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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                                                February 11, 2021


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  Feb 10, 2021 
Federal Reserve Banks                                     Feb 10, 2021  Feb 3, 2021 Feb 12, 2020              

Reserve Bank credit                                         7,388,030   +   21,196   +3,253,013    7,402,209  
  Securities held outright (1)                              6,858,639   +   17,726   +3,030,377    6,871,038  
    U.S. Treasury securities                                4,786,502   +   17,718   +2,348,481    4,798,901  
      Bills (2)                                               326,044            0   +   70,578      326,044  
      Notes and bonds, nominal (2)                          4,099,038   +   15,488   +2,072,762    4,109,172  
      Notes and bonds, inflation-indexed (2)                  318,364   +    2,058   +  187,541      320,422  
      Inflation compensation (3)                               43,055   +      171   +   17,599       43,263  
    Federal agency debt securities (2)                          2,347            0            0        2,347  
    Mortgage-backed securities (4)                          2,069,790   +        7   +  681,896    2,069,790  
  Unamortized premiums on securities held outright (5)        346,044   +      863   +  222,208      346,211  
  Unamortized discounts on securities held outright (5)        -6,422   -      177   +    6,885       -6,492  
  Repurchase agreements (6)                                       914   -       86   -  163,810          800  
    Foreign official                                              914   -       86   +      914          800  
    Others                                                          0            0   -  164,724            0  
  Loans                                                        51,771   +      929   +   51,771       52,378  
    Primary credit                                              1,674   -      169   +    1,674        1,630  
    Secondary credit                                                0            0            0            0  
    Seasonal credit                                                 0            0            0            0  
    Primary Dealer Credit Facility                                519   -       12   +      519          510  
    Money Market Mutual Fund Liquidity Facility                 1,729   -      132   +    1,729        1,729  
    Paycheck Protection Program Liquidity Facility             47,850   +    1,243   +   47,850       48,509  
    Other credit extensions                                         0            0            0            0  
  Net portfolio holdings of Commercial Paper Funding      
    Facility II LLC (7)                                         8,558            0   +    8,558        8,558  
  Net portfolio holdings of Corporate Credit Facilities   
  LLC (7)                                                      26,258   -       31   +   26,258       26,274  
  Net portfolio holdings of MS Facilities LLC (Main       
    Street Lending Program) (7)                                33,312   +        8   +   33,312       33,321  
  Net portfolio holdings of Municipal Liquidity           
  Facility LLC (7)                                             11,545   -       67   +   11,545       11,536  
  Net portfolio holdings of TALF II LLC (7)                     6,404   -       39   +    6,404        6,405  
  Float                                                           -68   +      349   +       27          -68  
  Central bank liquidity swaps (8)                              8,463   -      216   +    8,408        8,463  
  Other Federal Reserve assets (9)                             42,612   +    1,936   +   11,070       43,786  
Foreign currency denominated assets (10)                       21,913   -      100   +    1,543       22,043  
Gold stock                                                     11,041            0            0       11,041  
Special drawing rights certificate account                      5,200            0            0        5,200  
Treasury currency outstanding (11)                             50,525   +       14   +      408       50,525  
                                                                                                              
Total factors supplying reserve funds                       7,476,710   +   21,111   +3,254,965    7,491,017  

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  Feb 10, 2021 
Federal Reserve Banks                                     Feb 10, 2021  Feb 3, 2021 Feb 12, 2020              

Currency in circulation (11)                                 2,099,380   +    1,954   +  305,024    2,100,668 
Reverse repurchase agreements (12)                             204,073   -   19,516   -   24,213      212,031 
  Foreign official and international accounts                  203,997   -   16,141   -   23,565      212,031 
  Others                                                            76   -    3,375   -      648            0 
Treasury cash holdings                                              61   +       12   -      170           71 
Deposits with F.R. Banks, other than reserve balances        1,810,641   -   29,521   +1,331,866    1,775,112 
  Term deposits held by depository institutions                      0            0            0            0 
  U.S. Treasury, General Account                             1,608,906   -   16,419   +1,197,669    1,576,744 
  Foreign official                                              21,959   +      110   +   16,776       22,121 
  Other (13)                                                   179,776   -   13,212   +  117,421      176,248 
Treasury contributions to credit facilities (14)                51,778            0   +   51,778       51,778 
Other liabilities and capital (15)                              51,857   +    2,380   +    7,325       52,718 
                                                                                                              
Total factors, other than reserve balances,               
    absorbing reserve funds                                  4,217,790   -   44,691   +1,671,611    4,192,378 
                                                                                                              
Reserve balances with Federal Reserve Banks                  3,258,919   +   65,801   +1,583,353    3,298,639 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; 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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury securities, Federal agency debt
    securities, and mortgage-backed securities, amortization is on an effective-interest basis.         
6.  Cash value of agreements.                                                                               
7.  Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury      
    contributions to the facility. Refer to note on consolidation below.                                
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.     
9.  Includes bank premises, accrued interest, and other accounts receivable. Also includes net              
    portfolio holdings of Maiden Lane LLC.                                                              
10. Revalued daily at current foreign currency exchange rates.                                              
11. Estimated.                                                                                              
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities                                                          
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, designated financial market utilities, and deposits held by depository
    institutions in joint accounts in connection with their participation in certain private-sector payment
    arrangements. Also includes certain deposit accounts other than the U.S. Treasury, General Account, 
    for services provided by the Reserve Banks as fiscal agents of the United States.                   
14. Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10             
    billion, Corporate Credit Facilities LLC of $13.9 billion, MS Facilities LLC of $16.6 billion, Municipal
    Liquidity Facility LLC of $6.3 billion, and TALF II LLC of $3.5 billion, and credit protection in the
    Money Market Mutual Fund Liquidity Facility of $1.5 billion.                                        
15. Includes the liability for earnings remittances due to the U.S. Treasury.                               
                                                                                                            



Sources: Federal Reserve Banks and the U.S. Department of the Treasury.





1A. Memorandum Items
Millions of dollars
Memorandum item                                                  Averages of daily figures         Wednesday  
                                                           Week ended    Change from week ended  Feb 10, 2021 
                                                          Feb 10, 2021  Feb 3, 2021 Feb 12, 2020              

Securities held in custody for foreign official and       
     international accounts                                  3,535,683   +    4,390   +   77,252    3,533,433 
  Marketable U.S. Treasury securities (1)                    3,088,075   +    4,335   +   79,133    3,085,639 
  Federal agency debt and mortgage-backed securities (2)       358,939   -      211   -    8,349      358,837 
  Other securities (3)                                          88,669   +      266   +    6,468       88,957 
Securities lent to dealers                                      28,389   -    6,439   -    4,389       30,020 
  Overnight facility (4)                                        28,389   -    6,439   -    4,389       30,020 
    U.S. Treasury securities                                    28,389   -    6,439   -    4,389       30,020 
    Federal agency debt securities                                   0            0            0            0 

Note: Components may not sum to totals because of rounding.


1.  Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS.         
    Does not include securities pledged as collateral to foreign official and international account holders
    against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.     
2.  Face value of federal agency securities and current face value of mortgage-backed securities, which     
    is the remaining principal balance of the securities.                                               
3.  Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed         
    securities, and commercial paper at face value.                                                     
4.  Face value. Fully collateralized by U.S. Treasury securities.                                           








2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, February 10, 2021
Millions of dollars
Remaining Maturity                     Within 15     16 days to    91 days to   Over 1 year   Over 5 year     Over 10         All      
                                          days        90 days        1 year      to 5 years   to 10 years      years                   

Loans (1)                                    1,072         2,797             0        48,498            11           ...        52,378 
U.S. Treasury securities (2)                                                                                                           
  Holdings                                  99,329       307,059       637,758     1,826,092       845,658     1,083,004     4,798,901 
  Weekly changes                        +    1,348    -      154    +      763    +   14,046    +    8,856    +    1,968    +   26,827 
Federal agency debt securities (3)                                                                                                     
  Holdings                                       0             0             0             0         1,818           529         2,347 
  Weekly changes                                 0             0             0             0             0             0             0 
Mortgage-backed securities (4)                                                                                                         
  Holdings                                       0             0             6         2,112        72,522     1,995,150     2,069,790 
  Weekly changes                                 0             0             0             0             0    +        1    +        1 
Commercial paper held by Commercial                                                                                                    
  Paper Funding Facility II LLC (5)              0             0             0           ...           ...           ...             0 
Loan participations held by MS                                                                                                         
  Facilities LLC (Main Street Lending                                                                                                   
  Program) (6)                                   0             0             0        16,549           ...           ...        16,549 
Municipal notes held by Municipal                                                                                                      
  Liquidity Facility LLC (7)                     0             0           845         5,358           ...           ...         6,203 
Loans held by TALF II LLC (8)                    0             0             0         2,613           ...           ...         2,613 
Repurchase agreements (9)                      800             0           ...           ...           ...           ...           800 
Central bank liquidity swaps (10)            3,254         5,209             0             0             0             0         8,463 
Reverse repurchase agreements (9)          212,031             0           ...           ...           ...           ...       212,031 
Term deposits                                    0             0             0           ...           ...           ...             0 

Note: Components may not sum to totals because of rounding.
...Not applicable.


1.  Loans includes primary, secondary, and seasonal loans and credit extended through the Primary           
    Dealer Credit Facility, Money Market Mutual Fund Liquidity Facility, Paycheck Protection Program Liquidity
    Facility, and other credit extensions. Loans exclude the loans from the Federal Reserve Bank of New 
    York (FRBNY) to Commercial Paper Funding Facility II LLC, Corporate Credit Facilities LLC, Municipal
    Liquidity Facility LLC, and TALF II LLC, and from the Federal Reserve Bank of Boston (FRBB) to MS   
    Facilities LLC, which were eliminated when preparing the FRBNY's and FRBB's statement of condition, 
    respectively, 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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Book value of commercial paper held by Commercial Paper Funding Facility II LLC.                        
6.  Book value of the loan participations held by the MS Facilities LLC.                                    
7.  Book value of the municipal notes held by the Municipal Liquidity Facility LLC.                         
8.  Book value of the loans held by the TALF II LLC.                                                        
9.  Cash value of agreements.                                                                               
10. 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
Millions of dollars
Account name                                                                                                            Wednesday   
                                                                                                                      Feb 10, 2021  

Mortgage-backed securities held outright (1)                                                                             2,069,790  
  Residential mortgage-backed securities                                                                                 2,059,900  
  Commercial mortgage-backed securities                                                                                      9,889  
                                                                                                                                    
Commitments to buy mortgage-backed securities (2)                                                                          252,277  
Commitments to sell mortgage-backed securities (2)                                                                           2,000  
                                                                                                                                    
Cash and cash equivalents (3)                                                                                                   10  



1.  Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the              
    remaining principal balance of the securities.                                                      
2.  Current face value. Includes residential and commercial mortgage-backed securities. Residential         
    mortgage-backed securities generally settle within 180 calendar days and include commitments associated
    with outright transactions, dollar rolls, and coupon swaps. Commercial mortgage-backed securities   
    generally settle within three business days.                                                        
3.  This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5       
    and table 6.                                                                                        




4. Information on Principal Accounts of Credit Facilities LLCs
Millions of dollars
Credit Facilities LLCs:                                                  Wednesday Feb 10, 2021               
                                                                              Net portfolio holdings of       
                                                                               Credit Facilities LLCs         
                                                           Outstanding                                        
                                                            principal   Outstanding                           
                                                             amount      amount of    Treasury                
                                                             of loan     facility   contributions             
                                                           extended to     asset         and                  
                                                           the LLC (1) purchases (2)other assets (3)    Total    

Commercial Paper Funding Facility II LLC                             0            0        8,558        8,558 
Corporate Credit Facilities LLC                                 14,018       14,179       12,095       26,274 
MS Facilities LLC (Main Street Lending Program)                 16,585       16,453       16,868       33,321 
Municipal Liquidity Facility LLC                                 6,203        6,203        5,333       11,536 
TALF II LLC                                                      3,382        2,613        3,792        6,405 

Note: Components may not sum to totals because of rounding.


1.  Book value. This amount was eliminated when preparing the Federal Reserve Banks' statement of           
    condition consistent with consolidation under generally accepted accounting principles. Refer to the note
    on consolidation accompanying table 6. Loans are extended from the Federal Reserve Bank to the LLC  
    upon settlement of the investment activity.                                                         
2.  Outstanding amount of facility asset purchases:                                                         
    a. For the Commercial Paper Funding Facility II LLC includes commercial paper at book value.            
    b. For the Corporate Credit Facilities LLC includes exchange traded-funds at fair value and             
    corporate bonds at book value. Asset balances                                                       
    from trading activity are reported on a one-day lag after the transaction date.                         
    c. For the MS Facilities LLC (Main Street Lending Program) includes loan participations, net of an      
    allowance for loan losses updated as of                                                             
    September 30, 2020, at face value.                                                                      
    d. For the Municipal Liquidity Facility LLC includes municipal notes at book value. Asset balances      
    from trading activity may be reported on                                                            
    a one-day lag after the transaction date.                                                               
    e. For the TALF II LLC includes loans to holders of eligible asset-backed securities at book value.     
3.  Includes short term receivables, interest and dividend receivables, and other assets of the             
    facility. Also includes the portion of the Treasury contribution to the credit facilities, which is held as
    investments in nonmarketable Treasury securities and the residual portion which is held as cash and 
    cash equivalents at the FRBNY. The amount of cash and cash equivalents held at the FRBNY are        
    eliminated in consolidation and, as result, are excluded from net portfolio holdings in Tables 1, 5, and 6.
    Amounts excluded are approximately 15% of Treasury contributions to the credit facilities from the  
    following consolidated LLCs: Commercial Paper Funding Facility II LLC, Corporate Credit Facilities LLC,
    Municipal Liquidity Facility LLC, and TALF II LLC. Refer to the note on consolidation accompanying  
    table 6.                                                                                            





5. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Feb 10, 2021   Wednesday    Wednesday  
                                                        consolidation                 Feb 3, 2021 Feb 12, 2020 

Assets                                                                                                         
  Gold certificate account                                                   11,037            0            0  
  Special drawing rights certificate account                                  5,200            0            0  
  Coin                                                                        1,565   -        4   -      218  
  Securities, unamortized premiums and discounts,     
     repurchase agreements, and loans                                     7,263,935   +   28,555   +3,152,058  
    Securities held outright (1)                                          6,871,038   +   26,828   +3,034,544  
      U.S. Treasury securities                                            4,798,901   +   26,827   +2,356,280  
        Bills (2)                                                           326,044            0   +   68,006  
        Notes and bonds, nominal (2)                                      4,109,172   +   24,135   +2,081,095  
        Notes and bonds, inflation-indexed (2)                              320,422   +    2,401   +  189,370  
        Inflation compensation (3)                                           43,263   +      291   +   17,809  
      Federal agency debt securities (2)                                      2,347            0            0  
      Mortgage-backed securities (4)                                      2,069,790   +        1   +  678,264  
    Unamortized premiums on securities held outright  
    (5)                                                                     346,211   +      570   +  221,962  
    Unamortized discounts on securities held outright 
    (5)                                                                      -6,492   -      157   +    6,774  
    Repurchase agreements (6)                                                   800   -      200   -  163,600  
    Loans (7)                                                                52,378   +    1,513   +   52,378  
  Net portfolio holdings of Commercial Paper          
    Funding Facility II LLC (8)                                               8,558            0   +    8,558  
  Net portfolio holdings of Corporate Credit          
  Facilities LLC (8)                                                         26,274   -       16   +   26,274  
  Net portfolio holdings of MS Facilities LLC (Main   
    Street Lending Program) (8)                                              33,321   +       10   +   33,321  
  Net portfolio holdings of Municipal Liquidity       
  Facility LLC (8)                                                           11,536   -       77   +   11,536  
  Net portfolio holdings of TALF II LLC (8)                                   6,405   +        1   +    6,405  
  Items in process of collection                                   (0)          103   +       30   +       48  
  Bank premises                                                               2,210   +        5   +       13  
  Central bank liquidity swaps (9)                                            8,463   -      216   +    8,408  
  Foreign currency denominated assets (10)                                   22,043   +      147   +    1,733  
  Other assets (11)                                                          41,576   +    3,193   +   11,401  
                                                                                                               
Total assets                                                       (0)    7,442,225   +   31,627   +3,259,536  

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital                         Eliminations     Wednesday         Change since       
                                                             from       Feb 10, 2021   Wednesday    Wednesday  
                                                        consolidation                 Feb 3, 2021 Feb 12, 2020 

Liabilities                                                                                                    
  Federal Reserve notes, net of F.R. Bank holdings                         2,051,775   +    1,469   +  303,514 
  Reverse repurchase agreements (12)                                         212,031   +    3,098   -   11,798 
  Deposits                                                          (0)    5,073,751   +   24,557   +2,907,941 
    Term deposits held by depository institutions                                  0            0            0 
    Other deposits held by depository institutions                         3,298,639   +   95,917   +1,603,557 
    U.S. Treasury, General Account                                         1,576,744   -   52,985   +1,172,403 
    Foreign official                                                          22,121   +      267   +   16,938 
    Other (13)                                                      (0)      176,248   -   18,641   +  115,044 
  Deferred availability cash items                                  (0)          171   +       33   +       13 
  Treasury contributions to credit facilities (14)                            51,778            0   +   51,778 
  Other liabilities and accrued dividends (15)                                13,536   +    2,491   +    7,424 
                                                                                                               
Total liabilities                                                   (0)    7,403,043   +   31,648   +3,258,874 
                                                                                                               
Capital accounts                                                                                               
  Capital paid in                                                             32,396   +       18   +      701 
  Surplus                                                                      6,785   -       40   -       40 
  Other capital accounts                                                           0            0            0 
                                                                                                               
Total capital                                                                 39,181   -       22   +      661 

Note: Components may not sum to totals because of rounding.


1.  Includes securities lent to dealers under the overnight securities lending facility; 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. The current face value shown is the              
    remaining principal balance of the securities.                                                      
5.  Reflects the premium or discount, which is the difference between the purchase price and the face       
    value of the securities that has not been amortized. For U.S. Treasury securities, Federal agency debt
    securities, and mortgage-backed securities, amortization is on an effective-interest basis.         
6.  Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.      
7.  Loans includes primary, secondary, and seasonal loans and credit extended through the Primary           
    Dealer Credit Facility, Money Market Mutual Fund Liquidity Facility, Paycheck Protection Program Liquidity
    Facility, and other credit extensions.                                                              
8.  Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury      
    contributions to the facility. Refer to note on consolidation below.                                
9.  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.     
10. Revalued daily at current foreign currency exchange rates.                                              
11. Includes accrued interest, which represents the daily accumulation of interest earned, and other        
    accounts receivable. Also includes net portfolio holdings of Maiden Lane LLC.                       
12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt     
    securities, and mortgage-backed securities.                                                         
13. Includes deposits held at the Reserve Banks by international and multilateral organizations,            
    government-sponsored enterprises, designated financial market utilities, and deposits held by depository
    institutions in joint accounts in connection with their participation in certain private-sector payment
    arrangements. Also includes certain deposit accounts other than the U.S. Treasury, General Account, 
    for services provided by the Reserve Banks as fiscal agents of the United States.                   
14. Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10             
    billion, Corporate Credit Facilities LLC of $13.9 billion, MS Facilities LLC of $16.6 billion, Municipal
    Liquidity Facility LLC of $6.3 billion, and TALF II LLC of $3.5 billion, and credit protection in the
    Money Market Mutual Fund Liquidity Facility of $1.5 billion.                                        
15. Includes the liability for earnings remittances due to the U.S. Treasury.                               

 



6. Statement of Condition of Each Federal Reserve Bank, February 10, 2021
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia  Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                         City                 Francisco  

Assets                                                                                                                                                                                                   
  Gold certificates and special drawing     
    rights certificates                           16,237         533       5,483          529         761       1,165       2,183       1,137         479         270         450       1,202       2,045
  Coin                                             1,565          35          43          132          75         210         153         261          32          43         104         185         291
  Securities, unamortized premiums and      
     discounts, repurchase agreements,      
     and loans (1)                             7,263,935     164,894   3,743,577      169,594     227,115     454,885     533,266     404,189     115,229      76,296     118,621     349,199     907,071
  Net portfolio holdings of Commercial      
     Paper Funding Facility II LLC (2)             8,558           0       8,558            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Corporate       
    Credit Facilities LLC (2)                     26,274           0      26,274            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of MS                                                                                                                                                                           
    Facilities LLC (Main Street Lending                                                                                                                                                                  
    Program) (2)                                  33,321      33,321           0            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Municipal       
    Liquidity Facility LLC (2)                    11,536           0      11,536            0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF II LLC (2)        6,405           0       6,405            0           0           0           0           0           0           0           0           0           0
  Central bank liquidity swaps (3)                 8,463         402       2,844          305         723       1,786         420         329         139          66          89         100       1,260
  Foreign currency denominated                                                                                                                                                                           
     assets (4)                                   22,043       1,046       7,410          793       1,883       4,652       1,093         856         361         173         232         262       3,281
  Other assets (5)                                43,889       2,562      19,906        1,081       1,443       3,043       3,337       2,470         850         575       1,019       2,264       5,340
  Interdistrict settlement account                     0  -   46,546  +  318,743   +   14,198  +   70,924  +   14,377  -  127,126  -      191  -   15,026  -   11,915  -   17,578  -   44,546  -  155,313
                                                                                                                                                                                                         
Total assets                                   7,442,225     156,247   4,150,778      186,631     302,924     480,118     413,326     409,050     102,064      65,508     102,937     308,666     763,976

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, February 10, 2021 (continued)
Millions of dollars
Assets, liabilities, and capital               Total       Boston     New York  Philadelphia Cleveland    Richmond    Atlanta     Chicago    St. Louis  Minneapolis    Kansas      Dallas       San     
                                                                                                                                                                        City                 Francisco  

Liabilities                                                                                                                                                                                             
  Federal Reserve notes, net                   2,051,775      61,673     672,789      55,715      94,989     155,368     282,451     132,714      59,062      33,384      54,582     176,570     272,475
  Reverse repurchase agreements (6)              212,031       4,762     109,781       4,837       6,634      13,289      15,626      11,843       3,350       2,004       3,372      10,219      26,316
  Deposits                                     5,073,751      69,353   3,314,043     124,340     197,531     302,424     112,621     262,261      38,641      29,449      44,256     120,613     458,219
    Depository institutions                    3,298,639      69,333   1,673,769     124,338     197,495     301,792     112,537     129,852      38,639      29,329      43,862     119,501     458,192
    U.S. Treasury, General Account             1,576,744           0   1,576,744           0           0           0           0           0           0           0           0           0           0
    Foreign official                              22,121           2      22,094           1           3           8           2           2           1           0           0           0           6
    Other (7)                                    176,248          18      41,437           0          32         623          83     132,407           2         119         394       1,112          21
  Earnings remittances due to the U.S.      
     Treasury (8)                                  2,083          43       1,077          45          56         118         166         120          31          16          41         105         266
  Treasury contributions to credit          
     facilities (9)                               51,778      18,072      33,706           0           0           0           0           0           0           0           0           0           0
  Other liabilities and accrued             
     dividends                                    11,625         567       6,221         287         327         773         687         576         235         323         259         441         930
                                                                                                                                                                                                        
Total liabilities                              7,403,043     154,469   4,137,618     185,225     299,537     471,972     411,551     407,515     101,319      65,175     102,510     307,948     758,206
                                                                                                                                                                                                        
Capital                                                                                                                                                                                                 
  Capital paid in                                 32,396       1,470      10,880       1,163       2,800       6,734       1,468       1,269         616         275         354         596       4,771
  Surplus                                          6,785         308       2,280         244         587       1,412         307         266         129          58          73         122         999
  Other capital                                        0           0           0           0           0           0           0           0           0           0           0           0           0
                                                                                                                                                                                                        
Total liabilities and capital                  7,442,225     156,247   4,150,778     186,631     302,924     480,118     413,326     409,050     102,064      65,508     102,937     308,666     763,976

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.





6. Statement of Condition of Each Federal Reserve Bank, February 10, 2021 (continued)


1.  Securities include outright holdings of U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities, including securities lent to dealers under the overnight              
    securities lending facility; refer to table 1A. Mortgage-backed securities are guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Unamortized premiums and discounts are the differences between the
    purchase price and the face value of the securities that have not been amortized. For U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities, amortization is on an
    effective-interest basis. Repurchase agreements reflect the cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities. Loans includes primary, secondary, and
    seasonal loans and credit extended through the Primary Dealer Credit Facility, Money Market Mutual Fund Liquidity Facility, Paycheck Protection Program Liquidity Facility, and other credit        
    extensions.                                                                                                                                                                                         
2.  Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.                                 
3.  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.                                                                                                 
4.  Revalued daily at current foreign currency exchange rates.                                                                                                                                              
5.  Includes items in process of collection, bank premises, accrued interest (which represents the daily accumulation of interest earned), and other accounts receivable. Also includes Net portfolio       
    holdings of Maiden Lane LLC; refer to the note on consolidation for additional information.                                                                                                         
6.  Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.                                                         
7.  Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by              
    depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements. Also includes certain deposit accounts other than the U.S. Treasury, General
    Account, for services provided by the Reserve Banks as fiscal agents of the United States.                                                                                                          
8.  Represents the estimated weekly remittances due to U.S. Treasury. The amounts on this line represent the residual net earnings that the Federal Reserve Banks remit to the U.S. Treasury after          
    providing for the costs of operations, payment of dividends, and the amount necessary to maintain each Federal Reserve Bank's allotted surplus cap.                                                 
9.  Book value. Amount of equity investments in Commercial Paper Funding Facility II LLC of $10 billion, Corporate Credit Facilities LLC of $13.9 billion, MS Facilities LLC of $16.6 billion, and          
    Municipal Liquidity Facility LLC of $6.3 billion, and TALF II LLC of $3.5 billion, and credit protection in the Money Market Mutual Fund Liquidity Facility of $1.5 billion.                        
                                                                                                                                                                                                            



    Note on consolidation:                                                                                                                                                                                  
    The Federal Reserve Bank of New York (FRBNY) and the Federal Reserve Bank of Boston (FRBB) have extended loans to limited liability companies under the authority of section 13(3) of the Federal       
    Reserve Act. On April 14, 2020, FRBNY began extending loans to the Commercial Paper Funding Facility II LLC (CPFF II LLC), a limited liability company formed to purchase three-month U.S           
    dollar-denominated commercial paper by eligible issuers. The assets of the CPFF II LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY. On
    May 12, 2020, FRBNY began extending loans to the Corporate Credit Facilities LLC (CCF LLC), a limited liability company formed to purchase eligible bonds or portions of syndicated loans or bonds at
    issuance through the Primary Market Corporate Credit Facility and to purchase eligible individual corporate bonds and exchange-traded funds through the Secondary Market Corporate Credit Facility. 
    The assets of the CCF LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY. On June 5, 2020, FRBNY began extending loans to the
    Municipal Liquidity Facility LLC (MLF LLC), a limited liability company formed to purchase municipal notes from eligible issuers. The assets of the MLF LLC and the amount provided by U.S. Treasury
    as credit protection to the FRBNY are used to secure the loan from the FRBNY. On June 25, 2020, FRBNY began extending loans to the TALF II LLC, a special purpose vehicle that was formed to help   
    support the flow of credit to consumers and businesses. The assets of the TALF II LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the
    FRBNY. On July 15, 2020, the FRBB began extending loans to the MS Facilities LLC (Main Street Lending Program), a special purpose vehicle that was formed to help ensure credit flows to small and  
    medium-sized businesses and to eligible nonprofits. The assets of the MS Facilities LLC and the amount provided by U.S. Treasury as credit protection to the FRBB are used to secure the loan from the
    FRBB.                                                                                                                                                                                               
    The FRBNY is the managing member of CPFF II LLC, CCF LLC, MLF LLC, and TALF II LLC. The FRBB is the managing member of MS Facilities LLC (Main Street Lending Program). Consistent with generally       
    accepted accounting principles, the assets and liabilities of each LLC have been accounted for and consolidated with the assets and liabilities of the FRBNY or FRBB, in the preparation of the     
    statements of condition shown on this release. As a consequence of the consolidation, the loan from the Reserve Bank to the LLC is eliminated as are any balances held at the FRBNY for LLCs consolidated
    to FRBNY or FRBB for LLCs consolidated to FRBB. Treasury contributions to credit facilities are held at FRBNY until invested. Net assets of the LLC appears as assets on table 6 (and in table 1 and
    table 5), and the liabilities of the LLC to entities other than the FRBNY or FRBB, including those with recourse only to the portfolio holdings of the LLC, are included in other liabilities in this
    table (and table 1 and table 5). The amount provided by U.S. Treasury as credit protection to FRBNY and FRBB appears as liabilities on table 6 (and in table 1 and table 5).                        





7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Federal Reserve notes and collateral                                                        Wednesday   
                                                                                          Feb 10, 2021  

Federal Reserve notes outstanding                                                            2,214,779  
  Less: Notes held by F.R. Banks not subject to collateralization                              163,005  
    Federal Reserve notes to be collateralized                                               2,051,775  
Collateral held against Federal Reserve notes                                                2,051,775  
  Gold certificate account                                                                      11,037  
  Special drawing rights certificate account                                                     5,200  
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   2,035,538  
  Other assets pledged                                                                               0  
Memo:                                                                                                   
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                       6,871,838  
  Less: Face value of securities under reverse repurchase agreements                           202,591  
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged        6,669,247  

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 securities lending facility; refer to table     
    1A.`

Statistical releases

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