---

FEDERAL RESERVEstatistical release



For Release at

4:30 P.M.Eastern time

June11, 2020



The Board's H.4.1 statistical release, “Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks,” has been modified to include information related to Municipal Liquidity Facility LLC (MLF). The MLF LLC was introduced on the H.4.1 cover note on May 28, 2020https://www.federalreserve.gov/releases/h41/20200528/.On June 2, 2020, the MLF LLC began purchasing eligible municipal notes and on June 5, 2020 settlement of the first purchase transactions occurred. The Federal Reserve Bank of New York extended credit to the MLF LLC under the authority of section 13(3) of the Federal Reserve Act, with approval of the Treasury Secretary, at settlement of the investment activity. Information on the lending was added to the note on consolidation. Municipal notes held by MLF LLC were added in the Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities (table 2).



Additionally, the asset basis in table 2 for the “Commercial paper held by Commercial Paper Funding Facility II LLC” and “Loan participations held by MS Facilities LLC (Main Street Lending Programs)”was updated to reflect “Book value” for consistency with the presentation in tables 1, 4, and 5.



Pursuant to the MS Facilities LLC (Main Street Lending Program) agreements, 85% of the Treasury's equity contributions were invested in nonmarketable Treasury securities and reported in “Net portfolio holdings of MS Facilities LLC (Main Street Lending Program)”in tables 1, 4, and 5.



FEDERAL RESERVEstatistical release



H.4.1

|Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks
|--------------------------------------------------------------------------------------------------------------



1.Factors Affecting Reserve Balances of Depository Institutions

Millionsof dollars

|Reserve Bank credit, related items, andreserve balances of depository institutions at Federal Reserve Banks | Averages of daily figures | WednesdayJun 10, 2020
|----------------------------------------------------------------------------------------------------------- | ------------------------- | ---------------------
|
|
|7,113,208                                                                                                   | +   12,024                | +3,303,148           
|5,981,133                                                                                                   | +   21,024                | +2,313,487           
|4,143,191                                                                                                   | +   20,750                | +2,033,297           
|326,044                                                                                                     | 0                         | +  325,994           
|3,520,488                                                                                                   | +   19,064                | +1,550,218           
|260,151                                                                                                     | +    1,957                | +  143,635           
|36,508                                                                                                      | -      271                | +   13,451           
|2,347                                                                                                       | 0                         | 0                    
|1,835,595                                                                                                   | +      273                | +  280,190           
|306,110                                                                                                     | +    1,095                | +  173,862           
|-5,475                                                                                                      | +       12                | +    7,501           
|184,315                                                                                                     | -   15,399                | +  184,315           
|0                                                                                                           | 0                         | 0                    
|184,314                                                                                                     | -   15,400                | +  184,314           
|99,603                                                                                                      | -    4,838                | +   99,554           
|9,252                                                                                                       | -    4,479                | +    9,250           
|0                                                                                                           | 0                         | 0                    
|10                                                                                                          | +        5                | -       37           
|5,846                                                                                                       | +       64                | +    5,846           
|28,168                                                                                                      | -    3,493                | +   28,168           
|56,325                                                                                                      | +    3,063                | +   56,325           
|0                                                                                                           | 0                         | 0                    
|12,795                                                                                                      | +        1                | +   12,795           
|36,820                                                                                                      | +    1,248                | +   36,820           
|4,554                                                                                                       | +    4,554                | +    4,554           
|16,076                                                                                                      | +    3,155                | +   16,076           
|-185                                                                                                        | +      395                | -       10           
|446,259                                                                                                     | -      985                | +  446,237           
|31,204                                                                                                      | +    1,763                | +    7,958           
|20,852                                                                                                      | +      117                | -       75           
|11,041                                                                                                      | 0                         | 0                    
|5,200                                                                                                       | 0                         | 0                    
|50,359                                                                                                      | +       14                | +      446           
|                                                                                                            |                           |                      
|7,200,660                                                                                                   | +   12,155                | +3,303,518           

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)

Millionsof dollars

|Reserve Bank credit, related items, and reserve balances of depository institutions atFederal Reserve Banks | Averages of daily figures | WednesdayJun 10, 2020
|----------------------------------------------------------------------------------------------------------- | ------------------------- | ---------------------
|
|
|1,953,967                                                                                                   | +    4,165                | +  216,740           
|241,622                                                                                                     | -   11,450                | -   29,789           
|241,441                                                                                                     | -   10,773                | -   28,148           
|181                                                                                                         | -      676                | -    1,641           
|151                                                                                                         | -       48                | -       70           
|1,668,682                                                                                                   | +   52,068                | +1,412,586           
|0                                                                                                           | 0                         | 0                    
|1,506,558                                                                                                   | +   71,735                | +1,318,998           
|16,370                                                                                                      | +       93                | +   11,093           
|145,755                                                                                                     | -   19,759                | +   82,495           
|104,000                                                                                                     | +   21,429                | +  104,000           
|50,012                                                                                                      | +    1,226                | +    4,789           
|                                                                                                            |                           |                      
|4,018,433                                                                                                   | +   67,389                | +1,708,254           
|                                                                                                            |                           |                      
|3,182,228                                                                                                   | -   55,233                | +1,595,265           

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

|1.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Face value of the securities.                                                                                                                                                                                                                                                                                                                                                                                                                                                                       
|Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.                                                                                                                                                                                                                                                                                                                                                                                   
|Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.                                                                                                                                                                                                                                                                                                                                                           
|Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized.  For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis.                                                                                                                                                                                               
|Cash value of agreements.                                                                                                                                                                                                                                                                                                                                                                                                                                                                           
|Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.                                                                                                                                                                                                                                                                                                                             
|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.                                                                                                                                                                                                
|Includes bank premises, accrued interest, and other accounts receivable. Also includes net portfolio holdings of Maiden Lane LLC.                                                                                                                                                                                                                                                                                                                                                                   
|Revalued daily at current foreign currency exchange rates.                                                                                                                                                                                                                                                                                                                                                                                                                                          
|Estimated.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                          
|Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities                                                                                                                                                                                                                                                                                                                                                      
|Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements.  Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.
|Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10 billion, Corporate Credit Facilities LLC of $37.5 billion,  MS Facilities LLC of $37.5 billion, and Municipal Liquidity Facility LLC of $17.5 billion, and credit protection in the Money Market Mutual Fund Liquidity Facility of $1.5 billion.                                                                                                                                                        
|Includes the liability for earnings remittances due to the U.S. Treasury.                                                                                                                                                                                                                                                                                                                                                                                                                           
|                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    



Sources: Federal Reserve Banks and the U.S. Department of theTreasury.







1A.Memorandum Items

Millionsof dollars

|Memorandum item | Averages of daily figures | WednesdayJun 10, 2020
|--------------- | ------------------------- | ---------------------
|
|
|3,407,056       | +   17,281                | -   54,057           
|2,944,795       | +   17,512                | -  106,699           
|377,347         | +       14                | +   44,417           
|84,914          | -      245                | +    8,224           
|33,727          | +    3,348                | +    2,463           
|33,727          | +    3,348                | +    2,463           
|33,727          | +    3,348                | +    2,463           
|0               | 0                         | 0                    

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

|1.                                                                                                                                                       
|---------------------------------------------------------------------------------------------------------------------------------------------------------
|Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the securities.
|Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed securities, and commercial paper at face value.          
|Face value. Fully collateralized by U.S. Treasury securities.                                                                                            











2.Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, June 10, 2020

Millionsof dollars

|Remaining Maturity | Within 15days | 16 days to90 days | 91 days to1 year | Over 1 yearto 5 years | Over 5 yearto 10 years | Over 10years | All
|------------------ | ------------- | ----------------- | ---------------- | --------------------- | ---------------------- | ------------ | ---
|10,453             | 22,000        | 9,991             | 55,783           | 0                     | ...                    | 98,227      
|                   |               |                   |                  |                       |                        |             
|42,873             | 292,827       | 586,718           | 1,581,035        | 725,316               | 921,640                | 4,150,409   
|-    6,710         | +    9,208    | -    2,529        | +    5,862       | +    5,923            | +    4,299             | +   16,053  
|                   |               |                   |                  |                       |                        |             
|0                  | 0             | 0                 | 0                | 1,436                 | 911                    | 2,347       
|0                  | 0             | 0                 | 0                | 0                     | 0                      | 0           
|                   |               |                   |                  |                       |                        |             
|0                  | 0             | 5                 | 2,230            | 80,884                | 1,752,477              | 1,835,595   
|0                  | 0             | 0                 | 0                | +        1            | 0                      | +        1  
|                   |               |                   |                  |                       |                        |             
|0                  | 4,250         | 0                 | ...              | ...                   | ...                    | 4,250       
|                   |               |                   |                  |                       |                        |             
|                   |               |                   |                  |                       |                        |             
|0                  | 0             | 0                 | 0                | ...                   | ...                    | 0           
|                   |               |                   |                  |                       |                        |             
|0                  | 0             | 1,200             | 0                | ...                   | ...                    | 1,200       
|99,100             | 68,200        | ...               | ...              | ...                   | ...                    | 167,300     
|295,261            | 149,260       | 0                 | 0                | 0                     | 0                      | 444,520     
|240,814            | 0             | ...               | ...              | ...                   | ...                    | 240,814     
|0                  | 0             | 0                 | ...              | ...                   | ...                    | 0           

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



|1.                                                                                                                                                                                                                                                                                                  
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|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.                                                                                                             
|Face value.                                                                                                                                                                                                                                                                                         
|Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.                                                                                                                                                           
|Book value of commercial paper held by Commercial Paper Funding Facility II LLC.                                                                                                                                                                                                                    
|Book value of the loan participations held by the MS Facilities LLC.                                                                                                                                                                                                                                
|Book value of the municipal notes held by the Municipal Liquidity Facility LLC.                                                                                                                                                                                                                     
|Cash value of agreements.                                                                                                                                                                                                                                                                           
|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

Millionsof dollars

|Account name | Wednesday
|------------ | ---------
|
|1,835,595   
|1,826,490   
|9,106       
|            
|170,590     
|5,620       
|            
|148         



|1.                                                                                                                                                                                                                                                                                                                                                    
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Current face value. Includes residential and commercial mortgage-backed securities. Residential mortgage-backed securities generally settle within 180 calendar days and include commitments associated with outright transactions, dollar rolls, and coupon swaps. Commercial mortgage-backed securities generally settle within three business days.
|This amount is included in other Federal Reserve assets in table 1 and in other assets in table 4 and table 5.                                                                                                                                                                                                                                        









4.Consolidated Statement of Condition of All Federal Reserve Banks

Millionsof dollars

|Assets, liabilities, and capital | Eliminations from consolidation | WednesdayJun 10, 2020 | Change since
|-------------------------------- | ------------------------------- | --------------------- | ------------
|
|
|                                 |                                 |                       |             
|                                 | 11,037                          | 0                     | 0           
|                                 | 5,200                           | 0                     | 0           
|                                 | 1,412                           | -       22            | -      255  
|                                 | 6,555,242                       | -   30,326            | +2,768,257  
|                                 | 5,988,351                       | +   16,054            | +2,320,642  
|                                 | 4,150,409                       | +   16,053            | +2,040,452  
|                                 | 326,044                         | 0                     | +  325,994  
|                                 | 3,526,774                       | +   14,350            | +1,556,504  
|                                 | 261,151                         | +    2,000            | +  144,635  
|                                 | 36,440                          | -      297            | +   13,320  
|                                 | 2,347                           | 0                     | 0           
|                                 | 1,835,595                       | +        1            | +  280,190  
|                                 | 306,816                         | +    1,547            | +  174,626  
|                                 | -5,452                          | +       52            | +    7,514  
|                                 | 167,300                         | -   44,250            | +  167,300  
|                                 | 98,227                          | -    3,729            | +   98,174  
|                                 | 12,796                          | +        1            | +   12,796  
|                                 | 37,374                          | +    1,220            | +   37,374  
|                                 | 31,875                          | +   31,875            | +   31,875  
|                                 | 16,077                          | +        2            | +   16,077  
|(0)                              | 40                              | -        1            | -        3  
|                                 | 2,201                           | +        3            | +        9  
|                                 | 444,520                         | -    2,425            | +  444,498  
|                                 | 21,015                          | +      247            | +      104  
|                                 | 30,147                          | +    3,145            | +    8,249  
|                                 |                                 |                       |             
|(0)                              | 7,168,936                       | +    3,719            | +3,318,981  

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









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

Millionsof dollars

|Assets, liabilities, and capital | Eliminations from consolidation | WednesdayJun 10, 2020 | Change since
|-------------------------------- | ------------------------------- | --------------------- | ------------
|
|
|                                 |                                 |                       |             
|                                 | 1,907,027                       | +    3,367            | +  216,766  
|                                 | 240,814                         | -    5,240            | -   23,516  
|(0)                              | 4,867,282                       | +    6,585            | +3,017,084  
|                                 | 0                               | 0                     | 0           
|                                 | 3,190,654                       | -   66,781            | +1,580,916  
|                                 | 1,504,569                       | +   73,107            | +1,331,507  
|                                 | 16,256                          | -       25            | +   11,012  
|(0)                              | 155,802                         | +      283            | +   93,648  
|(0)                              | 277                             | -      481            | -       44  
|                                 | 104,000                         | 0                     | +  104,000  
|                                 | 10,621                          | -      510            | +    4,965  
|                                 |                                 |                       |             
|(0)                              | 7,130,021                       | +    3,721            | +3,319,254  
|                                 |                                 |                       |             
|                                 |                                 |                       |             
|                                 | 32,091                          | -        1            | -      273  
|                                 | 6,825                           | 0                     | 0           
|                                 | 0                               | 0                     | 0           
|                                 |                                 |                       |             
|                                 | 38,916                          | -        1            | -      273  

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

|1.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Face value of the securities.                                                                                                                                                                                                                                                                                                                                                                                                                                                                       
|Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.                                                                                                                                                                                                                                                                                                                                                                                   
|Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.                                                                                                                                                                                                                                                                                                                                                           
|Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized.  For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis.                                                                                                                                                                                               
|Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.                                                                                                                                                                                                                                                                                                                                                                                                  
|Loans includes primary, secondary, and seasonal loans and credit extended through the Primary Dealer Credit Facility, Money Market Mutual Fund Liquidity Facility, Paycheck Protection Program Liquidity Facility, and other credit extensions.                                                                                                                                                                                                                                                     
|Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.                                                                                                                                                                                                                                                                                                                             
|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.                                                                                                                                                                                                
|Revalued daily at current foreign currency exchange rates.                                                                                                                                                                                                                                                                                                                                                                                                                                          
|Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable. Also includes net portfolio holdings of Maiden Lane LLC.                                                                                                                                                                                                                                                                                                                      
|Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                                                                                                                                                                                                                                                                                                                     
|Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements.  Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.
|Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10 billion, Corporate Credit Facilities LLC of $37.5 billion, MS Facilities LLC of $37.5 billion, and Municipal Liquidity Facility LLC of $17.5 billion, and credit protection in the Money Market Mutual Fund Liquidity Facility of $1.5 billion.                                                                                                                                                         
|Includes the liability for earnings remittances due to the U.S. Treasury.                                                                                                                                                                                                                                                                                                                                                                                                                           







5.Statement of Condition of Each Federal Reserve Bank, June 10, 2020

Millionsof dollars

|Assets, liabilities, and capital | Total      | Boston     | New York   | Philadelphia | Cleveland  | Richmond   | Atlanta    | Chicago    | St. Louis  | Minneapolis | Kansas     | Dallas     | San
|-------------------------------- | ---------- | ---------- | ---------- | ------------ | ---------- | ---------- | ---------- | ---------- | ---------- | ----------- | ---------- | ---------- | ---
|
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|16,237                           | 533        | 5,483      | 529        | 761          | 1,165      | 2,183      | 1,137      | 479        | 270        | 450         | 1,202      | 2,045     
|1,412                            | 25         | 37         | 128        | 79           | 195        | 138        | 242        | 20         | 36         | 91          | 159        | 261       
|6,555,242                        | 174,990    | 3,365,747  | 151,107    | 203,141      | 409,580    | 480,082    | 364,306    | 103,986    | 64,346     | 108,947     | 313,947    | 815,063   
|12,796                           | 0          | 12,796     | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|37,374                           | 0          | 37,374     | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|31,875                           | 31,875     | 0          | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|16,077                           | 0          | 16,077     | 0          | 0            | 0          | 0          | 0          | 0          | 0          | 0           | 0          | 0         
|444,520                          | 21,100     | 149,387    | 15,996     | 37,986       | 93,824     | 22,047     | 17,263     | 7,287      | 3,481      | 4,688       | 5,278      | 66,185    
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|21,015                           | 997        | 7,065      | 756        | 1,796        | 4,435      | 1,042      | 816        | 344        | 165        | 222         | 249        | 3,129     
|32,387                           | 7,985      | 8,348      | 788        | 1,079        | 2,331      | 2,420      | 1,825      | 794        | 440        | 788         | 1,691      | 3,898     
|0                                | -   66,492 | +  441,696 | -   13,786 | +    6,063   | -   12,235 | -  116,700 | -   27,578 | -   24,683 | -   12,965 | -   21,164  | -    6,366 | -  145,792
|                                 |            |            |            |              |            |            |            |            |            |             |            |           
|7,168,936                        | 171,014    | 4,044,010  | 155,519    | 250,906      | 499,295    | 391,211    | 358,011    | 88,227     | 55,773     | 94,021      | 316,160    | 744,789   

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









5.Statement of Condition of Each Federal Reserve Bank, June 10, 2020(continued)

Millionsof dollars

|Assets, liabilities, and capital | Total   | Boston    | New York | Philadelphia | Cleveland | Richmond | Atlanta | Chicago | St. Louis | Minneapolis | Kansas  | Dallas  | San
|-------------------------------- | ------- | --------- | -------- | ------------ | --------- | -------- | ------- | ------- | --------- | ----------- | ------- | ------- | ---
|
|                                 |         |           |          |              |           |          |         |         |           |             |         |        
|1,907,027                        | 58,544  | 636,455   | 52,344   | 85,425       | 125,482   | 262,920  | 126,628 | 58,549  | 31,001    | 52,759      | 161,063 | 255,857
|240,814                          | 5,408   | 124,683   | 5,494    | 7,534        | 15,093    | 17,747   | 13,451  | 3,805   | 2,276     | 3,829       | 11,606  | 29,888 
|4,867,282                        | 65,875  | 3,199,309 | 95,993   | 154,289      | 349,687   | 107,959  | 215,875 | 25,017  | 21,737    | 36,765      | 142,410 | 452,366
|3,190,654                        | 65,862  | 1,622,531 | 95,991   | 154,257      | 348,161   | 107,855  | 123,422 | 25,013  | 21,678    | 33,894      | 139,629 | 452,359
|1,504,569                        | 0       | 1,504,569 | 0        | 0            | 0         | 0        | 0       | 0       | 0         | 0           | 0       | 0      
|16,256                           | 2       | 16,230    | 1        | 3            | 8         | 2        | 2       | 1       | 0         | 0           | 0       | 6      
|155,802                          | 11      | 55,979    | 0        | 28           | 1,517     | 103      | 92,451  | 3       | 59        | 2,871       | 2,780   | 1      
|2,057                            | 44      | 1,065     | 46       | 73           | 162       | 143      | 105     | 29      | 15        | 36          | 85      | 255    
|104,000                          | 39,000  | 65,000    | 0        | 0            | 0         | 0        | 0       | 0       | 0         | 0           | 0       | 0      
|8,841                            | 313     | 4,484     | 236      | 286          | 687       | 538      | 439     | 191     | 418       | 216         | 345     | 689    
|                                 |         |           |          |              |           |          |         |         |           |             |         |        
|7,130,021                        | 169,184 | 4,030,996 | 154,112  | 247,607      | 491,110   | 389,307  | 356,497 | 87,591  | 55,448    | 93,606      | 315,508 | 739,054
|                                 |         |           |          |              |           |          |         |         |           |             |         |        
|                                 |         |           |          |              |           |          |         |         |           |             |         |        
|32,091                           | 1,505   | 10,720    | 1,161    | 2,715        | 6,745     | 1,565    | 1,249   | 524     | 272       | 344         | 571     | 4,719  
|6,825                            | 324     | 2,294     | 246      | 583          | 1,441     | 338      | 265     | 112     | 53        | 72          | 81      | 1,016  
|0                                | 0       | 0         | 0        | 0            | 0         | 0        | 0       | 0       | 0         | 0           | 0       | 0      
|                                 |         |           |          |              |           |          |         |         |           |             |         |        
|7,168,936                        | 171,014 | 4,044,010 | 155,519  | 250,906      | 499,295   | 391,211  | 358,011 | 88,227  | 55,773    | 94,021      | 316,160 | 744,789

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









5.Statement of Condition of Each Federal Reserve Bank, June 10, 2020(continued)



|1.                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
|Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.                                                                                                                                                                                                                                                                                                                             
|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.                                                                                                                                                                                                
|Revalued daily at current foreign currency exchange rates.                                                                                                                                                                                                                                                                                                                                                                                                                                          
|Includes items in process of collection, bank premises, accrued interest (which represents the daily accumulation of interest earned), and other accounts receivable. Also includes Net portfolio holdings of Maiden Lane LLC; refer to the note on consolidation for additional information.                                                                                                                                                                                                       
|Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                                                                                                                                                                                                                                                                                                                     
|Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements.  Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.
|Represents the estimated weekly remittances due to U.S. Treasury. The amounts on this line represent the residual net earnings that the Federal Reserve Banks remit to the U.S. Treasury after providing for the costs of operations, payment of dividends, and the amount necessary to maintain a $6.825 billion surplus.                                                                                                                                                                          
|Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10 billion, Corporate Credit Facilities LLC of $37.5 billion, MS Facilities LLC of $37.5 billion, and Municipal Liquidity Facility LLC of $17.5 billion, and credit protection in the Money Market Mutual Fund Liquidity Facility of $1.5 billion.                                                                                                                                                         
|                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    



Noteon 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 April 14, 2020, FRBNY began extending loans to the Commercial Paper Funding Facility II LLC (CPFF II LLC), a limited liability company formed to purchase three-month U.S dollar-denominated commercial paper by eligible issuers. The assets of the CPFF II LLC and the amount provided by U.S. Treasury as credit protection to theFRBNY are used to secure the loan from the FRBNY. On May 12, 2020, FRBNY began extending loans to the Corporate Credit FacilitiesLLC (CCF LLC), a limited liability company formed to purchase eligible bonds or portions of syndicated loans or bonds at issuance through the Primary Market Corporate Credit Facility and to purchase eligible individual corporate bonds and exchange-traded funds through the Secondary Market Corporate Credit Facility.The assets of the CCF LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY. On June 5, 2020, FRBNY began extending loans to the Municipal Liquidity Facility LLC (MLF LLC), a limited liability company formed to purchase municipal notes from eligible issuers. The assets of the MLF LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY.

The FRBNY is the managing member of CPFF II LLC, CCF LLC, andMLFLLC. The Federal Reserve Bank of Boston (FRBB) is the managing member of MS Facilities LLC (Main Street Lending Program). Consistent with generally accepted accounting principles, the assets and liabilities of each LLC have been accounted for and consolidated with the assets and liabilities of the FRBNY or FRBB, in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the loan from the Reserve Bank to the LLC is eliminated as are any balances held at the FRBNY for LLCs consolidated to FRBNY or FRBB for LLCs consolidated to FRBB. Treasury contributions to credit facilities are held at FRBNY until invested. Net assets of the LLC appears as assets on table 5 (and in table 1 and table 4), and the liabilities of the LLC to entities other than the FRBNY or FRBB, including those with recourse only to the portfolio holdings of the LLC, are included in other liabilities in this table (and table 1 and table 4). The amount provided by U.S. Treasury as credit protection to FRBNY and FRBB appears as liabilities on table 5 (and in table 1 and table 4).









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

Millionsof dollars

|Federal Reserve notes and collateral | Wednesday
|------------------------------------ | ---------
|
|2,062,520                           
|155,493                             
|1,907,027                           
|1,907,027                           
|11,037                              
|5,200                               
|1,890,790                           
|0                                   
|                                    
|6,155,651                           
|228,399                             
|5,927,253                           

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

|1.                                                                                                     
|-------------------------------------------------------------------------------------------------------
|Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.





Statistical releases

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