FEDERAL RESERVE statistical release

For Release at
4:30 P.M. EDT
February 18, 2021

As of March 4, 2021 the ASCII format data tables for the H.4.1 Factors Affecting Reserve Balances will no
longer be available on this webpage. Historical data tables will continue to be available and current data will
continue to be available through the Data Download Program
(https://www.federalreserve.gov/datadownload/Choose.aspx?rel=H41) and HTML (https://www.federalreserve.gov/releases/h41/current/default.htm).
FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and     
Condition Statement of Federal Reserve Banks                                                February 18, 2021


1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Feb 17, 2021 
Federal Reserve Banks                                     Feb 17, 2021 Feb 10, 2021 Feb 19, 2020              

Reserve Bank credit                                         7,512,414   +  124,384   +3,367,576    7,517,575  
  Securities held outright (1)                              6,980,839   +  122,200   +3,143,635    6,996,966  
    U.S. Treasury securities                                4,812,144   +   25,642   +2,367,175    4,824,057  
      Bills (2)                                               326,044            0   +   65,863      326,044  
      Notes and bonds, nominal (2)                          4,122,355   +   23,317   +2,094,049    4,134,243  
      Notes and bonds, inflation-indexed (2)                  320,422   +    2,058   +  189,370      320,422  
      Inflation compensation (3)                               43,322   +      267   +   17,892       43,348  
    Federal agency debt securities (2)                          2,347            0            0        2,347  
    Mortgage-backed securities (4)                          2,166,348   +   96,558   +  776,459    2,170,562  
  Unamortized premiums on securities held outright (5)        349,358   +    3,314   +  225,310      349,725  
  Unamortized discounts on securities held outright (5)        -6,532   -      110   +    6,769       -6,728  
  Repurchase agreements (6)                                       714   -      200   -  166,700          500  
    Foreign official                                              714   -      200   +      714          500  
    Others                                                          0            0   -  167,414            0  
  Loans                                                        53,031   +    1,260   +   53,029       54,019  
    Primary credit                                              1,767   +       93   +    1,765        1,755  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                                 0            0            0            0  
    Primary Dealer Credit Facility                                265   -      254   +      265          265  
    Money Market Mutual Fund Liquidity Facility                 1,729            0   +    1,729        1,729  
    Paycheck Protection Program Liquidity Facility             49,270   +    1,420   +   49,270       50,271  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Commercial Paper Funding      
    Facility II LLC (7)                                         8,557   -        1   +    8,557        8,556  
  Net portfolio holdings of Corporate Credit Facilities   
  LLC (7)                                                      26,269   +       11   +   26,269       26,240  
  Net portfolio holdings of MS Facilities LLC (Main       
    Street Lending Program) (7)                                33,270   -       42   +   33,270       33,265  
  Net portfolio holdings of Municipal Liquidity           
  Facility LLC (7)                                             11,536   -        9   +   11,536       11,538  
  Net portfolio holdings of TALF II LLC (7)                     6,405   +        1   +    6,405        6,405  
  Float                                                           -70   -        2   +       44         -113  
  Central bank liquidity swaps (8)                              8,165   -      298   +    8,097        8,165  
  Other Federal Reserve assets (9)                             40,872   -    1,740   +   11,356       29,036  
Foreign currency denominated assets (10)                       21,977   +       64   +    1,734       21,847  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (11)                             50,539   +       14   +      412       50,539  
                                                                                                              
Total factors supplying reserve funds                       7,601,171   +  124,461   +3,369,722    7,606,202  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                          Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended    Change from week ended  Feb 17, 2021 
Federal Reserve Banks                                     Feb 17, 2021 Feb 10, 2021 Feb 19, 2020              

Currency in circulation (11)                                 2,102,074   +    2,694   +  303,977    2,102,242 
Reverse repurchase agreements (12)                             205,063   +      990   -   20,701      201,719 
  Foreign official and international accounts                  205,040   +    1,043   -   18,574      201,669 
  Others                                                            24   -       52   -    2,126           50 
Treasury cash holdings                                              72   +       11   -      179           79 
Deposits with F.R. Banks, other than reserve balances        1,810,026   -      615   +1,300,966    1,793,134 
  Term deposits held by depository institutions                      0            0            0            0 
  U.S. Treasury, General Account                             1,567,041   -   41,865   +1,138,236    1,568,893 
  Foreign official                                              22,302   +      343   +   17,117       23,052 
  Other (13)                                                   220,683   +   40,907   +  145,613      201,188 
Treasury contributions to credit facilities (14)                51,778            0   +   51,778       51,778 
Other liabilities and capital (15)                              53,250   +    1,393   +    9,090       49,379 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  4,222,264   +    4,474   +1,644,933    4,198,331 
                                                                                                              
Reserve balances with Federal Reserve Banks                  3,378,907   +  119,988   +1,724,789    3,407,871 

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.                                                                                                 
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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  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.         
6.  Cash value of agreements.                                                                               
7.  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.                                
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.     
9.  Includes bank premises, accrued interest, and other accounts receivable. Also includes net              
    portfolio holdings of Maiden Lane LLC.                                                              
10. Revalued daily at current foreign currency exchange rates.                                              
11. Estimated.                                                                                              
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities                                                          
13. 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.                   
14. Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10             
    billion, Corporate Credit Facilities LLC of $13.9 billion, MS Facilities LLC of $16.6 billion, Municipal
    Liquidity Facility LLC of $6.3 billion, and TALF II LLC of $3.5 billion, and credit protection in the
    Money Market Mutual Fund Liquidity Facility of $1.5 billion.                                        
15. Includes the liability for earnings remittances due to the U.S. Treasury.                               
                                                                                                            



Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended  Feb 17, 2021 
                                                          Feb 17, 2021 Feb 10, 2021 Feb 19, 2020              

Securities held in custody for foreign official and       
     international accounts                                  3,549,734   +   14,051   +   87,227    3,546,739 
  Marketable U.S. Treasury securities (1)                    3,099,882   +   11,807   +  102,453    3,097,157 
  Federal agency debt and mortgage-backed securities (2)       360,349   +    1,410   -   22,441      359,792 
  Other securities (3)                                          89,503   +      834   +    7,214       89,791 
Securities lent to dealers                                      26,815   -    1,574   +    1,046       29,233 
  Overnight facility (4)                                        26,815   -    1,574   +    1,046       29,233 
    U.S. Treasury securities                                    26,815   -    1,574   +    1,046       29,233 
    Federal agency debt securities                                   0            0            0            0 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the securities.                                               
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           








2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, February 17, 2021
Millions of dollars
Remaining Maturity                     Within 15     16 days to    91 days to   Over 1 year   Over 5 year     Over 10         All      
                                          days        90 days        1 year      to 5 years   to 10 years      years                   

Loans (1)                                    1,729         2,019             0        50,260            11           ...        54,019 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                 100,436       326,865       634,962     1,821,988       851,747     1,088,059     4,824,057 
  Weekly changes                        +    1,107    +   19,806    -    2,796    -    4,104    +    6,089    +    5,055    +   25,156 
Federal agency debt securities (3)                                                                                                     
  Holdings                                       0             0             0             0         1,818           529         2,347 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             6         2,109        72,007     2,096,440     2,170,562 
  Weekly changes                                 0             0             0    -        3    -      515    +  101,290    +  100,772 
Commercial paper held by Commercial                                                                                                    
  Paper Funding Facility II LLC (5)              0             0             0           ...           ...           ...             0 
Loan participations held by MS                                                                                                         
  Facilities LLC (Main Street Lending                                                                                                   
  Program) (6)                                   0             0             0        16,548           ...           ...        16,548 
Municipal notes held by Municipal                                                                                                      
  Liquidity Facility LLC (7)                     0             0           845         5,358           ...           ...         6,203 
Loans held by TALF II LLC (8)                    0             0             0         2,593           ...           ...         2,593 
Repurchase agreements (9)                      500             0           ...           ...           ...           ...           500 
Central bank liquidity swaps (10)            4,816         3,349             0             0             0             0         8,165 
Reverse repurchase agreements (9)          201,719             0           ...           ...           ...           ...       201,719 
Term deposits                                    0             0             0           ...           ...           ...             0 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  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. Loans exclude the loans from the Federal Reserve Bank of New 
    York (FRBNY) to Commercial Paper Funding Facility II LLC, Corporate Credit Facilities LLC, Municipal
    Liquidity Facility LLC, and TALF II LLC, and from the Federal Reserve Bank of Boston (FRBB) to MS   
    Facilities LLC, which were eliminated when preparing the FRBNY's and FRBB's statement of condition, 
    respectively, 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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Book value of commercial paper held by Commercial Paper Funding Facility II LLC.                        
6.  Book value of the loan participations held by the MS Facilities LLC.                                    
7.  Book value of the municipal notes held by the Municipal Liquidity Facility LLC.                         
8.  Book value of the loans held by the TALF II LLC.                                                        
9.  Cash value of agreements.                                                                               
10. 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
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Feb 17, 2021  

Mortgage-backed securities held outright (1)                                                                             2,170,562  
  Residential mortgage-backed securities                                                                                 2,160,666  
  Commercial mortgage-backed securities                                                                                      9,896  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                          161,471  
Commitments to sell mortgage-backed securities (2)                                                                               0  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                  281  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
2.  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.                                                        
3.  This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5       
    and table 6.                                                                                        




4. Information on Principal Accounts of Credit Facilities LLCs
Millions of dollars
Credit Facilities LLCs:                                                  Wednesday Feb 17, 2021               
                                                                              Net portfolio holdings of       
                                                                               Credit Facilities LLCs         
                                                           Outstanding                                        
                                                            principal   Outstanding                           
                                                             amount      amount of    Treasury                
                                                             of loan     facility   contributions             
                                                           extended to     asset         and                  
                                                           the LLC (1) purchases (2)other assets (3)    Total    

Commercial Paper Funding Facility II LLC                             0            0        8,556        8,556 
Corporate Credit Facilities LLC                                 14,018       14,115       12,125       26,240 
MS Facilities LLC (Main Street Lending Program)                 16,524       16,453       16,812       33,265 
Municipal Liquidity Facility LLC                                 6,203        6,203        5,335       11,538 
TALF II LLC                                                      3,382        2,593        3,812        6,405 

Note: Components may not sum to totals because of rounding.


1.  Book value. This amount was eliminated when preparing the Federal Reserve Banks' statement of           
    condition consistent with consolidation under generally accepted accounting principles. Refer to the note
    on consolidation accompanying table 6. Loans are extended from the Federal Reserve Bank to the LLC  
    upon settlement of the investment activity.                                                         
2.  Outstanding amount of facility asset purchases:                                                         
    a. For the Commercial Paper Funding Facility II LLC includes commercial paper at book value.            
    b. For the Corporate Credit Facilities LLC includes exchange traded-funds at fair value and             
    corporate bonds at book value. Asset balances                                                       
    from trading activity are reported on a one-day lag after the transaction date.                         
    c. For the MS Facilities LLC (Main Street Lending Program) includes loan participations, net of an      
    allowance for loan losses updated as of                                                             
    September 30, 2020, at face value.                                                                      
    d. For the Municipal Liquidity Facility LLC includes municipal notes at book value. Asset balances      
    from trading activity may be reported on                                                            
    a one-day lag after the transaction date.                                                               
    e. For the TALF II LLC includes loans to holders of eligible asset-backed securities at book value.     
3.  Includes short term receivables, interest and dividend receivables, and other assets of the             
    facility. Also includes the portion of the Treasury contribution to the credit facilities, which is held as
    investments in nonmarketable Treasury securities and the residual portion which is held as cash and 
    cash equivalents at the FRBNY. The amount of cash and cash equivalents held at the FRBNY are        
    eliminated in consolidation and, as result, are excluded from net portfolio holdings in Tables 1, 5, and 6.
    Amounts excluded are approximately 15% of Treasury contributions to the credit facilities from the  
    following consolidated LLCs: Commercial Paper Funding Facility II LLC, Corporate Credit Facilities LLC,
    Municipal Liquidity Facility LLC, and TALF II LLC. Refer to the note on consolidation accompanying  
    table 6.                                                                                            





5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Feb 17, 2021   Wednesday    Wednesday  
                                                        consolidation                Feb 10, 2021 Feb 19, 2020 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,562   -        3   -      212  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     7,394,483   +  130,548   +3,280,391  
    Securities held outright (1)                                          6,996,966   +  125,928   +3,157,147  
      U.S. Treasury securities                                            4,824,057   +   25,156   +2,372,369  
        Bills (2)                                                           326,044            0   +   60,505  
        Notes and bonds, nominal (2)                                      4,134,243   +   25,071   +2,104,565  
        Notes and bonds, inflation-indexed (2)                              320,422            0   +  189,370  
        Inflation compensation (3)                                           43,348   +       85   +   17,929  
      Federal agency debt securities (2)                                      2,347            0            0  
      Mortgage-backed securities (4)                                      2,170,562   +  100,772   +  784,778  
    Unamortized premiums on securities held outright  
    (5)                                                                     349,725   +    3,514   +  225,859  
    Unamortized discounts on securities held outright 
    (5)                                                                      -6,728   -      236   +    6,771  
    Repurchase agreements (6)                                                   500   -      300   -  163,400  
    Loans (7)                                                                54,019   +    1,641   +   54,014  
  Net portfolio holdings of Commercial Paper          
    Funding Facility II LLC (8)                                               8,556   -        2   +    8,556  
  Net portfolio holdings of Corporate Credit          
  Facilities LLC (8)                                                         26,240   -       34   +   26,240  
  Net portfolio holdings of MS Facilities LLC (Main   
    Street Lending Program) (8)                                              33,265   -       56   +   33,265  
  Net portfolio holdings of Municipal Liquidity       
  Facility LLC (8)                                                           11,538   +        2   +   11,538  
  Net portfolio holdings of TALF II LLC (8)                                   6,405            0   +    6,405  
  Items in process of collection                                   (0)           69   -       34   -        2  
  Bank premises                                                               2,044   -      166   -      155  
  Central bank liquidity swaps (9)                                            8,165   -      298   +    8,098  
  Foreign currency denominated assets (10)                                   21,847   -      196   +    1,735  
  Other assets (11)                                                          26,992   -   14,584   +    9,974  
                                                                                                               
Total assets                                                       (0)    7,557,402   +  115,177   +3,385,832  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Feb 17, 2021   Wednesday    Wednesday  
                                                        consolidation                Feb 10, 2021 Feb 19, 2020 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         2,053,339   +    1,564   +  301,749 
  Reverse repurchase agreements (12)                                         201,719   -   10,312   -   25,245 
  Deposits                                                          (0)    5,201,005   +  127,254   +3,051,801 
    Term deposits held by depository institutions                                  0            0            0 
    Other deposits held by depository institutions                         3,407,871   +  109,232   +1,748,850 
    U.S. Treasury, General Account                                         1,568,893   -    7,851   +1,147,842 
    Foreign official                                                          23,052   +      931   +   17,865 
    Other (13)                                                      (0)      201,188   +   24,940   +  137,243 
  Deferred availability cash items                                  (0)          181   +       10   -        6 
  Treasury contributions to credit facilities (14)                            51,778            0   +   51,778 
  Other liabilities and accrued dividends (15)                                10,182   -    3,354   +    5,103 
                                                                                                               
Total liabilities                                                   (0)    7,518,205   +  115,162   +3,385,180 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             32,412   +       16   +      692 
  Surplus                                                                      6,785            0   -       40 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 39,197   +       16   +      652 

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.                                                                                                 
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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  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.         
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.      
7.  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.                                                              
8.  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.                                
9.  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.     
10. Revalued daily at current foreign currency exchange rates.                                              
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also includes net portfolio holdings of Maiden Lane LLC.                       
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
13. 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.                   
14. Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10             
    billion, Corporate Credit Facilities LLC of $13.9 billion, MS Facilities LLC of $16.6 billion, Municipal
    Liquidity Facility LLC of $6.3 billion, and TALF II LLC of $3.5 billion, and credit protection in the
    Money Market Mutual Fund Liquidity Facility of $1.5 billion.                                        
15. Includes the liability for earnings remittances due to the U.S. Treasury.                               

 



6. Statement of Condition of Each Federal Reserve Bank, February 17, 2021
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificates and special drawing     
    rights certificates                           16,237         533       5,483          529         761       1,165       2,183       1,137         479         270         450       1,202       2,045
  Coin                                             1,562          34          42          130          74         211         153         259          32          44         105         184         294
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans (1)                             7,394,483     168,412   3,810,441      172,521     231,232     462,993     542,826     411,414     117,324      77,703     120,643     355,398     923,576
  Net portfolio holdings of Commercial      
     Paper Funding Facility II LLC (2)             8,556           0       8,556            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Corporate       
    Credit Facilities LLC (2)                     26,240           0      26,240            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of MS                                                                                                                                                                           
    Facilities LLC (Main Street Lending                                                                                                                                                                  
    Program) (2)                                  33,265      33,265           0            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Municipal       
    Liquidity Facility LLC (2)                    11,538           0      11,538            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF II LLC (2)        6,405           0       6,405            0           0           0           0           0           0           0           0           0           0
  Central bank liquidity swaps (3)                 8,165         388       2,744          294         698       1,723         405         317         134          64          86          97       1,216
  Foreign currency denominated                                                                                                                                                                           
     assets (4)                                   21,847       1,037       7,344          786       1,867       4,610       1,083         848         358         171         230         259       3,252
  Other assets (5)                                29,105       2,232      12,267          745         981       2,123       2,215       1,646         617         403         785       1,581       3,509
  Interdistrict settlement account                     0  -   41,498  +  359,597   +   14,266  +   62,199  -    1,325  -  133,077  -    2,867  -   17,146  -   14,860  -   20,516  -   47,946  -  156,828
                                                                                                                                                                                                         
Total assets                                   7,557,402     164,403   4,250,657      189,271     297,811     471,501     415,788     412,754     101,797      63,796     101,783     310,776     777,066

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, February 17, 2021 (continued)
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                        City                 Francisco  

Liabilities                                                                                                                                                                                             
  Federal Reserve notes, net                   2,053,339      61,644     672,868      55,600      95,219     155,405     283,063     132,632      58,976      33,453      54,367     176,742     273,369
  Reverse repurchase agreements (6)              201,719       4,530     104,442       4,602       6,311      12,643      14,866      11,267       3,187       1,906       3,208       9,722      25,036
  Deposits                                     5,201,005      77,764   3,422,580     127,328     192,512     294,428     115,200     266,617      38,623      27,754      43,490     123,034     471,676
    Depository institutions                    3,407,871      77,747   1,779,731     127,326     192,469     293,812     115,111     122,331      38,617      27,673      42,858     118,547     471,649
    U.S. Treasury, General Account             1,568,893           0   1,568,893           0           0           0           0           0           0           0           0           0           0
    Foreign official                              23,052           2      23,026           1           3           8           2           2           1           0           0           0           6
    Other (7)                                    201,188          15      50,930           0          39         607          86     144,284           5          81         632       4,487          21
  Earnings remittances due to the U.S.      
     Treasury (8)                                  1,784          30         991          35          43          77         136         100          26          14          19          94         218
  Treasury contributions to credit          
     facilities (9)                               51,778      18,072      33,706           0           0           0           0           0           0           0           0           0           0
  Other liabilities and accrued             
     dividends                                     8,579         585       2,907         298         340         802         748         603         240         323         272         465         996
                                                                                                                                                                                                        
Total liabilities                              7,518,205     162,625   4,237,493     187,864     294,425     463,355     414,013     411,219     101,052      63,451     101,356     310,058     771,295
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 32,412       1,470      10,883       1,163       2,800       6,734       1,468       1,269         616         287         354         596       4,771
  Surplus                                          6,785         308       2,280         244         587       1,412         307         266         129          58          73         122         999
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  7,557,402     164,403   4,250,657     189,271     297,811     471,501     415,788     412,754     101,797      63,796     101,783     310,776     777,066

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, February 17, 2021 (continued)


1.  Securities include outright holdings of U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities, including securities lent to dealers under the overnight              
    securities lending facility; refer to table 1A. Mortgage-backed securities are guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Unamortized premiums and discounts are the differences between the
    purchase price and the face value of the securities that have not been amortized. For U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities, amortization is on an
    effective-interest basis. Repurchase agreements reflect the 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.                                                                                                                                                                                         
2.  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.                                 
3.  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.                                                                                                 
4.  Revalued daily at current foreign currency exchange rates.                                                                                                                                              
5.  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.                                                                                                         
6.  Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
7.  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.                                                                                                          
8.  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 each Federal Reserve Bank's allotted surplus cap.                                                 
9.  Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10 billion, Corporate Credit Facilities LLC of $13.9 billion, MS Facilities LLC of $16.6 billion, and          
    Municipal Liquidity Facility LLC of $6.3 billion, and TALF II LLC of $3.5 billion, and credit protection in the Money Market Mutual Fund Liquidity Facility of $1.5 billion.                        
                                                                                                                                                                                                            



    Note on consolidation:                                                                                                                                                                                  
    The Federal Reserve Bank of New York (FRBNY) and the Federal Reserve Bank of Boston (FRBB) have extended loans to 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 the FRBNY are used to secure the loan from the FRBNY. On
    May 12, 2020, FRBNY began extending loans to the Corporate Credit Facilities LLC (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. On June 25, 2020, FRBNY began extending loans to the TALF II LLC, a special purpose vehicle that was formed to help   
    support the flow of credit to consumers and businesses. The assets of the TALF II 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 July 15, 2020, the FRBB began extending loans to the MS Facilities LLC (Main Street Lending Program), a special purpose vehicle that was formed to help ensure credit flows to small and  
    medium-sized businesses and to eligible nonprofits. The assets of the MS Facilities LLC and the amount provided by U.S. Treasury as credit protection to the FRBB are used to secure the loan from the
    FRBB.                                                                                                                                                                                               
    The FRBNY is the managing member of CPFF II LLC, CCF LLC, MLF LLC, and TALF II LLC. The 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 6 (and in table 1 and
    table 5), 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 5). The amount provided by U.S. Treasury as credit protection to FRBNY and FRBB appears as liabilities on table 6 (and in table 1 and table 5).                        





7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                          Feb 17, 2021  

Federal Reserve notes outstanding                                                            2,215,334  
  Less: Notes held by F.R. Banks not subject to collateralization                              161,995  
    Federal Reserve notes to be collateralized                                               2,053,339  
Collateral held against Federal Reserve notes                                                2,053,339  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   2,037,102  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       6,997,466  
  Less: Face value of securities under reverse repurchase agreements                           194,269  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        6,803,198  

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 securities lending facility; refer to table     
    1A.