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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
For release at
4:30 P.M. EDT
October 21, 2010
The Board’s H.4.1 statistical release, "Factors Affecting Reserve Balances of Depository Institutions
and Condition Statement of Federal Reserve Banks," has been modified to reflect the recent
expansion of the set of counterparties with whom the Federal Reserve might conduct reverse
repurchase agreements for the purposes of open market operations. (See
http://www.ny.frb.org/markets/rrp_counterparties.html). As a result of this expansion, the line
"Dealers" under the heading "Reverse repurchase agreements" will be replaced with "Others" in
table 1. Currently, the set of counterparties in the "Others" category is primary dealers and an
eligible set of money market funds.

FEDERAL RESERVE statistical release
H.4.1

Factors Affecting Reserve Balances of Depository Institutions and
Condition Statement of Federal Reserve Banks

October 21, 2010

1. Factors Affecting Reserve Balances of Depository Institutions
Millions of dollars
Reserve Bank credit, related items, and
reserve balances of depository institutions at
Federal Reserve Banks
Reserve Bank credit
Securities held outright1
U.S. Treasury securities
Bills2
Notes and bonds, nominal2
Notes and bonds, inflation-indexed2
Inflation compensation3
Federal agency debt securities2
Mortgage-backed securities4
Repurchase agreements5
Term auction credit
Other loans
Primary credit
Secondary credit
Seasonal credit
Asset-Backed Commercial Paper Money Market
Mutual Fund Liquidity Facility
Credit extended to American International
Group, Inc., net6
Term Asset-Backed Securities Loan Facility7
Other credit extensions
Net portfolio holdings of Commercial Paper
Funding Facility LLC8
Net portfolio holdings of Maiden Lane LLC9
Net portfolio holdings of Maiden Lane II LLC10
Net portfolio holdings of Maiden Lane III LLC11
Net portfolio holdings of TALF LLC12
Preferred interests in AIA Aurora LLC and ALICO
Holdings LLC13
Float
Central bank liquidity swaps14
Other Federal Reserve assets15
Gold stock
Special drawing rights certificate account
Treasury currency outstanding16

Week ended
Oct 20, 2010
2,283,777
2,044,742
824,964
18,423
758,700
42,318
5,523
151,904
1,067,874
0
0
48,582
32
0
45

Averages of daily figures
Change from week ended
Oct 13, 2010
Oct 21, 2009
+
+
+
-

+
-

0
19,607
28,899
0
0
27,953
15,677
22,835
601
26,057
-1,705
560
98,475
11,041
5,200
43,420

9,375
8,504
3,813
0
3,799
0
14
1,652
10,665
0
0
539
17
0
10

+
+
+
+
+
+
-

0
-

+
+

+
+
-

+

Wednesday
Oct 20, 2010

112,077
366,857
51,488
0
54,037
2,325
225
14,038
301,331
0
155,441
59,587
23,808
424
32

2,287,900
2,048,615
832,121
18,423
765,851
42,318
5,529
150,743
1,065,751
0
0
48,284
20
0
39

0

0

189
356
0

-

21,354
13,968
0

19,326
28,899
0

0
558
3
46
0

+
+
+
+

39,812
1,587
1,210
2,605
601

0
27,886
15,684
22,844
601

0
26
500
349
0
0
14

+
+
+

+

26,057
119
41,077
8,957
0
0
816

26,057
-1,742
560
99,111
11,041
5,200
43,420

+

112,894

2,347,561

Total factors supplying reserve funds
2,343,438
9,361
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1

1. Factors Affecting Reserve Balances of Depository Institutions (continued)
Millions of dollars
Reserve Bank credit, related items, and
reserve balances of depository institutions at
Federal Reserve Banks
Currency in circulation16
Reverse repurchase agreements17
Foreign official and international accounts
Others
Treasury cash holdings
Deposits with F.R. Banks, other than reserve balances
Term deposits held by depository institutions
U.S. Treasury, general account
U.S. Treasury, supplementary financing account
Foreign official
Service-related
Required clearing balances
Adjustments to compensate for float
Other
Other liabilities and capital18
Total factors, other than reserve balances,
absorbing reserve funds
Reserve balances with Federal Reserve Banks
Note: Components may not sum to totals because of rounding.

Week ended
Oct 20, 2010

Averages of daily figures
Change from week ended
Oct 13, 2010
Oct 21, 2009

961,745
61,696
60,808
889
235
264,052
5,113
49,934
199,962
1,380
2,399
2,399
0
5,265
72,508

+
+
+

+
+
+
+
+
-

+
-

327
25
913
889
10
30,437
0
27,154
0
15
1
1
0
3,300
489

1,360,236

+

983,202

-

1.
2.
3.
4.

+
-

Wednesday
Oct 20, 2010

+
+

46,185
2,111
2,999
889
66
109,343
5,113
33,527
134,982
275
996
996
0
4,046
10,377

962,429
58,560
56,490
2,070
226
262,037
5,113
52,223
199,962
1,656
2,399
2,399
0
682
71,624

29,606

+

163,728

1,354,876

38,967

-

50,834

992,685

Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
Face value of the securities.
Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.
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.

H.4.1

1A. Memorandum Items
Millions of dollars
Memorandum item

Week ended
Oct 20, 2010

Marketable securities held in custody for foreign
official and international accounts1
U.S. Treasury securities
Federal agency securities2
Securities lent to dealers
Overnight facility3
U.S. Treasury securities
Federal agency debt securities
Term facility4
Note: Components may not sum to totals because of rounding.

Averages of daily figures
Change from week ended
Oct 13, 2010
Oct 21, 2009

3,281,131
2,547,352
733,779
5,815
5,815
4,339
1,476
0

+
+
-

14,086
29,463
15,377
1,684
1,684
1,466
218
0

+
+
+

Wednesday
Oct 20, 2010

393,925
423,196
29,272
1,593
1,593
2,476
883
0

3,281,894
2,548,943
732,951
4,694
4,694
3,536
1,158
0

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 20, 2010
Millions of dollars
Within 15
days

Remaining maturity
Other loans1
U.S. Treasury securities2
Holdings
Weekly changes
Federal agency debt securities3
Holdings
Weekly changes
Mortgage-backed securities4
Holdings
Weekly changes
Asset-backed securities held by
TALF LLC5
Repurchase agreements6
Central bank liquidity swaps7

16 days to
90 days

58

91 days to
1 year
2

Over 1 year
to 5 years
0

Over 5 years
to 10 years

48,225

Over 10
years

0

+

18,034
5,316

-

15,883
4,454

-

48,851
1,441

+

359,911
4,180

+

246,208
7,242

-

1,062
1,439

+

3,796
446

+

38,217
154

+

73,522
347

-

31,799
947

-

27
1

21
0

All

...

48,284

143,234
121

+

832,121
10,965

2,347
0

-

150,743
1,439

1,065,702
12,788

-

+

0
0

0
0

0
0

0
0
560

0
0
0

0
...
0

0
...
0

0
...
0

0
...
0

0
0
560

0
0

...
0

...
...

...
...

...
...

58,560
5,113

Reverse repurchase agreements6
58,560
Term deposits
5,113
Note: Components may not sum to totals because of rounding.
. . . Not applicable.

-

1,065,751
12,788

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.

H.4.1

3. Supplemental Information on Mortgage-Backed Securities Purchase Program
Millions of dollars
Account name
Mortgage-backed securities held outright1
Commitments to buy mortgage-backed securities2
Commitments to sell mortgage-backed securities2

Wednesday
Oct 20, 2010
1,065,751
0
0

Cash and cash equivalents3
1
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
Account name
Net portfolio holdings of Maiden Lane LLC1

Wednesday
Oct 20, 2010
27,886

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2
26,973
Accrued interest payable to the Federal Reserve Bank of New York2
578
Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co.3
1,301
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
Account name
Net portfolio holdings of Maiden Lane II LLC1

Wednesday
Oct 20, 2010
15,684

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2
13,452
Accrued interest payable to the Federal Reserve Bank of New York2
418
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.

H.4.1

6. Information on Principal Accounts of Maiden Lane III LLC
Millions of dollars
Account name
Net portfolio holdings of Maiden Lane III LLC1

Wednesday
Oct 20, 2010
22,844

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2
14,290
Accrued interest payable to the Federal Reserve Bank of New York2
510
Outstanding principal amount and accrued interest on loan payable to American International Group, Inc.3
5,331
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 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
Account name
Asset-backed securities holdings1
Other investments, net
Net portfolio holdings of TALF LLC

Wednesday
Oct 20, 2010
0
601
601

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2
0
Accrued interest payable to the Federal Reserve Bank of New York2
0
Funding provided by U.S. Treasury to TALF LLC, including accrued interest payable3
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.

H.4.1

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
Account name

Wednesday
Oct 20, 2010

Preferred interests in AIA Aurora LLC and ALICO Holdings LLC1
Accrued dividends on preferred interests in AIA Aurora LLC and ALICO Holdings LLC2

26,057
71

Preferred interests in AIA Aurora LLC1
Accrued dividends on preferred interests in AIA Aurora LLC2

16,676
46

Preferred interests in ALICO Holdings LLC1
Accrued dividends on preferred interests in ALICO Holdings LLC2
Note: Components may not sum to totals because of rounding.

9,380
26

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.

H.4.1

9. Consolidated Statement of Condition of All Federal Reserve Banks
Millions of dollars
Assets, liabilities, and capital
Assets
Gold certificate account
Special drawing rights certificate account
Coin
Securities, repurchase agreements, term auction
credit, and other loans
Securities held outright1
U.S. Treasury securities
Bills2
Notes and bonds, nominal2
Notes and bonds, inflation-indexed2
Inflation compensation3
Federal agency debt securities2
Mortgage-backed securities4
Repurchase agreements5
Term auction credit
Other loans
Net portfolio holdings of Commercial Paper
Funding Facility LLC6
Net portfolio holdings of Maiden Lane LLC7
Net portfolio holdings of Maiden Lane II LLC8
Net portfolio holdings of Maiden Lane III LLC9
Net portfolio holdings of TALF LLC10
Preferred interests in AIA Aurora LLC and ALICO
Holdings LLC11
Items in process of collection
Bank premises
Central bank liquidity swaps12
Other assets13

Eliminations from
consolidation

Wednesday
Oct 20, 2010

11,037
5,200
2,146
2,096,899
2,048,615
832,121
18,423
765,851
42,318
5,529
150,743
1,065,751
0
0
48,284
0
27,886
15,684
22,844
601

(95)

26,057
351
2,225
560
96,835

Total assets
(95)
2,308,326
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

Change since
Wednesday
Wednesday
Oct 13, 2010
Oct 21, 2009

+
+

0
0
40

-

143,809
358,420
58,635
0
61,188
2,325
229
10,902
288,883
0
155,440
59,171

0
633
8
10
0

+
+
+
+

39,429
1,488
1,208
2,607
601

+
+
-

0
102
1
500
203

+
+

26,057
185
0
41,077
8,856

-

4,693

+

104,058

+
+
-

-

+
+

4,316
3,262
10,965
0
10,950
0
15
1,439
12,788
0
0
1,054

+
+
+
+

0
0
121

+
+
+

H.4.1

9. Consolidated Statement of Condition of All Federal Reserve Banks (continued)
Millions of dollars
Assets, liabilities, and capital
Liabilities
Federal Reserve notes, net of F.R. Bank holdings
Reverse repurchase agreements14
Deposits
Term deposits held by depository institutions
Other deposits held by depository institutions
U.S. Treasury, general account
U.S. Treasury, supplementary financing account
Foreign official
Other
Deferred availability cash items
Other liabilities and accrued dividends15
Total liabilities
Capital accounts
Capital paid in
Surplus
Other capital accounts
Total capital
Note: Components may not sum to totals because of rounding.
1.
2.
3.
4.

Eliminations from
consolidation

(0)

(0)
(95)

(95)

Wednesday
Oct 20, 2010

Change since
Wednesday
Wednesday
Oct 13, 2010
Oct 21, 2009

921,378
58,560
1,254,670
5,113
995,033
52,223
199,962
1,656
682
2,093
15,126

-

+
+

1,202
1,413
560
0
33,738
36,586
0
441
3,849
1,237
105

+
+
+
+
+

46,055
5,048
53,613
5,113
64,536
21,507
134,982
111
329
491
4,612

2,251,827

-

4,307

+

98,741

26,701
25,892
3,905

+
+
-

6
6
398

+
+
-

1,779
4,494
957

56,499

-

385

+

5,317

+

Includes securities lent to dealers under the overnight and term securities lending facilities; refer to table 1A.
Face value of the securities.
Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.
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.

H.4.1

10. Statement of Condition of Each Federal Reserve Bank, October 20, 2010
Millions of dollars
Assets, liabilities, and capital
Assets
Gold certificate account
Special drawing rights certificate acct.
Coin
Securities, repurchase agreements,
term auction credit, and other
loans
Securities held outright1
U.S. Treasury securities
Bills2
Notes and bonds3
Federal agency debt securities2
Mortgage-backed securities4
Repurchase agreements5
Term auction credit
Other loans
Net portfolio holdings of Commercial
Paper Funding Facility LLC6
Net portfolio holdings of Maiden
Lane LLC7
Net portfolio holdings of Maiden
Lane II LLC8
Net portfolio holdings of Maiden
Lane III LLC9
Net portfolio holdings of TALF LLC10
Preferred interests in AIA Aurora LLC
and ALICO Holdings LLC11
Items in process of collection
Bank premises
Central bank liquidity swaps12
Other assets13
Interdistrict settlement account

Total

Boston

New York Philadelphia Cleveland

Richmond

Atlanta

Chicago

St. Louis

Kansas
City

Minneapolis

San
Francisco

Dallas

11,037
5,200
2,146

369
196
64

4,038
1,818
77

404
210
168

463
237
158

846
412
317

1,385
654
202

887
424
328

324
150
34

203
90
61

296
153
155

652
282
227

1,170
574
355

2,096,899
2,048,615
832,121
18,423
813,698
150,743
1,065,751
0
0
48,284

51,844
51,844
21,058
466
20,592
3,815
26,971
0
0
0

884,168
835,943
339,549
7,517
332,032
61,511
434,883
0
0
48,225

47,851
47,841
19,432
430
19,002
3,520
24,888
0
0
10

69,603
69,603
28,272
626
27,646
5,122
36,210
0
0
0

233,315
233,315
94,770
2,098
92,671
17,168
121,378
0
0
0

193,860
193,856
78,742
1,743
76,998
14,264
100,849
0
0
4

154,443
154,438
62,731
1,389
61,342
11,364
80,343
0
0
6

52,770
52,769
21,434
475
20,959
3,883
27,452
0
0
1

28,067
28,045
11,392
252
11,139
2,064
14,590
0
0
22

70,285
70,276
28,545
632
27,913
5,171
36,560
0
0
10

86,029
86,022
34,941
774
34,168
6,330
44,751
0
0
6

224,665
224,664
91,255
2,020
89,235
16,531
116,877
0
0
1

0

0

0

0

0

0

0

0

0

0

0

0

0

27,886

0

27,886

0

0

0

0

0

0

0

0

0

0

15,684

0

15,684

0

0

0

0

0

0

0

0

0

0

22,844
601

0
0

22,844
601

0
0

0
0

0
0

0
0

0
0

0
0

0
0

0
0

0
0

0
0

26,057
446
2,225
560
96,835
0

0
13
127
21
2,780
2,608

26,057
0
255
163
36,385
+ 127,864

0
69
69
61
4,574
25,430

0
122
141
42
4,372
19,218

0
7
239
156
15,444
14,636

0
67
218
35
8,248
41,686

0
40
210
14
5,880
35,125

0
17
135
5
2,072
12,846

0
14
108
16
1,728
2,403

0
26
265
5
2,620
17,852

0
40
247
8
3,319
2,117

0
31
213
37
9,414
10,021

+

+

-

Total assets
2,308,420
58,022 1,147,840
78,836
55,921
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

-

236,099

-

162,981

-

127,101

-

42,661

-

27,883

-

55,953

-

88,686

-

226,438

H.4.1

10. Statement of Condition of Each Federal Reserve Bank, October 20, 2010 (continued)
Millions of dollars
Assets, liabilities, and capital
Liabilities
Federal Reserve notes outstanding
Less: Notes held by F.R. Banks
Federal Reserve notes, net
Reverse repurchase agreements14
Deposits
Term deposits held by depository
institutions
Other deposits held by depository
institutions
U.S. Treasury, general account
U.S. Treasury, supplementary
financing account
Foreign official
Other
Deferred availability cash items
Other liabilities and accrued
dividends15

Total

Boston

New York Philadelphia Cleveland

Richmond

Atlanta

Chicago

St. Louis

Minneapolis

Kansas
City

San
Francisco

Dallas

1,130,880
209,502
921,378
58,560
1,254,670

40,920
4,236
36,684
1,482
17,675

388,106
83,124
304,983
23,896
791,694

45,701
5,521
40,180
1,368
31,130

45,941
8,350
37,591
1,990
11,672

89,336
14,149
75,188
6,669
140,674

144,286
27,203
117,083
5,541
36,465

87,372
12,848
74,524
4,415
46,159

32,796
4,523
28,273
1,508
12,148

20,071
5,986
14,084
802
10,902

33,668
3,493
30,176
2,009
22,989

76,663
12,046
64,616
2,459
20,394

126,021
28,024
97,997
6,422
112,767

5,113

50

3,573

0

10

63

2

103

28

2

18

5

1,260

995,033
52,223

17,614
0

534,066
52,223

31,126
0

11,658
0

140,456
0

36,461
0

45,787
0

12,118
0

10,899
0

22,970
0

20,388
0

111,489
0

199,962
1,656
682
2,188

0
1
10
90

199,962
1,628
241
0

0
4
0
224

0
3
1
512

0
11
144
92

0
2
0
118

0
1
268
161

0
0
2
58

0
1
0
322

0
0
1
106

0
1
0
100

0
3
15
404

15,126

202

11,363

242

263

752

519

424

187

143

191

265

576

2,251,922

56,133

1,131,935

73,145

52,027

223,375

159,726

125,683

42,174

26,254

55,471

87,834

218,166

26,701
25,892
3,905

916
946
28

7,665
7,687
553

2,829
2,804
57

1,924
1,911
60

5,434
7,141
149

1,552
1,581
122

663
621
134

215
239
33

807
712
111

225
210
48

400
353
98

4,071
1,688
2,513

Total liabilities and capital
2,308,420
58,022 1,147,840
78,836
55,921
Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

236,099

162,981

127,101

42,661

27,883

55,953

88,686

226,438

Total liabilities
Capital
Capital paid in
Surplus
Other capital

H.4.1

10. Statement of Condition of Each Federal Reserve Bank, October 20, 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).

H.4.1

11. Collateral Held against Federal Reserve Notes: Federal Reserve Agents’ Accounts
Millions of dollars
Federal Reserve notes and collateral
Federal Reserve notes outstanding
Less: Notes held by F.R. Banks not subject to collateralization
Federal Reserve notes to be collateralized
Collateral held against Federal Reserve notes
Gold certificate account
Special drawing rights certificate account
U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2
Other assets pledged
Memo:
Total U.S. Treasury, agency debt, and mortgage-backed securities1,2
Less: Face value of securities under reverse repurchase agreements
U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged
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.

Wednesday
Oct 20, 2010
1,130,880
209,502
921,378
921,378
11,037
5,200
905,141
0
2,048,615
56,976
1,991,639