FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks July 27, 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

Jul 26, 2017 Jul 19, 2017 Jul 27, 2016

Wednesday

Jul 26, 2017

Reserve Bank credit 4,435,384 - 5,051 + 427 4,425,732

Securities held outright1 4,250,726 - 4,512 + 15,166 4,242,265

U.S. Treasury securities 2,465,161 + 25 + 2,439 2,465,170

Bills2 0 0 0 0

Notes and bonds, nominal2 2,338,887 + 730 - 3,317 2,338,887

Notes and bonds, inflation-indexed2 107,651 - 619 + 4,055 107,651

Inflation compensation3 18,622 - 88 + 1,700 18,631

Federal agency debt securities2 8,097 0 - 14,395 8,097

Mortgage-backed securities4 1,777,468 - 4,537 + 27,122 1,768,999

Unamortized premiums on securities held outright5 165,379 - 429 - 14,589 165,024

Unamortized discounts on securities held outright5 -14,648 + 36 + 1,115 -14,636

Repurchase agreements6 0 0 0 0

Loans 173 + 6 - 50 197

Primary credit 4 - 4 - 31 13

Secondary credit 0 0 0 0

Seasonal credit 169 + 10 - 20 185

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,710 + 1 - 1 1,710

Float -247 + 56 + 62 -396

Central bank liquidity swaps8 85 + 44 - 95 85

Other Federal Reserve assets9 32,206 - 252 - 1,180 31,482

Foreign currency denominated assets10 21,097 + 273 + 272 21,031

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 49,016 + 14 + 867 49,016

Total factors supplying reserve funds 4,521,739 - 4,763 + 1,568 4,512,020

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

Jul 26, 2017 Jul 19, 2017 Jul 27, 2016

Wednesday

Jul 26, 2017

Currency in circulation11 1,560,536 - 1,366 + 99,203 1,561,976

Reverse repurchase agreements12 354,999 - 28,481 + 51,676 343,796

Foreign official and international accounts 245,315 + 4,058 - 2,033 240,485

Others 109,684 - 32,539 + 53,709 103,311

Treasury cash holdings 162 - 7 + 82 163

Deposits with F.R. Banks, other than reserve balances 277,826 - 164 - 109,002 265,953

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 191,404 + 11,004 - 134,095 183,534

Foreign official 5,175 + 7 - 40 5,190

Other13 81,247 - 11,175 + 25,134 77,229

Other liabilities and capital14 47,650 - 1,220 + 1,051 46,517

Total factors, other than reserve balances,

absorbing reserve funds 2,241,174 - 31,236 + 43,011 2,218,404

Reserve balances with Federal Reserve Banks 2,280,565 + 26,473 - 41,443 2,293,616

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

Jul 26, 2017 Jul 19, 2017 Jul 27, 2016

Wednesday

Jul 26, 2017

Securities held in custody for foreign official and international

accounts 3,325,296 + 5,962 + 104,891 3,329,200

Marketable U.S. Treasury securities1 3,002,144 + 5,394 + 104,032 3,005,658

Federal agency debt and mortgage-backed securities2 261,790 + 1,131 - 2,601 262,166

Other securities3 61,362 - 563 + 3,460 61,375

Securities lent to dealers 20,009 - 3,194 - 1,672 22,087

Overnight facility4 20,009 - 3,194 - 1,672 22,087

U.S. Treasury securities 20,009 - 3,194 - 1,658 22,087

Federal agency debt securities 0 0 - 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, July 26, 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 161 36 0 0 0 ... 197

U.S. Treasury securities1

Holdings 11,794 32,799 276,684 1,152,633 357,353 633,907 2,465,170

Weekly changes 0 0 0 + 4 + 6 + 15 + 25

Federal agency debt securities2

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

Weekly changes 0 0 0 0 0 0 0

Mortgage-backed securities3

Holdings 0 0 0 782 11,261 1,756,956 1,768,999

Weekly changes 0 0 0 - 18 - 275 - 10,103 - 10,395

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

Central bank liquidity swaps5 85 0 0 0 0 0 85

Reverse repurchase agreements4 343,796 0 ... ... ... ... 343,796

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 Jul 26, 2017

Mortgage-backed securities held outright1 1,768,999

Commitments to buy mortgage-backed securities2 18,968

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 29

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 Jul 26, 2017

Net portfolio holdings of Maiden Lane LLC1 1,710

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

Jul 26, 2017 Jul 19, 2017 Jul 27, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,833 + 12 - 66

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,392,851 - 10,968 + 2,396

Securities held outright1 4,242,265 - 10,372 + 15,920

U.S. Treasury securities 2,465,170 + 25 + 2,407

Bills2 0 0 0

Notes and bonds, nominal2 2,338,887 0 - 3,317

Notes and bonds, inflation-indexed2 107,651 0 + 4,055

Inflation compensation3 18,631 + 24 + 1,668

Federal agency debt securities2 8,097 0 - 14,395

Mortgage-backed securities4 1,768,999 - 10,395 + 27,908

Unamortized premiums on securities held outright5 165,024 - 609 - 14,533

Unamortized discounts on securities held outright5 -14,636 + 33 + 1,108

Repurchase agreements6 0 0 0

Loans 197 - 21 - 100

Net portfolio holdings of Maiden Lane LLC7 1,710 0 + 8

Items in process of collection (0) 56 - 12 - 169

Bank premises 2,198 + 1 - 16

Central bank liquidity swaps8 85 + 44 - 95

Foreign currency denominated assets9 21,031 + 100 + 180

Other assets10 29,283 - 796 - 1,452

Total assets (0) 4,465,284 - 11,619 + 786

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

Jul 26, 2017 Jul 19, 2017 Jul 27, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,514,951 + 91 + 98,373

Reverse repurchase agreements11 343,796 - 48,864 + 34,770

Deposits (0) 2,559,568 + 38,342 - 132,406

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,293,616 + 42,970 - 38,621

U.S. Treasury, General Account 183,534 - 5,748 - 132,704

Foreign official 5,190 + 26 - 79

Other12 (0) 77,229 + 1,096 + 38,999

Deferred availability cash items (0) 452 + 1 - 308

Other liabilities and accrued dividends13 5,669 - 1,188 - 399

Total liabilities (0) 4,424,436 - 11,620 + 30

Capital accounts

Capital paid in 30,848 + 1 + 756

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,848 + 1 + 756

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, July 26, 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 1,833 45 50 173 130 258 202 286 28 50 113 191 308

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,392,851 85,585 2,473,468 113,416 127,383 257,368 258,572 184,779 58,620 34,339 62,308 175,854 561,160

Securities held outright1 4,242,265 82,655 2,388,785 109,533 123,022 248,557 249,715 178,424 56,570 33,075 60,165 169,831 541,933

U.S. Treasury securities 2,465,170 48,031 1,388,117 63,650 71,488 144,436 145,109 103,682 32,872 19,220 34,962 98,688 314,916

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

Notes and bonds3 2,465,170 48,031 1,388,117 63,650 71,488 144,436 145,109 103,682 32,872 19,220 34,962 98,688 314,916

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

Mortgage-backed securities4 1,768,999 34,467 996,109 45,675 51,299 103,647 104,130 74,402 23,589 13,792 25,089 70,818 225,983

Unamortized premiums on securities 

held outright5 165,024 3,215 92,924 4,261 4,786 9,669 9,714 6,941 2,201 1,287 2,340 6,606 21,081

Unamortized discounts on securities 

held outright5 -14,636 -285 -8,241 -378 -424 -858 -862 -616 -195 -114 -208 -586 -1,870

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

Loans 197 0 0 0 0 0 4 29 45 91 10 3 15

Net portfolio holdings of Maiden

Lane LLC7 1,710 0 1,710 0 0 0 0 0 0 0 0 0 0

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

Bank premises 2,198 119 443 72 115 199 203 199 111 88 236 220 192

Central bank liquidity swaps8 85 4 27 5 7 18 5 4 1 0 1 1 13

Foreign currency denominated

assets9 21,031 912 6,736 1,131 1,713 4,544 1,227 880 230 89 204 269 3,097

Other assets10 29,283 620 15,995 755 856 1,897 1,737 1,232 472 251 484 1,263 3,721

Interdistrict settlement account 0 - 7,617 - 900 - 6,906 - 6,335 - 5,246 - 7,337 + 50,134 - 1,357 + 1,723 + 5,576 + 116 - 21,850

Total assets 4,465,284 80,213 2,502,937 109,203 124,659 260,227 256,839 238,673 58,596 36,821 69,368 179,112 548,637

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, July 26, 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 1,692,336 56,789 536,845 55,541 85,793 121,918 225,169 115,327 52,530 31,412 48,621 142,541 219,850

Less: Notes held by F.R. Banks 177,385 6,298 46,237 7,072 10,140 13,393 27,145 11,653 5,457 2,871 5,450 16,001 25,668

Federal Reserve notes, net 1,514,951 50,491 490,608 48,469 75,653 108,525 198,024 103,673 47,073 28,542 43,171 126,540 194,182

Reverse repurchase agreements11 343,796 6,698 193,588 8,877 9,970 20,143 20,237 14,460 4,584 2,680 4,876 13,763 43,919

Deposits 2,559,568 21,085 1,803,036 49,435 35,461 122,186 35,767 118,481 6,333 4,891 20,775 38,045 304,074

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 2,293,616 21,080 1,594,887 49,432 35,458 122,084 35,758 60,813 6,329 4,890 20,773 38,044 304,067

U.S. Treasury, General Account 183,534 0 183,534 0 0 0 0 0 0 0 0 0 0

Foreign official 5,190 2 5,163 2 3 9 2 2 0 0 0 1 6

Other12 77,229 3 19,453 0 0 94 7 57,667 3 0 1 0 1

Deferred availability cash items 452 0 0 0 0 0 59 0 0 393 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,066 26 525 33 44 74 87 39 18 10 13 54 144

Other liabilities and accrued

dividends 4,603 159 2,129 180 182 442 306 273 134 134 130 197 337

Total liabilities 4,424,436 78,459 2,489,887 106,993 121,309 251,370 254,481 236,925 58,142 36,650 68,965 178,599 542,655

Capital

Capital paid in 30,848 1,321 9,848 1,672 2,535 6,696 1,775 1,329 344 129 305 385 4,509

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 4,465,284 80,213 2,502,937 109,203 124,659 260,227 256,839 238,673 58,596 36,821 69,368 179,112 548,637

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, July 26, 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 Jul 26, 2017

Federal Reserve notes outstanding 1,692,336

Less: Notes held by F.R. Banks not subject to collateralization 177,385

Federal Reserve notes to be collateralized 1,514,951

Collateral held against Federal Reserve notes 1,514,951

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,498,714

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,242,265

Less: Face value of securities under reverse repurchase agreements 331,131

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,911,134

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.