---

`For release at
4:30 P.M. EDT
August 5, 2010

The weekly average values, shown in table 1, reflect the June 30, 2010, quarterly update to the
fair value adjustments for the Term Asset-Backed Securities Loan Facility (TALF).   The 
TALF fair value adjustments are included in the item "other Federal Reserve assets."  The 
first six days of this reporting week for this item include the TALF fair value adjustments as
of March 31, 2010, and the last day of the reporting week includes the TALF fair value
adjustments as of June 30, 2010.

FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
                                                                                               August 5, 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 4, 2010
Federal Reserve Banks                                      Aug 4, 2010 Jul 28, 2010  Aug 5, 2009
 
Reserve Bank credit                                        2,309,130   -    3,240   +  331,225    2,309,302
  Securities held outright (1)                             2,054,033   -    4,198   +  699,951    2,054,134
    U.S. Treasury securities                                 777,022   +        4   +   72,665      777,019
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           712,020            0   +   76,007      712,020
      Notes and bonds, inflation-indexed (2)                  41,129            0   -    3,437       41,129
      Inflation compensation (3)                               5,451   +        4   +       96        5,448
    Federal agency debt securities (2)                       159,381            0   +   52,544      159,381
    Mortgage-backed securities (4)                         1,117,629   -    4,202   +  574,741    1,117,734
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  233,651            0
  Other loans                                                 63,888   -      951   -   43,954       63,767
    Primary credit                                                36   +       25   -   35,054           62
    Secondary credit                                               0   -        1   -      249            0
    Seasonal credit                                               83   +        6   -        6           83
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -      515            0
    Credit extended to American International
       Group, Inc., net (6)                                   23,585   -      190   -   18,031       23,661
    Term Asset-Backed Securities Loan Facility (7)            40,184   -      791   +    9,900       39,960
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      1            0   -   64,743            1
  Net portfolio holdings of Maiden Lane LLC (9)               29,427   +      736   +    3,528       29,451
  Net portfolio holdings of Maiden Lane II LLC (10)           16,172   +      528   +    1,027       16,174
  Net portfolio holdings of Maiden Lane III LLC (11)          23,550   +      490   +    2,385       23,581
  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                                                       -1,683   -       95   +      261       -1,929
  Central bank liquidity swaps (14)                            1,246            0   -   76,143        1,246
  Other Federal Reserve assets (15)                           96,223   +      250   +   16,291       96,605
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0   +    3,000        5,200
Treasury currency outstanding (16)                            43,238   +       14   +      757       43,238

Total factors supplying reserve funds                      2,368,609   -    3,226   +  334,982    2,368,781
 
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 4, 2010
Federal Reserve Banks                                      Aug 4, 2010 Jul 28, 2010  Aug 5, 2009
 
Currency in circulation (16)                                 944,690   +    2,433   +   34,089      946,755
Reverse repurchase agreements (17)                            62,155   +    1,242   -    5,644       60,907
  Foreign official and international accounts                 62,155   +    1,242   -    5,644       60,907
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           210   -       16   -       90          198
Deposits with F.R. Banks, other than reserve balances        235,098   -   15,345   -   44,733      250,960
  Term deposits held by depository institutions                2,119   -    2,122   +    2,119        2,119
  U.S. Treasury, general account                              27,377   -   14,226   -   43,435       44,013
  U.S. Treasury, supplementary financing account             199,960   -        1   +       25      199,960
  Foreign official                                             2,738   +      959   -      361        2,030
  Service-related                                              2,457   -       11   -    2,662        2,457
    Required clearing balances                                 2,457   -       11   -    2,662        2,457
    Adjustments to compensate for float                            0            0            0            0
  Other                                                          449   +       58   -      418          382
Other liabilities and capital (18)                            74,034   +    1,233   +   16,970       72,230

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,316,187   -   10,453   +      592    1,331,050

Reserve balances with Federal Reserve Banks                1,052,422   +    7,227   +  334,390    1,037,732
 
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 and federal agency debt
    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 4, 2010
Memorandum item                                            Aug 4, 2010 Jul 28, 2010  Aug 5, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,153,905   +    8,200   +  343,753    3,155,207
  U.S. Treasury securities                                 2,322,752   +    6,906   +  299,475    2,325,565
  Federal agency securities (2)                              831,153   +    1,294   +   44,278      829,642
Securities lent to dealers                                     4,078   +       73   -    7,714        3,158
  Overnight facility (3)                                       4,078   +       73   -    5,014        3,158
    U.S. Treasury securities                                   2,932   -        8   -    5,905        1,904
    Federal agency debt securities                             1,146   +       81   +      892        1,254
  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 4, 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)                               93           52            0       63,622            0           ...       63,767
U.S. Treasury securities (2)
  Holdings                                16,916       15,200       53,290      331,815      215,947       143,851      777,019
  Weekly changes                      -    2,504   +    1,118   +      918   -      486   +      951    -        1   -        2
Federal agency debt securities (3)
  Holdings                                 2,170        7,530       37,246       77,342       32,746         2,347      159,381
  Weekly changes                      +    1,359   -    1,359            0            0            0             0            0
Mortgage-backed securities (4)
  Holdings                                     0            0            0           30           20     1,117,684    1,117,734
  Weekly changes                               0            0            0            0            0    +      260   +      260
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)         60,907            0          ...          ...          ...           ...       60,907
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 4, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,117,734

Commitments to buy mortgage-backed securities (2)                                                                          2,531
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                615
 
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 4, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             29,451

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)                                                         533
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,287
 
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 4, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          16,174

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,089
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         380
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,057
 
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 4, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         23,581

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 15,469
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         469
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,295
 
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 4, 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 4, 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 4, 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)                                        123

Preferred interests in AIA Aurora LLC (1)                                                                                 16,469
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                                79

Preferred interests in ALICO Holdings LLC (1)                                                                              9,264
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            44
 
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 4, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Jul 28, 2010  Aug 5, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0   +    3,000
  Coin                                                                       2,065    -       13   +      129
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,117,901    -      147   +  422,284
    Securities held outright (1)                                         2,054,134    +      258   +  697,852
      U.S. Treasury securities                                             777,019    -        2   +   71,688
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       712,020             0   +   75,101
        Notes and bonds, inflation-indexed (2)                              41,129             0   -    3,459
        Inflation compensation (3)                                           5,448    -        2   +       47
      Federal agency debt securities (2)                                   159,381             0   +   51,315
      Mortgage-backed securities (4)                                     1,117,734    +      260   +  574,849
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  233,598
    Other loans                                                             63,767    -      405   -   41,970
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    1             0   -   61,162
  Net portfolio holdings of Maiden Lane LLC (7)                             29,451    +       34   +    3,502
  Net portfolio holdings of Maiden Lane II LLC (8)                          16,174    +        4   +    1,027
  Net portfolio holdings of Maiden Lane III LLC (9)                         23,581    +       41   +    2,277
  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                             (83)              323    -       68   -      263
  Bank premises                                                              2,224    -        7   +       16
  Central bank liquidity swaps (12)                                          1,246             0   -   75,025
  Other assets (13)                                                         94,410    +    1,336   +   16,094

Total assets                                                 (83)        2,329,885    +    1,180   +  338,151
 
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 4, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                      Jul 28, 2010  Aug 5, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         905,775    +    2,441   +   33,625
  Reverse repurchase agreements (14)                                        60,907    +      266   -    5,927
  Deposits                                                    (0)        1,288,721    -      424   +  296,168
    Term deposits held by depository institutions                            2,119    -    2,122   +    2,119
    Other deposits held by depository institutions                       1,040,217    -   10,673   +  315,567
    U.S. Treasury, general account                                          44,013    +   13,598   -   17,509
    U.S. Treasury, supplementary financing account                         199,960    -        1   +       25
    Foreign official                                                         2,030    -    1,193   -    1,201
    Other                                                     (0)              382    -       34   -    2,832
  Deferred availability cash items                           (83)            2,252    +      104   -      690
  Other liabilities and accrued dividends (15)                              15,379    +       59   +    8,519

Total liabilities                                            (83)        2,273,034    +    2,445   +  331,696

Capital accounts
  Capital paid in                                                           26,669    +        4   +    2,083
  Surplus                                                                   25,828    +        6   +    4,522
  Other capital accounts                                                     4,354    -    1,274   -      150

Total capital                                                               56,851    -    1,265   +    6,455
 
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 and federal agency debt
    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 4, 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          66          69         162         150         299         194         321          31          60         149         217         345
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,117,901      52,023     901,817      47,970      69,791     233,944     194,394     154,875      52,940      28,143      70,468      86,266     225,269
    Securities held outright (1)             2,054,134      51,983     838,195      47,970      69,791     233,944     194,378     154,854      52,911      28,121      70,465      86,254     225,269
      U.S. Treasury securities                 777,019      19,664     317,065      18,146      26,400      88,494      73,527      58,577      20,015      10,637      26,655      32,627      85,213
        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)                    758,596      19,198     309,547      17,715      25,774      86,396      71,784      57,188      19,540      10,385      26,023      31,854      83,192
      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)         1,117,734      28,286     456,095      26,102      37,976     127,298     105,769      84,262      28,791      15,302      38,343      46,934     122,578
    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                                 63,767          40      63,622           0           0           0          17          21          29          23           3          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)                               29,451           0      29,451           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            16,174           0      16,174           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           23,581           0      23,581           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                   407          22           0          29          76          16          46          63          17          15          11          72          39
  Bank premises                                  2,224         123         256          69         143         238         218         209         135         108         265         248         212
  Central bank liquidity swaps (12)              1,246          46         362         136          93         347          77          30          12          35          10          17          82
  Other assets (13)                             94,410       2,693      35,723       4,370       4,216      14,867       8,062       5,764       2,037       1,671       2,572       3,249       9,185
  Interdistrict settlement account                   0   -   2,692   + 116,100   +  21,289   -  14,310   +   4,797   -  40,378   -  40,265   -  15,097   +   9,731   -  16,273   -   1,152   -  21,750

Total assets                                 2,329,969      52,847   1,155,662      74,639      60,859     255,765     164,653     122,308      40,549      40,057      57,652      89,852     215,127
 
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 4, 2010 (continued)
Millions of dollars
                                               Total      Boston     New York   Philadelphia Cleveland   Richmond     Atlanta     Chicago    St. Louis  Minneapolis   Kansas      Dallas        San    
Assets, liabilities, and capital                                                                                                                                       City                  Francisco 
 
Liabilities
  Federal Reserve notes outstanding          1,132,337      39,142     393,577      44,663      45,575      89,951     144,994      87,477      32,389      20,114      32,749      76,327     125,379
    Less: Notes held by F.R. Banks             226,562       4,113      97,737       5,367       9,744      14,755      30,430      12,529       4,546       4,925       3,451      12,440      26,523
      Federal Reserve notes, net               905,775      35,029     295,840      39,295      35,831      75,196     114,564      74,947      27,843      15,189      29,298      63,886      98,856
  Reverse repurchase agreements (14)            60,907       1,541      24,853       1,422       2,069       6,937       5,763       4,592       1,569         834       2,089       2,558       6,679
  Deposits                                   1,288,721      14,085     807,622      27,817      18,246     159,935      40,307      40,719      10,376      21,914      25,494      22,101     100,105
    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                          1,040,217      14,052     560,570      27,812      18,229     159,716      40,143      40,148      10,371      21,907      25,459      22,037      99,774
    U.S. Treasury, general account              44,013           0      44,013           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, supplementary
       financing account                       199,960           0     199,960           0           0           0           0           0           0           0           0           0           0
    Foreign official                             2,030           1       2,002           4           3          11           2           1           0           1           0           1           3
    Other                                          382           5         191           0           0         112           0          65           5           0           1           0           2
  Deferred availability cash items               2,336          79           0         212         543          88         148         180          61         337          85         163         440
  Other liabilities and accrued
     dividends (15)                             15,379         211      11,347         222         271         788         585         479         207         144         214         295         615

Total liabilities                            2,273,118      50,945   1,139,663      68,968      56,961     242,944     161,367     120,918      40,056      38,418      57,180      89,002     206,696

Capital
  Capital paid in                               26,669         916       7,628       2,806       1,918       5,440       1,549         641         218         806         212         397       4,137
  Surplus                                       25,828         945       7,624       2,803       1,911       7,141       1,581         621         239         712         210         353       1,688
  Other capital                                  4,354          40         748          61          69         240         155         128          36         120          50         100       2,606

Total liabilities and capital                2,329,969      52,847   1,155,662      74,639      60,859     255,765     164,653     122,308      40,549      40,057      57,652      89,852     215,127
 
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 4, 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 and federal agency debt 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 4, 2010 
 
Federal Reserve notes outstanding                                                          1,132,337
  Less: Notes held by F.R. Banks not subject to collateralization                            226,562
    Federal Reserve notes to be collateralized                                               905,775
Collateral held against Federal Reserve notes                                                905,775
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   889,538
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,054,134
  Less: Face value of securities under reverse repurchase agreements                          59,351
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      1,994,783
 
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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