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

Averages of daily figures Wednesday

 Oct 6, 2010 Week ended

 Oct 6, 2010

Change from week ended

Sep 29, 2010 Oct 7, 2009

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Reserve Bank credit 2,284,553 - 3,119 + 165,051 2,290,274

Securities held outright1 2,046,948 - 2,247 + 452,057 2,051,716

U.S. Treasury securities 814,304 + 5,372 + 45,128 819,072

Bills2 18,423 0 0 18,423

Notes and bonds, nominal2 748,069 + 4,850 + 47,601 752,832

Notes and bonds, inflation-indexed2 42,318 + 471 - 2,270 42,318

Inflation compensation3 5,493 + 50 - 204 5,499

Federal agency debt securities2 154,105 0 + 20,670 154,105

Mortgage-backed securities4 1,078,539 - 7,619 + 386,258 1,078,539

Repurchase agreements5 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., net6 19,497 + 188 - 20,142 20,001

Term Asset-Backed Securities Loan Facility7 29,501 - 1,723 - 12,873 29,310

Other credit extensions 0 0 0 0

Net portfolio holdings of Commercial Paper

Funding Facility LLC8 0 0 - 41,043 0

Net portfolio holdings of Maiden Lane LLC9 28,478 + 31 + 2,211 28,510

Net portfolio holdings of Maiden Lane II LLC10 15,847 + 16 + 1,179 15,674

Net portfolio holdings of Maiden Lane III LLC11 23,003 - 28 + 2,571 22,782

Net portfolio holdings of TALF LLC12 601 0 + 601 601

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC13 26,057 + 324 + 26,057 26,057

Float -1,711 - 88 + 469 -2,136

Central bank liquidity swaps14 61 0 - 49,770 61

Other Federal Reserve assets15 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 outstanding16 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.
H.4.1

1. Factors Affecting Reserve Balances of Depository Institutions (continued)

Millions of dollars

Averages of daily figures Wednesday

 Oct 6, 2010 Week ended

 Oct 6, 2010

Change from week ended

Sep 29, 2010 Oct 7, 2009

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Currency in circulation16 956,200 + 4,305 + 41,921 959,668

Reverse repurchase agreements17 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 capital18 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.
H.4.1

1A. Memorandum Items

Millions of dollars

Averages of daily figures Wednesday

 Oct 6, 2010 Week ended

 Oct 6, 2010

Change from week ended

Sep 29, 2010 Oct 7, 2009

Memorandum item

Marketable securities held in custody for foreign

official and international accounts1 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 securities2 751,355 + 1,346 - 11,486 751,752

Securities lent to dealers 9,548 + 2,177 - 1,038 7,356

Overnight facility3 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 facility4 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

days

16 days to

90 days

91 days to

1 year

Over 1 year

to 5 years

Over 5 years

to 10 years

Over 10

years

Remaining maturity All

Other loans1 125 47 0 49,312 0 ... 49,483

U.S. Treasury securities2

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 securities3

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 securities4

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 LLC5 0 0 0 0 0 0 0

Repurchase agreements6 0 0 ... ... ... ... 0

Central bank liquidity swaps7 61 0 0 0 0 0 61

Reverse repurchase agreements6 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.
H.4.1

3. Supplemental Information on Mortgage-Backed Securities Purchase Program

Millions of dollars

Wednesday

 Oct 6, 2010 Account name

Mortgage-backed securities held outright1 1,078,539

Commitments to buy mortgage-backed securities2 0

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 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

 Oct 6, 2010 Account name

Net portfolio holdings of Maiden Lane LLC1 28,510

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 27,639

Accrued interest payable to the Federal Reserve Bank of New York2 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

 Oct 6, 2010 Account name

Net portfolio holdings of Maiden Lane II LLC1 15,674

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 13,452

Accrued interest payable to the Federal Reserve Bank of New York2 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.
H.4.1

6. Information on Principal Accounts of Maiden Lane III LLC

Millions of dollars

Wednesday

 Oct 6, 2010 Account name

Net portfolio holdings of Maiden Lane III LLC1 22,782

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 14,290

Accrued interest payable to the Federal Reserve Bank of New York2 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

 Oct 6, 2010 Account name

Asset-backed securities holdings1 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 York2 0

Accrued interest payable to the Federal Reserve Bank of New York2 0

Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable3 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.
H.4.1

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

 Oct 6, 2010 Account name

Preferred interests in AIA Aurora LLC and ALICO Holdings LLC1 26,057

Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC2 21

Preferred interests in AIA Aurora LLC1 16,676

Accrued dividends on preferred interests in AIA Aurora LLC2 14

Preferred interests in ALICO Holdings LLC1 9,380

Accrued dividends on preferred interests in ALICO Holdings LLC2 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.
H.4.1

9. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars

Eliminations from

consolidation

Wednesday

 Oct 6, 2010

Change since

Wednesday

Sep 29, 2010

Wednesday

 Oct 7, 2009

Assets, liabilities, and capital

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 outright1 2,051,716 + 7,403 + 456,429

U.S. Treasury securities 819,072 + 7,403 + 49,887

Bills2 18,423 0 0

Notes and bonds, nominal2 752,832 + 7,390 + 52,364

Notes and bonds, inflation-indexed2 42,318 0 - 2,270

Inflation compensation3 5,499 + 13 - 207

Federal agency debt securities2 154,105 0 + 20,294

Mortgage-backed securities4 1,078,539 0 + 386,248

Repurchase agreements5 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 LLC6 0 0 - 41,059

Net portfolio holdings of Maiden Lane LLC7 28,510 + 40 + 2,206

Net portfolio holdings of Maiden Lane II LLC8 15,674 - 201 + 1,213

Net portfolio holdings of Maiden Lane III LLC9 22,782 - 258 + 2,616

Net portfolio holdings of TALF LLC10 601 0 + 601

Preferred interests in AIA Aurora LLC and ALICO

Holdings LLC11 26,057 + 324 + 26,057

Items in process of collection (84) 463 + 98 + 310

Bank premises 2,222 - 7 + 1

Central bank liquidity swaps12 61 0 - 49,770

Other assets13 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.
H.4.1

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

Millions of dollars

Eliminations from

consolidation

Wednesday

 Oct 6, 2010

Change since

Wednesday

Sep 29, 2010

Wednesday

 Oct 7, 2009

Assets, liabilities, and capital

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 918,609 + 4,849 + 42,489

Reverse repurchase agreements14 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 dividends15 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.
H.4.1

10. Statement of Condition of Each Federal Reserve Bank, October 6, 2010Millions of dollars

Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minn

Assets, liabilities, and capital

Assets

Gold certificate account 11,037 369 4,038 404 463 846 1,385 887 324 Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 Coin 2,114 64 71 169 155 313 202 322 31 Securities, repurchase agreements,

term auction credit, and otherloans 2,101,199 51,922 886,622 47,914 69,708 233,668 194,160 154,685 52,858 

Securities held outright1 2,051,716 51,922 837,209 47,914 69,708 233,668 194,149 154,671 52,849 

U.S. Treasury securities 819,072 20,728 334,225 19,128 27,829 93,283 77,507 61,747 21,098 

Bills2 18,423 466 7,517 430 626 2,098 1,743 1,389 475 Notes and bonds3 800,649 20,262 326,707 18,697 27,203 91,185 75,764 60,358 20,623 

Federal agency debt securities2 154,105 3,900 62,883 3,599 5,236 17,551 14,583 11,617 3,969 

Mortgage-backed securities4 1,078,539 27,294 440,101 25,187 36,644 122,834 102,060 81,307 27,781 

Repurchase agreements5 0 0 0 0 0 0 0 0 0 Term auction credit 0 0 0 0 0 0 0 0 0 Other loans 49,483 0 49,413 0 0 0 11 14 9 

Net portfolio holdings of Commercial

Paper Funding Facility LLC6 0 0 0 0 0 0 0 0 0 

Net portfolio holdings of Maiden

Lane LLC7 28,510 0 28,510 0 0 0 0 0 0 

Net portfolio holdings of Maiden

Lane II LLC8 15,674 0 15,674 0 0 0 0 0 0 

Net portfolio holdings of Maiden

Lane III LLC9 22,782 0 22,782 0 0 0 0 0 0 

Net portfolio holdings of TALF LLC10 601 0 601 0 0 0 0 0 0 

Preferred interests in AIA Aurora LLC

and ALICO Holdings LLC11 26,057 0 26,057 0 0 0 0 0 0 

Items in process of collection 546 13 0 64 84 10 194 52 22 Bank premises 2,222 126 255 68 141 238 218 210 135 Central bank liquidity swaps12 61 2 18 7 5 17 4 1 1 Other assets13 95,313 2,738 35,731 4,513 4,312 15,234 8,135 5,792 2,039 Interdistrict settlement account 0 + 2,832 + 101,518 + 26,304 - 16,742 + 9,154 - 41,938 - 35,423 - 13,583 - 

Total assets 2,311,314 58,264 1,123,693 79,652 58,364 259,893 163,013 126,951 41,975 

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

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 Minn

Assets, liabilities, and capital

Liabilities

Federal Reserve notes outstanding 1,132,446 40,979 388,735 45,734 46,122 89,699 143,656 87,825 32,958 

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 

Federal Reserve notes, net 918,609 36,854 300,740 40,498 37,478 75,481 115,804 75,000 28,516 

Reverse repurchase agreements14 64,440 1,631 26,295 1,505 2,189 7,339 6,098 4,858 1,660 

Deposits 1,253,413 17,582 769,162 31,406 13,966 163,335 37,109 45,020 11,046 

Term deposits held by depository

institutions 2,119 27 886 0 15 96 161 506 0 

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 

U.S. Treasury, general account 49,530 0 49,530 0 0 0 0 0 0 U.S. Treasury, supplementary

financing account 199,962 0 199,962 0 0 0 0 0 0 

Foreign official 1,345 1 1,316 4 3 11 2 1 0 Other 444 19 204 0 0 188 2 14 1 

Deferred availability cash items 2,682 89 0 280 550 141 179 200 70 Other liabilities and accrued

dividends15 15,029 203 11,274 235 260 758 521 425 189 

Total liabilities 2,254,173 56,359 1,107,471 73,924 54,443 247,054 159,711 125,503 41,481 Capital

Capital paid in 26,687 916 7,666 2,829 1,924 5,434 1,551 663 215 Surplus 25,881 946 7,676 2,804 1,911 7,141 1,581 621 239 Other capital 4,575 43 881 95 86 263 170 164 41 

Total liabilities and capital 2,311,314 58,264 1,123,693 79,652 58,364 259,893 163,013 126,951 41,975 

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

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 securitie4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mort5. 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 Facilit7. 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 centr

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 o

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 thLoan 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 

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 Resewas 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 multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contractwas extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio 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 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 FacilitThe 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 respoTALF 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 Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNcondition 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 (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 LLCsin this table (and table 1 and table 9).
H.4.1

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

Millions of dollars

Wednesday

 Oct 6, 2010 Federal Reserve notes and collateral

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 pledged1,2 902,372

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 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.