FRB: H.4.1 Release--Factors Affecting Reserve Balances--October 14, 2010

FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
October 14, 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 Oct 13, 2010
Federal Reserve Banks Oct 13, 2010 Oct 6, 2010 Oct 14, 2009

Reserve Bank credit 2,293,152 + 8,599 + 186,491 2,291,381
Securities held outright (1) 2,053,246 + 6,298 + 445,202 2,051,877
U.S. Treasury securities 821,151 + 6,847 + 50,227 821,156
Bills (2) 18,423 0 0 18,423
Notes and bonds, nominal (2) 754,901 + 6,832 + 52,711 754,901
Notes and bonds, inflation-indexed (2) 42,318 0 - 2,270 42,318
Inflation compensation (3) 5,509 + 16 - 215 5,514
Federal agency debt securities (2) 153,556 - 549 + 19,010 152,182
Mortgage-backed securities (4) 1,078,539 0 + 375,966 1,078,539
Repurchase agreements (5) 0 0 0 0
Term auction credit 0 0 - 155,442 0
Other loans 49,121 - 32 - 62,284 49,338
Primary credit 15 - 74 - 27,365 47
Secondary credit 0 0 - 468 0
Seasonal credit 55 - 10 - 34 52
Asset-Backed Commercial Paper Money Market
Mutual Fund Liquidity Facility 0 0 - 43 0
Credit extended to American International
Group, Inc., net (6) 19,796 + 299 - 20,399 20,014
Term Asset-Backed Securities Loan Facility (7) 29,255 - 246 - 13,975 29,225
Other credit extensions 0 0 0 0
Net portfolio holdings of Commercial Paper
Funding Facility LLC (8) 0 0 - 40,791 0
Net portfolio holdings of Maiden Lane LLC (9) 28,511 + 33 + 2,199 28,519
Net portfolio holdings of Maiden Lane II LLC (10) 15,674 - 173 + 1,213 15,676
Net portfolio holdings of Maiden Lane III LLC (11) 22,789 - 214 + 2,614 22,834
Net portfolio holdings of TALF LLC (12) 601 0 + 601 601
Preferred interests in AIA Aurora LLC and ALICO
Holdings LLC (13) 26,057 0 + 26,057 26,057
Float -1,731 - 20 - 255 -2,877
Central bank liquidity swaps (14) 60 - 1 - 43,567 60
Other Federal Reserve assets (15) 98,824 + 2,707 + 10,944 99,296
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 0 5,200
Treasury currency outstanding (16) 43,406 + 14 + 804 43,406

Total factors supplying reserve funds 2,352,799 + 8,614 + 187,296 2,351,027

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 Oct 13, 2010
Federal Reserve Banks Oct 13, 2010 Oct 6, 2010 Oct 14, 2009

Currency in circulation (16) 962,072 + 5,872 + 44,400 963,647
Reverse repurchase agreements (17) 61,721 - 2,273 - 910 59,973
Foreign official and international accounts 61,721 - 2,273 - 910 59,973
Dealers 0 0 0 0
Treasury cash holdings 225 - 10 - 71 236
Deposits with F.R. Banks, other than reserve balances 233,616 - 32,168 + 91,578 228,860
Term deposits held by depository institutions 5,113 + 2,994 + 5,113 5,113
U.S. Treasury, general account 22,780 - 35,345 - 393 15,637
U.S. Treasury, supplementary financing account 199,962 0 + 99,995 199,962
Foreign official 1,395 - 789 - 242 1,215
Service-related 2,401 - 7 - 995 2,401
Required clearing balances 2,401 - 7 - 995 2,401
Adjustments to compensate for float 0 0 0 0
Other 1,965 + 978 - 11,900 4,531
Other liabilities and capital (18) 72,997 + 350 + 11,770 71,906

Total factors, other than reserve balances,
absorbing reserve funds 1,330,631 - 28,228 + 146,766 1,324,622

Reserve balances with Federal Reserve Banks 1,022,168 + 36,842 + 40,530 1,026,405

Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
remaining principal balance of the underlying mortgages.
5. Cash value of agreements.
6. Includes outstanding principal and capitalized interest net of unamortized deferred commitment fees and
allowance for loan restructuring. Excludes credit extended to consolidated LLCs.
7. Includes credit extended by the Federal Reserve Bank of New York to eligible borrowers through the Term
Asset-Backed Securities Loan Facility.
8. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
investments held by the Commercial Paper Funding Facility LLC.
9. Refer to table 4 and the note on consolidation accompanying table 10.
10. Refer to table 5 and the note on consolidation accompanying table 10.
11. Refer to table 6 and the note on consolidation accompanying table 10.
12. Refer to table 7 and the note on consolidation accompanying table 10.
13. Refer to table 8.
14. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
the foreign currency is returned to the foreign central bank. This exchange rate equals the market
exchange rate used when the foreign currency was acquired from the foreign central bank.
15. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange
rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA
Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to
eligible borrowers through the Term Asset-Backed Securities Loan Facility.
16. Estimated.
17. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
18. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to
entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only
to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
accompanying table 10.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.

1A. Memorandum Items
Millions of dollars
Averages of daily figures Wednesday
Week ended Change from week ended Oct 13, 2010
Memorandum item Oct 13, 2010 Oct 6, 2010 Oct 14, 2009

Marketable securities held in custody for foreign
official and international accounts (1) 3,267,045 + 15,940 + 402,474 3,265,875
U.S. Treasury securities 2,517,889 + 18,139 + 416,213 2,530,777
Federal agency securities (2) 749,156 - 2,199 - 13,739 735,098
Securities lent to dealers 7,499 - 2,049 + 657 7,418
Overnight facility (3) 7,499 - 2,049 + 657 7,418
U.S. Treasury securities 5,805 - 2,165 - 550 5,879
Federal agency debt securities 1,694 + 116 + 1,206 1,539
Term facility (4) 0 0 0 0

Note: Components may not sum to totals because of rounding.

1. Face value of the securities. Includes U.S. Treasury STRIPS and other zero-coupon bonds at face value and
mortgage-backed securities at original 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, October 13, 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) 57 41 0 49,239 0 ... 49,338
U.S. Treasury securities (2)
Holdings 12,718 20,337 50,292 355,731 238,966 143,113 821,156
Weekly changes - 2,503 + 2,504 + 1 + 2,072 + 4 + 7 + 2,084
Federal agency debt securities (3)
Holdings 2,501 3,350 38,063 73,175 32,746 2,347 152,182
Weekly changes - 861 + 67 - 1,129 0 0 0 - 1,923
Mortgage-backed securities (4)
Holdings 0 0 0 28 21 1,078,490 1,078,539
Weekly changes 0 0 0 0 0 0 0
Asset-backed securities held by
TALF LLC (5) 0 0 0 0 0 0 0
Repurchase agreements (6) 0 0 ... ... ... ... 0
Central bank liquidity swaps (7) 60 0 0 0 0 0 60

Reverse repurchase agreements (6) 59,973 0 ... ... ... ... 59,973
Term deposits 0 5,113 0 ... ... ... 5,113

Note: Components may not sum to totals because of rounding.
. . . Not applicable.

1. Excludes the loans from the Federal Reserve Bank of New York (FRBNY) to Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III
LLC, and TALF LLC. The loans were eliminated when preparing the FRBNY's statement of condition consistent with consolidation
under generally accepted accounting principles.
2. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of
inflation on the original face value of such securities.
3. Face value.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
balance of the underlying mortgages.
5. Face value of asset-backed securities held by TALF LLC, which is the remaining principal balance of the underlying assets.
6. Cash value of agreements.
7. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency
is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was
acquired from the foreign central bank.

3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
Wednesday
Account name Oct 13, 2010

Mortgage-backed securities held outright (1) 1,078,539

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

Cash and cash equivalents (3) 0

1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
balance of the underlying mortgages.
2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls,
and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.

4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Wednesday
Account name Oct 13, 2010

Net portfolio holdings of Maiden Lane LLC (1) 28,519

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 27,639
Accrued interest payable to the Federal Reserve Bank of New York (2) 574
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 1,300

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
and accrued dividends in table 9 and table 10.

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

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Wednesday
Account name Oct 13, 2010

Net portfolio holdings of Maiden Lane II LLC (1) 15,676

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 13,452
Accrued interest payable to the Federal Reserve Bank of New York (2) 414
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3) 1,064

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of
American International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued
interest payable are included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table
9 and table 10.

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

6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Wednesday
Account name Oct 13, 2010

Net portfolio holdings of Maiden Lane III LLC (1) 22,834

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 14,290
Accrued interest payable to the Federal Reserve Bank of New York (2) 506
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3) 5,328

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

7. Information on Principal Accounts of TALF LLC
Millions of dollars
Wednesday
Account name Oct 13, 2010

Asset-backed securities holdings (1) 0
Other investments, net 601
Net portfolio holdings of TALF LLC 601

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 0
Accrued interest payable to the Federal Reserve Bank of New York (2) 0
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable (3) 105

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 10.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
and accrued dividends in table 9 and table 10.

Note: On November 25, 2008, the Federal Reserve announced the creation of the Term Asset-Backed Securities Loan Facility (TALF)
under the authority of section 13(3) of the Federal Reserve Act. The TALF is a facility under which the Federal Reserve Bank of New
York (FRBNY) extends loans with a term of up to five years to holders of eligible asset-backed securities. The TALF is intended to
assist financial markets in accommodating the credit needs of consumers and businesses by facilitating the issuance of asset-backed
securities collateralized by a variety of consumer and business loans. The loans provided through the TALF to eligible borrowers are
non-recourse, meaning that the obligation of the borrower can be discharged by surrendering the collateral to the FRBNY. The loans
are extended for the market value of the security less an amount known as a haircut. As a result, the borrower bears the initial
risk of a decline in the value of the security.

TALF LLC is a limited liability company formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a TALF loan. TALF LLC has committed, for a fee, to purchase all asset-backed
securities received by the FRBNY in conjunction with a TALF loan at a price equal to the TALF loan plus accrued but unpaid interest.
Losses on asset-backed securities held by TALF LLC will be offset in the following order: by the commitment fees collected by TALF
LLC, by the interest received on investments of TALF LLC, by up to $4.3 billion in subordinated debt funding provided by the U.S.
Treasury, and finally, by senior debt funding provided by the FRBNY. Payments by TALF LLC from the proceeds of its net portfolio
holdings will be made in the following order: operating expenses of TALF LLC, principal due to the FRBNY, principal due to the U.S.
Treasury, interest due to the FRBNY, and interest due to the U.S. Treasury. Any remaining funds will be shared by the FRBNY and the
U.S. Treasury.

8. Supplemental Information on the Federal Reserve Bank of New York's Preferred Interests in
AIA Aurora LLC and ALICO Holdings LLC
Millions of dollars
Wednesday
Account name Oct 13, 2010

Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1) 26,057
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2) 46

Preferred interests in AIA Aurora LLC (1) 16,676
Accrued dividends on preferred interests in AIA Aurora LLC (2) 30

Preferred interests in ALICO Holdings LLC (1) 9,380
Accrued dividends on preferred interests in ALICO Holdings LLC (2) 17

Note: Components may not sum to totals because of rounding.

1. Book value.
2. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 9 and table 10.

Note on preferred interests:

In conjunction with the restructuring of the government's assistance to American International Group, Inc. (AIG) announced March 2,
2009, the outstanding balance and amount available of revolving credit provided to AIG by the FRBNY has been reduced in exchange for
preferred interests in two special purpose vehicles, AIA Aurora LLC and ALICO Holdings LLC. These two limited liability companies
were created to directly or indirectly hold all of the outstanding common stock of American International Assurance Company Ltd.
(AIA) and American Life Insurance Company (ALICO), two life insurance subsidiaries of AIG. AIG will retain control of AIA Aurora LLC
and ALICO Holdings LLC, and the FRBNY will have certain consent, disposition, and conversion rights with respect to its preferred
interests.

Dividends accrue as a percentage of the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC. On a quarterly basis,
the accrued dividends are capitalized and added to the FRBNY's preferred interests in AIA Aurora LLC and ALICO Holdings LLC.

9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Eliminations from Wednesday Change since
consolidation Oct 13, 2010 Wednesday Wednesday
Assets, liabilities, and capital Oct 6, 2010 Oct 14, 2009

Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 0
Coin 2,106 - 8 + 115
Securities, repurchase agreements, term auction
credit, and other loans 2,101,215 + 16 + 161,182
Securities held outright (1) 2,051,877 + 161 + 379,044
U.S. Treasury securities 821,156 + 2,084 + 47,696
Bills (2) 18,423 0 0
Notes and bonds, nominal (2) 754,901 + 2,069 + 50,184
Notes and bonds, inflation-indexed (2) 42,318 0 - 2,270
Inflation compensation (3) 5,514 + 15 - 218
Federal agency debt securities (2) 152,182 - 1,923 + 15,798
Mortgage-backed securities (4) 1,078,539 0 + 315,549
Repurchase agreements (5) 0 0 0
Term auction credit 0 0 - 155,442
Other loans 49,338 - 145 - 62,420
Net portfolio holdings of Commercial Paper
Funding Facility LLC (6) 0 0 - 40,098
Net portfolio holdings of Maiden Lane LLC (7) 28,519 + 9 + 2,158
Net portfolio holdings of Maiden Lane II LLC (8) 15,676 + 2 + 1,210
Net portfolio holdings of Maiden Lane III LLC (9) 22,834 + 52 + 2,606
Net portfolio holdings of TALF LLC (10) 601 0 + 601
Preferred interests in AIA Aurora LLC and ALICO
Holdings LLC (11) 26,057 0 + 26,057
Items in process of collection (117) 453 - 10 - 2,291
Bank premises 2,224 + 2 + 1
Central bank liquidity swaps (12) 60 - 1 - 43,567
Other assets (13) 97,038 + 1,725 + 9,084

Total assets (117) 2,313,019 + 1,788 + 117,057

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Eliminations from Wednesday Change since
consolidation Oct 13, 2010 Wednesday Wednesday
Assets, liabilities, and capital Oct 6, 2010 Oct 14, 2009

Liabilities
Federal Reserve notes, net of F.R. Bank holdings 922,580 + 3,971 + 44,788
Reverse repurchase agreements (14) 59,973 - 4,467 - 1,830
Deposits (0) 1,255,230 + 1,817 + 67,417
Term deposits held by depository institutions 5,113 + 2,994 + 5,113
Other deposits held by depository institutions 1,028,771 + 28,757 - 23,178
U.S. Treasury, general account 15,637 - 33,893 + 67
U.S. Treasury, supplementary financing account 199,962 0 + 99,995
Foreign official 1,215 - 130 - 449
Other (0) 4,531 + 4,087 - 14,131
Deferred availability cash items (117) 3,330 + 732 - 144
Other liabilities and accrued dividends (15) 15,021 - 8 + 1,982

Total liabilities (117) 2,256,134 + 2,045 + 112,212

Capital accounts
Capital paid in 26,695 + 8 + 1,798
Surplus 25,886 + 5 + 4,496
Other capital accounts 4,303 - 272 - 1,451

Total capital 56,884 - 258 + 4,844

Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to
table 1A.
2. Face value of the securities.
3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed
securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the
remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Includes the book value of the commercial paper, net of amortized costs and related fees, and other
investments held by the Commercial Paper Funding Facility LLC.
7. Refer to table 4 and the note on consolidation accompanying table 10.
8. Refer to table 5 and the note on consolidation accompanying table 10.
9. Refer to table 6 and the note on consolidation accompanying table 10.
10. Refer to table 7 and the note on consolidation accompanying table 10.
11. Refer to table 8.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when
the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange
rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates,
accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests in AIA Aurora LLC
and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers
through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt
securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to
entities other than the Federal Reserve Bank of New York, including liabilities that have recourse only to
the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation
accompanying table 10.

10. Statement of Condition of Each Federal Reserve Bank, October 13, 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 2,106 64 73 169 154 311 194 324 31 59 150 226 351
Securities, repurchase agreements,
term auction credit, and other
loans 2,101,215 51,926 886,513 47,922 69,714 233,687 194,170 154,691 52,857 28,110 70,394 86,169 225,061
Securities held outright (1) 2,051,877 51,926 837,274 47,917 69,714 233,687 194,164 154,683 52,853 28,090 70,388 86,159 225,021
U.S. Treasury securities 821,156 20,781 335,075 19,176 27,899 93,521 77,704 61,904 21,152 11,241 28,169 34,481 90,053
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) 802,733 20,315 327,558 18,746 27,273 91,423 75,961 60,515 20,677 10,989 27,537 33,707 88,033
Federal agency debt securities (2) 152,182 3,851 62,098 3,554 5,170 17,332 14,401 11,472 3,920 2,083 5,220 6,390 16,689
Mortgage-backed securities (4) 1,078,539 27,294 440,101 25,187 36,644 122,834 102,060 81,307 27,781 14,765 36,998 45,288 118,279
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 49,338 0 49,239 5 0 0 6 7 4 21 6 10 40
Net portfolio holdings of Commercial
Paper Funding Facility LLC (6) 0 0 0 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane LLC (7) 28,519 0 28,519 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane II LLC (8) 15,676 0 15,676 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane III LLC (9) 22,834 0 22,834 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of TALF LLC (10) 601 0 601 0 0 0 0 0 0 0 0 0 0
Preferred interests in AIA Aurora LLC
and ALICO Holdings LLC (11) 26,057 0 26,057 0 0 0 0 0 0 0 0 0 0
Items in process of collection 570 26 0 95 130 10 97 59 21 19 37 41 34
Bank premises 2,224 127 255 68 141 239 218 210 135 108 265 247 212
Central bank liquidity swaps (12) 60 2 17 7 4 17 4 1 1 2 0 1 4
Other assets (13) 97,038 2,782 36,430 4,571 4,374 15,454 8,295 5,908 2,078 1,730 2,629 3,329 9,457
Interdistrict settlement account 0 + 3,302 + 84,261 + 26,712 - 13,309 + 7,358 - 40,794 - 30,061 - 13,503 - 2,093 - 19,245 - 2,379 - 250

Total assets 2,313,136 58,794 1,107,092 80,158 61,909 258,333 164,223 132,443 42,095 28,228 54,680 88,568 236,613

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

10. Statement of Condition of Each Federal Reserve Bank, October 13, 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 1,131,717 41,002 388,382 45,851 46,071 89,662 143,301 87,828 32,920 20,190 33,874 76,586 126,049
Less: Notes held by F.R. Banks 209,138 4,035 84,654 5,375 8,236 13,904 27,333 12,665 4,405 6,016 3,442 12,001 27,073
Federal Reserve notes, net 922,580 36,967 303,728 40,476 37,836 75,758 115,969 75,164 28,515 14,174 30,432 64,585 98,976
Reverse repurchase agreements (14) 59,973 1,518 24,472 1,401 2,038 6,830 5,675 4,521 1,545 821 2,057 2,518 6,577
Deposits 1,255,230 18,020 751,541 31,864 17,391 162,029 38,552 50,610 11,231 11,000 21,332 20,180 121,481
Term deposits held by depository
institutions 5,113 50 3,573 0 10 63 2 103 28 2 18 5 1,260
Other deposits held by depository
institutions 1,028,771 17,967 526,833 31,860 17,377 161,807 38,547 50,493 11,201 10,996 21,313 20,175 120,203
U.S. Treasury, general account 15,637 0 15,637 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 1,215 1 1,187 4 3 11 2 1 0 1 0 1 3
Other 4,531 2 4,348 0 1 148 0 14 1 0 1 0 15
Deferred availability cash items 3,447 183 0 468 473 179 234 286 122 453 182 158 709
Other liabilities and accrued
dividends (15) 15,021 198 11,275 238 263 750 515 426 189 143 190 267 569

Total liabilities 2,256,251 56,885 1,091,016 74,447 58,000 245,547 160,944 131,006 41,601 26,591 54,193 87,709 228,312

Capital
Capital paid in 26,695 916 7,667 2,829 1,924 5,434 1,552 662 215 807 218 400 4,071
Surplus 25,886 946 7,681 2,804 1,911 7,141 1,581 621 239 712 210 353 1,688
Other capital 4,303 47 727 78 75 211 146 154 40 118 58 106 2,542

Total liabilities and capital 2,313,136 58,794 1,107,092 80,158 61,909 258,333 164,223 132,443 42,095 28,228 54,680 88,568 236,613

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

10. Statement of Condition of Each Federal Reserve Bank, October 13, 2010 (continued)
1. Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
2. Face value of the securities.
3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.
4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal balance of the underlying mortgages.
5. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.
6. Includes the book value of the commercial paper, net of amortized costs and related fees, and other investments held by the Commercial Paper Funding Facility LLC.
7. Refer to table 4 and the note on consolidation below.
8. Refer to table 5 and the note on consolidation below.
9. Refer to table 6 and the note on consolidation below.
10. Refer to table 7 and the note on consolidation below.
11. Refer to table 8.
12. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals
the market exchange rate used when the foreign currency was acquired from the foreign central bank.
13. Includes other assets denominated in foreign currencies, which are revalued daily at market exchange rates, accrued dividends on the Federal Reserve Bank of New York's (FRBNY) preferred interests
in AIA Aurora LLC and ALICO Holdings LLC, and the fair value adjustment to credit extended by the FRBNY to eligible borrowers through the Term Asset-Backed Securities Loan Facility.
14. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.
15. Includes the liabilities of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including liabilities that have
recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 7 and the note on consolidation below.

Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was
extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase multi-sector
collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan was extended to
Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American International Group, Inc.
On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities received by the FRBNY in
connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.

The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S. Treasury, the FRBNY is primarily responsible for directing the financial
activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority of any residual returns of the LLCs and absorb a majority of any residual
losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have been consolidated with the assets and liabilities of the FRBNY in the
preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit from the FRBNY to the LLCs are eliminated, the net assets of the LLCs
appear as assets on the previous page (and in table 1 and table 9), and the liabilities of the LLCs to entities other than the FRBNY, including those with recourse only to the portfolio holdings of
the LLCs, are included in other liabilities in this table (and table 1 and table 9).

11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts
Millions of dollars
Wednesday
Federal Reserve notes and collateral Oct 13, 2010

Federal Reserve notes outstanding 1,131,717
Less: Notes held by F.R. Banks not subject to collateralization 209,138
Federal Reserve notes to be collateralized 922,580
Collateral held against Federal Reserve notes 922,580
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 906,343
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 2,051,877
Less: Face value of securities under reverse repurchase agreements 47,193
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 2,004,684

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