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`FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                            September 9, 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    Sep 8, 2010
Federal Reserve Banks                                      Sep 8, 2010  Sep 1, 2010  Sep 9, 2009
 
Reserve Bank credit                                        2,286,610   -       73   +  216,885    2,287,656
  Securities held outright (1)                             2,047,242   +    1,758   +  545,873    2,049,564
    U.S. Treasury securities                                 787,572   +    1,759   +   34,037      789,894
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           722,060   +    1,366   +   37,278      724,381
      Notes and bonds, inflation-indexed (2)                  41,660   +      379   -    2,928       41,660
      Inflation compensation (3)                               5,429   +       13   -      313        5,430
    Federal agency debt securities (2)                       156,502            0   +   33,926      156,502
    Mortgage-backed securities (4)                         1,103,168   -        1   +  477,911    1,103,168
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  212,110            0
  Other loans                                                 53,529   -    2,819   -   53,624       52,937
    Primary credit                                                29   +       16   -   30,345           29
    Secondary credit                                               0            0   -      581            0
    Seasonal credit                                               82   -        4   -       25           77
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -       79            0
    Credit extended to American International
       Group, Inc., net (6)                                   20,008   +       99   -   18,883       19,869
    Term Asset-Backed Securities Loan Facility (7)            33,410   -    2,930   -    3,711       32,962
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      0            0   -   47,139            0
  Net portfolio holdings of Maiden Lane LLC (9)               29,050   +       46   +    2,967       29,070
  Net portfolio holdings of Maiden Lane II LLC (10)           15,967   -       62   +    1,287       15,814
  Net portfolio holdings of Maiden Lane III LLC (11)          23,221   -      108   +    2,791       22,999
  Net portfolio holdings of TALF LLC (12)                        575            0   +      575          575
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (13)                                        25,733            0   +   25,733       25,733
  Float                                                       -1,889   -      160   +        6       -2,712
  Central bank liquidity swaps (14)                               64   +       20   -   61,543           64
  Other Federal Reserve assets (15)                           93,118   +    1,251   +   12,069       93,611
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0   +    3,000        5,200
Treasury currency outstanding (16)                            43,345   +       14   +      794       43,345

Total factors supplying reserve funds                      2,346,196   -       59   +  220,678    2,347,241
 
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    Sep 8, 2010
Federal Reserve Banks                                      Sep 8, 2010  Sep 1, 2010  Sep 9, 2009
 
Currency in circulation (16)                                 953,826   +    6,318   +   37,907      954,728
Reverse repurchase agreements (17)                            57,958   -    4,041   -    8,568       58,802
  Foreign official and international accounts                 57,958   -    4,041   -    8,568       58,802
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           246   +        6   -       10          241
Deposits with F.R. Banks, other than reserve balances        230,452   +      433   +    6,682      211,868
  Term deposits held by depository institutions                2,119            0   +    2,119        2,119
  U.S. Treasury, general account                              23,062   -       51   +    6,264        4,859
  U.S. Treasury, supplementary financing account             199,957   +        1   +       25      199,957
  Foreign official                                             2,482   +      497   -       32        2,121
  Service-related                                              2,433            0   -    1,644        2,433
    Required clearing balances                                 2,433            0   -    1,644        2,433
    Adjustments to compensate for float                            0            0            0            0
  Other                                                          399   -       15   -       49          378
Other liabilities and capital (18)                            72,415   +      469   +   12,963       71,644

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,314,897   +    3,183   +   48,974    1,297,283

Reserve balances with Federal Reserve Banks                1,031,299   -    3,243   +  171,704    1,049,959
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements.
6. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and
   allowance for loan restructuring. Excludes credit extended to consolidated LLCs.
7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term
   Asset-Backed Securities Loan Facility.
8. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
   investments held by the Commercial Paper Funding Facility LLC.
9.  Refer to table 4 and the note on consolidation accompanying table 10.
10. Refer to table 5 and the note on consolidation accompanying table 10.
11. Refer to table 6 and the note on consolidation accompanying table 10.
12. Refer to table 7 and the note on consolidation accompanying table 10.
13. Refer to table 8.
14. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market
    exchange rate used when the foreign currency was acquired from the foreign central bank.
15. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange
    rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA
    Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to
    eligible borrowers through the Term Asset-Backed Securities Loan Facility.
16. Estimated.
17. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
18. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to
    entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only
    to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
    accompanying table 10.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.

 
1A. Memorandum Items
Millions of dollars
                                                                Averages of daily figures         Wednesday  
                                                           Week ended   Change from week ended    Sep 8, 2010
Memorandum item                                            Sep 8, 2010  Sep 1, 2010  Sep 9, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,220,723   +    9,873   +  392,924    3,214,103
  U.S. Treasury securities                                 2,406,224   +   12,400   +  356,174    2,404,147
  Federal agency securities (2)                              814,499   -    2,527   +   36,750      809,956
Securities lent to dealers                                     6,873   +       95   -    5,162        6,743
  Overnight facility (3)                                       6,873   +       95   -    5,162        6,743
    U.S. Treasury securities                                   5,483   +       37   -    6,329        5,309
    Federal agency debt securities                             1,391   +       59   +    1,168        1,434
  Term facility (4)                                                0            0            0            0
 
Note: Components may not sum to totals because of rounding.

1. Face value of the securities. Includes U.S. Treasury STRIPS, other zero-coupon bonds, and mortgage-backed
   securities at face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.
4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency
   securities, and other highly rated debt securities.

 
2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities,  September 8, 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)                               50           56            0       52,831            0           ...       52,937
U.S. Treasury securities (2)
  Holdings                                15,474       15,641       52,786      343,586      221,947       140,459      789,894
  Weekly changes                      +    2,156   -    2,157            0   +    2,388   +    1,222    +        1   +    3,611
Federal agency debt securities (3)
  Holdings                                 2,397        5,927       38,402       74,683       32,746         2,347      156,502
  Weekly changes                      +      414   -      414            0            0            0             0            0
Mortgage-backed securities (4)
  Holdings                                     0            0            0           29           21     1,103,118    1,103,168
  Weekly changes                               0            0            0            0   +        1    -        1            0
Asset-backed securities held by
   TALF LLC (5)                                0            0            0            0            0             0            0
Repurchase agreements (6)                      0            0          ...          ...          ...           ...            0
Central bank liquidity swaps (7)              63            1            0            0            0             0           64

Reverse repurchase agreements (6)         58,802            0          ...          ...          ...           ...       58,802
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 Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III
   LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's statement of condition consistent with consolidation
   under generally accepted accounting principles.
2. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of
   inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
   balance of the underlying mortgages.
5. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
6. Cash value of agreements.
7. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency
   is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was
   acquired from the foreign central bank.

 
3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Sep 8, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,103,168

Commitments to buy mortgage-backed securities (2)                                                                              0
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                 12
 
1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
   balance of the underlying mortgages.
2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls,
   and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.

 
4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Sep 8, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             29,070

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 28,281
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         554
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,293
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
        June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 9 and table 10.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of
section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to
manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets.
Payments by Maiden Lane LLC from the proceeds of the net portfolio holdings will be made in the following order: operating expenses
of the LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to JPMorgan Chase & Co., and interest due to
JPMorgan Chase & Co. Any remaining funds will be paid to the FRBNY.

 
5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Sep 8, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,814

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 13,656
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         397
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,060
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
        June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of
   American International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued
   interest payable are included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table
   9 and table 10.

Note: On December 12, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane II LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase residential
mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group,
Inc. (AIG subsidiaries). Payments by Maiden Lane II LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane II LLC, principal due to the FRBNY, interest due to the FRBNY, and deferred
payment and interest due to AIG subsidiaries. Any remaining funds will be shared by the FRBNY and AIG subsidiaries.

 
6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Sep 8, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         22,999

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,638
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         488
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,311
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
        June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
   value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 9 and table 10.

Note: On November 25, 2008, the Federal Reserve Bank of New York (FRBNY) began extending credit to Maiden Lane III LLC under the
authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to purchase multi-sector
collateralized debt obligations (CDOs) on which the Financial Products group of American International Group, Inc. (AIG) has written
credit default swap (CDS) contracts. In connection with the purchase of CDOs, the CDS counterparties will concurrently unwind the
related CDS transactions. Payments by Maiden Lane III LLC from the proceeds of the net portfolio holdings will be made in the
following order: operating expenses of Maiden Lane III LLC, principal due to the FRBNY, interest due to the FRBNY, principal due to
AIG, and interest due to AIG. Any remaining funds will be shared by the FRBNY and AIG.

 
7. Information on Principal Accounts of TALF LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Sep 8, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       575
Net portfolio holdings of TALF LLC                                                                                           575

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                      0
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                           0
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3)                                        105
 
1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
   be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
   with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
   and accrued dividends in table 9 and table 10.

Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF)
under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New
York (FRBNY) extends loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to
assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed
securities collateralized by a variety of consumer and business loans. The loans provided through the TALF to eligible borrowers are
non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to the FRBNY. The loans
are extended for the market value of the security less an amount known as a haircut. As a result, the borrower bears the initial
risk of a decline in the value of the security.

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed
securities received by the FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest.
Losses on asset-backed securities held by TALF LLC will be offset in the following order: by the commitment fees collected by TALF
LLC, by the interest received on investments of TALF LLC, by up to $4.3 billion in subordinated debt funding provided by the U.S.
Treasury, and finally, by senior debt funding provided by the FRBNY. Payments by TALF LLC from the proceeds of its net portfolio
holdings will be made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the U.S.
Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds will be shared by the FRBNY and the
U.S. Treasury.

 
8. Supplemental Information on the Federal Reserve Bank of New York's Preferred Interests in
AIA Aurora LLC and ALICO Holdings LLC
Millions of dollars
                                                                                                                        Wednesday   
Account name                                                                                                            Sep 8, 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)                                        247

Preferred interests in AIA Aurora LLC (1)                                                                                 16,469
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                               158

Preferred interests in ALICO Holdings LLC (1)                                                                              9,264
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            89
 
Note: Components may not sum to totals because of rounding.

1. Book value.
2. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.

Note on preferred interests:

In conjunction with the restructuring of the government's assistance to American International Group, Inc. (AIG) announced March 2,
2009, the outstanding balance and amount available of revolving credit provided to AIG by the FRBNY has been reduced in exchange for
preferred interests in two special purpose vehicles, AIA Aurora LLC and ALICO Holdings LLC. These two limited liability companies
were created to directly or indirectly hold all of the outstanding common stock of American International Assurance Company Ltd.
(AIA) and American Life Insurance Company (ALICO), two life insurance subsidiaries of AIG. AIG will retain control of AIA Aurora LLC
and ALICO Holdings LLC, and the FRBNY will have certain consent, disposition, and conversion rights with respect to its preferred
interests.

Dividends accrue as a percentage of the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC. On a quarterly basis,
the accrued dividends are capitalized and added to the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC.

 
9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation    Sep 8, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Sep 1, 2010  Sep 9, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0   +    3,000
  Coin                                                                       2,067             0   +      147
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,102,501    +    2,514   +  277,796
    Securities held outright (1)                                         2,049,564    +    3,611   +  543,398
      U.S. Treasury securities                                             789,894    +    3,611   +   32,122
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       724,381    +    3,608   +   35,356
        Notes and bonds, inflation-indexed (2)                              41,660             0   -    2,928
        Inflation compensation (3)                                           5,430    +        3   -      307
      Federal agency debt securities (2)                                   156,502             0   +   33,386
      Mortgage-backed securities (4)                                     1,103,168             0   +  477,890
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  212,110
    Other loans                                                             52,937    -    1,097   -   53,492
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    0             0   -   45,667
  Net portfolio holdings of Maiden Lane LLC (7)                             29,070    +       23   +    2,961
  Net portfolio holdings of Maiden Lane II LLC (8)                          15,814    -      215   +    1,177
  Net portfolio holdings of Maiden Lane III LLC (9)                         22,999    -      338   +    2,488
  Net portfolio holdings of TALF LLC (10)                                      575             0   +      575
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      25,733             0   +   25,733
  Items in process of collection                            (114)              412    +      137   -      187
  Bank premises                                                              2,223    +        1   +        7
  Central bank liquidity swaps (12)                                             64    +       20   -   61,543
  Other assets (13)                                                         91,400    +    1,613   +   11,620

Total assets                                                (114)        2,309,094    +    3,753   +  218,105
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
                                                       Eliminations from  Wednesday         Change since       
                                                        consolidation    Sep 8, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Sep 1, 2010  Sep 9, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         913,687    +    3,814   +   37,008
  Reverse repurchase agreements (14)                                        58,802    +      526   -    7,072
  Deposits                                                    (0)        1,261,838    -    1,518   +  176,093
    Term deposits held by depository institutions                            2,119             0   +    2,119
    Other deposits held by depository institutions                       1,052,403    +   39,423   +  174,408
    U.S. Treasury, general account                                           4,859    -   40,878   +      359
    U.S. Treasury, supplementary financing account                         199,957    +        1   +       25
    Foreign official                                                         2,121    +       52   -      583
    Other                                                     (0)              378    -      117   -      235
  Deferred availability cash items                          (114)            3,123    +      773   -      360
  Other liabilities and accrued dividends (15)                              15,029    +      165   +    6,849

Total liabilities                                           (114)        2,252,479    +    3,760   +  212,518

Capital accounts
  Capital paid in                                                           26,675             0   +    1,892
  Surplus                                                                   25,857    +        6   +    4,509
  Other capital accounts                                                     4,083    -       12   -      814

Total capital                                                               56,615    -        6   +    5,587
 
Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
   table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
   securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
   remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
   investments held by the Commercial Paper Funding Facility LLC.
7. Refer to table 4 and the note on consolidation accompanying table 10.
8. Refer to table 5 and the note on consolidation accompanying table 10.
9.  Refer to table 6 and the note on consolidation accompanying table 10.
10. Refer to table 7 and the note on consolidation accompanying table 10.
11. Refer to table 8.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
    the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange
    rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates,
    accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA Aurora LLC
    and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers
    through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
    securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to 
    entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to
    the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
    accompanying table 10.


 
10. Statement of Condition of Each Federal Reserve Bank,  September 8, 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                                           2,067          63          69         164         150         305         197         318          30          58         149         217         347
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,102,501      51,868     889,162      47,866      69,635     233,423     193,956     154,518      52,818      28,096      70,317      86,074     224,769
    Securities held outright (1)             2,049,564      51,868     836,330      47,863      69,635     233,423     193,945     154,509      52,793      28,058      70,308      86,062     224,768
      U.S. Treasury securities                 789,894      19,990     322,318      18,446      26,837      89,960      74,746      59,547      20,346      10,813      27,097      33,168      86,625
        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)                    771,471      19,523     314,801      18,016      26,211      87,862      73,002      58,158      19,872      10,561      26,465      32,394      84,604
      Federal agency debt securities (2)       156,502       3,961      63,861       3,655       5,317      17,824      14,809      11,798       4,031       2,142       5,369       6,572      17,163
      Mortgage-backed securities (4)         1,103,168      27,918     450,151      25,762      37,481     125,639     104,390      83,164      28,416      15,102      37,843      46,323     120,980
    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                                 52,937           0      52,831           2           0           0          10           9          25          38           8          12           1
  Net portfolio holdings of Commercial
     Paper Funding Facility LLC (6)                  0           0           0           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane LLC (7)                               29,070           0      29,070           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            15,814           0      15,814           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           22,999           0      22,999           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          575           0         575           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                   526          25           0          43         113          11          80          78          24          21          28          51          51
  Bank premises                                  2,223         124         256          69         142         238         218         210         135         108         265         247         212
  Central bank liquidity swaps (12)                 64           2          19           7           5          18           4           2           1           2           1           1           4
  Other assets (13)                             91,400       2,609      34,574       4,281       4,101      14,497       7,776       5,542       1,944       1,624       2,471       3,125       8,855
  Interdistrict settlement account                   0   -     572   +  97,611   +  25,053   -  13,453   +  11,263   -  43,556   -  30,160   -  12,760   +  11,093   -  17,699   +     101   -  26,919

Total assets                                 2,309,208      54,683   1,121,737      78,096      61,393     261,014     160,714     131,818      42,665      41,295      55,980      90,750     209,063
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

 
10. Statement of Condition of Each Federal Reserve Bank,  September 8, 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          1,137,545      41,203     388,479      46,258      46,596      90,491     144,490      88,326      33,354      20,455      34,230      77,336     126,328
    Less: Notes held by F.R. Banks             223,858       3,890      96,060       5,185       9,143      14,362      30,516      12,836       4,371       5,817       3,266      12,392      26,020
      Federal Reserve notes, net               913,687      37,312     292,418      41,073      37,453      76,129     113,974      75,489      28,984      14,637      30,965      64,944     100,308
  Reverse repurchase agreements (14)            58,802       1,488      23,994       1,373       1,998       6,697       5,564       4,433       1,515         805       2,017       2,469       6,449
  Deposits                                   1,261,838      13,653     778,057      29,404      17,305     164,540      37,167      49,725      11,360      23,683      22,133      22,049      92,760
    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                          1,052,403      13,610     570,060      29,399      17,288     164,352      37,004      49,152      11,393      23,676      22,098      21,986      92,387
    U.S. Treasury, general account               4,859           0       4,859           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                             2,121           1       2,093           4           3          11           2           1           0           1           0           1           3
    Other                                          378          16         202           0           0          82           0          67         -33           0           1           0          44
  Deferred availability cash items               3,238         137           0         336         485         171         215         298         125         398         200         165         706
  Other liabilities and accrued
     dividends (15)                             15,029         199      11,271         225         257         749         531         432         192         142         193         270         567

Total liabilities                            2,252,593      52,790   1,105,741      72,411      57,498     248,287     157,452     130,378      42,176      39,665      55,508      89,897     200,790

Capital
  Capital paid in                               26,675         916       7,653       2,829       1,924       5,439       1,551         668         217         807         211         399       4,062
  Surplus                                       25,857         946       7,653       2,804       1,911       7,141       1,581         621         239         712         210         353       1,688
  Other capital                                  4,083          31         690          52          60         148         130         152          34         111          50         101       2,523

Total liabilities and capital                2,309,208      54,683   1,121,737      78,096      61,393     261,014     160,714     131,818      42,665      41,295      55,980      90,750     209,063
 
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

10. Statement of Condition of Each Federal Reserve Bank,  September 8, 2010 (continued)
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Includes the book value of the commercial paper, net of amortized costs and related fees, and other investments held by the Commercial Paper Funding Facility LLC.
7. Refer to table 4 and the note on consolidation below.
8. Refer to table 5 and the note on consolidation below.
9.  Refer to table 6 and the note on consolidation below.
10. Refer to table 7 and the note on consolidation below.
11. Refer to table 8.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
    the market exchange rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests
    in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have
    recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.


Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was
extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase multi-sector
collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan was extended to
Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc.
On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any residual
losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the
preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs
appear as assets on the previous page (and in table 1 and table 9), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of
the LLCs, are included in other liabilities in this table (and table 1 and table 9).

 
11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
                                                                                            Wednesday   
Federal Reserve notes and collateral                                                        Sep 8, 2010 
 
Federal Reserve notes outstanding                                                          1,137,545
  Less: Notes held by F.R. Banks not subject to collateralization                            223,858
    Federal Reserve notes to be collateralized                                               913,687
Collateral held against Federal Reserve notes                                                913,687
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   897,450
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,049,564
  Less: Face value of securities under reverse repurchase agreements                          57,333
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,992,231
 
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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