FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks June 15, 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 14, 2017 Jun 7, 2017 Jun 15, 2016

Wednesday

Jun 14, 2017

Reserve Bank credit 4,427,812 + 5,538 - 3,872 4,436,606

Securities held outright1 4,247,594 + 3,051 + 11,168 4,255,569

U.S. Treasury securities 2,464,839 + 88 + 2,856 2,464,871

Bills2 0 0 0 0

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

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

Inflation compensation3 18,496 + 88 + 1,739 18,528

Federal agency debt securities2 8,518 - 316 - 16,578 8,097

Mortgage-backed securities4 1,774,237 + 3,279 + 24,889 1,782,601

Unamortized premiums on securities held outright5 166,780 - 127 - 14,993 166,981

Unamortized discounts on securities held outright5 -14,809 + 29 + 1,198 -14,798

Repurchase agreements6 0 0 0 0

Loans 72 + 7 - 32 77

Primary credit 7 + 4 - 2 10

Secondary credit 0 0 0 0

Seasonal credit 65 + 3 - 30 67

Other credit extensions 0 0 0 0

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

Float -324 + 8 - 120 -679

Central bank liquidity swaps8 36 - 4 + 30 36

Other Federal Reserve assets9 26,754 + 2,576 - 1,119 27,709

Foreign currency denominated assets10 20,719 - 48 - 370 20,869

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,921 + 14 + 950 48,921

Total factors supplying reserve funds 4,513,693 + 5,504 - 3,292 4,522,637

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 14, 2017 Jun 7, 2017 Jun 15, 2016

Wednesday

Jun 14, 2017

Currency in circulation11 1,554,588 - 984 + 97,841 1,555,470

Reverse repurchase agreements12 395,722 - 3,936 + 114,044 406,070

Foreign official and international accounts 237,745 + 4,592 - 5,047 243,014

Others 157,977 - 8,528 + 119,091 163,056

Treasury cash holdings 221 - 9 + 128 202

Deposits with F.R. Banks, other than reserve balances 239,657 + 7,699 - 40,998 281,241

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 153,646 + 1,202 - 77,611 163,941

Foreign official 5,213 - 13 - 4 5,252

Other13 80,798 + 6,510 + 36,617 112,047

Other liabilities and capital14 48,788 + 325 + 130 48,449

Total factors, other than reserve balances,

absorbing reserve funds 2,238,977 + 3,096 + 171,146 2,291,433

Reserve balances with Federal Reserve Banks 2,274,716 + 2,408 - 174,437 2,231,204

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 14, 2017 Jun 7, 2017 Jun 15, 2016

Wednesday

Jun 14, 2017

Securities held in custody for foreign official and international

accounts 3,270,329 + 11,826 + 31,975 3,279,938

Marketable U.S. Treasury securities1 2,945,967 + 11,701 + 23,158 2,954,765

Federal agency debt and mortgage-backed securities2 262,821 - 72 - 2,293 263,477

Other securities3 61,541 + 197 + 11,111 61,696

Securities lent to dealers 25,703 + 491 + 4,622 26,956

Overnight facility4 25,703 + 491 + 4,622 26,956

U.S. Treasury securities 25,702 + 500 + 4,628 26,956

Federal agency debt securities 1 - 8 - 6 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, June 14, 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 25 52 0 0 0 ... 77

U.S. Treasury securities1

Holdings 0 47,807 256,065 1,174,347 353,806 632,846 2,464,871

Weekly changes 0 + 1 + 3 + 14 + 19 + 52 + 88

Federal agency debt securities2

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

Weekly changes - 737 0 + 1,982 - 1,982 0 0 - 737

Mortgage-backed securities3

Holdings 0 0 0 581 11,228 1,770,792 1,782,601

Weekly changes 0 0 0 0 0 + 11,644 + 11,643

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

Central bank liquidity swaps5 36 0 0 0 0 0 36

Reverse repurchase agreements4 406,070 0 ... ... ... ... 406,070

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 14, 2017

Mortgage-backed securities held outright1 1,782,601

Commitments to buy mortgage-backed securities2 22,799

Commitments to sell mortgage-backed securities2 10

Cash and cash equivalents3 0

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 14, 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 14, 2017 Jun 7, 2017 Jun 15, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,814 + 5 - 30

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,407,830 + 11,192 + 3,508

Securities held outright1 4,255,569 + 10,994 + 17,116

U.S. Treasury securities 2,464,871 + 88 + 2,839

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 18,528 + 88 + 1,721

Federal agency debt securities2 8,097 - 737 - 16,999

Mortgage-backed securities4 1,782,601 + 11,643 + 31,277

Unamortized premiums on securities held outright5 166,981 + 159 - 14,758

Unamortized discounts on securities held outright5 -14,798 + 29 + 1,193

Repurchase agreements6 0 0 0

Loans 77 + 8 - 44

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

Items in process of collection (0) 65 - 19 - 99

Bank premises 2,197 + 2 - 20

Central bank liquidity swaps8 36 - 4 + 30

Foreign currency denominated assets9 20,869 + 75 - 238

Other assets10 25,512 + 2,577 + 304

Total assets (0) 4,476,269 + 13,826 + 3,452

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 14, 2017 Jun 7, 2017 Jun 15, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,508,561 - 894 + 97,277

Reverse repurchase agreements11 406,070 + 6,341 + 134,701

Deposits (0) 2,512,445 + 7,976 - 230,610

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,231,204 - 39,642 - 173,697

U.S. Treasury, General Account 163,941 + 9,181 - 141,582

Foreign official 5,252 - 109 + 55

Other12 (0) 112,047 + 38,544 + 84,613

Deferred availability cash items (0) 744 + 147 + 342

Other liabilities and accrued dividends13 7,609 + 224 + 1,012

Total liabilities (0) 4,435,430 + 13,795 + 2,724

Capital accounts

Capital paid in 30,840 + 32 + 729

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,840 + 32 + 729

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 14, 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 1,814 44 49 169 131 275 191 280 25 53 115 185 296

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,407,830 85,879 2,481,978 113,806 127,821 258,253 259,461 185,412 58,789 34,387 62,514 176,456 563,074

Securities held outright1 4,255,569 82,914 2,396,276 109,877 123,408 249,336 250,498 178,984 56,747 33,179 60,354 170,363 543,633

U.S. Treasury securities 2,464,871 48,025 1,387,949 63,642 71,479 144,418 145,091 103,669 32,868 19,217 34,958 98,676 314,878

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

Notes and bonds3 2,464,871 48,025 1,387,949 63,642 71,479 144,418 145,091 103,669 32,868 19,217 34,958 98,676 314,878

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

Mortgage-backed securities4 1,782,601 34,732 1,003,768 46,026 51,694 104,444 104,930 74,974 23,771 13,898 25,281 71,363 227,721

Unamortized premiums on securities 

held outright5 166,981 3,253 94,026 4,311 4,842 9,784 9,829 7,023 2,227 1,302 2,368 6,685 21,331

Unamortized discounts on securities 

held outright5 -14,798 -288 -8,332 -382 -429 -867 -871 -622 -197 -115 -210 -592 -1,890

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

Loans 77 0 8 0 0 0 4 27 13 22 2 0 0

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 65 0 0 0 0 0 65 0 0 0 0 0 0

Bank premises 2,197 119 442 71 112 201 203 199 111 88 236 221 193

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

Foreign currency denominated

assets9 20,869 905 6,684 1,122 1,700 4,509 1,217 873 228 88 203 267 3,073

Other assets10 25,512 537 13,802 653 740 1,700 1,524 1,074 553 215 422 1,063 3,229

Interdistrict settlement account 0 - 1,851 - 69,333 - 6,381 + 2,182 + 24,744 - 4,801 + 39,382 + 590 + 2,848 + 6,690 + 4,745 + 1,184

Total assets 4,476,269 86,180 2,440,753 110,001 133,478 290,878 260,036 228,384 60,788 37,962 70,626 184,134 573,050

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 14, 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 1,678,529 56,882 524,538 55,785 85,791 122,290 223,191 115,867 52,651 31,446 48,668 142,997 218,421

Less: Notes held by F.R. Banks 169,968 5,842 42,019 7,542 9,972 12,314 26,900 10,813 5,356 2,662 5,617 16,265 24,666

Federal Reserve notes, net 1,508,561 51,040 482,519 48,244 75,819 109,976 196,291 105,053 47,296 28,785 43,051 126,732 193,755

Reverse repurchase agreements11 406,070 7,912 228,655 10,485 11,776 23,792 23,903 17,079 5,415 3,166 5,759 16,256 51,874

Deposits 2,512,445 25,256 1,712,695 48,803 42,252 147,592 36,939 104,117 7,448 5,006 21,246 40,327 320,765

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 2,231,204 25,251 1,488,371 48,801 42,248 147,424 36,930 47,405 7,440 5,005 21,245 40,326 320,757

U.S. Treasury, General Account 163,941 0 163,941 0 0 0 0 0 0 0 0 0 0

Foreign official 5,252 2 5,225 2 3 9 2 2 0 0 0 1 6

Other12 112,047 4 55,158 0 0 159 6 56,710 7 0 1 0 1

Deferred availability cash items 744 0 0 0 0 0 63 0 0 681 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,875 37 1,030 50 61 114 127 74 26 14 24 80 238

Other liabilities and accrued

dividends 5,735 180 2,804 209 222 549 357 303 149 139 145 227 451

Total liabilities 4,435,430 84,426 2,427,703 107,791 130,129 282,023 257,679 226,627 60,333 37,790 70,225 183,622 567,083

Capital

Capital paid in 30,840 1,321 9,848 1,672 2,535 6,694 1,773 1,338 345 129 304 385 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 4,476,269 86,180 2,440,753 110,001 133,478 290,878 260,036 228,384 60,788 37,962 70,626 184,134 573,050

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 14, 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 14, 2017

Federal Reserve notes outstanding 1,678,529

Less: Notes held by F.R. Banks not subject to collateralization 169,968

Federal Reserve notes to be collateralized 1,508,561

Collateral held against Federal Reserve notes 1,508,561

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,492,324

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,255,569

Less: Face value of securities under reverse repurchase agreements 394,784

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,860,785

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.