FEDERAL RESERVE statistical release

H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                             August 6, 2009
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                            Averages of daily figures
reserve balances of depository institutions at            Week ended   Change from week ended     Wednesday
Federal Reserve Banks                                     Aug 5, 2009 Jul 29, 2009  Aug 6, 2008  Aug 5, 2009

Reserve Bank credit                                       1,977,908   -   32,140   +1,087,368    1,973,599
  Securities held outright (1)                            1,354,082   +   10,191   +  874,791    1,356,282       
    U.S. Treasury securities                                704,357   +    9,039   +  225,066      705,331
      Bills (2)                                              18,423            0   -    3,317       18,423
      Notes and bonds, nominal (2)                          636,013   +    8,867   +  224,282      636,919
      Notes and bonds, inflation-indexed (2)                 44,566   +      128   +    4,734       44,588
      Inflation compensation (3)                              5,355   +       44   -      633        5,401
    Federal agency debt securities (2)                      106,837   +    2,771   +  106,837      108,066
    Mortgage-backed securities (4)                          542,888   -    1,619   +  542,888      542,885
  Repurchase agreements (5)                                       0            0   -  110,500            0
  Term auction credit                                       233,651   -    3,978   +   83,651      233,598  
  Other loans                                               107,842   -      689   +   90,379      105,737
    Primary credit                                           35,090   +    1,287   +   17,720       33,187
    Secondary credit                                            249   +      144   +      249          870
    Seasonal credit                                              89   +        1   -        4           99
    Primary dealer and other broker-dealer credit (6)             0            0            0            0
    Asset-Backed Commercial Paper Money Market
      Mutual Fund Liquidity Facility                            515   -      558   +      515          113
    Credit extended to American International
      Group, Inc., net (7)                                   41,616   -    1,438   +   41,616       41,335
    Term Asset-Backed Securities Loan Facility               30,284   -      124   +   30,284       30,132
    Other credit extensions                                       0            0            0            0
  Net portfolio holdings of Commercial Paper 
    Funding Facility LLC (8)                                 64,744   -   29,670   +   64,744       61,163
  Net portfolio holdings of LLCs funded through
    the Money Market Investor Funding Facility (9)                0            0            0            0
  Net portfolio holdings of Maiden Lane LLC (10)             25,899   -      130   -    3,206       25,949
  Net portfolio holdings of Maiden Lane II LLC (11)          15,145   -      527   +   15,145       15,147
  Net portfolio holdings of Maiden Lane III LLC (12)         21,165   +    1,999   +   21,165       21,304
  Float                                                      -1,933   -      155   -      746       -2,356
  Central bank liquidity swaps (13)                          77,389   -   10,349   +   15,389       76,271
  Other Federal Reserve assets (14)                          79,924   +    1,168   +   36,556       80,504
Gold stock                                                   11,041            0            0       11,041
Special drawing rights certificate account                    2,200            0            0        2,200
Treasury currency outstanding (15)                           42,429   -       54   +    3,753       42,417
       
Total factors supplying reserve funds                     2,033,578   -   32,194   +1,091,121    2,029,257

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                            Averages of daily figures
reserve balances of depository institutions at            Week ended   Change from week ended     Wednesday
Federal Reserve Banks                                     Aug 5, 2009 Jul 29, 2009  Aug 6, 2008  Aug 5, 2009

Currency in circulation (15)                                910,549   +    1,892   +   79,053      912,344
Reverse repurchase agreements (16)                           67,799   +    1,593   +   24,009       66,834
  Foreign official and international accounts                67,799   +    1,593   +   24,009       66,834
  Dealers                                                         0            0            0            0
Treasury cash holdings                                          300   -       32   -       15          290
Deposits with F.R. Banks, other than reserve balances       279,831   +   10,919   +  267,472      273,022       
  U.S. Treasury, general account                             70,812   +    9,406   +   65,932       61,522
  U.S. Treasury, supplementary financing account            199,935   -        1   +  199,935      199,935
  Foreign official                                            3,099   +    1,067   +    2,984        3,231
  Service-related                                             5,119   -       33   -    1,897        5,119
    Required clearing balances                                5,119   -       33   -    1,897        5,119
    Adjustments to compensate for float                           0            0            0            0
  Other                                                         867   +      481   +      519        3,214
Other liabilities and capital (17)                           57,064   +       19   +   12,925       57,256

Total factors, other than reserve balances,                                        
   absorbing reserve funds                                1,315,543   +   14,391   +  383,443    1,309,746

Reserve balances with Federal Reserve Banks                 718,034   -   46,586   +  707,676      719,511
                                                                
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
   to table 1A.  
2. Face value of the securities. 
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is 
   the remaining principal balance of the underlying mortgages.  
5. Cash value of agreements.
6. Includes credit extended through the Primary Dealer Credit Facility and credit extended to certain
   other broker-dealers.
7. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and 
   allowance for loan restructuring.  Excludes credit extended to consolidated LLCs.
8. Refer to table 7 and the note on consolidation accompanying table 10.
9. Refer to table 8 and the note on consolidation accompanying table 10.
10. Refer to table 4 and the note on consolidation accompanying table 10.
11. Refer to table 5 and the note on consolidation accompanying table 10.
12. Refer to table 6 and the note on consolidation accompanying table 10.
13. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when 
    the foreign currency is returned to the foreign central bank.  This exchange rate equals the market exchange 
    rate used when the foreign currency was acquired from the foreign central bank.
14. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
15. Estimated.
16. Cash value of agreements, which are collateralized by U.S. Treasury securities.
17. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market 
    Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III LLC to entities other 
    than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio 
    holdings of these LLCs.  Refer to table 4 through table 8 and the note on consolidation accompanying table 10.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.


1A. Memorandum Items 
Millions of dollars
                                                                   Averages of daily figures
Memorandum item                                           Week ended   Change from week ended     Wednesday
                                                          Aug 5, 2009 Jul 29, 2009  Aug 6, 2008  Aug 5, 2009

Marketable securities held in custody for foreign
      official and international accounts (1)             2,810,152   +   16,989   +  414,468    2,812,398
  U.S. Treasury securities                                2,023,277   +   22,104   +  604,434    2,027,710
  Federal agency securities (2)                             786,875   -    5,115   -  189,967      784,688
Securities lent to dealers                                   11,792   +      873   -  121,067       11,780   
  Overnight facility (3)                                      9,092   +      873   +    1,095        9,080
    U.S. Treasury securities                                  8,837   +      799   +      840        8,892
    Federal agency debt securities                              254   +       73   +      254          188
  Term facility (4)                                           2,700            0   -  122,162        2,700

Note: Components may not sum to totals because of rounding.

1. Face value of the securities.  Includes U.S. Treasury STRIPS, other zero-coupon bonds, and mortgage-backed 
   securities at face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.
4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency securities, and other highly rated debt securities. 






2. Maturity Distribution of Term Auction Credit, Other Loans, and Securities,     August 5, 2009
Millions of dollars

Remaining maturity                 Within 15  16 days to  91 days to  Over 1 year  Over 5 years  Over 10       All
                                      days     90 days      1 year     to 5 years   to 10 years   years 
Term auction credit                   55,457     178,140         ---          ---           ---        ---     233,598
Other loans (1)                       31,920       2,349            0      71,468             0        ---     105,737
U.S. Treasury securities (2) 
  Holdings                            24,068      14,820       64,561     282,516       184,669    134,697     705,331
  Weekly changes                  +    5,183  -    5,204   +      564  +    5,131    +      719 +    3,180  +    9,573
Federal agency debt securities (3) 
  Holdings                                 0         750       12,751      70,877        22,361      1,327     108,066
  Weekly changes                           0           0            0  +      993    +    1,158          0  +    2,151
Mortgage-backed securities (4)    
  Holdings                                 0           0            0           0             0    542,885     542,885
  Weekly changes                           0           0            0           0             0 -        3  -        3
Commercial paper held by
  Commercial Paper Funding 
  Facility LLC (5)                     8,085      48,912            0         ---           ---        ---      56,997
Money market instruments held by
  LLCs funded through the Money
  Market Investor Funding
  Facility (6)                             0           0            0         ---           ---        ---           0
Repurchase agreements (7)                  0           0          ---         ---           ---        ---           0
Central bank liquidity swaps (8)      59,176      17,095            0           0             0          0      76,271

Reverse repurchase agreements (7)     66,834           0          ---         ---           ---        ---      66,834
  
Note: Components may not sum to totals because of rounding.
---   Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Commercial Paper Funding Facility LLC, the 
   LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden 
   Lane III LLC.  The loans were eliminated when preparing the FRBNY's statement of condition consistent with 
   consolidation under generally accepted accounting principles.
2. Face value.  For inflation-indexed securities, includes the original face value and compensation that adjusts for 
   the effect of inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the remaining 
   principal balance of the underlying mortgages.
5. Face value of commercial paper held by Commercial Paper Funding Facility LLC.
6. Face value of money market instruments held by LLCs funded through the Money Market Investor Funding Facility.
7. Cash value of agreements.
8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign 
   currency is returned to the foreign central bank.  This exchange rate equals the market exchange rate used when the 
   foreign currency was acquired from the foreign central bank.


3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                  Wednesday
Account name                                                                                     Aug 5, 2009

Mortgage-backed securities held outright (1)                                                       542,885

Commitments to buy mortgage-backed securities (2)                                                  173,418
Commitments to sell mortgage-backed securities (2)                                                  19,180

Cash and cash equivalents (3)                                                                            9

1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
2. Current face value.  Generally settle within 180 days and include commitments associated with outright
   transactions as well as dollar rolls.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.


4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                  Wednesday
Account name                                                                                     Aug 5, 2009
         
Net portfolio holdings of Maiden Lane LLC (1)                                                       25,949

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)           28,820
Accrued interest payable to the Federal Reserve Bank of New York (2)                                   354
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)        1,223
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if
   the transaction were to be conducted in an orderly market on the measurement date.  Revalued quarterly. 
   This table reflects valuations as of      June 30, 2009.  Any assets purchased after this valuation date 
   are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement
   of condition consistent with consolidation under generally accepted accounting principles.  Refer to
   the note on consolidation accompanying table 10.
3. Book value.  The fair value of these obligations is included in other liabilities and capital in table 1 
   and in other liabilities and accrued dividends in table 9 and table 10.

Note:  On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC 
under the authority of section 13(3) of the Federal Reserve Act.  This limited liability company was formed 
to acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of 
the credit extended and to minimize disruption to financial markets.  Payments by Maiden Lane LLC from the 
proceeds of the net portfolio holdings will be made in the following order: operating expenses of the LLC, 
principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest 
due to JPMorgan Chase & Co.  Any remaining funds will be paid to the FRBNY.



5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                      Aug 5, 2009

Net portfolio holdings of Maiden Lane II LLC (1)                                                     15,147

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            17,232
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    182
Deferred payment and accrued interest payable to subsidiaries of American International 
  Group, Inc. (3)                                                                                     1,023

1. Fair value.  Fair value reflects an estimate of the price that would be received upon selling an asset if 
   the transaction were to be conducted in an orderly market on the measurement date.  Revalued quarterly.  
   This table reflects valuations as of      June 30, 2009.  Any assets purchased after this valuation date 
   are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement 
   of condition consistent with consolidation under generally accepted accounting principles.  Refer to the 
   note on consolidation accompanying table 10.
3. Book value.  The deferred payment represents the portion of the proceeds of the net portfolio holdings due 
   to subsidiaries of American International Group, Inc. in accordance with the asset purchase agreement.  
   The fair value of this payment and accrued interest payable are included in other liabilities and capital 
   in table 1 and in other liabilities and accrued dividends in table 9 and table 10.

Note:  On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden 
Lane II LLC under the authority of section 13(3) of the Federal Reserve Act.  This limited liability company 
was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment 
portfolio of subsidiaries of American International Group, Inc. (AIG subsidiaries).  Payments by Maiden 
Lane II LLC from the proceeds of the net portfolio holdings will be made in the following order:  operating 
expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred payment 
and interest due to AIG subsidiaries.  Any remaining funds will be shared by the FRBNY and AIG subsidiaries.


6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                      Aug 5, 2009

Net portfolio holdings of Maiden Lane III LLC (1)                                                    21,304

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            20,757
Accrued interest payable to the Federal Reserve Bank of New York (2)                                    242
Outstanding principal amount and accrued interest on loan payable to American International
  Group, Inc. (3)                                                                                     5,125

1. Fair value.  Fair value reflects an estimate of the price that would be received upon selling an asset if 
   the transaction were to be conducted in an orderly market on the measurement date.  Revalued quarterly.  
   This table reflects valuations as of      June 30, 2009.  Any assets purchased after this valuation date 
   are initially recorded at cost until their estimated fair value as of the purchase date becomes available.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement 
   of condition consistent with consolidation under generally accepted accounting principles.  Refer to the 
   note on consolidation accompanying table 10.
3. Book value.  The fair value of these obligations is included in other liabilities and capital in table 1 
   and in other liabilities and accrued dividends in table 9 and table 10.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane 
III LLC under the authority of section 13(3) of the Federal Reserve Act.  This limited liability company was 
formed to purchase multi-sector collateralized debt obligations (CDOs) on which the Financial Products group 
of American International Group, Inc. (AIG) has written credit default swap (CDS) contracts.  In connection 
with the purchase of CDOs, the CDS counterparties will concurrently unwind the related CDS transactions.  
Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the following 
order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, 
principal due to AIG, and interest due to AIG.  Any remaining funds will be shared by the FRBNY and AIG.


7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                      Aug 5, 2009

Commercial paper holdings, net (1)                                                                   56,712
Other investments, net                                                                                4,451
Net portfolio holdings of Commercial Paper Funding Facility LLC                                      61,163

Memorandum: Commercial paper holdings, face value                                                    56,997

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)            56,611
Accrued interest payable to the Federal Reserve Bank of New York (2)                                     12

1. Book value, which includes amortized cost and related fees.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of 
   condition consistent with consolidation under generally accepted accounting principles.  Refer to the 
   note on consolidation accompanying table 10.

Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of 
section 13(3) of the Federal Reserve Act to Commercial Paper Funding Facility LLC.  This LLC is a limited 
liability company formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers 
and thereby foster liquidity in short-term funding markets and increase the availability of credit for 
businesses and households.


8. Information on Principal Accounts of LLCs Funded through the Money Market Investor Funding Facility 
Millions of dollars
                                                                                                   Wednesday
Account name                                                                                      Aug 5, 2009

Money market instrument holdings, net (1)                                                                 0
Other investments, net                                                                                    0
Net portfolio holdings of LLCs funded through the Money Market Investor Funding Facility                  0

Memorandum: Money market instrument holdings, face value                                                  0

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                 0
Accrued interest payable to the Federal Reserve Bank of New York (2)                                      0
Commercial paper issued by LLCs funded through the Money Market Investor Funding Facility, 
  net of related discounts                                                                                0

1. Book value, which includes amortized cost.
2. Book value.  This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of 
   condition consistent with consolidation under generally accepted accounting principles.  Refer to the note 
   on consolidation accompanying table 10.

Note:  The Federal Reserve Board authorized the Federal Reserve Bank of New York to extend credit under the 
authority of section 13(3) of the Federal Reserve Act to a series of limited liability companies funded through 
the Money Market Investor Funding Facility (MMIFF).  The MMIFF became operational on November 24, 2008.  These 
limited liability companies were established to purchase short-term U.S. dollar-denominated certificates of 
deposit, bank notes, and outstanding asset-backed commercial paper from eligible issuers.  Such purchases are 
designed to foster liquidity in short-term money markets.


9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation  Aug 5, 2009     Jul 29, 2009      Aug 6, 2008

Assets
Gold certificate account                                           11,037                0                0
Special drawing rights certificate account                          2,200                0                0
Coin                                                                1,936       +       41       +      557
Securities, repurchase agreements, term auction
      credit, and other loans                                   1,695,617       +    3,547       +  944,033
  Securities held outright (1)                                  1,356,282       +   11,721       +  876,952
    U.S. Treasury securities                                      705,331       +    9,573       +  226,001       
      Bills (2)                                                    18,423                0       -    3,317
      Notes and bonds, nominal (2)                                636,919       +    9,344       +  225,188
      Notes and bonds, inflation-indexed (2)                       44,588       +      150       +    4,756
      Inflation compensation (3)                                    5,401       +       78       -      626
    Federal agency debt securities (2)                            108,066       +    2,151       +  108,066
    Mortgage-backed securities (4)                                542,885       -        3       +  542,885
  Repurchase agreements (5)                                             0                0       -  104,750    
  Term auction credit                                             233,598       -    4,023       +   83,598
  Other loans                                                     105,737       -    4,151       +   88,233
Net portfolio holdings of Commercial Paper 
  Funding Facility LLC (6)                                         61,163       -    6,137       +   61,163
Net portfolio holdings of LLCs funded through
  the Money Market Investor Funding Facility (7)                        0                0                0
Net portfolio holdings of Maiden Lane LLC (8)                      25,949       +       79       -    3,190
Net portfolio holdings of Maiden Lane II LLC (9)                   15,147       +        3       +   15,147
Net portfolio holdings of 
  Maiden Lane III LLC (10)                                         21,304       +      167       +   21,304
Items in process of collection                         (451)          586       +      356       -    1,928
Bank premises                                                       2,208       -        7       +       48
Central bank liquidity swaps (11)                                  76,271       -   11,467       +   14,271
Other assets (12)                                                  78,316       +    2,098       +   37,201
     
      Total assets                                     (451)    1,991,734       -   11,319       +1,088,607

Note: Components may not sum to totals because of rounding.  Footnotes appear at the end of the table.


9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                 Eliminations                          Change since
                                                     from       Wednesday        Wednesday        Wednesday
Assets, liabilities, and capital                consolidation  Aug 5, 2009     Jul 29, 2009      Aug 6, 2008
                         
Liabilities
Federal Reserve notes, net of F.R. Bank holdings                  872,150       +    1,575       +   76,302
Reverse repurchase agreements (13)                                 66,834       +      824       +   23,636
Deposits                                                 (0)      992,553       -   15,020       +  976,488       
  Depository institutions                                         724,650       -   22,474       +  713,788
  U.S. Treasury, general account                                   61,522       +    3,697       +   56,724
  U.S. Treasury, supplementary financing account                  199,935       -        1       +  199,935
  Foreign official                                                  3,231       +    1,053       +    3,130
  Other                                                  (0)        3,214       +    2,703       +    2,911
Deferred availability cash items                       (450)        2,942       +      340       -    1,227
Other liabilities and accrued dividends (14)                        6,860       +      135       +    3,328

      Total liabilities                                (451)    1,941,338       -   12,148       +1,078,526
                          
Capital accounts
Capital paid in                                                    24,586       +       64       +    4,649
Surplus                                                            21,306       +        9       +    2,804
Other capital accounts                                              4,504       +      755       +    2,629

      Total capital                                                50,396       +      829       +   10,081

Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
   to table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is 
   the remaining principal balance of the underlying mortgages. 
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation accompanying table 10.
7. Refer to table 8 and the note on consolidation accompanying table 10.
8. Refer to table 4 and the note on consolidation accompanying table 10.
9. Refer to table 5 and the note on consolidation accompanying table 10.
10. Refer to table 6 and the note on consolidation accompanying table 10.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when 
    the foreign currency is returned to the foreign central bank.  This exchange rate equals the market 
    exchange rate used when the foreign currency was acquired from the foreign central bank. 
12. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates. 
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market 
    Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III LLC to entities other 
    than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio 
    holdings of these LLCs.  Refer to table 4 through table 8 and the note on consolidation accompanying table 10. 


10. Statement of Condition of Each Federal Reserve Bank,     August 5, 2009
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital               Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Assets                        
Gold certificate account                      11,037        412      3,895        450        467        882      1,356        911        329        197        335        621      1,182
Special drawing rights certificate acct.       2,200        115        874         83        104        147        166        212         71         30         66         98        234
Coin                                           1,936         65         78        159        160        247        236        233         41         61        140        202        315
Securities, repurchase agreements, term
      auction credit, and other loans      1,695,617     36,615    808,230     29,060     60,055     52,504    166,887    151,767     55,477     23,064     63,277     67,621    181,061
  Securities held outright (1)             1,356,282     26,018    530,137     21,041     53,584     48,876    163,413    146,764     53,134     22,454     61,221     65,578    164,060
    U.S. Treasury securities                 705,331     13,530    275,696     10,943     27,866     25,418     84,983     76,324     27,632     11,677     31,838     34,104     85,319
      Bills (2)                               18,423        353      7,201        286        728        664      2,220      1,994        722        305        832        891      2,228
      Notes and bonds (3)                    686,908     13,177    268,496     10,657     27,138     24,754     82,763     74,331     26,910     11,372     31,006     33,213     83,091
    Federal agency debt securities (2)       108,066      2,073     42,240      1,677      4,269      3,894     13,020     11,694      4,234      1,789      4,878      5,225     13,072
    Mortgage-backed securities (4)           542,885     10,414    212,201      8,422     21,448     19,564     65,410     58,746     21,268      8,988     24,505     26,249     65,669
  Repurchase agreements (5)                        0          0          0          0          0          0          0          0          0          0          0          0          0
  Term auction credit                        233,598     10,312    176,074      7,961      6,471      3,325      3,160      3,646      2,274        441      2,054      1,911     15,969     
  Other loans                                105,737        285    102,018         57          0        302        313      1,357         70        169          1        131      1,032
Net portfolio holdings of Commercial
  Paper Funding Facility LLC (6)              61,163          0     61,163          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of LLCs funded
  through the Money Market Investor
  Funding Facility (7)                             0          0          0          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden Lane 
  LLC (8)                                     25,949          0     25,949          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane II LLC (9)                             15,147          0     15,147          0          0          0          0          0          0          0          0          0          0
Net portfolio holdings of Maiden
  Lane III LLC (10)                           21,304          0     21,304          0          0          0          0          0          0          0          0          0          0
Items in process of collection                 1,036         46          0        128         99         56        307         64         62         45         66         58        104
Bank premises                                  2,208        121        230         68        146        239        222        206        134        112        270        248        212
Central bank liquidity swaps (11)             76,271      3,129     18,940      8,580      5,753     22,164      5,973      2,607        777      1,202        771      1,004      5,370
Other assets (12)                             78,316      2,058     27,421      3,646      3,948      9,200      8,285      6,500      2,337      1,290      2,637      2,893      8,102
Interdistrict settlement account                   0  +  10,610  -  18,209  +  16,586  -   2,116  + 164,097  -  32,883  -  53,337  -  22,947  -   3,548  -  20,907  -   6,555  -  30,791

      Total assets                         1,992,185     53,171    965,021     58,760     68,616    249,535    150,550    109,164     36,282     22,453     46,653     66,189    165,790

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,     August 5, 2009 (continued)
Millions of dollars
                                                                                                                                                            Kansas                 San
Assets, liabilities, and capital                Total     Boston   New York Philadelphia Cleveland   Richmond   Atlanta    Chicago   St. Louis  Minneapolis   City      Dallas   Francisco

Liabilities                         
Federal Reserve notes outstanding           1,056,475     35,748    382,525     39,881     45,010     83,177    131,892     86,152     31,060     19,783     28,945     62,291    110,012
  Less: Notes held by F.R. Banks              184,326      4,838     57,179      6,776      8,334     12,568     26,163     13,428      4,386      3,361      3,400     18,134     25,757
    Federal Reserve notes, net                872,150     30,910    325,345     33,105     36,675     70,609    105,729     72,724     26,674     16,423     25,545     44,157     84,255
Reverse repurchase agreements (13)             66,834      1,282     26,124      1,037      2,640      2,408      8,053      7,232      2,618      1,106      3,017      3,232      8,084
Deposits                                      992,553     18,851    594,573     18,857     25,369    162,303     32,584     26,743      6,132      3,270     17,211     17,637     69,023
  Depository institutions                     724,650     18,848    326,835     18,852     25,366    162,180     32,574     26,741      6,120      3,269     17,209     17,637     69,018
  U.S. Treasury, general account               61,522          0     61,522          0          0          0          0          0          0          0          0          0          0
  U.S. Treasury, supplementary
    financing account                         199,935          0    199,935          0          0          0          0          0          0          0          0          0          0
  Foreign official                              3,231          2      3,202          4          3         11          3          1          0          1          0          1          3
  Other                                         3,215          1      3,079          0          0        111          7          1         11          0          1          0          2
Deferred availability cash items                3,392        118          0        442        380        141        352        330        139        291        233        337        628
Other liabilities and accrued                 
  dividends (14)                                6,860        141      3,797        151        218        422        508        431        203        121        182        235        451
   
      Total liabilities                     1,941,789     51,301    949,839     53,591     65,284    235,884    147,225    107,460     35,767     21,211     46,188     65,597    162,441
                              
Capital                    
Capital paid in                                24,586        921      7,247      2,607      1,635      6,876      1,562        793        236        621        208        273      1,607
Surplus                                        21,306        844      5,835      2,316      1,552      5,982      1,612        704        209        324        208        271      1,449
Other capital                                   4,504        105      2,100        246        145        794        151        207         70        297         49         47        293

      Total liabilities and capital         1,992,185     53,171    965,021     58,760     68,616    249,535    150,550    109,164     36,282     22,453     46,653     66,189    165,790
                              
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,     August 5, 2009 (continued)

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae.  Current face value of the securities, which is the remaining principal balance of the underlying mortgages. 
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation below.
7. Refer to table 8 and the note on consolidation below.
8. Refer to table 4 and the note on consolidation below.
9. Refer to table 5 and the note on consolidation below.
10. Refer to table 6 and the note on consolidation below.
11. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank.  This 
    exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.
12. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates.
13. Cash value of agreements, which are collateralized by U.S. Treasury securities.
14. Includes the liabilities of Commercial Paper Funding Facility LLC, the LLCs funded through the Money Market Investor Funding Facility, Maiden Lane LLC, Maiden Lane II LLC, and  Maiden 
    Lane III LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to the portfolio holdings of these LLCs.  Refer to table 4 through 
    table 8 and the note on consolidation below.

Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, 
a loan was extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns.  On October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding 
Facility LLC, which was formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On October 21, 2008, the Federal Reserve Board authorized the FRBNY 
to extend credit to a series of LLCs funded through the Money Market Investor Funding Facility.  These LLCs, which became operational on November 24, 2008, were established to purchase 
short-term U.S. dollar-denominated certificates of deposit, bank notes, and commercial paper from eligible issuers.  On November 25, 2008, a loan was extended to Maiden Lane III LLC, 
which was formed to purchase multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap 
contracts.  On December 12, 2008, a loan was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending 
reinvestment portfolio of subsidiaries of American International Group, Inc.

The FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC and the primary beneficiary of the other LLCs cited above. Consistent with generally accepted accounting principles, 
the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release.  As a 
consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and 
table 9), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in 
this table (and table 1 and table 9).


11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars

Federal Reserve notes and collateral                                                              Wednesday
                                                                                                 Aug 5, 2009
              
Federal Reserve notes outstanding                                                                1,056,475
  Less: Notes held by F.R. Banks not subject to collateralization                                  184,326
    Federal Reserve notes to be collateralized                                                     872,150 
Collateral held against Federal Reserve notes                                                      872,150
  Gold certificate account                                                                          11,037
  Special drawing rights certificate account                                                         2,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                         858,913
  Other assets pledged                                                                                   0

Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                           1,356,282
  Less: Face value of securities under reverse repurchase agreements                                65,020
    U.S. Treasury, agency debt, and mortgage-backed securities
    eligible to be pledged                                                                       1,291,262
   
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.