248       28,470
  Net portfolio holdings of Maiden Lane II LLC (10)           15,831   +       11   +    1,156       15,875
  Net portfolio holdings of Maiden Lane III LLC (11)          23,031   +        9   +    2,475       23,040
  Net portfolio holdings of TALF LLC (12)                        601   +       18   +      601          601
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (13)                                        25,733            0   +   25,733       25,733
  Float                                                       -1,623   +       28   +      188       -1,823
  Central bank liquidity swaps (14)                               61            0   -   56,695           61
  Other Federal Reserve assets (15)                           95,766   +    1,188   +   10,385       95,284
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0            0        5,200
Treasury currency outstanding (16)                            43,378   +       14   +      814       43,378

Total factors supplying reserve funds                      2,347,291   +    1,168   +  168,214    2,340,946
 
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   Sep 29, 2010
Federal Reserve Banks                                     Sep 29, 2010 Sep 22, 2010 Sep 30, 2009
 
Currency in circulation (16)                                 951,895   +      828   +   39,917      954,794
Reverse repurchase agreements (17)                            62,529   +      605   -    7,235       67,370
  Foreign official and international accounts                 62,529   +      605   -    7,235       67,370
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           230   -       14   -       58          237
Deposits with F.R. Banks, other than reserve balances        264,631   -   20,436   +   52,102      265,089
  Term deposits held by depository institutions                2,119            0   +    2,119        2,119
  U.S. Treasury, general account                              57,576   -   19,801   +   19,666       57,829
  U.S. Treasury, supplementary financing account             199,961   +        1   +   35,016      199,961
  Foreign official                                             2,192   -      586   -       78        2,411
  Service-related                                              2,408   -       19   -      994        2,408
    Required clearing balances                                 2,408   -       19   -      994        2,408
    Adjustments to compensate for float                            0            0            0            0
  Other                                                          374   -       32   -    3,628          360
Other liabilities and capital (18)                            72,818   +      440   +   12,693       71,736

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,352,104   -   18,576   +   97,420    1,359,225

Reserve balances with Federal Reserve Banks                  995,187   +   19,745   +   70,794      981,721
 
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   Sep 29, 2010
Memorandum item                                           Sep 29, 2010 Sep 22, 2010 Sep 30, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,229,518   +   16,111   +  374,578    3,237,941
  U.S. Treasury securities                                 2,479,509   +   16,199   +  391,583    2,485,405
  Federal agency securities (2)                              750,009   -       88   -   17,006      752,536
Securities lent to dealers                                     7,371   +      713   -    1,675        8,292
  Overnight facility (3)                                       7,371   +      713   -    1,675        8,292
    U.S. Treasury securities                                   5,783   +      595   -    3,038        6,708
    Federal agency debt securities                             1,588   +      118   +    1,362        1,584
  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, other zero-coupon bonds, and mortgage-backed
   securities at face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.
4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency
   securities, and other highly rated debt securities.

 
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, September 29, 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)                              169            7            0       49,598            0           ...       49,773
U.S. Treasury securities (2)
  Holdings                                15,635       15,607       51,827      354,844      232,855       140,901      811,669
  Weekly changes                      -    3,520   +    3,520            0   +    4,636   +    1,627    +      299   +    6,562
Federal agency debt securities (3)
  Holdings                                 1,923        4,722       39,192       73,175       32,746         2,347      154,105
  Weekly changes                      +    1,923   -    1,923            0            0            0             0            0
Mortgage-backed securities (4)
  Holdings                                     0            0            0           28           20     1,078,491    1,078,539
  Weekly changes                               0            0            0   -        1   -        1    -   13,332   -   13,334
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)              61            0            0            0            0             0           61

Reverse repurchase agreements (6)         67,370            0          ...          ...          ...           ...       67,370
Term deposits                              2,119            0            0          ...          ...           ...        2,119
 
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                                                                                                           Sep 29, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,078,539

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                                                                                                           Sep 29, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             28,470

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 27,639
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         566
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,297
 
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   
Account name                                                                                                           Sep 29, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,875

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 13,656
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         408
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,062
 
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.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Sep 29, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         23,040

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,638
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         499
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,321
 
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   
Account name                                                                                                           Sep 29, 2010 
 
Asset-backed securities holdings (1)                                                                                           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 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                                                                                                           Sep 29, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          25,733
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                        321

Preferred interests in AIA Aurora LLC (1)                                                                                 16,469
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                               205

Preferred interests in ALICO Holdings LLC (1)                                                                              9,264
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                           115
 
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   Sep 29, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Sep 22, 2010 Sep 30, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0            0
  Coin                                                                       2,111    +        4   +      130
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,094,086    -    8,261   +  212,676
    Securities held outright (1)                                         2,044,313    -    6,772   +  451,612
      U.S. Treasury securities                                             811,669    +    6,562   +   42,509
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       745,442    +    5,960   +   44,974
        Notes and bonds, inflation-indexed (2)                              42,318    +      550   -    2,270
        Inflation compensation (3)                                           5,486    +       52   -      195
      Federal agency debt securities (2)                                   154,105             0   +   22,929
      Mortgage-backed securities (4)                                     1,078,539    -   13,334   +  386,174
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  178,379
    Other loans                                                             49,773    -    1,489   -   60,557
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    0             0   -   41,029
  Net portfolio holdings of Maiden Lane LLC (7)                             28,470    +       27   +    2,209
  Net portfolio holdings of Maiden Lane II LLC (8)                          15,875    +       51   +    1,124
  Net portfolio holdings of Maiden Lane III LLC (9)                         23,040    +       10   +    2,474
  Net portfolio holdings of TALF LLC (10)                                      601             0   +      601
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      25,733             0   +   25,733
  Items in process of collection                             (90)              365    +       72   +      126
  Bank premises                                                              2,229    +        2   -        5
  Central bank liquidity swaps (12)                                             61             0   -   56,695
  Other assets (13)                                                         93,065    -      441   +   10,372

Total assets                                                 (90)        2,301,873    -    8,534   +  157,716
 
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   Sep 29, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Sep 22, 2010 Sep 30, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         913,760    +    3,137   +   40,263
  Reverse repurchase agreements (14)                                        67,370    +    7,268   -    1,543
  Deposits                                                    (0)        1,246,820    -   18,589   +  107,651
    Term deposits held by depository institutions                            2,119             0   +    2,119
    Other deposits held by depository institutions                         984,139    +    1,646   +  136,054
    U.S. Treasury, general account                                          57,829    -   19,667   -   50,495
    U.S. Treasury, supplementary financing account                         199,961    +        1   +   35,016
    Foreign official                                                         2,411    -      528   +      498
    Other                                                     (0)              360    -       43   -   15,542
  Deferred availability cash items                           (90)            2,188    +      121   -      585
  Other liabilities and accrued dividends (15)                              14,938    -      126   +    6,239

Total liabilities                                            (90)        2,245,075    -    8,190   +  152,023

Capital accounts
  Capital paid in                                                           26,686             0   +    1,768
  Surplus                                                                   25,875    +        7   +    4,502
  Other capital accounts                                                     4,237    -      350   -      577

Total capital                                                               56,798    -      344   +    5,693
 
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, September 29, 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                                           2,111          63          71         170         154         311         202         322          32          59         152         222         354
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,094,086      51,735     883,786      47,759      69,457     232,826     193,463     154,173      52,678      28,012      70,143      85,853     224,203
    Securities held outright (1)             2,044,313      51,735     834,188      47,741      69,457     232,825     193,448     154,113      52,658      27,986      70,128      85,842     224,192
      U.S. Treasury securities                 811,669      20,541     331,204      18,955      27,577      92,440      76,806      61,189      20,907      11,112      27,844      34,082      89,013
        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)                    793,246      20,074     323,687      18,525      26,951      90,342      75,063      59,800      20,433      10,859      27,212      33,309      86,992
      Federal agency debt securities (2)       154,105       3,900      62,883       3,599       5,236      17,551      14,583      11,617       3,969       2,110       5,286       6,471      16,900
      Mortgage-backed securities (4)         1,078,539      27,294     440,101      25,187      36,644     122,834     102,060      81,307      27,781      14,765      36,998      45,288     118,279
    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                                 49,773           0      49,598          18           0           0          15          60          20          26          15          11          11
  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)                               28,470           0      28,470           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            15,875           0      15,875           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           23,040           0      23,040           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          601           0         601           0           0           0           0           0           0           0           0           0           0
  Preferred interests in AIA Aurora LLC
     and ALICO Holdings LLC (11)                25,733           0      25,733           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   455          10           0          80          98          11          93          51          40          10          15          26          20
  Bank premises                                  2,229         124         260          69         142         239         218         211         135         108         265         247         212
  Central bank liquidity swaps (12)                 61           2          18           7           5          17           4           1           1           2           0           1           4
  Other assets (13)                             93,065       2,663      35,195       4,409       4,197      14,849       7,881       5,602       1,966       1,658       2,496       3,165       8,984
  Interdistrict settlement account                   0   +   5,860   + 110,514   +  26,078   -  21,001   +  13,361   -  45,932   -  30,223   -  14,868   -   4,052   -  15,263   -     710   -  23,763

Total assets                                 2,301,963      61,022   1,129,419      79,184      53,753     262,871     157,967     131,447      40,457      26,090      58,257      89,738     211,758
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
10. Statement of Condition of Each Federal Reserve Bank, September 29, 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          1,133,779      40,891     389,563      45,787      46,173      89,643     143,971      87,878      32,987      20,220      33,896      76,746     126,025
    Less: Notes held by F.R. Banks             220,019       4,212      90,404       5,249       9,118      14,632      29,092      13,274       4,591       6,109       3,409      12,448      27,483
      Federal Reserve notes, net               913,760      36,679     299,159      40,538      37,055      75,012     114,879      74,604      28,396      14,111      30,487      64,298      98,542
  Reverse repurchase agreements (14)            67,370       1,705      27,490       1,573       2,289       7,673       6,375       5,079       1,735         922       2,311       2,829       7,388
  Deposits                                   1,246,820      20,469     775,530      30,917       9,752     166,552      32,818      49,739       9,572       8,727      24,711      21,401      96,633
    Term deposits held by depository
       institutions                              2,119          27         886           0          15          96         161         506           0           6          34          62         327
    Other deposits held by depository
       institutions                            984,139      20,393     514,250      30,912       9,733     166,388      32,655      49,218       9,563       8,720      24,675      21,338      96,295
    U.S. Treasury, general account              57,829           0      57,829           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                             2,411           1       2,383           4           3          11           2           1           0           1           0           1           3
    Other                                          360          48         221           0           1          58           0          14           8           0           1           0           9
  Deferred availability cash items               2,278          68           0         196         483          86         103         171          83         551          91          91         354
  Other liabilities and accrued
     dividends (15)                             14,938         196      11,210         235         260         747         528         421         182         140         192         266         562

Total liabilities                            2,245,165      59,116   1,113,389      73,458      49,839     250,069     154,704     130,013      39,968      24,452      57,792      88,885     203,479

Capital
  Capital paid in                               26,686         916       7,666       2,831       1,924       5,435       1,551         668         215         807         211         399       4,063
  Surplus                                       25,875         946       7,670       2,804       1,911       7,141       1,581         621         239         712         210         353       1,688
  Other capital                                  4,237          44         694          91          79         226         131         145          34         120          44         101       2,527

Total liabilities and capital                2,301,963      61,022   1,129,419      79,184      53,753     262,871     157,967     131,447      40,457      26,090      58,257      89,738     211,758
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

10. Statement of Condition of Each Federal Reserve Bank, September 29, 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                                                       Sep 29, 2010 
 
Federal Reserve notes outstanding                                                          1,133,779
  Less: Notes held by F.R. Banks not subject to collateralization                            220,019
    Federal Reserve notes to be collateralized                                               913,760
Collateral held against Federal Reserve notes                                                913,760
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   897,523
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,044,313
  Less: Face value of securities under reverse repurchase agreements                          65,466
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,978,847
 
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.