FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks August 31, 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

Aug 30, 2017 Aug 23, 2017 Aug 31, 2016

Wednesday

Aug 30, 2017

Reserve Bank credit 4,413,399 - 11,116 - 4,620 4,411,538

Securities held outright1 4,241,185 - 10,295 + 11,116 4,239,610

U.S. Treasury securities 2,465,290 + 26 + 1,692 2,465,300

Bills2 0 0 0 0

Notes and bonds, nominal2 2,337,565 0 - 4,903 2,337,565

Notes and bonds, inflation-indexed2 108,973 0 + 5,241 108,973

Inflation compensation3 18,752 + 26 + 1,354 18,761

Federal agency debt securities2 6,757 - 1,149 - 15,735 6,757

Mortgage-backed securities4 1,769,138 - 9,173 + 25,159 1,767,553

Unamortized premiums on securities held outright5 163,691 - 585 - 14,747 163,542

Unamortized discounts on securities held outright5 -14,577 + 32 + 1,045 -14,566

Repurchase agreements6 0 0 0 0

Loans 227 - 3 + 13 223

Primary credit 2 - 5 - 1 4

Secondary credit 0 0 0 0

Seasonal credit 225 + 1 + 15 220

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,708 0 + 1 1,708

Float -397 - 153 + 154 -1,177

Central bank liquidity swaps8 36 0 - 1,315 36

Other Federal Reserve assets9 21,525 - 111 - 889 22,162

Foreign currency denominated assets10 21,537 + 151 + 110 21,494

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 49,098 + 14 + 819 49,098

Total factors supplying reserve funds 4,500,276 - 10,951 - 3,689 4,498,372

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

Aug 30, 2017 Aug 23, 2017 Aug 31, 2016

Wednesday

Aug 30, 2017

Currency in circulation11 1,567,192 + 1,776 + 101,734 1,570,551

Reverse repurchase agreements12 370,485 - 3,538 + 34,357 388,708

Foreign official and international accounts 242,963 + 4,066 + 397 242,622

Others 127,522 - 7,604 + 33,960 146,086

Treasury cash holdings 173 - 3 + 64 168

Deposits with F.R. Banks, other than reserve balances 149,628 - 14,670 - 167,704 159,286

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 61,057 - 21,020 - 213,138 66,877

Foreign official 5,284 + 119 + 10 5,165

Other13 83,286 + 6,231 + 45,422 87,244

Other liabilities and capital14 48,253 + 579 + 1,274 47,703

Total factors, other than reserve balances,

absorbing reserve funds 2,135,730 - 15,857 - 30,276 2,166,416

Reserve balances with Federal Reserve Banks 2,364,546 + 4,906 + 26,586 2,331,956

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

Aug 30, 2017 Aug 23, 2017 Aug 31, 2016

Wednesday

Aug 30, 2017

Securities held in custody for foreign official and international

accounts 3,345,018 + 3,333 + 156,466 3,348,854

Marketable U.S. Treasury securities1 3,019,397 + 1,059 + 153,287 3,023,031

Federal agency debt and mortgage-backed securities2 264,162 + 2,190 + 1,597 264,098

Other securities3 61,459 + 85 + 1,581 61,724

Securities lent to dealers 25,799 + 2,646 + 3,353 22,912

Overnight facility4 25,799 + 2,646 + 3,353 22,912

U.S. Treasury securities 25,797 + 2,644 + 3,367 22,912

Federal agency debt securities 2 + 2 - 13 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, August 30, 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 180 43 0 0 0 ... 223

U.S. Treasury securities1

Holdings 3,197 30,691 310,316 1,163,518 324,365 633,213 2,465,300

Weekly changes 0 0 + 1 + 39 - 29 + 16 + 27

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 0 91 12,956 1,754,507 1,767,553

Weekly changes 0 0 0 - 717 - 394 - 10,034 - 11,146

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

Central bank liquidity swaps5 36 0 0 0 0 0 36

Reverse repurchase agreements4 388,708 0 ... ... ... ... 388,708

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 Aug 30, 2017

Mortgage-backed securities held outright1 1,767,553

Commitments to buy mortgage-backed securities2 25,435

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 27

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 Aug 30, 2017

Net portfolio holdings of Maiden Lane LLC1 1,708

Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 0

Accrued interest payable to the Federal Reserve Bank of New York2 0

Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co.3 0

1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of June 30, 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

Aug 30, 2017 Aug 23, 2017 Aug 31, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,858 - 14 - 73

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,388,809 - 11,712 - 4,225

Securities held outright1 4,239,610 - 11,120 + 9,491

U.S. Treasury securities 2,465,300 + 27 + 1,655

Bills2 0 0 0

Notes and bonds, nominal2 2,337,565 0 - 4,082

Notes and bonds, inflation-indexed2 108,973 0 + 4,420

Inflation compensation3 18,761 + 26 + 1,316

Federal agency debt securities2 6,757 0 - 15,735

Mortgage-backed securities4 1,767,553 - 11,146 + 23,571

Unamortized premiums on securities held outright5 163,542 - 611 - 14,781

Unamortized discounts on securities held outright5 -14,566 + 32 + 1,049

Repurchase agreements6 0 0 0

Loans 223 - 13 + 16

Net portfolio holdings of Maiden Lane LLC7 1,708 0 + 1

Items in process of collection (0) 56 + 3 - 162

Bank premises 2,204 + 5 - 8

Central bank liquidity swaps8 36 0 - 1,315

Foreign currency denominated assets9 21,494 + 54 + 266

Other assets10 19,959 + 189 - 31

Total assets (0) 4,452,360 - 11,477 - 5,547

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

Aug 30, 2017 Aug 23, 2017 Aug 31, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,523,475 + 3,875 + 100,857

Reverse repurchase agreements11 388,708 - 19,115 - 33,822

Deposits (0) 2,491,242 + 2,558 - 74,218

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,331,956 - 6,214 + 101,349

U.S. Treasury, General Account 66,877 - 1,053 - 222,069

Foreign official 5,165 0 - 2

Other12 (0) 87,244 + 9,826 + 46,504

Deferred availability cash items (0) 1,233 + 711 - 133

Other liabilities and accrued dividends13 6,716 + 485 + 929

Total liabilities (0) 4,411,374 - 11,487 - 6,388

Capital accounts

Capital paid in 30,987 + 11 + 842

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,987 + 11 + 842

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, August 30, 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 1,858 46 54 182 130 260 199 296 31 50 113 190 307

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,388,809 85,507 2,471,177 113,311 127,265 257,130 258,338 184,608 58,574 34,327 62,254 175,692 560,627

Securities held outright1 4,239,610 82,603 2,387,290 109,465 122,945 248,401 249,559 178,313 56,534 33,054 60,128 169,724 541,594

U.S. Treasury securities 2,465,300 48,033 1,388,190 63,653 71,491 144,443 145,117 103,687 32,874 19,221 34,964 98,693 314,933

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

Notes and bonds3 2,465,300 48,033 1,388,190 63,653 71,491 144,443 145,117 103,687 32,874 19,221 34,964 98,693 314,933

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

Mortgage-backed securities4 1,767,553 34,438 995,295 45,637 51,257 103,562 104,045 74,341 23,570 13,781 25,068 70,760 225,798

Unamortized premiums on securities 

held outright5 163,542 3,186 92,089 4,223 4,743 9,582 9,627 6,878 2,181 1,275 2,319 6,547 20,892

Unamortized discounts on securities 

held outright5 -14,566 -284 -8,202 -376 -422 -853 -857 -613 -194 -114 -207 -583 -1,861

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

Loans 223 1 0 0 0 0 10 30 53 111 14 4 1

Net portfolio holdings of Maiden

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

Items in process of collection 56 0 0 0 0 0 55 0 0 0 0 0 0

Bank premises 2,204 118 446 72 117 198 203 202 110 88 237 220 192

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

Foreign currency denominated

assets9 21,494 932 6,884 1,156 1,751 4,645 1,254 900 235 91 209 275 3,165

Other assets10 19,959 425 10,673 506 576 1,370 1,182 835 459 171 340 911 2,510

Interdistrict settlement account 0 - 4,289 - 21,967 - 2,450 - 3,449 - 9,231 - 2,873 + 47,738 - 935 + 3,796 + 5,595 + 824 - 12,760

Total assets 4,452,360 83,285 2,474,396 113,336 127,182 255,568 260,534 235,741 58,966 38,804 69,193 179,311 556,043

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, August 30, 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 1,703,532 56,472 547,096 55,338 85,400 121,626 227,059 115,044 52,207 31,302 48,402 142,451 221,136

Less: Notes held by F.R. Banks 180,057 6,655 46,187 7,076 10,103 13,941 25,585 11,980 5,607 3,141 5,456 16,985 27,341

Federal Reserve notes, net 1,523,475 49,817 500,909 48,262 75,297 107,685 201,474 103,064 46,601 28,160 42,947 125,466 193,795

Reverse repurchase agreements11 388,708 7,573 218,878 10,036 11,272 22,775 22,881 16,349 5,183 3,031 5,513 15,561 49,656

Deposits 2,491,242 23,936 1,738,246 52,527 37,017 115,624 33,324 114,221 6,581 6,096 20,174 37,495 306,001

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 2,331,956 23,930 1,635,991 52,525 37,014 115,369 33,315 57,490 6,566 6,095 20,173 37,493 305,995

U.S. Treasury, General Account 66,877 0 66,877 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 87,244 4 30,240 0 0 247 7 56,729 15 0 1 1 1

Deferred availability cash items 1,233 0 0 0 0 0 52 0 0 1,181 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,279 22 667 31 48 84 101 48 15 12 17 64 170

Other liabilities and accrued

dividends 5,437 169 2,629 201 200 542 331 308 131 138 140 211 437

Total liabilities 4,411,374 81,517 2,461,329 111,057 123,834 246,710 258,162 233,989 58,511 38,618 68,791 178,797 550,059

Capital

Capital paid in 30,987 1,334 9,865 1,741 2,533 6,697 1,789 1,334 345 145 305 386 4,511

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 4,452,360 83,285 2,474,396 113,336 127,182 255,568 260,534 235,741 58,966 38,804 69,193 179,311 556,043

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, August 30, 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 Aug 30, 2017

Federal Reserve notes outstanding 1,703,532

Less: Notes held by F.R. Banks not subject to collateralization 180,057

Federal Reserve notes to be collateralized 1,523,475

Collateral held against Federal Reserve notes 1,523,475

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,507,238

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,239,610

Less: Face value of securities under reverse repurchase agreements 369,929

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,869,681

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.