FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                              October 7, 2010
 
1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and                         Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended   Change from week ended    Oct 6, 2010
Federal Reserve Banks                                      Oct 6, 2010 Sep 29, 2010  Oct 7, 2009
 
Reserve Bank credit                                        2,284,553   -    3,119   +  165,051    2,290,274
  Securities held outright (1)                             2,046,948   -    2,247   +  452,057    2,051,716
    U.S. Treasury securities                                 814,304   +    5,372   +   45,128      819,072
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           748,069   +    4,850   +   47,601      752,832
      Notes and bonds, inflation-indexed (2)                  42,318   +      471   -    2,270       42,318
      Inflation compensation (3)                               5,493   +       50   -      204        5,499
    Federal agency debt securities (2)                       154,105            0   +   20,670      154,105
    Mortgage-backed securities (4)                         1,078,539   -    7,619   +  386,258    1,078,539
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  178,379            0
  Other loans                                                 49,153   -    1,477   -   61,383       49,483
    Primary credit                                                89   +       64   -   27,809          110
    Secondary credit                                               0            0   -      460            0
    Seasonal credit                                               65   -        7   -       22           61
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -       79            0
    Credit extended to American International
       Group, Inc., net (6)                                   19,497   +      188   -   20,142       20,001
    Term Asset-Backed Securities Loan Facility (7)            29,501   -    1,723   -   12,873       29,310
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      0            0   -   41,043            0
  Net portfolio holdings of Maiden Lane LLC (9)               28,478   +       31   +    2,211       28,510
  Net portfolio holdings of Maiden Lane II LLC (10)           15,847   +       16   +    1,179       15,674
  Net portfolio holdings of Maiden Lane III LLC (11)          23,003   -       28   +    2,571       22,782
  Net portfolio holdings of TALF LLC (12)                        601            0   +      601          601
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (13)                                        26,057   +      324   +   26,057       26,057
  Float                                                       -1,711   -       88   +      469       -2,136
  Central bank liquidity swaps (14)                               61            0   -   49,770           61
  Other Federal Reserve assets (15)                           96,117   +      350   +   10,483       97,527
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0            0        5,200
Treasury currency outstanding (16)                            43,392   +       14   +      792       43,392

Total factors supplying reserve funds                      2,344,185   -    3,106   +  165,842    2,349,907
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and                         Averages of daily figures         Wednesday  
reserve balances of depository institutions at             Week ended   Change from week ended    Oct 6, 2010
Federal Reserve Banks                                      Oct 6, 2010 Sep 29, 2010  Oct 7, 2009
 
Currency in circulation (16)                                 956,200   +    4,305   +   41,921      959,668
Reverse repurchase agreements (17)                            63,994   +    1,465   -    1,451       64,440
  Foreign official and international accounts                 63,994   +    1,465   -    1,451       64,440
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           235   +        5   -       58          223
Deposits with F.R. Banks, other than reserve balances        265,784   +    1,153   +   86,413      255,807
  Term deposits held by depository institutions                2,119            0   +    2,119        2,119
  U.S. Treasury, general account                              58,125   +      549   +   16,546       49,530
  U.S. Treasury, supplementary financing account             199,962   +        1   +   70,006      199,962
  Foreign official                                             2,184   -        8   +      206        1,345
  Service-related                                              2,408            0   -      992        2,408
    Required clearing balances                                 2,408            0   -      988        2,408
    Adjustments to compensate for float                            0            0   -        4            0
  Other                                                          987   +      613   -    1,471          444
Other liabilities and capital (18)                            72,647   -      171   +   12,535       72,170

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,358,859   +    6,755   +  139,358    1,352,308

Reserve balances with Federal Reserve Banks                  985,326   -    9,861   +   26,483      997,599
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements.
6. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and
   allowance for loan restructuring. Excludes credit extended to consolidated LLCs.
7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term
   Asset-Backed Securities Loan Facility.
8. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
   investments held by the Commercial Paper Funding Facility LLC.
9.  Refer to table 4 and the note on consolidation accompanying table 10.
10. Refer to table 5 and the note on consolidation accompanying table 10.
11. Refer to table 6 and the note on consolidation accompanying table 10.
12. Refer to table 7 and the note on consolidation accompanying table 10.
13. Refer to table 8.
14. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market
    exchange rate used when the foreign currency was acquired from the foreign central bank.
15. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange
    rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA
    Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to
    eligible borrowers through the Term Asset-Backed Securities Loan Facility.
16. Estimated.
17. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
18. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to
    entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only
    to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
    accompanying table 10.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.

 
1A. Memorandum Items
Millions of dollars
                                                                Averages of daily figures         Wednesday  
                                                           Week ended   Change from week ended    Oct 6, 2010
Memorandum item                                            Oct 6, 2010 Sep 29, 2010  Oct 7, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,251,105   +   21,587   +  390,606    3,253,238
  U.S. Treasury securities                                 2,499,750   +   20,241   +  402,093    2,501,486
  Federal agency securities (2)                              751,355   +    1,346   -   11,486      751,752
Securities lent to dealers                                     9,548   +    2,177   -    1,038        7,356
  Overnight facility (3)                                       9,548   +    2,177   -    1,038        7,356
    U.S. Treasury securities                                   7,970   +    2,187   -    2,140        5,789
    Federal agency debt securities                             1,578   -       10   +    1,102        1,567
  Term facility (4)                                                0            0            0            0
 
Note: Components may not sum to totals because of rounding.

1. Face value of the securities. Includes U.S. Treasury STRIPS, other zero-coupon bonds, and mortgage-backed
   securities at face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.
4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency
   securities, and other highly rated debt securities.

 
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities,    October 6, 2010
Millions of dollars
                                       Within 15    16 days to   91 days to  Over 1 year  Over 5 years    Over 10        All     
Remaining maturity                        days       90 days       1 year     to 5 years   to 10 years     years    
 
Other loans (1)                              125           47            0       49,312            0           ...       49,483
U.S. Treasury securities (2)
  Holdings                                15,221       17,833       50,291      353,659      238,962       143,106      819,072
  Weekly changes                      -      414   +    2,226   -    1,536   -    1,185   +    6,107    +    2,205   +    7,403
Federal agency debt securities (3)
  Holdings                                 3,362        3,283       39,192       73,175       32,746         2,347      154,105
  Weekly changes                      +    1,439   -    1,439            0            0            0             0            0
Mortgage-backed securities (4)
  Holdings                                     0            0            0           28           21     1,078,490    1,078,539
  Weekly changes                               0            0            0            0   +        1    -        1            0
Asset-backed securities held by
   TALF LLC (5)                                0            0            0            0            0             0            0
Repurchase agreements (6)                      0            0          ...          ...          ...           ...            0
Central bank liquidity swaps (7)              61            0            0            0            0             0           61

Reverse repurchase agreements (6)         64,440            0          ...          ...          ...           ...       64,440
Term deposits                              2,119            0            0          ...          ...           ...        2,119
 
Note: Components may not sum to totals because of rounding.
. . . Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III
   LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's statement of condition consistent with consolidation
   under generally accepted accounting principles.
2. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of
   inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
   balance of the underlying mortgages.
5. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
6. Cash value of agreements.
7. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency
   is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was
   acquired from the foreign central bank.

 
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Oct 6, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,078,539

Commitments to buy mortgage-backed securities (2)                                                                              0
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                  1
 
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
   balance of the underlying mortgages.
2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls,
   and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.

 
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Oct 6, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             28,510

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 27,639
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         570
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,299
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
        June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 9 and table 10.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of
section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to
manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets.
Payments by Maiden Lane LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses
of the LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to
JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.

 
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Oct 6, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,674

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 13,452
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         411
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,063
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
        June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of
   American International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued
   interest payable are included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table
   9 and table 10.

Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential
mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group,
Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred
payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Oct 6, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         22,782

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,290
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         503
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,325
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
        June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 9 and table 10.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector
collateralized debt obligations (CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written
credit default swap (CDS) contracts. In connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the
related CDS transactions. Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to
AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

 
7. Information on Principal Accounts of TALF LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Oct 6, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       601
Net portfolio holdings of TALF LLC                                                                                           601

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                      0
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                           0
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                        105
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 9 and table 10.

Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF)
under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New
York (FRBNY) extends loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to
assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed
securities collateralized by a variety of consumer and business loans. The loans provided through the TALF to eligible borrowers are
non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to the FRBNY. The loans
are extended for the market value of the security less an amount known as a haircut. As a result, the borrower bears the initial
risk of a decline in the value of the security.

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed
securities received by the FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest.
Losses on asset-backed securities held by TALF LLC will be offset in the following order: by the commitment fees collected by TALF
LLC, by the interest received on investments of TALF LLC, by up to $4.3 billion in subordinated debt funding provided by the U.S.
Treasury, and finally, by senior debt funding provided by the FRBNY. Payments by TALF LLC from the proceeds of its net portfolio
holdings will be made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the U.S.
Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds will be shared by the FRBNY and the
U.S. Treasury.

 
8. Supplemental Information on the Federal Reserve Bank of New York's Preferred Interests in
AIA Aurora LLC and ALICO Holdings LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Oct 6, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          26,057
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                         21

Preferred interests in AIA Aurora LLC (1)                                                                                 16,676
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                                14

Preferred interests in ALICO Holdings LLC (1)                                                                              9,380
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                             8
 
Note: Components may not sum to totals because of rounding.

1. Book value.
2. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.

Note on preferred interests:

In conjunction with the restructuring of the government's assistance to American International Group, Inc. (AIG) announced March 2,
2009, the outstanding balance and amount available of revolving credit provided to AIG by the FRBNY has been reduced in exchange for
preferred interests in two special purpose vehicles, AIA Aurora LLC and ALICO Holdings LLC. These two limited liability companies
were created to directly or indirectly hold all of the outstanding common stock of American International Assurance Company Ltd.
(AIA) and American Life Insurance Company (ALICO), two life insurance subsidiaries of AIG. AIG will retain control of AIA Aurora LLC
and ALICO Holdings LLC, and the FRBNY will have certain consent, disposition, and conversion rights with respect to its preferred
interests.

Dividends accrue as a percentage of the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC. On a quarterly basis,
the accrued dividends are capitalized and added to the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC.

 
9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation    Oct 6, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Sep 29, 2010  Oct 7, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0            0
  Coin                                                                       2,114    +        3   +      124
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,101,199    +    7,113   +  216,329
    Securities held outright (1)                                         2,051,716    +    7,403   +  456,429
      U.S. Treasury securities                                             819,072    +    7,403   +   49,887
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       752,832    +    7,390   +   52,364
        Notes and bonds, inflation-indexed (2)                              42,318             0   -    2,270
        Inflation compensation (3)                                           5,499    +       13   -      207
      Federal agency debt securities (2)                                   154,105             0   +   20,294
      Mortgage-backed securities (4)                                     1,078,539             0   +  386,248
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  178,379
    Other loans                                                             49,483    -      290   -   61,721
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    0             0   -   41,059
  Net portfolio holdings of Maiden Lane LLC (7)                             28,510    +       40   +    2,206
  Net portfolio holdings of Maiden Lane II LLC (8)                          15,674    -      201   +    1,213
  Net portfolio holdings of Maiden Lane III LLC (9)                         22,782    -      258   +    2,616
  Net portfolio holdings of TALF LLC (10)                                      601             0   +      601
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      26,057    +      324   +   26,057
  Items in process of collection                             (84)              463    +       98   +      310
  Bank premises                                                              2,222    -        7   +        1
  Central bank liquidity swaps (12)                                             61             0   -   49,770
  Other assets (13)                                                         95,313    +    2,248   +   11,389

Total assets                                                 (84)        2,311,231    +    9,358   +  170,016
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation    Oct 6, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Sep 29, 2010  Oct 7, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         918,609    +    4,849   +   42,489
  Reverse repurchase agreements (14)                                        64,440    -    2,930   +    1,540
  Deposits                                                    (0)        1,253,413    +    6,593   +  113,645
    Term deposits held by depository institutions                            2,119             0   +    2,119
    Other deposits held by depository institutions                       1,000,014    +   15,875   +   33,477
    U.S. Treasury, general account                                          49,530    -    8,299   +   18,525
    U.S. Treasury, supplementary financing account                         199,962    +        1   +   70,006
    Foreign official                                                         1,345    -    1,066   -      540
    Other                                                     (0)              444    +       84   -    9,940
  Deferred availability cash items                           (84)            2,598    +      410   -      182
  Other liabilities and accrued dividends (15)                              15,029    +       91   +    6,468

Total liabilities                                            (84)        2,254,089    +    9,014   +  163,961

Capital accounts
  Capital paid in                                                           26,687    +        1   +    1,798
  Surplus                                                                   25,881    +        6   +    4,500
  Other capital accounts                                                     4,575    +      338   -      242

Total capital                                                               57,142    +      344   +    6,055
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
   investments held by the Commercial Paper Funding Facility LLC.
7. Refer to table 4 and the note on consolidation accompanying table 10.
8. Refer to table 5 and the note on consolidation accompanying table 10.
9.  Refer to table 6 and the note on consolidation accompanying table 10.
10. Refer to table 7 and the note on consolidation accompanying table 10.
11. Refer to table 8.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange
    rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates,
    accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA Aurora LLC
    and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers
    through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to 
    entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to
    the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
    accompanying table 10.


 
10. Statement of Condition of Each Federal Reserve Bank,    October 6, 2010
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Assets
  Gold certificate account                      11,037         369       4,038         404         463         846       1,385         887         324         203         296         652       1,170
  Special drawing rights certificate acct.       5,200         196       1,818         210         237         412         654         424         150          90         153         282         574
  Coin                                           2,114          64          71         169         155         313         202         322          31          59         151         224         353
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,101,199      51,922     886,622      47,914      69,708     233,668     194,160     154,685      52,858      28,108      70,388      86,162     225,004
    Securities held outright (1)             2,051,716      51,922     837,209      47,914      69,708     233,668     194,149     154,671      52,849      28,088      70,382      86,153     225,004
      U.S. Treasury securities                 819,072      20,728     334,225      19,128      27,829      93,283      77,507      61,747      21,098      11,213      28,098      34,393      89,824
        Bills (2)                               18,423         466       7,517         430         626       2,098       1,743       1,389         475         252         632         774       2,020
        Notes and bonds (3)                    800,649      20,262     326,707      18,697      27,203      91,185      75,764      60,358      20,623      10,961      27,466      33,620      87,804
      Federal agency debt securities (2)       154,105       3,900      62,883       3,599       5,236      17,551      14,583      11,617       3,969       2,110       5,286       6,471      16,900
      Mortgage-backed securities (4)         1,078,539      27,294     440,101      25,187      36,644     122,834     102,060      81,307      27,781      14,765      36,998      45,288     118,279
    Repurchase agreements (5)                        0           0           0           0           0           0           0           0           0           0           0           0           0
    Term auction credit                              0           0           0           0           0           0           0           0           0           0           0           0           0
    Other loans                                 49,483           0      49,413           0           0           0          11          14           9          21           6          10           0
  Net portfolio holdings of Commercial
     Paper Funding Facility LLC (6)                  0           0           0           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane LLC (7)                               28,510           0      28,510           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            15,674           0      15,674           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           22,782           0      22,782           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          601           0         601           0           0           0           0           0           0           0           0           0           0
  Preferred interests in AIA Aurora LLC
     and ALICO Holdings LLC (11)                26,057           0      26,057           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   546          13           0          64          84          10         194          52          22          12          23          43          28
  Bank premises                                  2,222         126         255          68         141         238         218         210         135         108         265         246         212
  Central bank liquidity swaps (12)                 61           2          18           7           5          17           4           1           1           2           0           1           4
  Other assets (13)                             95,313       2,738      35,731       4,513       4,312      15,234       8,135       5,792       2,039       1,707       2,579       3,265       9,267
  Interdistrict settlement account                   0   +   2,832   + 101,518   +  26,304   -  16,742   +   9,154   -  41,938   -  35,423   -  13,583   -   3,104   -  10,847   -   2,359   -  15,812

Total assets                                 2,311,314      58,264   1,123,693      79,652      58,364     259,893     163,013     126,951      41,975      27,185      63,008      88,516     220,800
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
10. Statement of Condition of Each Federal Reserve Bank,    October 6, 2010 (continued)
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Liabilities
  Federal Reserve notes outstanding          1,132,446      40,979     388,735      45,734      46,122      89,699     143,656      87,825      32,958      20,203      33,882      76,635     126,019
    Less: Notes held by F.R. Banks             213,838       4,125      87,995       5,236       8,644      14,217      27,853      12,825       4,442       6,049       3,406      12,144      26,903
      Federal Reserve notes, net               918,609      36,854     300,740      40,498      37,478      75,481     115,804      75,000      28,516      14,155      30,477      64,491      99,115
  Reverse repurchase agreements (14)            64,440       1,631      26,295       1,505       2,189       7,339       6,098       4,858       1,660         882       2,211       2,706       7,067
  Deposits                                   1,253,413      17,582     769,162      31,406      13,966     163,335      37,109      45,020      11,046      10,001      29,507      20,053     105,227
    Term deposits held by depository
       institutions                              2,119          27         886           0          15          96         161         506           0           6          34          62         327
    Other deposits held by depository
       institutions                          1,000,014      17,535     517,265      31,402      13,949     163,040      36,944      44,500      11,044       9,994      29,471      19,990     104,882
    U.S. Treasury, general account              49,530           0      49,530           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, supplementary
       financing account                       199,962           0     199,962           0           0           0           0           0           0           0           0           0           0
    Foreign official                             1,345           1       1,316           4           3          11           2           1           0           1           0           1           3
    Other                                          444          19         204           0           0         188           2          14           1           0           1           0          15
  Deferred availability cash items               2,682          89           0         280         550         141         179         200          70         362         143         140         526
  Other liabilities and accrued
     dividends (15)                             15,029         203      11,274         235         260         758         521         425         189         143         188         264         569

Total liabilities                            2,254,173      56,359   1,107,471      73,924      54,443     247,054     159,711     125,503      41,481      25,544      62,525      87,654     212,504

Capital
  Capital paid in                               26,687         916       7,666       2,829       1,924       5,434       1,551         663         215         807         218         400       4,064
  Surplus                                       25,881         946       7,676       2,804       1,911       7,141       1,581         621         239         712         210         353       1,688
  Other capital                                  4,575          43         881          95          86         263         170         164          41         123          55         110       2,544

Total liabilities and capital                2,311,314      58,264   1,123,693      79,652      58,364     259,893     163,013     126,951      41,975      27,185      63,008      88,516     220,800
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

10. Statement of Condition of Each Federal Reserve Bank,    October 6, 2010 (continued)
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Includes the book value of the commercial paper, net of amortized costs and related fees, and other investments held by the Commercial Paper Funding Facility LLC.
7. Refer to table 4 and the note on consolidation below.
8. Refer to table 5 and the note on consolidation below.
9.  Refer to table 6 and the note on consolidation below.
10. Refer to table 7 and the note on consolidation below.
11. Refer to table 8.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests
    in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was
extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase multi-sector
collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan was extended to
Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc.
On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any residual
losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the
preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs
appear as assets on the previous page (and in table 1 and table 9), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of
the LLCs, are included in other liabilities in this table (and table 1 and table 9).

 
11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                        Oct 6, 2010 
 
Federal Reserve notes outstanding                                                          1,132,446
  Less: Notes held by F.R. Banks not subject to collateralization                            213,838
    Federal Reserve notes to be collateralized                                               918,609
Collateral held against Federal Reserve notes                                                918,609
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   902,372
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,051,716
  Less: Face value of securities under reverse repurchase agreements                          54,333
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,997,383
 
Note: Components may not sum to totals because of rounding.

1. Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright,
   compensation to adjust for the effect of inflation on the original face value of inflation-indexed
   securities, and cash value of repurchase agreements.
2. Includes securities lent to dealers under the overnight and term securities lending facilities; refer
   to table 1A.