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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
                                                                                                June 17, 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   Jun 16, 2010
Federal Reserve Banks                                     Jun 16, 2010  Jun 9, 2010 Jun 17, 2009
 
Reserve Bank credit                                        2,321,839   +    8,251   +  266,703    2,326,794
  Securities held outright (1)                             2,064,505   +    7,214   +  888,215    2,070,754
    U.S. Treasury securities                                 776,944   +       19   +  143,815      776,951
      Bills (2)                                               18,423            0            0       18,423
      Notes and bonds, nominal (2)                           712,023            0   +  145,086      712,023
      Notes and bonds, inflation-indexed (2)                  41,125            0   -    1,678       41,125
      Inflation compensation (3)                               5,373   +       19   +      407        5,380
    Federal agency debt securities (2)                       166,570   -      145   +   78,746      166,206
    Mortgage-backed securities (4)                         1,120,991   +    7,340   +  665,654    1,127,597
  Repurchase agreements (5)                                        0            0            0            0
  Term auction credit                                              0            0   -  336,566            0
  Other loans                                                 70,369   -      597   -   53,369       69,867
    Primary credit                                               104   -        1   -   36,078          148
    Secondary credit                                             279   -       21   +      279          150
    Seasonal credit                                               54   +        8   +       32           68
    Asset-Backed Commercial Paper Money Market
       Mutual Fund Liquidity Facility                              0            0   -   19,410            0
    Credit extended to American International
       Group, Inc., net (6)                                   26,342   -      357   -   16,562       26,033
    Term Asset-Backed Securities Loan Facility (7)            43,592   -      223   +   18,373       43,469
    Other credit extensions                                        0            0            0            0
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (8)                                      1            0   -  136,002            1
  Net portfolio holdings of Maiden Lane LLC (9)               28,397   +       26   +    2,516       28,413
  Net portfolio holdings of Maiden Lane II LLC (10)           15,694   -       28   -      249       15,700
  Net portfolio holdings of Maiden Lane III LLC (11)          23,170   +       60   +    3,141       23,193
  Net portfolio holdings of TALF LLC (12)                        478            0   +      478          478
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (13)                                        25,416            0   +   25,416       25,416
  Float                                                       -1,695   +      310   +      440       -2,034
  Central bank liquidity swaps (14)                            1,242            0   -  149,040        1,242
  Other Federal Reserve assets (15)                           94,263   +    1,267   +   21,723       93,764
Gold stock                                                    11,041            0            0       11,041
Special drawing rights certificate account                     5,200            0   +    3,000        5,200
Treasury currency outstanding (16)                            42,899   +       14   +      479       42,899

Total factors supplying reserve funds                      2,380,979   +    8,265   +  270,182    2,385,935
 
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   Jun 16, 2010
Federal Reserve Banks                                     Jun 16, 2010  Jun 9, 2010 Jun 17, 2009
 
Currency in circulation (16)                                 940,060   -    2,146   +   32,726      940,517
Reverse repurchase agreements (17)                            62,048   +    1,258   -    7,043       59,442
  Foreign official and international accounts                 62,048   +    1,258   -    7,043       59,442
  Dealers                                                          0            0            0            0
Treasury cash holdings                                           212            0   -       93          220
Deposits with F.R. Banks, other than reserve balances        238,636   +      516   -   23,612      295,708
  U.S. Treasury, general account                              29,199   -    3,597   -   13,058       85,771
  U.S. Treasury, supplementary financing account             199,962   +        2   +       23      199,962
  Foreign official                                             1,694   -      183   -    1,450        1,924
  Service-related                                              2,548            0   -    1,669        2,548
    Required clearing balances                                 2,548            0   -    1,669        2,548
    Adjustments to compensate for float                            0            0            0            0
  Other                                                        5,233   +    4,293   -    7,459        5,503
Other liabilities and capital (18)                            73,937   +    3,008   +   19,749       72,283

Total factors, other than reserve balances,
   absorbing reserve funds                                 1,314,894   +    2,636   +   21,727    1,368,171

Reserve balances with Federal Reserve Banks                1,066,086   +    5,630   +  248,455    1,017,763
 
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   Jun 16, 2010
Memorandum item                                           Jun 16, 2010  Jun 9, 2010 Jun 17, 2009
 
Marketable securities held in custody for foreign
   official and international accounts (1)                 3,079,842   +    3,951   +  328,132    3,088,403
  U.S. Treasury securities                                 2,265,417   -    1,728   +  323,943    2,270,381
  Federal agency securities (2)                              814,425   +    5,679   +    4,189      818,021
Securities lent to dealers                                     4,980   -      286   -   21,375        3,703
  Overnight facility (3)                                       4,980   -      286   -    5,625        3,703
    U.S. Treasury securities                                   3,819   +       32   -    6,786        2,659
    Federal agency debt securities                             1,161   -      317   +    1,161        1,044
  Term facility (4)                                                0            0   -   15,750            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,      June 16, 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)                              358            7            0       69,502            0           ...       69,867
U.S. Treasury securities (2)
  Holdings                                17,858       14,320       53,516      333,133      214,308       143,817      776,951
  Weekly changes                      +    4,969   -    5,373   +        2   +      212   +      126    +       83   +       19
Federal agency debt securities (3)
  Holdings                                 1,444        8,634       37,763       82,470       33,548         2,347      166,206
  Weekly changes                      +      343   -      478   +      354   -      728            0             0   -      509
Mortgage-backed securities (4)
  Holdings                                     0            0            0           31           20     1,127,547    1,127,597
  Weekly changes                               0            0            0   -        1            0    +   13,923   +   13,922
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)               0        1,242            0            0            0             0        1,242

Reverse repurchase agreements (7)         59,442            0          ...          ...          ...           ...       59,442
 
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                                                                                                           Jun 16, 2010 
 
Mortgage-backed securities held outright (1)                                                                           1,127,597

Commitments to buy mortgage-backed securities (2)                                                                         18,335
Commitments to sell mortgage-backed securities (2)                                                                             0

Cash and cash equivalents (3)                                                                                                644
 
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 as well as
   dollar rolls.
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                                                                                                           Jun 16, 2010 
 
Net portfolio holdings of Maiden Lane LLC (1)                                                                             28,413

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 28,820
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         504
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3)                              1,278
 
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
       March 31, 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                                                                                                           Jun 16, 2010 
 
Net portfolio holdings of Maiden Lane II LLC (1)                                                                          15,700

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 14,311
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         353
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3)                    1,052
 
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
       March 31, 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                                                                                                           Jun 16, 2010 
 
Net portfolio holdings of Maiden Lane III LLC (1)                                                                         23,193

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2)                                 15,846
Accrued interest payable to the Federal Reserve Bank of New York (2)                                                         440
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3)                5,271
 
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
       March 31, 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                                                                                                           Jun 16, 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                                                                                                           Jun 16, 2010 
 
Asset-backed securities holdings (1)                                                                                           0
Other investments, net                                                                                                       478
Net portfolio holdings of TALF LLC                                                                                           478

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)                                        104
 
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 $20 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                                                                                                           Jun 16, 2010 
 
Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1)                                                          25,416
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2)                                        268

Preferred interests in AIA Aurora LLC (1)                                                                                 16,266
Accrued dividends on preferred interests in AIA Aurora LLC (2)                                                               172

Preferred interests in ALICO Holdings LLC (1)                                                                              9,150
Accrued dividends on preferred interests in ALICO Holdings LLC (2)                                                            97
 
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   Jun 16, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Jun 9, 2010 Jun 17, 2009
 
Assets
  Gold certificate account                                                  11,037             0            0
  Special drawing rights certificate account                                 5,200             0   +    3,000
  Coin                                                                       2,024             0   +      243
  Securities, repurchase agreements, term auction
     credit, and other loans                                             2,140,621    +   12,508   +  496,687
    Securities held outright (1)                                         2,070,754    +   13,432   +  886,357
      U.S. Treasury securities                                             776,951    +       19   +  138,283
        Bills (2)                                                           18,423             0            0
        Notes and bonds, nominal (2)                                       712,023             0   +  139,557
        Notes and bonds, inflation-indexed (2)                              41,125             0   -    1,678
        Inflation compensation (3)                                           5,380    +       19   +      404
      Federal agency debt securities (2)                                   166,206    -      509   +   76,441
      Mortgage-backed securities (4)                                     1,127,597    +   13,922   +  671,633
    Repurchase agreements (5)                                                    0             0            0
    Term auction credit                                                          0             0   -  336,566
    Other loans                                                             69,867    -      924   -   53,105
  Net portfolio holdings of Commercial Paper
     Funding Facility LLC (6)                                                    1             0   -  132,081
  Net portfolio holdings of Maiden Lane LLC (7)                             28,413    +       19   +    2,538
  Net portfolio holdings of Maiden Lane II LLC (8)                          15,700    +        7   -      254
  Net portfolio holdings of Maiden Lane III LLC (9)                         23,193    +       27   +    3,051
  Net portfolio holdings of TALF LLC (10)                                      478             0   +      478
  Preferred interests in AIA Aurora LLC and ALICO
     Holdings LLC (11)                                                      25,416             0   +   25,416
  Items in process of collection                             (32)              307    +       81   -      412
  Bank premises                                                              2,235    +        2   +       35
  Central bank liquidity swaps (12)                                          1,242             0   -  147,321
  Other assets (13)                                                         91,896    +      135   +   22,144

Total assets                                                 (32)        2,347,763    +   12,778   +  273,524
 
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   Jun 16, 2010   Wednesday    Wednesday  
Assets, liabilities, and capital                                                       Jun 9, 2010 Jun 17, 2009
 
Liabilities
  Federal Reserve notes, net of F.R. Bank holdings                         899,858    -    1,536   +   32,337
  Reverse repurchase agreements (14)                                        59,442    -    1,321   -   10,724
  Deposits                                                    (0)        1,313,839    +   14,271   +  233,959
    Depository institutions                                              1,020,678    -   57,415   +  276,726
    U.S. Treasury, general account                                          85,771    +   66,631   -   47,066
    U.S. Treasury, supplementary financing account                         199,962    +        2   +       23
    Foreign official                                                         1,924    -       98   -      934
    Other                                                     (0)            5,503    +    5,149   +    5,209
  Deferred availability cash items                           (32)            2,341    -       78   -      522
  Other liabilities and accrued dividends (15)                              16,331    +    1,034   +    9,851

Total liabilities                                            (32)        2,291,811    +   12,369   +  264,901

Capital accounts
  Capital paid in                                                           26,239    -      153   +    1,992
  Surplus                                                                   25,764    +       71   +    4,594
  Other capital accounts                                                     3,948    +      490   +    2,035

Total capital                                                               55,952    +      408   +    8,622
 
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,      June 16, 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                                           2,024          67          75         158         144         291         183         312          27          62         141         196         368
  Securities, repurchase agreements,
     term auction credit, and other
     loans                                   2,140,621      52,406     914,630      48,372      70,356     235,845     195,976     156,122      53,351      28,371      71,038      86,961     227,193
    Securities held outright (1)             2,070,754      52,404     844,977      48,358      70,355     235,837     195,951     156,107      53,339      28,348      71,035      86,952     227,092
      U.S. Treasury securities                 776,951      19,662     317,037      18,144      26,397      88,486      73,521      58,571      20,013      10,636      26,653      32,625      85,205
        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)                    758,528      19,196     309,520      17,714      25,772      86,388      71,778      57,183      19,538      10,384      26,021      31,851      83,185
      Federal agency debt securities (2)       166,206       4,206      67,821       3,881       5,647      18,929      15,728      12,530       4,281       2,275       5,702       6,979      18,227
      Mortgage-backed securities (4)         1,127,597      28,536     460,119      26,333      38,311     128,421     106,702      85,005      29,045      15,437      38,681      47,348     123,659
    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                                 69,867           3      69,653          14           1           8          26          16          12          23           3           9         101
  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)                               28,413           0      28,413           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane II LLC (8)                            15,700           0      15,700           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of Maiden
     Lane III LLC (9)                           23,193           0      23,193           0           0           0           0           0           0           0           0           0           0
  Net portfolio holdings of TALF LLC (10)          478           0         478           0           0           0           0           0           0           0           0           0           0
  Preferred interests in AIA Aurora LLC
     and ALICO Holdings LLC (11)                25,416           0      25,416           0           0           0           0           0           0           0           0           0           0
  Items in process of collection                   339          10           0          12          40           5          82         103           2          24          16          20          26
  Bank premises                                  2,235         123         259          70         143         238         219         210         136         109         266         249         213
  Central bank liquidity swaps (12)              1,242          46         360         136          93         346          77          30          12          34          10          17          82
  Other assets (13)                             91,896       2,600      35,093       4,204       4,050      14,287       7,823       5,627       1,974       1,602       2,514       3,175       8,947
  Interdistrict settlement account                   0   -   5,215   +  68,892   +  18,678   -  13,030   +  66,947   -  48,750   -  42,641   -  15,866   +  14,057   -  21,983   -  11,719   -   9,369

Total assets                                 2,347,795      50,602   1,118,365      72,243      62,495     319,217     157,649     121,076      40,109      44,551      52,451      79,833     229,203
 
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,      June 16, 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          1,090,525      34,974     400,880      38,861      44,660      84,522     136,961      86,343      31,994      19,911      29,365      65,741     116,314
    Less: Notes held by F.R. Banks             190,667       4,138      66,395       5,712       9,824      13,702      29,290      12,226       4,494       3,381       3,411      12,090      26,006
      Federal Reserve notes, net               899,858      30,836     334,485      33,149      34,836      70,820     107,671      74,117      27,499      16,530      25,954      53,651      90,309
  Reverse repurchase agreements (14)            59,442       1,504      24,255       1,388       2,020       6,770       5,625       4,481       1,531         814       2,039       2,496       6,519
  Deposits                                   1,313,839      16,033     732,243      31,617      20,863     227,709      40,204      40,410      10,264      25,073      23,613      22,381     123,427
    Depository institutions                  1,020,678      16,011     439,247      31,613      20,859     227,634      40,202      40,363      10,262      25,072      23,612      22,380     123,423
    U.S. Treasury, general account              85,771           0      85,771           0           0           0           0           0           0           0           0           0           0
    U.S. Treasury, supplementary
       financing account                       199,962           0     199,962           0           0           0           0           0           0           0           0           0           0
    Foreign official                             1,924           1       1,896           4           3          11           2           1           0           1           0           1           3
    Other                                        5,503          20       5,367           0           1          64           0          45           2           0           1           0           2
  Deferred availability cash items               2,373          71           0         207         550          75         166         153          62         344         122         107         516
  Other liabilities and accrued
     dividends (15)                             16,331         248      11,417         304         337       1,010         686         553         230         172         248         335         790

Total liabilities                            2,291,843      48,693   1,102,400      66,666      58,606     306,385     154,352     119,714      39,586      42,934      51,975      78,971     221,560

Capital
  Capital paid in                               26,239         916       7,548       2,797       1,907       5,439       1,546         614         239         803         211         396       3,823
  Surplus                                       25,764         945       7,585       2,780       1,911       7,141       1,581         620         240         712         210         353       1,688
  Other capital                                  3,948          48         832           0          72         252         170         128          44         102          55         113       2,132

Total liabilities and capital                2,347,795      50,602   1,118,365      72,243      62,495     319,217     157,649     121,076      40,109      44,551      52,451      79,833     229,203
 
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,      June 16, 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                                                       Jun 16, 2010 
 
Federal Reserve notes outstanding                                                          1,090,525
  Less: Notes held by F.R. Banks not subject to collateralization                            190,667
    Federal Reserve notes to be collateralized                                               899,858
Collateral held against Federal Reserve notes                                                899,858
  Gold certificate account                                                                    11,037
  Special drawing rights certificate account                                                   5,200
  U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2)                   883,621
  Other assets pledged                                                                             0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2)                     2,070,754
  Less: Face value of securities under reverse repurchase agreements                          58,394
    U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged      2,012,360
 
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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