FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks October 6, 2016

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

Oct 5, 2016 Sep 28, 2016 Oct 7, 2015

Wednesday

Oct 5, 2016

Reserve Bank credit 4,418,319 - 6,246 - 28,428 4,419,433

Securities held outright1 4,220,831 - 11,745 - 17,423 4,220,842

U.S. Treasury securities 2,463,462 - 15 + 1,538 2,463,473

Bills2 0 0 0 0

Notes and bonds, nominal2 2,341,072 - 575 - 5,567 2,340,976

Notes and bonds, inflation-indexed2 105,128 + 575 + 6,594 105,224

Inflation compensation3 17,261 - 16 + 511 17,273

Federal agency debt securities2 20,492 0 - 14,601 20,492

Mortgage-backed securities4 1,736,877 - 11,729 - 4,360 1,736,877

Unamortized premiums on securities held outright5 176,911 - 663 - 16,537 176,741

Unamortized discounts on securities held outright5 -15,463 + 28 + 1,534 -15,448

Repurchase agreements6 0 0 0 0

Loans 195 - 30 - 20 173

Primary credit 6 - 3 - 2 3

Secondary credit 0 0 0 0

Seasonal credit 189 - 27 - 18 170

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,708 + 1 + 5 1,708

Float -681 - 293 - 941 -500

Central bank liquidity swaps8 7,003 + 6,712 + 6,860 7,003

Other Federal Reserve assets9 27,817 - 253 - 1,905 28,914

Foreign currency denominated assets10 21,477 - 60 + 1,375 21,255

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,225 + 14 + 872 48,225

Total factors supplying reserve funds 4,504,263 - 6,292 - 26,180 4,505,154

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

Oct 5, 2016 Sep 28, 2016 Oct 7, 2015

Wednesday

Oct 5, 2016

Currency in circulation11 1,471,580 + 3,359 + 82,734 1,475,170

Reverse repurchase agreements12 593,191 + 147,790 + 260,470 536,588

Foreign official and international accounts 245,432 + 4,356 + 76,549 238,624

Others 347,759 + 143,434 + 183,921 297,964

Treasury cash holdings 143 + 19 - 53 153

Deposits with F.R. Banks, other than reserve balances 392,651 - 25,458 + 282,887 383,374

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 347,760 - 3,940 + 264,379 342,208

Foreign official 5,169 + 4 - 87 5,165

Other13 39,722 - 21,522 + 18,595 36,001

Other liabilities and capital14 46,764 - 143 - 19,519 46,486

Total factors, other than reserve balances,

absorbing reserve funds 2,504,328 + 125,566 + 606,518 2,441,770

Reserve balances with Federal Reserve Banks 1,999,935 - 131,857 - 632,698 2,063,383

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 and Federal agency debt securities, amortization is on a straight-line basis. For 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

Oct 5, 2016 Sep 28, 2016 Oct 7, 2015

Wednesday

Oct 5, 2016

Securities held in custody for foreign official and international

accounts 3,152,462 + 8,954 - 176,080 3,147,956

Marketable U.S. Treasury securities1 2,831,968 + 8,427 - 170,637 2,827,314

Federal agency debt and mortgage-backed securities2 260,757 + 579 - 20,322 260,940

Other securities3 59,737 - 53 + 14,879 59,702

Securities lent to dealers 26,665 + 1,414 + 11,829 25,933

Overnight facility4 26,665 + 1,414 + 11,829 25,933

U.S. Treasury securities 26,631 + 1,402 + 11,843 25,897

Federal agency debt securities 34 + 13 - 14 36

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, October 5, 2016

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 21 152 0 0 0 ... 173

U.S. Treasury securities1

Holdings 0 42,341 149,983 1,202,712 433,453 634,984 2,463,473

Weekly changes - 6,827 + 11,702 - 755 - 6,496 + 2,387 + 2 + 13

Federal agency debt securities2

Holdings 1,999 2,313 9,423 4,410 0 2,347 20,492

Weekly changes + 1,999 - 1,999 0 0 0 0 0

Mortgage-backed securities3

Holdings 0 0 0 1,597 11,292 1,723,988 1,736,877

Weekly changes 0 0 0 + 239 + 23 - 260 + 2

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

Central bank liquidity swaps5 7,003 0 0 0 0 0 7,003

Reverse repurchase agreements4 536,588 0 ... ... ... ... 536,588

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 Oct 5, 2016

Mortgage-backed securities held outright1 1,736,877

Commitments to buy mortgage-backed securities2 45,960

Commitments to sell mortgage-backed securities2 10

Cash and cash equivalents3 1

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 Oct 5, 2016

Net portfolio holdings of Maiden Lane LLC1 1,708

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, 2016. 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

Oct 5, 2016 Sep 28, 2016 Oct 7, 2015

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,922 - 5 + 13

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,382,308 - 374 - 32,523

Securities held outright1 4,220,842 + 15 - 17,411

U.S. Treasury securities 2,463,473 + 13 + 1,562

Bills2 0 0 0

Notes and bonds, nominal2 2,340,976 - 671 - 5,663

Notes and bonds, inflation-indexed2 105,224 + 671 + 6,690

Inflation compensation3 17,273 + 13 + 536

Federal agency debt securities2 20,492 0 - 14,601

Mortgage-backed securities4 1,736,877 + 2 - 4,372

Unamortized premiums on securities held outright5 176,741 - 348 - 16,597

Unamortized discounts on securities held outright5 -15,448 + 29 + 1,538

Repurchase agreements6 0 0 0

Loans 173 - 69 - 53

Net portfolio holdings of Maiden Lane LLC7 1,708 + 1 + 5

Items in process of collection (0) 61 + 7 - 499

Bank premises 2,201 - 5 - 32

Central bank liquidity swaps8 7,003 + 6,712 + 6,860

Foreign currency denominated assets9 21,255 - 270 + 1,174

Other assets10 26,713 + 1,341 - 1,776

Total assets (0) 4,459,407 + 7,405 - 26,778

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

Oct 5, 2016 Sep 28, 2016 Oct 7, 2015

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,429,016 + 5,092 + 83,177

Reverse repurchase agreements11 536,588 + 21,778 + 253,904

Deposits (0) 2,446,757 - 19,364 - 344,881

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,063,383 - 21,854 - 615,411

U.S. Treasury, General Account 342,208 + 2,589 + 255,069

Foreign official 5,165 0 - 91

Other12 (0) 36,001 - 99 + 15,552

Deferred availability cash items (0) 561 - 195 + 173

Other liabilities and accrued dividends13 6,310 + 91 - 757

Total liabilities (0) 4,419,231 + 7,401 - 8,386

Capital accounts

Capital paid in 30,176 + 4 + 892

Surplus 10,000 0 - 19,284

Other capital accounts 0 0 0

Total capital 40,176 + 4 - 18,392

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 and Federal agency debt securities, amortization is on a straight-line basis. For 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, October 5, 2016

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 11,037 355 3,588 359 586 760 1,541 753 360 193 296 875 1,371

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

Coin 1,922 48 77 155 134 302 192 282 32 54 132 195 320

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,382,308 107,648 2,493,729 118,985 131,238 267,809 245,268 174,626 55,357 32,374 61,009 155,990 538,276

Securities held outright1 4,220,842 103,686 2,401,942 114,605 126,407 257,951 236,237 168,179 53,270 31,118 58,743 150,240 518,462

U.S. Treasury securities 2,463,473 60,516 1,401,881 66,889 73,777 150,552 137,879 98,157 31,091 18,162 34,285 87,687 302,598

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

Notes and bonds3 2,463,473 60,516 1,401,881 66,889 73,777 150,552 137,879 98,157 31,091 18,162 34,285 87,687 302,598

Federal agency debt securities2 20,492 503 11,661 556 614 1,252 1,147 817 259 151 285 729 2,517

Mortgage-backed securities4 1,736,877 42,667 988,400 47,160 52,017 106,147 97,212 69,206 21,921 12,805 24,173 61,824 213,347

Unamortized premiums on securities 

held outright5 176,741 4,342 100,578 4,799 5,293 10,801 9,892 7,042 2,231 1,303 2,460 6,291 21,710

Unamortized discounts on securities 

held outright5 -15,448 -379 -8,791 -419 -463 -944 -865 -616 -195 -114 -215 -550 -1,898

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

Loans 173 0 0 0 0 0 4 21 51 66 22 9 1

Net portfolio holdings of Maiden

Lane LLC7 1,708 0 1,708 0 0 0 0 0 0 0 0 0 0

Items in process of collection 61 0 0 0 0 0 61 0 0 0 0 0 0

Bank premises 2,201 118 429 72 106 205 207 201 114 90 240 224 196

Central bank liquidity swaps8 7,003 310 2,310 385 533 1,562 389 188 72 30 70 89 1,065

Foreign currency denominated

assets9 21,255 939 7,014 1,169 1,619 4,740 1,180 570 218 91 212 269 3,233

Other assets10 26,713 691 14,762 730 807 1,801 1,512 1,082 416 222 424 967 3,299

Interdistrict settlement account 0 - 16,737 - 45,862 - 8,578 - 1,980 - 21,588 + 18,711 + 2,226 + 5,767 + 2,132 + 576 + 26,343 + 38,991

Total assets 4,459,407 93,567 2,479,571 113,487 133,279 256,003 269,714 180,351 62,486 35,277 63,113 185,235 587,325

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, October 5, 2016 (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 1,615,830 50,105 525,807 50,487 80,904 113,976 224,197 107,960 49,778 27,977 41,798 133,689 209,152

Less: Notes held by F.R. Banks 186,814 6,287 51,436 6,815 9,958 14,191 28,134 12,740 5,465 3,172 5,857 15,851 26,909

Federal Reserve notes, net 1,429,016 43,818 474,372 43,672 70,946 99,785 196,063 95,219 44,314 24,805 35,941 117,838 182,243

Reverse repurchase agreements11 536,588 13,181 305,354 14,570 16,070 32,793 30,032 21,380 6,772 3,956 7,468 19,100 65,911

Deposits 2,446,757 34,635 1,683,570 52,855 42,984 114,065 40,873 61,941 10,801 5,734 19,162 47,507 332,629

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 2,063,383 34,631 1,307,736 52,853 42,981 113,734 40,864 54,775 10,788 5,734 19,161 47,506 332,620

U.S. Treasury, General Account 342,208 0 342,208 0 0 0 0 0 0 0 0 0 0

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

Other12 36,001 2 28,488 0 0 322 7 7,165 13 0 1 0 3

Deferred availability cash items 561 0 0 0 0 0 96 0 0 464 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,665 32 1,038 32 32 54 105 64 22 12 24 67 182

Other liabilities and accrued

dividends 4,645 152 2,066 187 196 494 324 251 141 136 125 211 362

Total liabilities 4,419,231 91,819 2,466,401 111,316 130,228 247,191 267,495 178,855 62,050 35,108 62,720 184,723 581,326

Capital

Capital paid in 30,176 1,307 9,871 1,621 2,290 6,581 1,664 1,227 333 127 293 385 4,477

Surplus 10,000 442 3,299 550 762 2,230 555 268 103 43 100 127 1,521

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

Total liabilities and capital 4,459,407 93,567 2,479,571 113,487 133,279 256,003 269,714 180,351 62,486 35,277 63,113 185,235 587,325

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, October 5, 2016 (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 and Federal

agency debt securities, amortization is on a straight-line basis. For 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 Oct 5, 2016

Federal Reserve notes outstanding 1,615,830

Less: Notes held by F.R. Banks not subject to collateralization 186,814

Federal Reserve notes to be collateralized 1,429,016

Collateral held against Federal Reserve notes 1,429,016

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,412,779

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,220,842

Less: Face value of securities under reverse repurchase agreements 498,227

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,722,615

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.