FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks June 8, 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

Jun 7, 2017 May 31, 2017 Jun 8, 2016

Wednesday

Jun 7, 2017

Reserve Bank credit 4,422,274 + 1,292 - 734 4,423,005

Securities held outright1 4,244,543 + 76 + 14,519 4,244,575

U.S. Treasury securities 2,464,751 + 73 + 2,904 2,464,783

Bills2 0 0 0 0

Notes and bonds, nominal2 2,338,216 - 1,135 - 1,070 2,338,216

Notes and bonds, inflation-indexed2 108,126 + 1,134 + 2,187 108,126

Inflation compensation3 18,408 + 73 + 1,787 18,440

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

Mortgage-backed securities4 1,770,958 + 3 + 27,877 1,770,958

Unamortized premiums on securities held outright5 166,907 - 262 - 14,987 166,822

Unamortized discounts on securities held outright5 -14,838 - 6 + 1,201 -14,827

Repurchase agreements6 0 0 0 0

Loans 65 + 10 - 28 69

Primary credit 3 - 2 - 1 3

Secondary credit 0 0 0 0

Seasonal credit 62 + 12 - 27 66

Other credit extensions 0 0 0 0

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

Float -332 + 189 - 193 -512

Central bank liquidity swaps8 40 + 4 + 40 40

Other Federal Reserve assets9 24,178 + 1,279 - 1,285 25,131

Foreign currency denominated assets10 20,767 + 145 - 330 20,794

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,907 + 14 + 959 48,907

Total factors supplying reserve funds 4,508,189 + 1,451 - 105 4,508,948

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

Jun 7, 2017 May 31, 2017 Jun 8, 2016

Wednesday

Jun 7, 2017

Currency in circulation11 1,555,572 + 658 + 97,237 1,556,333

Reverse repurchase agreements12 399,658 - 30,115 + 105,414 399,729

Foreign official and international accounts 233,153 - 16,070 - 6,487 234,591

Others 166,505 - 14,046 + 111,901 165,138

Treasury cash holdings 230 - 13 + 121 224

Deposits with F.R. Banks, other than reserve balances 231,958 - 20,380 - 45,504 233,624

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 152,444 - 18,540 - 83,907 154,760

Foreign official 5,226 - 76 + 33 5,361

Other13 74,288 - 1,765 + 38,370 73,503

Other liabilities and capital14 48,463 + 622 - 43 48,193

Total factors, other than reserve balances,

absorbing reserve funds 2,235,881 - 49,229 + 157,226 2,238,103

Reserve balances with Federal Reserve Banks 2,272,308 + 50,680 - 157,331 2,270,846

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

Jun 7, 2017 May 31, 2017 Jun 8, 2016

Wednesday

Jun 7, 2017

Securities held in custody for foreign official and international

accounts 3,258,503 + 20,980 + 17,016 3,257,067

Marketable U.S. Treasury securities1 2,934,266 + 20,548 + 7,997 2,932,774

Federal agency debt and mortgage-backed securities2 262,893 + 285 - 2,372 262,689

Other securities3 61,344 + 148 + 11,391 61,604

Securities lent to dealers 25,212 + 3,038 + 4,873 24,526

Overnight facility4 25,212 + 3,038 + 4,873 24,526

U.S. Treasury securities 25,202 + 3,039 + 4,879 24,519

Federal agency debt securities 9 - 2 - 7 7

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, June 7, 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 6 63 0 0 0 ... 69

U.S. Treasury securities1

Holdings 0 47,806 256,062 1,174,333 353,787 632,794 2,464,783

Weekly changes 0 + 3,198 - 3,195 + 13 + 19 + 51 + 87

Federal agency debt securities2

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

Weekly changes 0 0 0 0 0 0 0

Mortgage-backed securities3

Holdings 0 0 0 581 11,228 1,759,148 1,770,958

Weekly changes 0 0 0 + 21 + 84 - 106 0

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

Central bank liquidity swaps5 40 0 0 0 0 0 40

Reverse repurchase agreements4 399,729 0 ... ... ... ... 399,729

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 Jun 7, 2017

Mortgage-backed securities held outright1 1,770,958

Commitments to buy mortgage-backed securities2 29,738

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 Jun 7, 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

Jun 7, 2017 May 31, 2017 Jun 8, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,809 + 18 - 30

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,396,638 - 142 + 709

Securities held outright1 4,244,575 + 88 + 14,502

U.S. Treasury securities 2,464,783 + 87 + 2,886

Bills2 0 0 0

Notes and bonds, nominal2 2,338,216 0 - 1,070

Notes and bonds, inflation-indexed2 108,126 0 + 2,187

Inflation compensation3 18,440 + 87 + 1,769

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

Mortgage-backed securities4 1,770,958 0 + 27,877

Unamortized premiums on securities held outright5 166,822 - 260 - 14,968

Unamortized discounts on securities held outright5 -14,827 + 29 + 1,201

Repurchase agreements6 0 0 0

Loans 69 + 2 - 25

Net portfolio holdings of Maiden Lane LLC7 1,709 0 - 4

Items in process of collection (0) 84 - 15 - 82

Bank premises 2,195 - 14 - 19

Central bank liquidity swaps8 40 + 5 + 40

Foreign currency denominated assets9 20,794 + 77 - 423

Other assets10 22,935 + 2,598 - 1,293

Total assets (0) 4,462,443 + 2,529 - 1,099

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

Jun 7, 2017 May 31, 2017 Jun 8, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,509,455 - 170 + 96,996

Reverse repurchase agreements11 399,729 - 102,430 + 114,694

Deposits (0) 2,504,469 + 104,536 - 213,488

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,270,846 + 141,240 - 177,972

U.S. Treasury, General Account 154,760 - 35,071 - 70,356

Foreign official 5,361 + 183 + 166

Other12 (0) 73,503 - 1,814 + 34,675

Deferred availability cash items (0) 597 - 543 + 305

Other liabilities and accrued dividends13 7,385 + 1,134 - 319

Total liabilities (0) 4,421,635 + 2,527 - 1,812

Capital accounts

Capital paid in 30,808 + 2 + 713

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,808 + 2 + 713

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, June 7, 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 1,809 46 51 170 128 277 187 282 24 53 113 184 295

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,396,638 85,661 2,475,672 113,517 127,497 257,597 258,802 184,935 58,646 34,299 62,357 176,008 561,646

Securities held outright1 4,244,575 82,700 2,390,085 109,593 123,089 248,692 249,851 178,521 56,600 33,093 60,198 169,923 542,229

U.S. Treasury securities 2,464,783 48,023 1,387,899 63,640 71,476 144,413 145,086 103,666 32,867 19,217 34,956 98,673 314,867

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

Notes and bonds3 2,464,783 48,023 1,387,899 63,640 71,476 144,413 145,086 103,666 32,867 19,217 34,956 98,673 314,867

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 166,822 3,250 93,936 4,307 4,838 9,774 9,820 7,016 2,225 1,301 2,366 6,678 21,311

Unamortized discounts on securities 

held outright5 -14,827 -289 -8,349 -383 -430 -869 -873 -624 -198 -116 -210 -594 -1,894

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

Loans 69 0 0 0 0 0 4 21 18 21 4 0 1

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 84 0 0 0 0 0 84 0 0 0 0 0 0

Bank premises 2,195 119 441 71 112 201 203 199 111 88 236 220 193

Central bank liquidity swaps8 40 2 13 2 3 9 2 2 0 0 0 1 6

Foreign currency denominated

assets9 20,794 901 6,660 1,118 1,694 4,493 1,213 870 227 88 202 266 3,062

Other assets10 22,935 486 12,384 587 667 1,522 1,371 966 521 197 384 941 2,909

Interdistrict settlement account 0 + 1,657 - 77,079 - 3,926 - 286 + 9,329 - 2,334 + 53,448 + 912 + 2,065 + 6,820 + 6,743 + 2,651

Total assets 4,462,443 89,417 2,425,262 112,098 130,604 274,617 261,702 241,864 60,932 37,072 70,558 185,560 572,757

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, June 7, 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 1,678,764 56,950 525,144 55,796 85,679 122,282 223,028 116,149 52,561 31,411 48,810 142,966 217,987

Less: Notes held by F.R. Banks 169,309 5,543 43,374 7,583 9,946 12,186 25,936 10,808 5,335 2,700 5,545 16,078 24,276

Federal Reserve notes, net 1,509,455 51,407 481,771 48,214 75,733 110,096 197,092 105,341 47,226 28,712 43,266 126,887 193,711

Reverse repurchase agreements11 399,729 7,788 225,084 10,321 11,592 23,420 23,530 16,812 5,330 3,116 5,669 16,002 51,064

Deposits 2,504,469 28,259 1,701,626 51,102 39,659 131,604 38,192 117,588 7,753 4,407 21,063 41,869 321,346

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 2,270,846 28,255 1,524,679 51,100 39,656 131,359 38,184 61,193 7,745 4,407 21,062 41,868 321,339

U.S. Treasury, General Account 154,760 0 154,760 0 0 0 0 0 0 0 0 0 0

Foreign official 5,361 2 5,334 2 3 9 2 2 0 0 0 1 6

Other12 73,503 3 16,853 0 0 236 6 56,394 8 0 1 0 1

Deferred availability cash items 597 0 0 0 0 0 80 0 0 517 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,879 41 1,039 50 62 111 123 71 26 15 25 80 235

Other liabilities and accrued

dividends 5,507 168 2,722 201 209 530 328 297 142 134 133 209 433

Total liabilities 4,421,635 87,663 2,412,241 109,888 127,255 265,761 259,345 240,109 60,478 36,901 70,156 185,047 566,790

Capital

Capital paid in 30,808 1,321 9,819 1,672 2,535 6,694 1,773 1,336 345 129 304 385 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 4,462,443 89,417 2,425,262 112,098 130,604 274,617 261,702 241,864 60,932 37,072 70,558 185,560 572,757

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, June 7, 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 Jun 7, 2017

Federal Reserve notes outstanding 1,678,764

Less: Notes held by F.R. Banks not subject to collateralization 169,309

Federal Reserve notes to be collateralized 1,509,455

Collateral held against Federal Reserve notes 1,509,455

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,493,218

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,244,575

Less: Face value of securities under reverse repurchase agreements 387,997

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,856,578

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.