FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks May 12, 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

May 11, 2016 May 4, 2016 May 13, 2015

Wednesday

May 11, 2016

Reserve Bank credit 4,438,168 + 1,107 - 1,066 4,438,854

Securities held outright1 4,233,486 + 120 + 14,885 4,233,528

U.S. Treasury securities 2,461,562 + 119 + 1,284 2,461,605

Bills2 0 0 0 0

Notes and bonds, nominal2 2,342,292 0 - 4,351 2,342,292

Notes and bonds, inflation-indexed2 103,134 0 + 4,600 103,134

Inflation compensation3 16,137 + 119 + 1,036 16,179

Federal agency debt securities2 27,096 0 - 8,799 27,096

Mortgage-backed securities4 1,744,827 0 + 22,399 1,744,827

Unamortized premiums on securities held outright5 183,225 - 359 - 17,196 183,103

Unamortized discounts on securities held outright5 -16,063 + 15 + 1,699 -16,051

Repurchase agreements6 0 0 0 0

Loans 85 + 28 + 13 68

Primary credit 28 + 22 + 24 4

Secondary credit 0 0 0 0

Seasonal credit 57 + 7 - 11 64

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,714 0 + 26 1,713

Float -163 + 284 + 312 -189

Central bank liquidity swaps8 171 - 1,029 + 171 0

Other Federal Reserve assets9 35,713 + 2,048 - 976 36,682

Foreign currency denominated assets10 21,156 - 112 + 1,072 21,120

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 47,812 + 14 + 1,001 47,812

Total factors supplying reserve funds 4,523,378 + 1,010 + 1,007 4,524,027

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

1. Factors Affecting Reserve Balances of Depository Institutions (continued)

Millions of dollars

Averages of daily figures

Change from week ended

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Week ended

May 11, 2016 May 4, 2016 May 13, 2015

Wednesday

May 11, 2016

Currency in circulation11 1,451,431 + 2,634 + 87,719 1,452,649

Reverse repurchase agreements12 267,900 - 21,975 + 28,356 269,589

Foreign official and international accounts 239,198 - 2,780 + 89,624 238,056

Others 28,701 - 19,195 - 61,270 31,533

Treasury cash holdings 129 - 16 - 94 108

Deposits with F.R. Banks, other than reserve balances 353,742 - 21,503 + 121,112 344,773

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 315,369 - 20,988 + 99,158 305,842

Foreign official 5,174 - 2 - 62 5,174

Other13 33,199 - 514 + 22,016 33,757

Other liabilities and capital14 48,496 + 1,189 - 18,449 47,139

Total factors, other than reserve balances,

absorbing reserve funds 2,121,698 - 39,671 + 218,644 2,114,259

Reserve balances with Federal Reserve Banks 2,401,680 + 40,680 - 217,637 2,409,768

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

May 11, 2016 May 4, 2016 May 13, 2015

Wednesday

May 11, 2016

Securities held in custody for foreign official and international

accounts 3,219,618 - 8,771 - 96,979 3,213,494

Marketable U.S. Treasury securities1 2,905,969 - 8,571 - 80,319 2,899,580

Federal agency debt and mortgage-backed securities2 264,728 - 164 - 20,495 264,842

Other securities3 48,920 - 38 + 3,834 49,072

Securities lent to dealers 17,192 - 795 + 5,937 15,407

Overnight facility4 17,192 - 795 + 5,937 15,407

U.S. Treasury securities 17,167 - 772 + 6,192 15,389

Federal agency debt securities 24 - 24 - 256 18

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

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

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

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

securities.

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

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

2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, May 11, 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 9 59 0 0 0 ... 68

U.S. Treasury securities1

Holdings 14,021 49,621 121,301 1,164,693 479,465 632,503 2,461,605

Weekly changes 0 + 3 + 3 + 18 + 18 + 72 + 116

Federal agency debt securities2

Holdings 2,000 2,604 12,158 7,987 0 2,347 27,096

Weekly changes 0 0 + 1,495 - 1,495 0 0 0

Mortgage-backed securities3

Holdings 0 0 0 896 8,903 1,735,028 1,744,827

Weekly changes 0 0 0 0 0 0 0

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

Central bank liquidity swaps5 0 0 0 0 0 0 0

Reverse repurchase agreements4 269,589 0 ... ... ... ... 269,589

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

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

...Not applicable.

1. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of inflation on the

original face value of such securities.

2. Face value.

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

4. Cash value of agreements.

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

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

central bank.
H.4.1

3. Supplemental Information on Mortgage-Backed Securities

Millions of dollars

Wednesday Account name May 11, 2016

Mortgage-backed securities held outright1 1,744,827

Commitments to buy mortgage-backed securities2 41,360

Commitments to sell mortgage-backed securities2 300

Cash and cash equivalents3 5

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

2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls, and coupon swaps.

3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5 and table 6.

4. Information on Principal Accounts of Maiden Lane LLC

Millions of dollars

Wednesday Account name May 11, 2016

Net portfolio holdings of Maiden Lane LLC1 1,713

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, 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

May 11, 2016 May 4, 2016 May 13, 2015

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,877 + 7 + 57

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,400,648 - 171 - 22,766

Securities held outright1 4,233,528 + 116 - 6,541

U.S. Treasury securities 2,461,605 + 116 + 1,271

Bills2 0 0 0

Notes and bonds, nominal2 2,342,292 0 - 4,351

Notes and bonds, inflation-indexed2 103,134 0 + 4,600

Inflation compensation3 16,179 + 116 + 1,022

Federal agency debt securities2 27,096 0 - 8,799

Mortgage-backed securities4 1,744,827 0 + 987

Unamortized premiums on securities held outright5 183,103 - 327 - 17,908

Unamortized discounts on securities held outright5 -16,051 + 31 + 1,699

Repurchase agreements6 0 0 0

Loans 68 + 8 - 17

Net portfolio holdings of Maiden Lane LLC7 1,713 - 1 + 16

Items in process of collection (0) 135 - 15 + 72

Bank premises 2,219 0 - 20

Central bank liquidity swaps8 0 - 1,200 0

Foreign currency denominated assets9 21,120 - 156 + 863

Other assets10 34,463 + 2,678 - 998

Total assets (0) 4,478,411 + 1,141 - 22,777

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

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

Millions of dollars

Change since

Assets, liabilities, and capital Wednesday Wednesday Eliminations from

consolidation

Wednesday

May 11, 2016 May 4, 2016 May 13, 2015

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,406,817 + 1,302 + 86,796

Reverse repurchase agreements11 269,589 - 7,206 + 25,820

Deposits (0) 2,754,541 + 7,246 - 113,852

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,409,768 + 26,399 - 234,077

U.S. Treasury, General Account 305,842 - 17,952 + 100,450

Foreign official 5,174 0 - 57

Other12 (0) 33,757 - 1,202 + 19,832

Deferred availability cash items (0) 324 - 57 - 276

Other liabilities and accrued dividends13 7,098 - 147 - 3,230

Total liabilities (0) 4,438,369 + 1,138 - 4,742

Capital accounts

Capital paid in 30,042 + 4 + 1,003

Surplus 10,000 0 - 19,039

Other capital accounts 0 0 0

Total capital 40,042 + 4 - 18,035

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, May 11, 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 1,877 53 72 130 136 299 181 279 22 54 150 188 311

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,400,648 108,101 2,504,225 119,485 131,790 268,936 246,302 175,354 55,566 32,454 61,257 156,638 540,540

Securities held outright1 4,233,528 103,998 2,409,162 114,950 126,787 258,727 236,947 168,684 53,431 31,212 58,920 150,691 520,021

U.S. Treasury securities 2,461,605 60,470 1,400,818 66,838 73,721 150,438 137,774 98,082 31,067 18,148 34,259 87,620 302,368

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

Notes and bonds3 2,461,605 60,470 1,400,818 66,838 73,721 150,438 137,774 98,082 31,067 18,148 34,259 87,620 302,368

Federal agency debt securities2 27,096 666 15,419 736 811 1,656 1,517 1,080 342 200 377 964 3,328

Mortgage-backed securities4 1,744,827 42,862 992,924 47,376 52,255 106,633 97,657 69,522 22,021 12,864 24,283 62,107 214,324

Unamortized premiums on securities 

held outright5 183,103 4,498 104,198 4,972 5,484 11,190 10,248 7,296 2,311 1,350 2,548 6,518 22,491

Unamortized discounts on securities 

held outright5 -16,051 -394 -9,134 -436 -481 -981 -898 -640 -203 -118 -223 -571 -1,972

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

Loans 68 0 0 0 0 0 5 13 27 10 13 0 0

Net portfolio holdings of Maiden

Lane LLC7 1,713 0 1,713 0 0 0 0 0 0 0 0 0 0

Items in process of collection 135 0 0 0 0 0 134 0 0 0 0 0 0

Bank premises 2,219 121 430 74 106 209 207 202 116 90 241 225 198

Central bank liquidity swaps8 0 0 0 0 0 0 0 0 0 0 0 0 0

Foreign currency denominated

assets9 21,120 933 6,970 1,162 1,608 4,710 1,172 566 217 90 211 268 3,213

Other assets10 34,463 889 19,105 943 1,038 2,280 1,954 1,385 533 281 534 1,278 4,244

Interdistrict settlement account 0 - 30,390 + 25,212 - 2,180 - 7,032 - 20,382 + 10,486 - 313 + 104 - 648 - 3,371 + 7,531 + 20,982

Total assets 4,478,411 80,259 2,563,134 120,184 128,469 257,223 262,631 178,651 57,067 32,605 59,471 167,286 571,433

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

6. Statement of Condition of Each Federal Reserve Bank, May 11, 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 1,574,656 49,010 502,718 49,373 81,794 108,727 222,739 105,343 50,911 27,342 40,043 131,062 205,595

Less: Notes held by F.R. Banks 167,838 5,016 56,122 5,693 8,678 11,729 23,020 9,599 4,859 2,461 4,855 13,185 22,622

Federal Reserve notes, net 1,406,817 43,994 446,596 43,680 73,116 96,998 199,719 95,744 46,052 24,881 35,188 117,877 182,973

Reverse repurchase agreements11 269,589 6,623 153,414 7,320 8,074 16,476 15,089 10,742 3,402 1,988 3,752 9,596 33,115

Deposits 2,754,541 27,701 1,946,244 66,791 44,023 134,349 45,126 70,349 7,038 5,169 19,980 39,031 348,739

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 2,409,768 27,696 1,609,021 66,789 44,020 134,114 45,117 63,076 7,030 5,169 19,979 39,030 348,728

U.S. Treasury, General Account 305,842 0 305,842 0 0 0 0 0 0 0 0 0 0

Foreign official 5,174 2 5,147 2 3 9 2 1 0 0 0 1 6

Other12 33,757 4 26,234 0 0 225 7 7,272 8 0 1 1 5

Deferred availability cash items 324 0 0 0 0 0 72 0 0 252 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,954 47 1,174 45 48 85 107 80 24 14 31 73 226

Other liabilities and accrued

dividends 5,144 152 2,584 193 195 512 305 248 132 131 123 200 368

Total liabilities 4,438,369 78,517 2,550,012 118,029 125,455 248,419 260,418 177,163 56,648 32,435 59,074 166,776 565,421

Capital

Capital paid in 30,042 1,300 9,822 1,604 2,252 6,573 1,657 1,220 316 128 296 383 4,491

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 4,478,411 80,259 2,563,134 120,184 128,469 257,223 262,631 178,651 57,067 32,605 59,471 167,286 571,433

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

6. Statement of Condition of Each Federal Reserve Bank, May 11, 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 May 11, 2016

Federal Reserve notes outstanding 1,574,656

Less: Notes held by F.R. Banks not subject to collateralization 167,838

Federal Reserve notes to be collateralized 1,406,817

Collateral held against Federal Reserve notes 1,406,817

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,390,581

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,233,528

Less: Face value of securities under reverse repurchase agreements 251,588

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,981,940

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.