FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks May 4, 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

May 3, 2017 Apr 26, 2017 May 4, 2016

Wednesday

May 3, 2017

Reserve Bank credit 4,431,843 - 7,859 - 5,218 4,432,290

Securities held outright1 4,245,623 - 7,165 + 12,257 4,245,636

U.S. Treasury securities 2,464,779 + 83 + 3,336 2,464,792

Bills2 0 0 0 0

Notes and bonds, nominal2 2,339,740 0 - 2,552 2,339,740

Notes and bonds, inflation-indexed2 106,803 0 + 3,669 106,803

Inflation compensation3 18,236 + 83 + 2,218 18,249

Federal agency debt securities2 11,829 0 - 15,267 11,829

Mortgage-backed securities4 1,769,015 - 7,248 + 24,188 1,769,015

Unamortized premiums on securities held outright5 168,101 - 511 - 15,483 167,992

Unamortized discounts on securities held outright5 -14,859 + 28 + 1,219 -14,860

Repurchase agreements6 0 0 0 0

Loans 57 + 21 0 63

Primary credit 25 + 20 + 19 24

Secondary credit 0 0 0 0

Seasonal credit 32 + 1 - 18 39

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,709 + 1 - 5 1,709

Float -775 - 510 - 328 -490

Central bank liquidity swaps8 35 - 45 - 1,165 35

Other Federal Reserve assets9 31,952 + 320 - 1,713 32,204

Foreign currency denominated assets10 20,275 - 9 - 993 20,239

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,796 + 14 + 981 48,796

Total factors supplying reserve funds 4,517,154 - 7,855 - 5,231 4,517,566

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 3, 2017 Apr 26, 2017 May 4, 2016

Wednesday

May 3, 2017

Currency in circulation11 1,543,383 + 2,645 + 94,569 1,546,200

Reverse repurchase agreements12 415,899 + 45,994 + 126,024 432,620

Foreign official and international accounts 243,546 + 1,674 + 1,568 245,953

Others 172,353 + 44,319 + 124,457 186,667

Treasury cash holdings 257 + 3 + 112 255

Deposits with F.R. Banks, other than reserve balances 336,129 + 9,453 - 39,116 290,413

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 244,655 + 10,436 - 91,702 203,408

Foreign official 5,172 + 7 - 4 5,200

Other13 86,303 - 989 + 52,590 81,805

Other liabilities and capital14 47,500 - 896 + 193 47,257

Total factors, other than reserve balances,

absorbing reserve funds 2,343,168 + 57,199 + 181,782 2,316,745

Reserve balances with Federal Reserve Banks 2,173,987 - 65,054 - 187,013 2,200,821

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

May 3, 2017 Apr 26, 2017 May 4, 2016

Wednesday

May 3, 2017

Securities held in custody for foreign official and international

accounts 3,215,320 + 4,566 - 13,069 3,213,114

Marketable U.S. Treasury securities1 2,898,934 + 4,429 - 15,606 2,896,969

Federal agency debt and mortgage-backed securities2 255,337 + 350 - 9,555 255,206

Other securities3 61,050 - 211 + 12,092 60,939

Securities lent to dealers 21,462 + 2,407 + 3,475 20,217

Overnight facility4 21,462 + 2,407 + 3,475 20,217

U.S. Treasury securities 21,430 + 2,415 + 3,491 20,188

Federal agency debt securities 32 - 8 - 16 29

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 3, 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 32 32 0 0 0 ... 63

U.S. Treasury securities1

Holdings 20,483 37,862 223,203 1,170,570 384,939 627,733 2,464,792

Weekly changes + 6,425 - 8,689 + 22,553 - 23,994 + 3,728 + 37 + 62

Federal agency debt securities2

Holdings 2,995 737 3,706 2,044 0 2,347 11,829

Weekly changes + 1,500 - 1,500 0 0 0 0 0

Mortgage-backed securities3

Holdings 0 0 0 200 11,318 1,757,498 1,769,015

Weekly changes 0 0 0 + 10 + 154 - 162 + 2

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

Central bank liquidity swaps5 35 0 0 0 0 0 35

Reverse repurchase agreements4 432,620 0 ... ... ... ... 432,620

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 3, 2017

Mortgage-backed securities held outright1 1,769,015

Commitments to buy mortgage-backed securities2 24,297

Commitments to sell mortgage-backed securities2 156

Cash and cash equivalents3 1

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 3, 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

May 3, 2017 Apr 26, 2017 May 4, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,878 - 5 + 8

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,398,832 - 200 - 1,987

Securities held outright1 4,245,636 + 64 + 12,224

U.S. Treasury securities 2,464,792 + 62 + 3,303

Bills2 0 0 0

Notes and bonds, nominal2 2,339,740 0 - 2,552

Notes and bonds, inflation-indexed2 106,803 0 + 3,669

Inflation compensation3 18,249 + 62 + 2,186

Federal agency debt securities2 11,829 0 - 15,267

Mortgage-backed securities4 1,769,015 + 2 + 24,188

Unamortized premiums on securities held outright5 167,992 - 293 - 15,438

Unamortized discounts on securities held outright5 -14,860 + 9 + 1,222

Repurchase agreements6 0 0 0

Loans 63 + 19 + 3

Net portfolio holdings of Maiden Lane LLC7 1,709 0 - 5

Items in process of collection (0) 113 + 29 - 37

Bank premises 2,199 0 - 20

Central bank liquidity swaps8 35 - 45 - 1,165

Foreign currency denominated assets9 20,239 - 9 - 1,037

Other assets10 30,005 + 1,336 - 1,780

Total assets (0) 4,471,246 + 1,104 - 6,024

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 3, 2017 Apr 26, 2017 May 4, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,499,533 + 3,455 + 94,018

Reverse repurchase agreements11 432,620 + 69,547 + 155,825

Deposits (0) 2,491,234 - 72,226 - 256,061

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,200,821 + 150 - 182,548

U.S. Treasury, General Account 203,408 - 67,437 - 120,386

Foreign official 5,200 + 36 + 26

Other12 (0) 81,805 - 4,975 + 46,846

Deferred availability cash items (0) 603 + 99 + 222

Other liabilities and accrued dividends13 6,564 + 163 - 681

Total liabilities (0) 4,430,553 + 1,036 - 6,678

Capital accounts

Capital paid in 30,693 + 68 + 655

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,693 + 68 + 655

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, May 3, 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 1,878 51 57 173 131 291 194 287 26 52 121 189 306

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,398,832 85,711 2,476,911 113,574 127,561 257,726 258,938 185,020 58,668 34,301 62,387 176,096 561,939

Securities held outright1 4,245,636 82,721 2,390,683 109,620 123,120 248,754 249,914 178,566 56,615 33,101 60,213 169,966 542,364

U.S. Treasury securities 2,464,792 48,023 1,387,904 63,640 71,477 144,414 145,087 103,666 32,867 19,217 34,956 98,673 314,868

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

Notes and bonds3 2,464,792 48,023 1,387,904 63,640 71,477 144,414 145,087 103,666 32,867 19,217 34,956 98,673 314,868

Federal agency debt securities2 11,829 230 6,661 305 343 693 696 498 158 92 168 474 1,511

Mortgage-backed securities4 1,769,015 34,467 996,118 45,675 51,300 103,648 104,131 74,403 23,589 13,792 25,089 70,819 225,985

Unamortized premiums on securities 

held outright5 167,992 3,273 94,595 4,337 4,872 9,843 9,889 7,066 2,240 1,310 2,383 6,725 21,460

Unamortized discounts on securities 

held outright5 -14,860 -290 -8,368 -384 -431 -871 -875 -625 -198 -116 -211 -595 -1,898

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

Loans 63 7 0 0 1 0 10 14 11 6 2 0 13

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 113 0 0 0 0 0 112 0 0 0 0 0 0

Bank premises 2,199 119 442 72 112 202 204 199 112 88 236 221 193

Central bank liquidity swaps8 35 2 11 2 3 8 2 1 0 0 0 0 5

Foreign currency denominated

assets9 20,239 877 6,483 1,088 1,648 4,373 1,180 847 221 85 197 259 2,980

Other assets10 30,005 633 16,402 777 881 1,952 1,790 1,266 504 259 495 1,219 3,826

Interdistrict settlement account 0 - 5,441 - 52,556 + 2,755 - 4,449 - 6,734 + 655 + 46,350 + 1,030 + 1,862 + 6,253 + 9,785 + 489

Total assets 4,471,246 82,497 2,454,869 118,999 126,678 259,005 265,248 235,132 61,051 36,930 70,134 188,967 571,735

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 3, 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 1,675,780 56,261 528,520 54,794 84,810 121,232 224,326 115,504 52,092 30,435 47,825 142,394 217,587

Less: Notes held by F.R. Banks 176,247 5,892 44,451 8,186 10,219 13,067 25,945 12,068 5,561 2,986 5,792 16,687 25,390

Federal Reserve notes, net 1,499,533 50,369 484,069 46,607 74,591 108,165 198,380 103,437 46,531 27,449 42,033 125,706 192,197

Reverse repurchase agreements11 432,620 8,429 243,605 11,170 12,546 25,347 25,466 18,195 5,769 3,373 6,136 17,319 55,266

Deposits 2,491,234 21,753 1,710,945 58,812 36,003 116,056 38,548 111,421 8,122 5,262 21,416 45,152 317,743

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 2,200,821 21,745 1,475,976 58,810 35,999 115,813 38,539 56,271 8,103 5,262 21,414 45,152 317,735

U.S. Treasury, General Account 203,408 0 203,408 0 0 0 0 0 0 0 0 0 0

Foreign official 5,200 2 5,173 2 3 9 2 2 0 0 0 1 6

Other12 81,805 6 26,389 0 0 234 7 55,149 18 0 1 0 1

Deferred availability cash items 603 0 0 0 0 0 73 0 0 529 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,852 38 1,001 44 56 103 138 73 40 16 29 84 231

Other liabilities and accrued

dividends 4,711 155 2,232 182 193 481 296 261 136 129 120 192 335

Total liabilities 4,430,553 80,743 2,441,852 116,815 123,388 250,151 262,901 233,387 60,597 36,759 69,734 188,454 565,771

Capital

Capital paid in 30,693 1,321 9,815 1,646 2,476 6,693 1,764 1,327 345 129 303 385 4,491

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 4,471,246 82,497 2,454,869 118,999 126,678 259,005 265,248 235,132 61,051 36,930 70,134 188,967 571,735

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 3, 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 May 3, 2017

Federal Reserve notes outstanding 1,675,780

Less: Notes held by F.R. Banks not subject to collateralization 176,247

Federal Reserve notes to be collateralized 1,499,533

Collateral held against Federal Reserve notes 1,499,533

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,483,297

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,245,636

Less: Face value of securities under reverse repurchase agreements 405,986

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,839,651

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.