FRB: H.4.1 Release--Factors Affecting Reserve Balances--August 12, 2010

FEDERAL RESERVE statistical release

For Release at
4:30 P.M. EDT
June 12, 2014

Table 10 line items “Less: Face value of securities under reverse repurchase agreements” and “U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged” have been corrected to include securities pledged as collateral for tri-party reverse repurchase agreements.
The revised data are reported at the following link: http://www.federalreserve.gov/releases/h41/2014update.htm.
Historical data incorporating this correction can be accessed through the Data Download Program (DDP) at http://www.federalreserve.gov/datadownload/Choose.aspx?rel=H41.

FEDERAL RESERVE statistical release
H.4.1
Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks
August 12, 2010

1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Aug 11, 2010
Federal Reserve Banks Aug 11, 2010 Aug 4, 2010 Aug 12, 2009

Reserve Bank credit 2,308,988 - 142 + 319,671 2,310,364
Securities held outright (1) 2,054,510 + 477 + 681,818 2,055,848
U.S. Treasury securities 777,012 - 10 + 56,102 777,009
Bills (2) 18,423 0 0 18,423
Notes and bonds, nominal (2) 712,020 0 + 59,582 712,020
Notes and bonds, inflation-indexed (2) 41,129 0 - 3,459 41,129
Inflation compensation (3) 5,441 - 10 - 21 5,437
Federal agency debt securities (2) 159,381 0 + 50,485 159,381
Mortgage-backed securities (4) 1,118,117 + 488 + 575,232 1,119,459
Repurchase agreements (5) 0 0 0 0
Term auction credit 0 0 - 233,598 0
Other loans 62,374 - 1,514 - 43,603 62,225
Primary credit 14 - 22 - 33,920 1
Secondary credit 1 + 1 - 804 0
Seasonal credit 79 - 4 - 26 80
Asset-Backed Commercial Paper Money Market
Mutual Fund Liquidity Facility 0 0 - 113 0
Credit extended to American International
Group, Inc., net (6) 23,512 - 73 - 17,677 23,674
Term Asset-Backed Securities Loan Facility (7) 38,768 - 1,416 + 8,937 38,470
Other credit extensions 0 0 0 0
Net portfolio holdings of Commercial Paper
Funding Facility LLC (8) 1 0 - 60,027 1
Net portfolio holdings of Maiden Lane LLC (9) 29,454 + 27 + 3,500 29,469
Net portfolio holdings of Maiden Lane II LLC (10) 15,958 - 214 + 1,143 15,961
Net portfolio holdings of Maiden Lane III LLC (11) 23,231 - 319 + 2,472 23,299
Net portfolio holdings of TALF LLC (12) 540 0 + 540 540
Preferred interests in AIA Aurora LLC and ALICO
Holdings LLC (13) 25,733 0 + 25,733 25,733
Float -1,761 - 78 + 384 -2,020
Central bank liquidity swaps (14) 1,246 0 - 75,037 1,246
Other Federal Reserve assets (15) 97,703 + 1,480 + 16,347 98,062
Gold stock 11,041 0 0 11,041
Special drawing rights certificate account 5,200 0 + 3,000 5,200
Treasury currency outstanding (16) 43,252 + 14 + 769 43,252

Total factors supplying reserve funds 2,368,481 - 128 + 323,439 2,369,857

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

1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and Averages of daily figures Wednesday
reserve balances of depository institutions at Week ended Change from week ended Aug 11, 2010
Federal Reserve Banks Aug 11, 2010 Aug 4, 2010 Aug 12, 2009

Currency in circulation (16) 946,348 + 1,658 + 34,727 947,902
Reverse repurchase agreements (17) 59,980 - 2,175 - 10,324 58,548
Foreign official and international accounts 59,748 - 2,407 - 10,556 57,963
Dealers 231 + 231 + 231 585
Treasury cash holdings 199 - 11 - 87 207
Deposits with F.R. Banks, other than reserve balances 243,397 + 8,299 - 14,983 233,845
Term deposits held by depository institutions 2,119 0 + 2,119 2,119
U.S. Treasury, general account 36,113 + 8,736 - 12,104 26,932
U.S. Treasury, supplementary financing account 199,957 - 3 + 24 199,957
Foreign official 2,082 - 656 - 1,332 2,013
Service-related 2,457 0 - 2,662 2,457
Required clearing balances 2,457 0 - 2,662 2,457
Adjustments to compensate for float 0 0 0 0
Other 669 + 220 - 1,028 367
Other liabilities and capital (18) 73,401 - 633 + 15,768 73,611

Total factors, other than reserve balances,
absorbing reserve funds 1,323,325 + 7,138 + 25,101 1,314,113

Reserve balances with Federal Reserve Banks 1,045,156 - 7,266 + 298,338 1,055,744

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, federal agency debt
securities, and mortgage-backed securities.
18. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC,
Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including
liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through
table 8 and the note on consolidation accompanying table 11.

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

1A. Memorandum Items
Millions of dollars
Averages of daily figures Wednesday
Week ended Change from week ended Aug 11, 2010
Memorandum item Aug 11, 2010 Aug 4, 2010 Aug 12, 2009

Marketable securities held in custody for foreign
official and international accounts (1) 3,164,488 + 10,583 + 348,871 3,174,357
U.S. Treasury securities 2,334,184 + 11,432 + 301,789 2,341,620
Federal agency securities (2) 830,304 - 849 + 47,082 832,738
Securities lent to dealers 3,592 - 486 - 9,657 4,322
Overnight facility (3) 3,592 - 486 - 6,957 4,322
U.S. Treasury securities 2,359 - 573 - 8,014 3,040
Federal agency debt securities 1,232 + 86 + 1,056 1,282
Term facility (4) 0 0 - 2,700 0

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

1. Face value of the securities. Includes U.S. Treasury STRIPS, other zero-coupon bonds, and mortgage-backed
securities at face value.
2. Includes debt and mortgage-backed securities.
3. Fully collateralized by U.S. Treasury securities.
4. U.S. Treasury securities only. Fully collateralized by U.S. Treasury securities, federal agency
securities, and other highly rated debt securities.

2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, August 11, 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) 28 54 0 62,144 0 ... 62,225
U.S. Treasury securities (2)
Holdings 19,072 13,043 53,289 331,813 215,945 143,846 777,009
Weekly changes + 2,156 - 2,157 - 1 - 2 - 2 - 5 - 10
Federal agency debt securities (3)
Holdings 2,879 6,821 37,246 77,342 32,746 2,347 159,381
Weekly changes + 709 - 709 0 0 0 0 0
Mortgage-backed securities (4)
Holdings 0 0 0 30 20 1,119,408 1,119,459
Weekly changes 0 0 0 0 0 + 1,724 + 1,725
Commercial paper held by
Commercial Paper Funding
Facility LLC (5) 0 0 0 ... ... ... 0
Asset-backed securities held by
TALF LLC (6) 0 0 0 0 0 0 0
Repurchase agreements (7) 0 0 ... ... ... ... 0
Central bank liquidity swaps (8) 1,242 4 0 0 0 0 1,246

Reverse repurchase agreements (7) 58,548 0 ... ... ... ... 58,548
Term deposits 0 2,119 0 ... ... ... 2,119

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

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

3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
Wednesday
Account name Aug 11, 2010

Mortgage-backed securities held outright (1) 1,119,459

Commitments to buy mortgage-backed securities (2) 820
Commitments to sell mortgage-backed securities (2) 0

Cash and cash equivalents (3) 679

1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Current face value of the securities, which is the remaining principal
balance of the underlying mortgages.
2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls,
and coupon swaps.
3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 10 and table 11.

4. Information on Principal Accounts of Maiden Lane LLC
Millions of dollars
Wednesday
Account name Aug 11, 2010

Net portfolio holdings of Maiden Lane LLC (1) 29,469

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 28,790
Accrued interest payable to the Federal Reserve Bank of New York (2) 537
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 1,288

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
and accrued dividends in table 10 and table 11.

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

5. Information on Principal Accounts of Maiden Lane II LLC
Millions of dollars
Wednesday
Account name Aug 11, 2010

Net portfolio holdings of Maiden Lane II LLC (1) 15,961

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 13,873
Accrued interest payable to the Federal Reserve Bank of New York (2) 383
Deferred payment and accrued interest payable to subsidiaries of American International Group, Inc. (3) 1,058

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
be conducted in an orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of
June 30, 2010. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair
value as of the purchase date becomes available.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.
3. Book value. The deferred payment represents the portion of the proceeds of the net portfolio holdings due to subsidiaries of
American International Group, Inc. in accordance with the asset purchase agreement. The fair value of this payment and accrued
interest payable are included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table
10 and table 11.

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

6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Wednesday
Account name Aug 11, 2010

Net portfolio holdings of Maiden Lane III LLC (1) 23,299

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 15,107
Accrued interest payable to the Federal Reserve Bank of New York (2) 473
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc. (3) 5,298

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

7. Information on Principal Accounts of Commercial Paper Funding Facility LLC
Millions of dollars
Wednesday
Account name Aug 11, 2010

Commercial paper holdings, net (1) 0
Other investments, net 1
Net portfolio holdings of Commercial Paper Funding Facility LLC 1

Memorandum: Commercial paper holdings, face value 0

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 0
Accrued interest payable to the Federal Reserve Bank of New York (2) 0

1. Book value, which includes amortized cost and related fees.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.

Note: On October 27, 2008, the Federal Reserve Bank of New York began extending loans under the authority of section 13(3) of the
Federal Reserve Act to Commercial Paper Funding Facility LLC. This LLC is a limited liability company formed to purchase three-month
U.S. dollar-denominated commercial paper from eligible issuers and thereby foster liquidity in short-term funding markets and
increase the availability of credit for businesses and households.

8. Information on Principal Accounts of TALF LLC
Millions of dollars
Wednesday
Account name Aug 11, 2010

Asset-backed securities holdings (1) 0
Other investments, net 540
Net portfolio holdings of TALF LLC 540

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

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to
be conducted in an orderly market on the measurement date.
2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent
with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 11.
3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities
and accrued dividends in table 10 and table 11.

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

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

9. Supplemental Information on the Federal Reserve Bank of New York's Preferred Interests in
AIA Aurora LLC and ALICO Holdings LLC
Millions of dollars
Wednesday
Account name Aug 11, 2010

Preferred interests in AIA Aurora LLC and ALICO Holdings LLC (1) 25,733
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC (2) 148

Preferred interests in AIA Aurora LLC (1) 16,469
Accrued dividends on preferred interests in AIA Aurora LLC (2) 95

Preferred interests in ALICO Holdings LLC (1) 9,264
Accrued dividends on preferred interests in ALICO Holdings LLC (2) 53

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

1. Book value.
2. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 10 and table 11.

Note on preferred interests:

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

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

10. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Eliminations from Wednesday Change since
consolidation Aug 11, 2010 Wednesday Wednesday
Assets, liabilities, and capital Aug 4, 2010 Aug 12, 2009

Assets
Gold certificate account 11,037 0 0
Special drawing rights certificate account 5,200 0 + 3,000
Coin 2,065 0 + 152
Securities, repurchase agreements, term auction
credit, and other loans 2,118,074 + 173 + 393,430
Securities held outright (1) 2,055,848 + 1,714 + 673,986
U.S. Treasury securities 777,009 - 10 + 48,035
Bills (2) 18,423 0 0
Notes and bonds, nominal (2) 712,020 0 + 51,555
Notes and bonds, inflation-indexed (2) 41,129 0 - 3,459
Inflation compensation (3) 5,437 - 11 - 61
Federal agency debt securities (2) 159,381 0 + 49,378
Mortgage-backed securities (4) 1,119,459 + 1,725 + 576,574
Repurchase agreements (5) 0 0 0
Term auction credit 0 0 - 233,598
Other loans 62,225 - 1,542 - 46,959
Net portfolio holdings of Commercial Paper
Funding Facility LLC (6) 1 0 - 58,051
Net portfolio holdings of Maiden Lane LLC (7) 29,469 + 18 + 3,481
Net portfolio holdings of Maiden Lane II LLC (8) 15,961 - 213 + 1,143
Net portfolio holdings of Maiden Lane III LLC (9) 23,299 - 282 + 2,439
Net portfolio holdings of TALF LLC (10) 540 0 + 540
Preferred interests in AIA Aurora LLC and ALICO
Holdings LLC (11) 25,733 0 + 25,733
Items in process of collection (72) 216 - 107 - 246
Bank premises 2,226 + 2 + 12
Central bank liquidity swaps (12) 1,246 0 - 73,965
Other assets (13) 95,866 + 1,456 + 15,634

Total assets (72) 2,330,932 + 1,047 + 313,300

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

10. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Eliminations from Wednesday Change since
consolidation Aug 11, 2010 Wednesday Wednesday
Assets, liabilities, and capital Aug 4, 2010 Aug 12, 2009

Liabilities
Federal Reserve notes, net of F.R. Bank holdings 906,918 + 1,143 + 34,119
Reverse repurchase agreements (14) 58,548 - 2,359 - 9,122
Deposits (0) 1,289,618 + 897 + 272,205
Term deposits held by depository institutions 2,119 0 + 2,119
Other deposits held by depository institutions 1,058,230 + 18,013 + 281,204
U.S. Treasury, general account 26,932 - 17,081 - 8,826
U.S. Treasury, supplementary financing account 199,957 - 3 + 24
Foreign official 2,013 - 17 - 1,026
Other (0) 367 - 15 - 1,290
Deferred availability cash items (72) 2,237 - 15 - 294
Other liabilities and accrued dividends (15) 17,149 + 1,770 + 9,764

Total liabilities (72) 2,274,469 + 1,435 + 306,672

Capital accounts
Capital paid in 26,671 + 2 + 2,068
Surplus 25,834 + 6 + 4,520
Other capital accounts 3,958 - 396 + 41

Total capital 56,463 - 388 + 6,629

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, federal agency debt
securities, and mortgage-backed securities.
15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC,
Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New York, including
liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table
8 and the note on consolidation accompanying table 11.

11. Statement of Condition of Each Federal Reserve Bank, August 11, 2010
Millions of dollars
Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San
Assets, liabilities, and capital City Francisco

Assets
Gold certificate account 11,037 369 4,038 404 463 846 1,385 887 324 203 296 652 1,170
Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574
Coin 2,065 65 68 164 149 304 196 318 30 59 149 216 347
Securities, repurchase agreements,
term auction credit, and other
loans 2,118,074 52,027 901,039 48,010 69,849 234,139 194,550 154,989 52,982 28,168 70,525 86,338 225,457
Securities held outright (1) 2,055,848 52,027 838,895 48,010 69,849 234,139 194,540 154,983 52,955 28,144 70,524 86,326 225,457
U.S. Treasury securities 777,009 19,663 317,061 18,145 26,399 88,493 73,526 58,576 20,014 10,637 26,655 32,627 85,212
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) 758,586 19,197 309,543 17,715 25,773 86,395 71,783 57,187 19,540 10,385 26,023 31,853 83,191
Federal agency debt securities (2) 159,381 4,033 65,036 3,722 5,415 18,152 15,082 12,015 4,105 2,182 5,467 6,692 17,479
Mortgage-backed securities (4) 1,119,459 28,330 456,798 26,143 38,034 127,494 105,932 84,392 28,835 15,325 38,402 47,007 122,767
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 62,225 1 62,144 0 0 0 10 6 27 24 1 12 0
Net portfolio holdings of Commercial
Paper Funding Facility LLC (6) 1 0 1 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane LLC (7) 29,469 0 29,469 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane II LLC (8) 15,961 0 15,961 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of Maiden
Lane III LLC (9) 23,299 0 23,299 0 0 0 0 0 0 0 0 0 0
Net portfolio holdings of TALF LLC (10) 540 0 540 0 0 0 0 0 0 0 0 0 0
Preferred interests in AIA Aurora LLC
and ALICO Holdings LLC (11) 25,733 0 25,733 0 0 0 0 0 0 0 0 0 0
Items in process of collection 288 17 0 27 63 12 -6 54 18 15 11 35 42
Bank premises 2,226 123 256 69 143 238 218 209 135 108 266 248 212
Central bank liquidity swaps (12) 1,246 46 362 136 93 347 77 30 12 35 10 17 82
Other assets (13) 95,866 2,726 36,353 4,393 4,258 15,007 8,206 5,877 2,076 1,685 2,623 3,314 9,348
Interdistrict settlement account 0 - 2,703 + 123,204 + 23,078 - 13,346 + 1,855 - 42,788 - 40,978 - 14,554 + 10,121 - 18,580 - 1,237 - 24,074

Total assets 2,331,004 52,867 1,162,140 76,491 61,908 253,160 162,492 121,812 41,173 40,485 55,453 89,865 213,159

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

11. Statement of Condition of Each Federal Reserve Bank, August 11, 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 1,138,519 40,354 392,033 45,368 46,258 90,665 145,342 88,334 33,215 20,481 33,487 76,931 126,051
Less: Notes held by F.R. Banks 231,601 4,193 101,881 5,357 9,764 14,668 30,614 12,849 4,558 5,201 3,415 12,283 26,820
Federal Reserve notes, net 906,918 36,162 290,153 40,011 36,494 75,997 114,728 75,485 28,656 15,280 30,072 64,648 99,231
Reverse repurchase agreements (14) 58,548 1,482 23,891 1,367 1,989 6,668 5,540 4,414 1,508 802 2,008 2,458 6,421
Deposits 1,289,618 13,001 820,113 29,021 18,691 156,705 38,090 39,737 10,200 22,231 22,520 21,445 97,865
Term deposits held by depository
institutions 2,119 27 886 0 15 96 161 506 0 6 34 62 327
Other deposits held by depository
institutions 1,058,230 12,966 590,179 29,016 18,673 156,485 37,926 39,165 10,195 22,223 22,484 21,382 97,534
U.S. Treasury, general account 26,932 0 26,932 0 0 0 0 0 0 0 0 0 0
U.S. Treasury, supplementary
financing account 199,957 0 199,957 0 0 0 0 0 0 0 0 0 0
Foreign official 2,013 1 1,984 4 3 11 2 1 0 1 0 1 3
Other 367 7 174 0 1 112 0 65 5 0 1 0 2
Deferred availability cash items 2,308 77 0 198 530 109 144 185 66 376 109 95 419
Other liabilities and accrued
dividends (15) 17,149 249 12,101 267 330 992 734 606 251 171 273 367 807

Total liabilities 2,274,541 50,971 1,146,258 70,864 58,035 240,470 159,236 120,427 40,681 38,859 54,983 89,014 204,744

Capital
Capital paid in 26,671 916 7,631 2,807 1,919 5,440 1,551 641 216 806 212 397 4,137
Surplus 25,834 945 7,630 2,803 1,911 7,141 1,581 621 239 712 210 353 1,688
Other capital 3,958 34 621 17 44 109 124 124 36 107 49 101 2,590

Total liabilities and capital 2,331,004 52,867 1,162,140 76,491 61,908 253,160 162,492 121,812 41,173 40,485 55,453 89,865 213,159

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

11. Statement of Condition of Each Federal Reserve Bank, August 11, 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, federal agency debt securities, and mortgage-backed securities.
15. Includes the liabilities of Commercial Paper Funding Facility LLC, Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, and TALF LLC to entities other than the Federal Reserve Bank of New
York, including liabilities that have recourse only to the portfolio holdings of these LLCs. Refer to table 4 through table 8 and the note on consolidation below.

Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) has extended loans to several limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 26, 2008, a loan was
extended to Maiden Lane LLC, which was formed to acquire certain assets of Bear Stearns. On October 27, 2008, the FRBNY began extending loans to Commercial Paper Funding Facility LLC, which was
formed to purchase three-month U.S. dollar-denominated commercial paper from eligible issuers. On November 25, 2008, a loan was extended to Maiden Lane III LLC, which was formed to purchase
multi-sector collateralized debt obligations on which the Financial Products group of the American International Group, Inc. has written credit default swap contracts. On December 12, 2008, a loan
was extended to Maiden Lane II LLC, which was formed to purchase residential mortgage-backed securities from the U.S. securities lending reinvestment portfolio of subsidiaries of American
International Group, Inc. On November 25, 2008, the Federal Reserve Board authorized the FRBNY to extend credit to TALF LLC, which was formed to purchase and manage any asset-backed securities
received by the FRBNY in connection with the decision of a borrower not to repay a loan extended under the Term Asset-Backed Securities Loan Facility.

The FRBNY is the sole beneficiary of Commercial Paper Funding Facility LLC. The FRBNY is the primary beneficiary of TALF LLC, because of the two beneficiaries of the LLC, the FRBNY and the U.S.
Treasury, the FRBNY is primarily responsible for directing the financial activities of TALF LLC. The FRBNY is the primary beneficiary of the other LLCs cited above because it will receive a majority
of any residual returns of the LLCs and absorb a majority of any residual losses of the LLCs. Consistent with generally accepted accounting principles, the assets and liabilities of these LLCs have
been consolidated with the assets and liabilities of the FRBNY in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the extensions of credit
from the FRBNY to the LLCs are eliminated, the net assets of the LLCs appear as assets on the previous page (and in table 1 and table 10), and the liabilities of the LLCs to entities other than the
FRBNY, including those with recourse only to the portfolio holdings of the LLCs, are included in other liabilities in this table (and table 1 and table 10).

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

Federal Reserve notes outstanding 1,138,519
Less: Notes held by F.R. Banks not subject to collateralization 231,601
Federal Reserve notes to be collateralized 906,918
Collateral held against Federal Reserve notes 906,918
Gold certificate account 11,037
Special drawing rights certificate account 5,200
U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 890,681
Other assets pledged 0
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 2,055,848
Less: Face value of securities under reverse repurchase agreements 56,928
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 1,998,920

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