FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks October 5, 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

Oct 4, 2017 Sep 27, 2017 Oct 5, 2016

Wednesday

Oct 4, 2017

Reserve Bank credit 4,420,117 - 3,656 + 1,798 4,420,524

Securities held outright1 4,240,352 - 6,843 + 19,521 4,240,384

U.S. Treasury securities 2,465,435 + 1 + 1,973 2,465,467

Bills2 0 0 0 0

Notes and bonds, nominal2 2,337,326 0 - 3,746 2,337,326

Notes and bonds, inflation-indexed2 109,412 0 + 4,284 109,412

Inflation compensation3 18,697 + 1 + 1,436 18,729

Federal agency debt securities2 6,757 0 - 13,735 6,757

Mortgage-backed securities4 1,768,160 - 6,844 + 31,283 1,768,160

Unamortized premiums on securities held outright5 162,394 - 468 - 14,517 162,278

Unamortized discounts on securities held outright5 -14,437 + 24 + 1,026 -14,432

Repurchase agreements6 0 0 0 0

Loans 192 - 41 - 3 177

Primary credit 3 - 4 - 3 0

Secondary credit 0 0 0 0

Seasonal credit 189 - 37 0 176

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,707 - 1 - 1 1,707

Float -668 - 361 + 13 -629

Central bank liquidity swaps8 3,620 + 3,583 - 3,383 3,620

Other Federal Reserve assets9 26,956 + 450 - 861 27,419

Foreign currency denominated assets10 21,165 - 141 - 312 21,111

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 49,160 + 14 + 790 49,160

Total factors supplying reserve funds 4,506,683 - 3,782 + 2,275 4,507,035

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 4, 2017 Sep 27, 2017 Oct 5, 2016

Wednesday

Oct 4, 2017

Currency in circulation11 1,580,339 + 1,405 + 108,615 1,582,848

Reverse repurchase agreements12 481,765 + 74,082 - 111,426 409,354

Foreign official and international accounts 237,775 - 1,743 - 7,657 230,616

Others 243,989 + 75,824 - 103,770 178,738

Treasury cash holdings 198 + 11 + 55 204

Deposits with F.R. Banks, other than reserve balances 247,994 - 15,045 - 144,657 238,725

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 160,433 - 4,219 - 187,327 154,619

Foreign official 5,166 - 29 - 3 5,165

Other13 82,396 - 10,796 + 42,674 78,941

Other liabilities and capital14 47,172 - 741 + 408 47,387

Total factors, other than reserve balances,

absorbing reserve funds 2,357,468 + 59,711 - 147,005 2,278,517

Reserve balances with Federal Reserve Banks 2,149,215 - 63,494 + 149,280 2,228,518

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

Oct 4, 2017 Sep 27, 2017 Oct 5, 2016

Wednesday

Oct 4, 2017

Securities held in custody for foreign official and international

accounts 3,366,151 - 5,714 + 213,689 3,360,386

Marketable U.S. Treasury securities1 3,039,727 - 6,696 + 207,759 3,033,383

Federal agency debt and mortgage-backed securities2 262,985 + 783 + 2,228 263,018

Other securities3 63,439 + 198 + 3,702 63,985

Securities lent to dealers 24,219 - 60 - 2,446 21,572

Overnight facility4 24,219 - 60 - 2,446 21,572

U.S. Treasury securities 24,219 - 60 - 2,412 21,572

Federal agency debt securities 0 0 - 34 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, October 4, 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 9 167 0 0 0 ... 177

U.S. Treasury securities1

Holdings 0 45,116 324,881 1,133,395 328,882 633,192 2,465,467

Weekly changes - 10,947 + 17,503 + 1,504 - 11,502 + 3,457 + 24 + 40

Federal agency debt securities2

Holdings 0 2,366 1,982 62 0 2,347 6,757

Weekly changes 0 0 0 0 0 0 0

Mortgage-backed securities3

Holdings 0 0 1 121 17,465 1,750,572 1,768,160

Weekly changes 0 0 0 + 2 + 219 - 222 0

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

Central bank liquidity swaps5 3,620 0 0 0 0 0 3,620

Reverse repurchase agreements4 409,354 0 ... ... ... ... 409,354

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 4, 2017

Mortgage-backed securities held outright1 1,768,160

Commitments to buy mortgage-backed securities2 30,473

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 7

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 4, 2017

Net portfolio holdings of Maiden Lane LLC1 1,707

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

Oct 4, 2017 Sep 27, 2017 Oct 5, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,860 + 11 - 62

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,388,407 - 275 + 6,099

Securities held outright1 4,240,384 + 40 + 19,542

U.S. Treasury securities 2,465,467 + 40 + 1,994

Bills2 0 0 0

Notes and bonds, nominal2 2,337,326 0 - 3,650

Notes and bonds, inflation-indexed2 109,412 0 + 4,188

Inflation compensation3 18,729 + 40 + 1,456

Federal agency debt securities2 6,757 0 - 13,735

Mortgage-backed securities4 1,768,160 0 + 31,283

Unamortized premiums on securities held outright5 162,278 - 275 - 14,463

Unamortized discounts on securities held outright5 -14,432 + 16 + 1,016

Repurchase agreements6 0 0 0

Loans 177 - 56 + 4

Net portfolio holdings of Maiden Lane LLC7 1,707 0 - 1

Items in process of collection (0) 62 0 + 1

Bank premises 2,196 - 1 - 5

Central bank liquidity swaps8 3,620 + 3,583 - 3,383

Foreign currency denominated assets9 21,111 + 8 - 144

Other assets10 25,223 + 1,436 - 1,490

Total assets (0) 4,460,422 + 4,761 + 1,015

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 4, 2017 Sep 27, 2017 Oct 5, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,535,748 + 2,624 + 106,732

Reverse repurchase agreements11 409,354 - 45,719 - 127,234

Deposits (0) 2,467,243 + 47,756 + 20,486

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,228,518 + 49,677 + 165,135

U.S. Treasury, General Account 154,619 - 540 - 187,589

Foreign official 5,165 - 205 0

Other12 (0) 78,941 - 1,176 + 42,940

Deferred availability cash items (0) 690 - 49 + 129

Other liabilities and accrued dividends13 6,197 + 145 - 113

Total liabilities (0) 4,419,233 + 4,757 + 2

Capital accounts

Capital paid in 31,190 + 4 + 1,014

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 41,190 + 4 + 1,014

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, October 4, 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 1,860 50 51 183 132 263 199 296 31 51 107 191 306

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,388,407 85,499 2,470,976 113,302 127,255 257,109 258,312 184,591 58,552 34,300 62,252 175,678 560,580

Securities held outright1 4,240,384 82,618 2,387,726 109,485 122,967 248,447 249,605 178,345 56,545 33,060 60,138 169,755 541,693

U.S. Treasury securities 2,465,467 48,036 1,388,285 63,657 71,496 144,453 145,126 103,694 32,876 19,222 34,966 98,700 314,954

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

Notes and bonds3 2,465,467 48,036 1,388,285 63,657 71,496 144,453 145,126 103,694 32,876 19,222 34,966 98,700 314,954

Federal agency debt securities2 6,757 132 3,805 174 196 396 398 284 90 53 96 271 863

Mortgage-backed securities4 1,768,160 34,450 995,636 45,653 51,275 103,597 104,080 74,367 23,578 13,785 25,077 70,785 225,876

Unamortized premiums on securities 

held outright5 162,278 3,162 91,377 4,190 4,706 9,508 9,552 6,825 2,164 1,265 2,301 6,496 20,730

Unamortized discounts on securities 

held outright5 -14,432 -281 -8,127 -373 -419 -846 -850 -607 -192 -113 -205 -578 -1,844

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

Loans 177 0 0 0 0 0 5 28 36 87 17 4 0

Net portfolio holdings of Maiden

Lane LLC7 1,707 0 1,707 0 0 0 0 0 0 0 0 0 0

Items in process of collection 62 0 0 0 0 0 61 0 0 1 0 0 0

Bank premises 2,196 117 439 72 123 198 203 200 110 88 236 219 191

Central bank liquidity swaps8 3,620 157 1,159 195 295 782 211 152 40 15 35 46 533

Foreign currency denominated

assets9 21,111 915 6,762 1,135 1,719 4,561 1,231 884 231 89 205 270 3,108

Other assets10 25,223 537 13,775 648 742 1,659 1,507 1,065 415 216 425 1,024 3,208

Interdistrict settlement account 0 - 10,162 - 65,773 + 1,897 - 694 + 736 + 9,426 + 46,971 - 533 + 2,968 + 6,964 + 9,643 - 1,443

Total assets 4,460,422 77,658 2,434,508 117,990 130,362 266,497 273,325 235,320 59,337 38,009 70,670 188,269 568,479

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 4, 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 1,720,621 56,162 560,449 55,039 85,136 121,394 231,257 116,093 52,282 31,149 48,261 142,405 220,993

Less: Notes held by F.R. Banks 184,872 6,673 47,063 6,797 10,220 14,449 25,444 12,039 5,599 3,391 5,896 19,304 27,998

Federal Reserve notes, net 1,535,748 49,489 513,386 48,243 74,916 106,945 205,814 104,054 46,683 27,758 42,365 123,101 192,995

Reverse repurchase agreements11 409,354 7,976 230,504 10,569 11,871 23,984 24,096 17,217 5,459 3,192 5,806 16,388 52,293

Deposits 2,467,243 18,244 1,674,562 56,643 39,990 126,159 40,549 111,971 6,550 6,099 21,935 47,989 316,552

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 2,228,518 18,238 1,494,378 56,641 39,987 125,796 40,540 53,826 6,547 6,099 21,934 47,988 316,545

U.S. Treasury, General Account 154,619 0 154,619 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 78,941 3 20,428 0 0 355 7 58,143 3 0 1 0 1

Deferred availability cash items 690 0 0 0 0 0 67 0 0 623 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,497 27 843 30 36 49 119 61 36 14 30 75 178

Other liabilities and accrued

dividends 4,700 153 2,128 185 200 490 309 268 142 135 130 202 358

Total liabilities 4,419,233 75,889 2,421,423 115,670 127,013 257,628 270,953 233,572 58,869 37,821 70,266 187,754 562,376

Capital

Capital paid in 31,190 1,335 9,883 1,783 2,535 6,708 1,788 1,330 358 145 307 388 4,630

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 4,460,422 77,658 2,434,508 117,990 130,362 266,497 273,325 235,320 59,337 38,009 70,670 188,269 568,479

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 4, 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 Oct 4, 2017

Federal Reserve notes outstanding 1,720,621

Less: Notes held by F.R. Banks not subject to collateralization 184,872

Federal Reserve notes to be collateralized 1,535,748

Collateral held against Federal Reserve notes 1,535,748

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,519,512

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,240,384

Less: Face value of securities under reverse repurchase agreements 386,252

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,854,133

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.