---

`FEDERAL RESERVE statistical release

For Release at
4:30 P.M. EDT
June 12, 2014

Table 10 line items “Less: Face value of securities under reverse repurchase agreements” and “U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged” have been corrected to include securities pledged as collateral for tri-party reverse repurchase agreements. 
The revised data are reported at the following link: http://www.federalreserve.gov/releases/h41/2014update.htm.
Historical data incorporating this correction can be accessed through the Data Download Program (DDP) at http://www.federalreserve.gov/datadownload/Choose.aspx?rel=H41. 

FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                              August 12, 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   Aug 11, 2010
Federal Reserve Banks                                     Aug 11, 2010  Aug 4, 2010 Aug 12, 2009
 
Reserve Bank credit                                        2,308,988   -      142   +  319,671    2,310,364
  Securities held outright (1)                             2,054,510   +      477   +  681,818    2,055,848
    U.S. Treasury securities                                 777,012   -       10   +   56,102      777,009
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           712,020            0   +   59,582      712,020
      Notes and bonds, inflation-indexed (2)                  41,129            0   -    3,459       41,129
      Inflation compensation (3)                               5,441   -       10   -       21        5,437
    Federal agency debt securities (2)                       159,381            0   +   50,485      159,381
    Mortgage-backed securities (4)                         1,118,117   +      488   +  575,232    1,119,459
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  233,598            0
  Other loans                                                 62,374   -    1,514   -   43,603       62,225
    Primary credit                                                14   -       22   -   33,920            1
    Secondary credit                                               1   +        1   -      804            0
    Seasonal credit                                               79   -        4   -       26           80
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -      113            0
    Credit extended to American International
       Group, Inc., net (6)                                   23,512   -       73   -   17,677       23,674
    Term Asset-Backed Securities Loan Facility (7)            38,768   -    1,416   +    8,937       38,470
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      1            0   -   60,027            1
  Net portfolio holdings of Maiden Lane LLC (9)               29,454   +       27   +    3,500       29,469
  Net portfolio holdings of Maiden Lane II LLC (10)           15,958   -      214   +    1,143       15,961
  Net portfolio holdings of Maiden Lane III LLC (11)          23,231   -      319   +    2,472       23,299
  Net portfolio holdings of TALF LLC (12)                        540            0   +      540          540
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (13)                                        25,733            0   +   25,733       25,733
  Float                                                       -1,761   -       78   +      384       -2,020
  Central bank liquidity swaps (14)                            1,246            0   -   75,037        1,246
  Other Federal Reserve assets (15)                           97,703   +    1,480   +   16,347       98,062
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0   +    3,000        5,200
Treasury currency outstanding (16)                            43,252   +       14   +      769       43,252

Total factors supplying reserve funds                      2,368,481   -      128   +  323,439    2,369,857
 
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   Aug 11, 2010
Federal Reserve Banks                                     Aug 11, 2010  Aug 4, 2010 Aug 12, 2009
 
Currency in circulation (16)                                 946,348   +    1,658   +   34,727      947,902
Reverse repurchase agreements (17)                            59,980   -    2,175   -   10,324       58,548
  Foreign official and international accounts                 59,748   -    2,407   -   10,556       57,963
  Dealers                                                        231   +      231   +      231          585
Treasury cash holdings                                           199   -       11   -       87          207
Deposits with F.R. Banks, other than reserve balances        243,397   +    8,299   -   14,983      233,845
  Term deposits held by depository institutions                2,119            0   +    2,119        2,119
  U.S. Treasury, general account                              36,113   +    8,736   -   12,104       26,932
  U.S. Treasury, supplementary financing account             199,957   -        3   +       24      199,957
  Foreign official                                             2,082   -      656   -    1,332        2,013
  Service-related                                              2,457            0   -    2,662        2,457
    Required clearing balances                                 2,457            0   -    2,662        2,457
    Adjustments to compensate for float                            0            0            0            0
  Other                                                          669   +      220   -    1,028          367
Other liabilities and capital (18)                            73,401   -      633   +   15,768       73,611

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,323,325   +    7,138   +   25,101    1,314,113

Reserve balances with Federal Reserve Banks                1,045,156   -    7,266   +  298,338    1,055,744
 
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. Refer to table 7 and the note on consolidation accompanying table 11.
9.  Refer to table 4 and the note on consolidation accompanying table 11.
10. Refer to table 5 and the note on consolidation accompanying table 11.
11. Refer to table 6 and the note on consolidation accompanying table 11.
12. Refer to table 8 and the note on consolidation accompanying table 11.
13. Refer to table 9.
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 Commercial Paper Funding Facility LLC, 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 8 and the note on consolidation accompanying table 11.

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   Aug 11, 2010
Memorandum item                                           Aug 11, 2010  Aug 4, 2010 Aug 12, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,164,488   +   10,583   +  348,871    3,174,357
  U.S. Treasury securities                                 2,334,184   +   11,432   +  301,789    2,341,620
  Federal agency securities (2)                              830,304   -      849   +   47,082      832,738
Securities lent to dealers                                     3,592   -      486   -    9,657        4,322
  Overnight facility (3)                                       3,592   -      486   -    6,957        4,322
    U.S. Treasury securities                                   2,359   -      573   -    8,014        3,040
    Federal agency debt securities                             1,232   +       86   +    1,056        1,282
  Term facility (4)                                                0            0   -    2,700            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,    August 11, 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)                               28           54            0       62,144            0           ...       62,225
U.S. Treasury securities (2)
  Holdings                                19,072       13,043       53,289      331,813      215,945       143,846      777,009
  Weekly changes                      +    2,156   -    2,157   -        1   -        2   -        2    -        5   -       10
Federal agency debt securities (3)
  Holdings                                 2,879        6,821       37,246       77,342       32,746         2,347      159,381
  Weekly changes                      +      709   -      709            0            0            0             0            0
Mortgage-backed securities (4)
  Holdings                                     0            0            0           30           20     1,119,408    1,119,459
  Weekly changes                               0            0            0            0            0    +    1,724   +    1,725
Commercial paper held by
   Commercial Paper Funding
   Facility LLC (5)                            0            0            0          ...          ...           ...            0
Asset-backed securities held by
   TALF LLC (6)                                0            0            0            0            0             0            0
Repurchase agreements (7)                      0            0          ...          ...          ...           ...            0
Central bank liquidity swaps (8)           1,242            4            0            0            0             0        1,246

Reverse repurchase agreements (7)         58,548            0          ...          ...          ...           ...       58,548
Term deposits                                  0        2,119            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 Commercial Paper Funding Facility LLC, 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 commercial paper held by Commercial Paper Funding Facility LLC.
6. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
7. Cash value of agreements.
8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency
   is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was
   acquired from the foreign central bank.

 
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Aug 11, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,119,459

Commitments to buy mortgage-backed securities (2)                                                                            820
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                679
 
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 10 and table 11.

 
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Aug 11, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             29,469

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 28,790
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         537
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,288
 
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 11.
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 10 and table 11.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of
section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to
manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets.
Payments by Maiden Lane LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses
of the LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to
JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.

 
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Aug 11, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,961

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 13,873
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         383
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,058
 
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 11.
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
   10 and table 11.

Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential
mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group,
Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred
payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Aug 11, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         23,299

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 15,107
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         473
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,298
 
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 11.
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 10 and table 11.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector
collateralized debt obligations (CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written
credit default swap (CDS) contracts. In connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the
related CDS transactions. Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to
AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

 
7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Aug 11, 2010 
 
Commercial paper holdings, net (1)                                                                                             0
Other investments, net                                                                                                         1
Net portfolio holdings of Commercial Paper Funding Facility LLC                                                                1

Memorandum: Commercial paper holdings, face value                                                                              0

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                      0
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                           0
 
1. Book value, which includes amortized cost and related fees.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of section 13(3) of the
Federal Reserve Act to Commercial Paper Funding Facility LLC. This LLC is a limited liability company formed to purchase three-month
U.S. dollar-denominated commercial paper from eligible issuers and thereby foster liquidity in short-term funding markets and
increase the availability of credit for businesses and households.

 
8. Information on Principal Accounts of TALF LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                           Aug 11, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       540
Net portfolio holdings of TALF LLC                                                                                           540

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 11.
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 10 and table 11.

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.

 
9. 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                                                                                                           Aug 11, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          25,733
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                        148

Preferred interests in AIA Aurora LLC (1)                                                                                 16,469
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                                95

Preferred interests in ALICO Holdings LLC (1)                                                                              9,264
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            53
 
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 10 and table 11.

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.

 
10. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Aug 11, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Aug 4, 2010 Aug 12, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0   +    3,000
  Coin                                                                       2,065             0   +      152
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,118,074    +      173   +  393,430
    Securities held outright (1)                                         2,055,848    +    1,714   +  673,986
      U.S. Treasury securities                                             777,009    -       10   +   48,035
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       712,020             0   +   51,555
        Notes and bonds, inflation-indexed (2)                              41,129             0   -    3,459
        Inflation compensation (3)                                           5,437    -       11   -       61
      Federal agency debt securities (2)                                   159,381             0   +   49,378
      Mortgage-backed securities (4)                                     1,119,459    +    1,725   +  576,574
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  233,598
    Other loans                                                             62,225    -    1,542   -   46,959
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    1             0   -   58,051
  Net portfolio holdings of Maiden Lane LLC (7)                             29,469    +       18   +    3,481
  Net portfolio holdings of Maiden Lane II LLC (8)                          15,961    -      213   +    1,143
  Net portfolio holdings of Maiden Lane III LLC (9)                         23,299    -      282   +    2,439
  Net portfolio holdings of TALF LLC (10)                                      540             0   +      540
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      25,733             0   +   25,733
  Items in process of collection                             (72)              216    -      107   -      246
  Bank premises                                                              2,226    +        2   +       12
  Central bank liquidity swaps (12)                                          1,246             0   -   73,965
  Other assets (13)                                                         95,866    +    1,456   +   15,634

Total assets                                                 (72)        2,330,932    +    1,047   +  313,300
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
10. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation   Aug 11, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Aug 4, 2010 Aug 12, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         906,918    +    1,143   +   34,119
  Reverse repurchase agreements (14)                                        58,548    -    2,359   -    9,122
  Deposits                                                    (0)        1,289,618    +      897   +  272,205
    Term deposits held by depository institutions                            2,119             0   +    2,119
    Other deposits held by depository institutions                       1,058,230    +   18,013   +  281,204
    U.S. Treasury, general account                                          26,932    -   17,081   -    8,826
    U.S. Treasury, supplementary financing account                         199,957    -        3   +       24
    Foreign official                                                         2,013    -       17   -    1,026
    Other                                                     (0)              367    -       15   -    1,290
  Deferred availability cash items                           (72)            2,237    -       15   -      294
  Other liabilities and accrued dividends (15)                              17,149    +    1,770   +    9,764

Total liabilities                                            (72)        2,274,469    +    1,435   +  306,672

Capital accounts
  Capital paid in                                                           26,671    +        2   +    2,068
  Surplus                                                                   25,834    +        6   +    4,520
  Other capital accounts                                                     3,958    -      396   +       41

Total capital                                                               56,463    -      388   +    6,629
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Refer to table 7 and the note on consolidation accompanying table 11.
7. Refer to table 4 and the note on consolidation accompanying table 11.
8. Refer to table 5 and the note on consolidation accompanying table 11.
9.  Refer to table 6 and the note on consolidation accompanying table 11.
10. Refer to table 8 and the note on consolidation accompanying table 11.
11. Refer to table 9.
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 Commercial Paper Funding Facility LLC, 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
    8 and the note on consolidation accompanying table 11.


 
11. Statement of Condition of Each Federal Reserve Bank,    August 11, 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                                           2,065          65          68         164         149         304         196         318          30          59         149         216         347
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,118,074      52,027     901,039      48,010      69,849     234,139     194,550     154,989      52,982      28,168      70,525      86,338     225,457
    Securities held outright (1)             2,055,848      52,027     838,895      48,010      69,849     234,139     194,540     154,983      52,955      28,144      70,524      86,326     225,457
      U.S. Treasury securities                 777,009      19,663     317,061      18,145      26,399      88,493      73,526      58,576      20,014      10,637      26,655      32,627      85,212
        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)                    758,586      19,197     309,543      17,715      25,773      86,395      71,783      57,187      19,540      10,385      26,023      31,853      83,191
      Federal agency debt securities (2)       159,381       4,033      65,036       3,722       5,415      18,152      15,082      12,015       4,105       2,182       5,467       6,692      17,479
      Mortgage-backed securities (4)         1,119,459      28,330     456,798      26,143      38,034     127,494     105,932      84,392      28,835      15,325      38,402      47,007     122,767
    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                                 62,225           1      62,144           0           0           0          10           6          27          24           1          12           0
  Net portfolio holdings of Commercial
     Paper Funding Facility LLC (6)                  1           0           1           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane LLC (7)                               29,469           0      29,469           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            15,961           0      15,961           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           23,299           0      23,299           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          540           0         540           0           0           0           0           0           0           0           0           0           0
  Preferred interests in AIA Aurora LLC
     and ALICO Holdings LLC (11)                25,733           0      25,733           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   288          17           0          27          63          12          -6          54          18          15          11          35          42
  Bank premises                                  2,226         123         256          69         143         238         218         209         135         108         266         248         212
  Central bank liquidity swaps (12)              1,246          46         362         136          93         347          77          30          12          35          10          17          82
  Other assets (13)                             95,866       2,726      36,353       4,393       4,258      15,007       8,206       5,877       2,076       1,685       2,623       3,314       9,348
  Interdistrict settlement account                   0   -   2,703   + 123,204   +  23,078   -  13,346   +   1,855   -  42,788   -  40,978   -  14,554   +  10,121   -  18,580   -   1,237   -  24,074

Total assets                                 2,331,004      52,867   1,162,140      76,491      61,908     253,160     162,492     121,812      41,173      40,485      55,453      89,865     213,159
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
11. Statement of Condition of Each Federal Reserve Bank,    August 11, 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          1,138,519      40,354     392,033      45,368      46,258      90,665     145,342      88,334      33,215      20,481      33,487      76,931     126,051
    Less: Notes held by F.R. Banks             231,601       4,193     101,881       5,357       9,764      14,668      30,614      12,849       4,558       5,201       3,415      12,283      26,820
      Federal Reserve notes, net               906,918      36,162     290,153      40,011      36,494      75,997     114,728      75,485      28,656      15,280      30,072      64,648      99,231
  Reverse repurchase agreements (14)            58,548       1,482      23,891       1,367       1,989       6,668       5,540       4,414       1,508         802       2,008       2,458       6,421
  Deposits                                   1,289,618      13,001     820,113      29,021      18,691     156,705      38,090      39,737      10,200      22,231      22,520      21,445      97,865
    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                          1,058,230      12,966     590,179      29,016      18,673     156,485      37,926      39,165      10,195      22,223      22,484      21,382      97,534
    U.S. Treasury, general account              26,932           0      26,932           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, supplementary
       financing account                       199,957           0     199,957           0           0           0           0           0           0           0           0           0           0
    Foreign official                             2,013           1       1,984           4           3          11           2           1           0           1           0           1           3
    Other                                          367           7         174           0           1         112           0          65           5           0           1           0           2
  Deferred availability cash items               2,308          77           0         198         530         109         144         185          66         376         109          95         419
  Other liabilities and accrued
     dividends (15)                             17,149         249      12,101         267         330         992         734         606         251         171         273         367         807

Total liabilities                            2,274,541      50,971   1,146,258      70,864      58,035     240,470     159,236     120,427      40,681      38,859      54,983      89,014     204,744

Capital
  Capital paid in                               26,671         916       7,631       2,807       1,919       5,440       1,551         641         216         806         212         397       4,137
  Surplus                                       25,834         945       7,630       2,803       1,911       7,141       1,581         621         239         712         210         353       1,688
  Other capital                                  3,958          34         621          17          44         109         124         124          36         107          49         101       2,590

Total liabilities and capital                2,331,004      52,867   1,162,140      76,491      61,908     253,160     162,492     121,812      41,173      40,485      55,453      89,865     213,159
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

11. Statement of Condition of Each Federal Reserve Bank,    August 11, 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. Refer to table 7 and the note on consolidation below.
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 8 and the note on consolidation below.
11. Refer to table 9.
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 Commercial Paper Funding Facility LLC, 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 8 and the note on consolidation below.


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was
extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding Facility LLC, which was
formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On 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 sole beneficiary of Commercial Paper Funding Facility LLC. 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 10), 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 10).

 
12. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                       Aug 11, 2010 
 
Federal Reserve notes outstanding                                                          1,138,519
  Less: Notes held by F.R. Banks not subject to collateralization                            231,601
    Federal Reserve notes to be collateralized                                               906,918
Collateral held against Federal Reserve notes                                                906,918
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   890,681
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,055,848
  Less: Face value of securities under reverse repurchase agreements                          56,928
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,998,920
 
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.`

Statistical releases

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