FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks June 1, 2017

1. Factors Affecting Reserve Balances of Depository Institutions

Millions of dollars

Averages of daily figures

Change from week ended

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Week ended

May 31, 2017 May 24, 2017 Jun 1, 2016

Wednesday

May 31, 2017

Reserve Bank credit 4,420,982 - 13,652 - 902 4,420,029

Securities held outright1 4,244,467 - 12,293 + 14,576 4,244,487

U.S. Treasury securities 2,464,678 + 26 + 2,959 2,464,696

Bills2 0 0 0 0

Notes and bonds, nominal2 2,339,351 - 189 - 1,939 2,338,216

Notes and bonds, inflation-indexed2 106,992 + 189 + 3,057 108,126

Inflation compensation3 18,335 + 26 + 1,841 18,353

Federal agency debt securities2 8,834 0 - 16,262 8,834

Mortgage-backed securities4 1,770,955 - 12,319 + 27,880 1,770,958

Unamortized premiums on securities held outright5 167,169 - 710 - 14,988 167,082

Unamortized discounts on securities held outright5 -14,832 + 28 + 1,221 -14,856

Repurchase agreements6 0 - 9 0 0

Loans 55 + 5 - 30 67

Primary credit 5 0 + 1 16

Secondary credit 0 0 0 0

Seasonal credit 50 + 5 - 32 51

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,710 + 1 - 3 1,709

Float -521 - 285 + 273 -1,041

Central bank liquidity swaps8 36 - 5 - 765 35

Other Federal Reserve assets9 22,899 - 384 - 1,185 22,546

Foreign currency denominated assets10 20,622 + 24 - 64 20,717

Gold stock 11,041 0 0 11,041

Special drawing rights certificate account 5,200 0 0 5,200

Treasury currency outstanding11 48,865 + 14 + 942 48,865

Total factors supplying reserve funds 4,506,710 - 13,614 - 23 4,505,852

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

Averages of daily figures

Change from week ended

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Week ended

May 31, 2017 May 24, 2017 Jun 1, 2016

Wednesday

May 31, 2017

Currency in circulation11 1,554,885 + 6,538 + 97,186 1,556,472

Reverse repurchase agreements12 429,773 + 4,277 + 128,908 502,159

Foreign official and international accounts 249,223 + 9,580 + 3,268 245,983

Others 180,551 - 5,302 + 125,641 256,176

Treasury cash holdings 243 - 4 + 131 231

Deposits with F.R. Banks, other than reserve balances 252,338 - 22,666 - 54,567 270,326

Term deposits held by depository institutions 0 - 16,347 0 0

U.S. Treasury, General Account 170,984 + 3,819 - 96,964 189,831

Foreign official 5,302 + 92 + 110 5,178

Other13 76,053 - 10,228 + 42,287 75,317

Other liabilities and capital14 47,841 - 977 + 642 47,057

Total factors, other than reserve balances,

absorbing reserve funds 2,285,081 - 12,831 + 172,301 2,376,246

Reserve balances with Federal Reserve Banks 2,221,628 - 784 - 172,325 2,129,606

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

1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.

2. Face value of the securities.

3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.

4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of

the securities.

5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been

amortized. For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest

basis.

6. Cash value of agreements.

7. Refer to table 4 and the note on consolidation accompanying table 6.

8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned

to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the

foreign central bank.

9. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable. Also, includes Reserve

Bank premises and equipment net of allowances for depreciation.

10. Revalued daily at current foreign currency exchange rates.

11. Estimated.

12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

13. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated

financial market utilities. Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve

Banks as fiscal agents of the United States.

14. Includes the liability for earnings remittances due to the U.S. Treasury.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.
H.4.1

1A. Memorandum Items

Millions of dollars

Averages of daily figures

Memorandum item Week ended Change from week ended

May 31, 2017 May 24, 2017 Jun 1, 2016

Wednesday

May 31, 2017

Securities held in custody for foreign official and international

accounts 3,237,523 - 6,687 + 7,598 3,248,728

Marketable U.S. Treasury securities1 2,913,718 - 5,338 - 1,547 2,924,511

Federal agency debt and mortgage-backed securities2 262,608 - 1,152 - 2,509 263,059

Other securities3 61,196 - 199 + 11,652 61,157

Securities lent to dealers 22,174 + 168 + 154 20,644

Overnight facility4 22,174 + 168 + 154 20,644

U.S. Treasury securities 22,163 + 174 + 159 20,633

Federal agency debt securities 11 - 6 - 5 11

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

1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS. Does not include securities pledged as collateral

to foreign official and international account holders against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.

2. Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the

securities.

3. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed securities, and commercial paper at face value.

4. Face value. Fully collateralized by U.S. Treasury securities.

2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, May 31, 2017

Millions of dollars

Remaining Maturity Within 15

days

16 days to

90 days

91 days to

1 year

Over 1 year

to 5 years

Over 5 year

to 10 years

Over 10

years

All

Loans 48 20 0 0 0 ... 67

U.S. Treasury securities1

Holdings 0 44,608 259,257 1,174,320 353,768 632,743 2,464,696

Weekly changes - 11,910 0 + 28,479 - 21,257 + 4,709 + 13 + 36

Federal agency debt securities2

Holdings 737 1,340 2,366 2,044 0 2,347 8,834

Weekly changes + 737 + 603 - 1,340 0 0 0 0

Mortgage-backed securities3

Holdings 0 0 0 560 11,144 1,759,254 1,770,958

Weekly changes 0 0 0 - 3 - 256 - 9,166 - 9,425

Repurchase agreements4 0 0 ... ... ... ... 0

Central bank liquidity swaps5 35 0 0 0 0 0 35

Reverse repurchase agreements4 502,159 0 ... ... ... ... 502,159

Term deposits 0 0 0 ... ... ... 0

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

...Not applicable.

1. 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.

2. Face value.

3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

4. Cash value of agreements.

5. 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

Millions of dollars

Wednesday Account name May 31, 2017

Mortgage-backed securities held outright1 1,770,958

Commitments to buy mortgage-backed securities2 23,985

Commitments to sell mortgage-backed securities2 20

Cash and cash equivalents3 5

1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

2. Current face value. 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 5 and table 6.

4. Information on Principal Accounts of Maiden Lane LLC

Millions of dollars

Wednesday Account name May 31, 2017

Net portfolio holdings of Maiden Lane LLC1 1,709

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

Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co.3 0

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of March 31, 2017. 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 6.

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 5 and table 6.

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. The remaining outstanding balances of the senior loan

from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were repaid in full, with interest.
H.4.1

5. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars

Change since

Assets, liabilities, and capital Wednesday Wednesday Eliminations from

consolidation

Wednesday

May 31, 2017 May 24, 2017 Jun 1, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,791 - 29 - 37

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,396,780 - 10,014 + 705

Securities held outright1 4,244,487 - 9,390 + 14,554

U.S. Treasury securities 2,464,696 + 36 + 2,935

Bills2 0 0 0

Notes and bonds, nominal2 2,338,216 - 1,324 - 1,070

Notes and bonds, inflation-indexed2 108,126 + 1,323 + 2,187

Inflation compensation3 18,353 + 36 + 1,817

Federal agency debt securities2 8,834 0 - 16,262

Mortgage-backed securities4 1,770,958 - 9,425 + 27,882

Unamortized premiums on securities held outright5 167,082 - 564 - 15,030

Unamortized discounts on securities held outright5 -14,856 - 7 + 1,203

Repurchase agreements6 0 - 62 0

Loans 67 + 10 - 22

Net portfolio holdings of Maiden Lane LLC7 1,709 - 1 - 4

Items in process of collection (0) 99 + 39 - 141

Bank premises 2,209 + 10 - 5

Central bank liquidity swaps8 35 - 6 - 766

Foreign currency denominated assets9 20,717 + 176 - 13

Other assets10 20,337 - 1,113 - 1,219

Total assets (0) 4,459,914 - 10,938 - 1,479

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)

Millions of dollars

Change since

Assets, liabilities, and capital Wednesday Wednesday Eliminations from

consolidation

Wednesday

May 31, 2017 May 24, 2017 Jun 1, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,509,625 + 4,851 + 96,068

Reverse repurchase agreements11 502,159 + 74,842 + 199,485

Deposits (0) 2,399,933 - 90,866 - 297,897

Term deposits held by depository institutions 0 - 16,347 0

Other deposits held by depository institutions 2,129,606 - 76,557 - 271,363

U.S. Treasury, General Account 189,831 + 26,773 - 69,862

Foreign official 5,178 + 14 - 1

Other12 (0) 75,317 - 24,750 + 43,328

Deferred availability cash items (0) 1,140 + 729 + 572

Other liabilities and accrued dividends13 6,251 - 495 - 422

Total liabilities (0) 4,419,108 - 10,940 - 2,195

Capital accounts

Capital paid in 30,806 + 2 + 716

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,806 + 2 + 716

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

1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.

2. Face value of the securities.

3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.

4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been

amortized. For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest

basis.

6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

7. Refer to table 4 and the note on consolidation accompanying table 6.

8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to

the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign

central bank.

9. Revalued daily at current foreign currency exchange rates.

10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.

11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated

financial market utilities. Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the

Reserve Banks as fiscal agents of the United States.

13. Includes the liability for earnings remittances due to the U.S. Treasury.
H.4.1

6. Statement of Condition of Each Federal Reserve Bank, May 31, 2017

Millions of dollars

Kansas San Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco

Assets

Gold certificate account 11,037 349 3,592 348 553 776 1,520 737 341 191 292 916 1,422

Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574

Coin 1,791 47 50 170 125 274 181 278 23 53 113 182 294

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,396,780 85,664 2,475,753 113,521 127,501 257,606 258,810 184,938 58,644 34,305 62,362 176,014 561,664

Securities held outright1 4,244,487 82,698 2,390,036 109,591 123,086 248,687 249,846 178,518 56,599 33,092 60,197 169,920 542,217

U.S. Treasury securities 2,464,696 48,021 1,387,850 63,637 71,474 144,408 145,081 103,662 32,866 19,216 34,955 98,669 314,856

Bills2 0 0 0 0 0 0 0 0 0 0 0 0 0

Notes and bonds3 2,464,696 48,021 1,387,850 63,637 71,474 144,408 145,081 103,662 32,866 19,216 34,955 98,669 314,856

Federal agency debt securities2 8,834 172 4,974 228 256 518 520 372 118 69 125 354 1,129

Mortgage-backed securities4 1,770,958 34,505 997,212 45,725 51,356 103,761 104,245 74,484 23,615 13,807 25,116 70,897 226,233

Unamortized premiums on securities 

held outright5 167,082 3,255 94,083 4,314 4,845 9,789 9,835 7,027 2,228 1,303 2,370 6,689 21,344

Unamortized discounts on securities 

held outright5 -14,856 -289 -8,365 -384 -431 -870 -874 -625 -198 -116 -211 -595 -1,898

Repurchase agreements6 0 0 0 0 0 0 0 0 0 0 0 0 0

Loans 67 0 0 0 0 0 3 17 14 26 6 0 0

Net portfolio holdings of Maiden

Lane LLC7 1,709 0 1,709 0 0 0 0 0 0 0 0 0 0

Items in process of collection 99 0 0 0 0 0 98 0 0 0 0 0 0

Bank premises 2,209 120 449 72 114 201 203 201 112 88 236 221 193

Central bank liquidity swaps8 35 2 11 2 3 8 2 1 0 0 0 0 5

Foreign currency denominated

assets9 20,717 897 6,644 1,113 1,686 4,474 1,208 867 226 87 201 265 3,048

Other assets10 20,337 436 10,936 522 593 1,372 1,214 856 492 177 347 811 2,581

Interdistrict settlement account 0 + 4,304 - 70,661 - 2,005 + 950 + 975 + 5,299 + 46,442 + 942 + 3,390 + 6,650 + 8,106 - 4,393

Total assets 4,459,914 92,015 2,430,302 113,953 131,762 266,097 269,189 234,743 60,930 38,383 70,355 186,797 565,388

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

6. Statement of Condition of Each Federal Reserve Bank, May 31, 2017 (continued)

Millions of dollars

Kansas San Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis City Dallas Francisco

Liabilities

Federal Reserve notes outstanding 1,679,762 57,007 525,851 55,701 85,533 122,321 223,310 116,183 52,516 31,275 48,567 143,164 218,335

Less: Notes held by F.R. Banks 170,137 5,505 45,094 7,777 9,844 11,904 25,965 10,653 5,340 2,739 5,420 15,859 24,038

Federal Reserve notes, net 1,509,625 51,502 480,757 47,924 75,688 110,417 197,345 105,530 47,177 28,536 43,147 127,305 194,297

Reverse repurchase agreements11 502,159 9,784 282,762 12,966 14,562 29,422 29,559 21,120 6,696 3,915 7,122 20,103 64,149

Deposits 2,399,933 28,783 1,650,811 50,624 37,906 116,788 39,397 106,015 6,442 4,591 19,540 38,612 300,423

Term deposits held by depository

institutions 0 0 0 0 0 0 0 0 0 0 0 0 0

Other deposits held by depository

institutions 2,129,606 28,778 1,437,350 50,622 37,903 116,592 39,388 49,383 6,434 4,591 19,539 38,612 300,416

U.S. Treasury, General Account 189,831 0 189,831 0 0 0 0 0 0 0 0 0 0

Foreign official 5,178 2 5,151 2 3 9 2 2 0 0 0 1 6

Other12 75,317 3 18,479 0 0 188 7 56,630 8 0 1 0 1

Deferred availability cash items 1,140 0 0 0 0 0 110 0 0 1,030 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,455 34 739 40 55 110 112 57 21 9 21 65 191

Other liabilities and accrued

dividends 4,796 159 2,212 190 202 504 310 268 139 130 125 198 361

Total liabilities 4,419,108 90,261 2,417,281 111,743 128,412 257,241 266,833 232,989 60,476 38,212 69,954 186,284 559,421

Capital

Capital paid in 30,806 1,321 9,819 1,672 2,535 6,694 1,773 1,336 345 129 303 385 4,495

Surplus 10,000 434 3,202 538 815 2,161 583 419 109 42 97 128 1,473

Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0

Total liabilities and capital 4,459,914 92,015 2,430,302 113,953 131,762 266,097 269,189 234,743 60,930 38,383 70,355 186,797 565,388

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

6. Statement of Condition of Each Federal Reserve Bank, May 31, 2017 (continued)

1. Includes securities lent to dealers under the overnight securities lending facility; 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. The current face value shown is the remaining principal balance of the securities.

5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury securities, Federal

agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis.

6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

7. Refer to table 4 and the note on consolidation below.

8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate

equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.

9. Revalued daily at current foreign currency exchange rates.

10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.

11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities. Also includes certain

deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.

13. Represents the estimated weekly remittances due to U.S. Treasury. The amounts on this line represent the residual net earnings that the Federal Reserve Banks remit to the U.S. Treasury after

providing for the costs of operations, payment of dividends, and the amount necessary to maintain a $10 billion surplus.

Note on consolidation:

On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended a loan to Maiden Lane LLC (ML) under the authority of section 13(3) of the Federal Reserve Act. ML was formed to acquire certain

assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to ML was repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of

the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. FRBNY was the primary beneficiary of ML because it received any residual returns and could have absorbed any

residual losses should they have occurred. Consistent with generally accepted accounting principles, the assets and liabilities of ML were consolidated with the assets and liabilities of FRBNY in the preparation

of the statements of condition shown on this release. As a consequence of the consolidation, the extension of credit from FRBNY to ML was eliminated, the net assets of ML appeared as assets on the previous

page (and in table 1 and table 5), and the liabilities of ML to entities other than FRBNY, including those with recourse only to the ML portfolio holdings, were included in other liabilities in this table (and table 1

and table 5).
H.4.1

7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents’ Accounts

Millions of dollars

Wednesday Federal Reserve notes and collateral May 31, 2017

Federal Reserve notes outstanding 1,679,762

Less: Notes held by F.R. Banks not subject to collateralization 170,137

Federal Reserve notes to be collateralized 1,509,625

Collateral held against Federal Reserve notes 1,509,625

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,493,388

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,244,487

Less: Face value of securities under reverse repurchase agreements 477,984

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,766,503

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

1. Includes face value of U.S. Treasury, agency debt, and mortgage-backed securities held outright, compensation to

adjust for the effect of inflation on the original face value of inflation-indexed securities, and cash value of repurchase

agreements.

2. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.