FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks August 10, 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

Aug 9, 2017 Aug 2, 2017 Aug 10, 2016

Wednesday

Aug 9, 2017

Reserve Bank credit 4,428,445 + 2,225 + 564 4,429,209

Securities held outright1 4,242,337 + 36 + 15,818 4,242,347

U.S. Treasury securities 2,465,212 + 27 + 2,290 2,465,221

Bills2 0 0 0 0

Notes and bonds, nominal2 2,337,565 - 755 - 4,639 2,337,565

Notes and bonds, inflation-indexed2 108,973 + 755 + 5,377 108,973

Inflation compensation3 18,673 + 26 + 1,551 18,683

Federal agency debt securities2 8,097 0 - 14,395 8,097

Mortgage-backed securities4 1,769,029 + 11 + 27,925 1,769,029

Unamortized premiums on securities held outright5 164,582 - 266 - 14,421 164,503

Unamortized discounts on securities held outright5 -14,603 + 21 + 1,108 -14,593

Repurchase agreements6 0 0 0 0

Loans 204 + 8 + 12 208

Primary credit 2 - 6 - 3 1

Secondary credit 0 0 0 0

Seasonal credit 202 + 14 + 15 206

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,710 0 + 5 1,710

Float -277 + 576 + 60 -411

Central bank liquidity swaps8 36 + 1 - 539 36

Other Federal Reserve assets9 34,456 + 1,847 - 1,479 35,408

Foreign currency denominated assets10 21,297 + 1 - 22 21,311

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 49,056 + 14 + 848 49,056

Total factors supplying reserve funds 4,515,040 + 2,240 + 1,391 4,515,817

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

Aug 9, 2017 Aug 2, 2017 Aug 10, 2016

Wednesday

Aug 9, 2017

Currency in circulation11 1,565,341 + 2,563 + 100,510 1,567,095

Reverse repurchase agreements12 337,710 - 28,618 + 34,172 343,269

Foreign official and international accounts 240,452 - 5,434 - 2,136 239,319

Others 97,257 - 23,186 + 36,307 103,950

Treasury cash holdings 171 + 7 + 65 165

Deposits with F.R. Banks, other than reserve balances 231,652 - 32,592 - 70,098 221,755

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 149,862 - 30,486 - 109,970 139,553

Foreign official 5,169 - 75 - 35 5,165

Other13 76,621 - 2,032 + 39,908 77,037

Other liabilities and capital14 47,872 - 99 - 327 47,217

Total factors, other than reserve balances,

absorbing reserve funds 2,182,747 - 58,739 + 64,324 2,179,502

Reserve balances with Federal Reserve Banks 2,332,293 + 60,978 - 62,933 2,336,315

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

Aug 9, 2017 Aug 2, 2017 Aug 10, 2016

Wednesday

Aug 9, 2017

Securities held in custody for foreign official and international

accounts 3,336,156 + 2,865 + 135,676 3,333,953

Marketable U.S. Treasury securities1 3,011,974 + 2,480 + 134,853 3,009,493

Federal agency debt and mortgage-backed securities2 262,415 + 116 - 2,453 262,493

Other securities3 61,767 + 268 + 3,276 61,968

Securities lent to dealers 22,954 - 158 + 709 24,367

Overnight facility4 22,954 - 158 + 709 24,367

U.S. Treasury securities 22,954 - 158 + 722 24,367

Federal agency debt securities 0 0 - 13 0

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, August 9, 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 44 164 0 0 0 ... 208

U.S. Treasury securities1

Holdings 18,655 22,845 298,287 1,129,964 361,534 633,937 2,465,221

Weekly changes 0 0 + 1 + 4 + 6 + 16 + 26

Federal agency debt securities2

Holdings 1,340 0 4,348 62 0 2,347 8,097

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

Mortgage-backed securities3

Holdings 0 0 0 792 13,051 1,755,185 1,769,029

Weekly changes 0 0 0 0 + 1,800 - 1,798 + 3

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

Central bank liquidity swaps5 36 0 0 0 0 0 36

Reverse repurchase agreements4 343,269 0 ... ... ... ... 343,269

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 Aug 9, 2017

Mortgage-backed securities held outright1 1,769,029

Commitments to buy mortgage-backed securities2 31,380

Commitments to sell mortgage-backed securities2 0

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 Aug 9, 2017

Net portfolio holdings of Maiden Lane LLC1 1,710

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 June 30, 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

Aug 9, 2017 Aug 2, 2017 Aug 10, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,851 + 12 - 61

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,392,465 - 175 + 2,522

Securities held outright1 4,242,347 + 30 + 15,791

U.S. Treasury securities 2,465,221 + 26 + 2,265

Bills2 0 0 0

Notes and bonds, nominal2 2,337,565 0 - 4,639

Notes and bonds, inflation-indexed2 108,973 0 + 5,377

Inflation compensation3 18,683 + 26 + 1,527

Federal agency debt securities2 8,097 0 - 14,395

Mortgage-backed securities4 1,769,029 + 3 + 27,920

Unamortized premiums on securities held outright5 164,503 - 242 - 14,382

Unamortized discounts on securities held outright5 -14,593 + 29 + 1,106

Repurchase agreements6 0 0 0

Loans 208 + 8 + 8

Net portfolio holdings of Maiden Lane LLC7 1,710 0 + 3

Items in process of collection (0) 65 - 9 - 160

Bank premises 2,196 + 4 - 14

Central bank liquidity swaps8 36 + 1 - 539

Foreign currency denominated assets9 21,311 - 175 - 121

Other assets10 33,212 + 2,579 - 1,477

Total assets (0) 4,469,083 + 2,237 + 154

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

Aug 9, 2017 Aug 2, 2017 Aug 10, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,520,051 + 1,656 + 100,675

Reverse repurchase agreements11 343,269 - 18,308 + 22,198

Deposits (0) 2,558,070 + 19,703 - 122,781

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,336,315 + 44,738 - 46,465

U.S. Treasury, General Account 139,553 - 25,854 - 112,542

Foreign official 5,165 - 1 - 31

Other12 (0) 77,037 + 819 + 36,257

Deferred availability cash items (0) 475 - 173 - 54

Other liabilities and accrued dividends13 6,342 - 647 - 640

Total liabilities (0) 4,428,207 + 2,230 - 602

Capital accounts

Capital paid in 30,876 + 7 + 756

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,876 + 7 + 756

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, August 9, 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 1,851 46 52 175 131 258 204 292 29 51 115 190 308

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,392,465 85,577 2,473,244 113,406 127,371 257,345 258,550 184,764 58,610 34,351 62,309 175,839 561,098

Securities held outright1 4,242,347 82,657 2,388,831 109,536 123,024 248,561 249,720 178,428 56,571 33,075 60,166 169,834 541,944

U.S. Treasury securities 2,465,221 48,032 1,388,146 63,651 71,489 144,439 145,112 103,684 32,873 19,220 34,963 98,690 314,923

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

Notes and bonds3 2,465,221 48,032 1,388,146 63,651 71,489 144,439 145,112 103,684 32,873 19,220 34,963 98,690 314,923

Federal agency debt securities2 8,097 158 4,559 209 235 474 477 341 108 63 115 324 1,034

Mortgage-backed securities4 1,769,029 34,467 996,126 45,676 51,300 103,648 104,132 74,403 23,590 13,792 25,089 70,820 225,987

Unamortized premiums on securities 

held outright5 164,503 3,205 92,631 4,247 4,770 9,638 9,683 6,919 2,194 1,283 2,333 6,586 21,015

Unamortized discounts on securities 

held outright5 -14,593 -284 -8,217 -377 -423 -855 -859 -614 -195 -114 -207 -584 -1,864

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

Loans 208 0 0 0 0 0 6 31 40 107 16 4 3

Net portfolio holdings of Maiden

Lane LLC7 1,710 0 1,710 0 0 0 0 0 0 0 0 0 0

Items in process of collection 65 0 0 0 0 0 64 0 0 0 0 0 0

Bank premises 2,196 118 443 72 115 199 204 199 111 88 236 220 192

Central bank liquidity swaps8 36 2 12 2 3 8 2 2 0 0 0 0 5

Foreign currency denominated

assets9 21,311 924 6,826 1,146 1,736 4,605 1,243 892 233 90 207 272 3,138

Other assets10 33,212 695 18,219 854 973 2,139 1,979 1,401 544 282 543 1,363 4,221

Interdistrict settlement account 0 - 7,809 - 30,515 - 6,909 + 1,015 - 8,884 - 4,850 + 42,546 - 1,025 + 1,978 + 6,410 + 2,307 + 5,735

Total assets 4,469,083 80,098 2,475,401 109,303 132,133 256,857 259,571 231,257 58,993 37,122 70,265 181,390 576,693

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, August 9, 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 1,696,254 56,740 540,518 55,517 85,643 122,015 225,582 115,304 52,475 31,453 48,500 142,414 220,094

Less: Notes held by F.R. Banks 176,204 6,334 46,736 7,037 9,881 13,453 25,296 11,624 5,359 2,852 5,537 16,220 25,875

Federal Reserve notes, net 1,520,051 50,406 493,782 48,480 75,763 108,562 200,287 103,680 47,116 28,600 42,963 126,194 194,218

Reverse repurchase agreements11 343,269 6,688 193,292 8,863 9,954 20,112 20,206 14,437 4,577 2,676 4,868 13,742 43,851

Deposits 2,558,070 21,057 1,772,077 49,531 42,841 118,794 36,229 111,068 6,683 5,126 21,882 40,671 332,111

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 2,336,315 21,052 1,607,111 49,529 42,838 118,712 36,220 54,393 6,680 5,126 21,881 40,670 332,104

U.S. Treasury, General Account 139,553 0 139,553 0 0 0 0 0 0 0 0 0 0

Foreign official 5,165 2 5,138 2 3 9 2 2 0 0 0 1 6

Other12 77,037 3 20,275 0 0 73 7 56,673 2 0 1 1 1

Deferred availability cash items 475 0 0 0 0 0 73 0 0 403 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,502 29 855 37 42 72 103 54 23 12 21 71 183

Other liabilities and accrued

dividends 4,840 151 2,343 179 183 462 307 269 139 133 129 198 348

Total liabilities 4,428,207 78,330 2,462,349 107,090 128,783 248,003 257,204 229,507 58,538 36,950 69,863 180,876 570,712

Capital

Capital paid in 30,876 1,334 9,849 1,675 2,535 6,693 1,784 1,331 345 129 305 386 4,509

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 4,469,083 80,098 2,475,401 109,303 132,133 256,857 259,571 231,257 58,993 37,122 70,265 181,390 576,693

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, August 9, 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 Aug 9, 2017

Federal Reserve notes outstanding 1,696,254

Less: Notes held by F.R. Banks not subject to collateralization 176,204

Federal Reserve notes to be collateralized 1,520,051

Collateral held against Federal Reserve notes 1,520,051

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,503,814

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,242,347

Less: Face value of securities under reverse repurchase agreements 328,216

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,914,130

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.