FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks September 14, 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

Sep 13, 2017 Sep 6, 2017 Sep 14, 2016

Wednesday

Sep 13, 2017

Reserve Bank credit 4,417,339 + 4,765 - 5,876 4,431,256

Securities held outright1 4,241,900 + 2,295 + 9,069 4,254,571

U.S. Treasury securities 2,465,476 + 181 + 1,907 2,465,468

Bills2 0 0 0 0

Notes and bonds, nominal2 2,337,326 + 200 - 4,321 2,337,326

Notes and bonds, inflation-indexed2 109,412 0 + 4,859 109,412

Inflation compensation3 18,738 - 19 + 1,369 18,730

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

Mortgage-backed securities4 1,769,667 + 2,114 + 22,898 1,782,346

Unamortized premiums on securities held outright5 163,177 - 169 - 14,719 163,562

Unamortized discounts on securities held outright5 -14,528 + 28 + 1,035 -14,515

Repurchase agreements6 0 0 0 0

Loans 216 + 7 + 21 220

Primary credit 2 - 1 - 4 2

Secondary credit 0 0 0 0

Seasonal credit 214 + 8 + 24 218

Other credit extensions 0 0 0 0

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

Float -249 + 165 + 91 -340

Central bank liquidity swaps8 87 + 52 + 81 87

Other Federal Reserve assets9 25,029 + 2,389 - 1,455 25,963

Foreign currency denominated assets10 21,685 + 178 + 293 21,431

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 49,134 + 14 + 819 49,134

Total factors supplying reserve funds 4,504,398 + 4,957 - 4,765 4,518,062

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

Sep 13, 2017 Sep 6, 2017 Sep 14, 2016

Wednesday

Sep 13, 2017

Currency in circulation11 1,579,484 + 4,368 + 108,034 1,580,720

Reverse repurchase agreements12 360,014 - 26,668 + 37,074 366,719

Foreign official and international accounts 240,472 - 4,131 - 6,649 241,051

Others 119,542 - 22,537 + 43,723 125,668

Treasury cash holdings 171 + 2 + 66 173

Deposits with F.R. Banks, other than reserve balances 156,886 + 33,261 - 141,039 161,328

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 70,232 + 32,669 - 172,850 73,220

Foreign official 5,165 - 3 - 71 5,165

Other13 81,488 + 595 + 31,882 82,942

Other liabilities and capital14 48,911 + 1,190 + 658 48,932

Total factors, other than reserve balances,

absorbing reserve funds 2,145,466 + 12,154 + 4,793 2,157,872

Reserve balances with Federal Reserve Banks 2,358,933 - 7,196 - 9,558 2,360,190

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

Sep 13, 2017 Sep 6, 2017 Sep 14, 2016

Wednesday

Sep 13, 2017

Securities held in custody for foreign official and international

accounts 3,372,367 + 6,616 + 207,822 3,370,216

Marketable U.S. Treasury securities1 3,046,531 + 6,523 + 205,115 3,045,235

Federal agency debt and mortgage-backed securities2 264,024 - 45 + 1,034 262,686

Other securities3 61,812 + 138 + 1,672 62,295

Securities lent to dealers 25,140 - 2,392 + 1,161 24,695

Overnight facility4 25,140 - 2,392 + 1,161 24,695

U.S. Treasury securities 25,140 - 2,392 + 1,177 24,695

Federal agency debt securities 0 0 - 16 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, September 13, 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 47 173 0 0 0 ... 220

U.S. Treasury securities1

Holdings 0 38,559 323,378 1,144,904 325,435 633,193 2,465,468

Weekly changes 0 0 - 1 - 3 + 196 - 12 + 179

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 1 93 17,608 1,764,644 1,782,346

Weekly changes 0 0 0 0 0 + 14,792 + 14,793

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

Central bank liquidity swaps5 87 0 0 0 0 0 87

Reverse repurchase agreements4 366,719 0 ... ... ... ... 366,719

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 Sep 13, 2017

Mortgage-backed securities held outright1 1,782,346

Commitments to buy mortgage-backed securities2 23,072

Commitments to sell mortgage-backed securities2 0

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 Sep 13, 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

Sep 13, 2017 Sep 6, 2017 Sep 14, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,829 - 5 - 96

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,403,838 + 15,314 - 8,768

Securities held outright1 4,254,571 + 14,972 + 5,054

U.S. Treasury securities 2,465,468 + 179 + 1,915

Bills2 0 0 0

Notes and bonds, nominal2 2,337,326 + 200 - 4,321

Notes and bonds, inflation-indexed2 109,412 0 + 4,859

Inflation compensation3 18,730 - 21 + 1,378

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

Mortgage-backed securities4 1,782,346 + 14,793 + 18,873

Unamortized premiums on securities held outright5 163,562 + 302 - 14,863

Unamortized discounts on securities held outright5 -14,515 + 32 + 1,036

Repurchase agreements6 0 0 0

Loans 220 + 8 + 5

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

Items in process of collection (0) 82 - 14 - 131

Bank premises 2,197 0 - 7

Central bank liquidity swaps8 87 + 52 + 81

Foreign currency denominated assets9 21,431 - 192 - 13

Other assets10 23,765 + 2,545 - 1,528

Total assets (0) 4,471,174 + 17,700 - 10,461

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

Sep 13, 2017 Sep 6, 2017 Sep 14, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,533,584 + 2,219 + 109,162

Reverse repurchase agreements11 366,719 - 25,204 + 50,119

Deposits (0) 2,521,517 + 39,601 - 169,517

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,360,190 + 3,142 + 10,902

U.S. Treasury, General Account 73,220 + 34,558 - 179,471

Foreign official 5,165 - 1 - 1

Other12 (0) 82,942 + 1,903 - 947

Deferred availability cash items (0) 422 - 327 - 339

Other liabilities and accrued dividends13 7,823 + 1,405 - 848

Total liabilities (0) 4,430,066 + 17,695 - 11,422

Capital accounts

Capital paid in 31,109 + 7 + 962

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 41,109 + 7 + 962

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, September 13, 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 1,829 46 50 183 130 258 189 296 28 49 112 187 300

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,403,838 85,799 2,479,642 113,699 127,701 258,010 259,221 185,235 58,774 34,444 62,472 176,294 562,547

Securities held outright1 4,254,571 82,895 2,395,714 109,851 123,379 249,278 250,440 178,942 56,734 33,171 60,340 170,323 543,506

U.S. Treasury securities 2,465,468 48,036 1,388,285 63,657 71,496 144,453 145,127 103,694 32,876 19,222 34,966 98,700 314,954

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

Notes and bonds3 2,465,468 48,036 1,388,285 63,657 71,496 144,453 145,127 103,694 32,876 19,222 34,966 98,700 314,954

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

Mortgage-backed securities4 1,782,346 34,727 1,003,625 46,019 51,686 104,429 104,915 74,963 23,767 13,896 25,278 71,353 227,688

Unamortized premiums on securities 

held outright5 163,562 3,187 92,100 4,223 4,743 9,583 9,628 6,879 2,181 1,275 2,320 6,548 20,894

Unamortized discounts on securities 

held outright5 -14,515 -283 -8,174 -375 -421 -850 -854 -611 -194 -113 -206 -581 -1,854

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

Loans 220 0 1 0 0 0 8 25 52 111 18 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 82 0 0 0 0 0 81 0 0 0 0 0 0

Bank premises 2,197 118 444 72 116 198 203 200 110 88 236 220 191

Central bank liquidity swaps8 87 4 28 5 7 19 5 4 1 0 1 1 13

Foreign currency denominated

assets9 21,431 929 6,863 1,152 1,746 4,631 1,250 897 234 91 208 274 3,156

Other assets10 23,765 501 12,876 607 691 1,569 1,422 999 525 200 400 969 3,007

Interdistrict settlement account 0 - 2,661 - 59,947 - 5,665 - 3,300 - 3,258 + 3,563 + 51,674 - 756 + 2,121 + 6,132 + 4,332 + 7,766

Total assets 4,471,174 85,280 2,447,075 110,610 127,882 262,615 268,108 240,466 59,407 37,274 70,006 183,475 578,975

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, September 13, 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 1,709,585 56,366 552,663 55,223 85,308 121,531 227,489 115,401 52,290 31,252 48,391 142,837 220,833

Less: Notes held by F.R. Banks 176,001 6,495 44,363 6,763 10,225 13,493 21,677 12,149 5,632 3,275 5,896 18,364 27,669

Federal Reserve notes, net 1,533,584 49,871 508,300 48,461 75,083 108,038 205,812 103,252 46,659 27,977 42,495 124,473 193,164

Reverse repurchase agreements11 366,719 7,145 206,497 9,469 10,635 21,486 21,586 15,424 4,890 2,859 5,201 14,681 46,847

Deposits 2,521,517 26,292 1,715,113 50,152 38,555 123,628 37,800 119,656 7,220 5,738 21,731 43,488 332,144

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 2,360,190 26,287 1,614,008 50,150 38,552 123,206 37,791 59,888 7,217 5,737 21,729 43,488 332,137

U.S. Treasury, General Account 73,220 0 73,220 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 82,942 3 22,747 0 0 413 7 59,767 3 0 1 0 1

Deferred availability cash items 422 0 0 0 0 0 64 0 0 358 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,307 22 775 29 31 44 94 45 20 10 16 65 155

Other liabilities and accrued

dividends 6,517 182 3,321 221 229 558 380 342 157 145 161 254 566

Total liabilities 4,430,066 83,512 2,434,007 108,331 124,533 253,755 265,737 238,719 58,946 37,086 69,603 182,961 572,877

Capital

Capital paid in 31,109 1,335 9,866 1,741 2,535 6,700 1,788 1,329 352 145 306 387 4,626

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 4,471,174 85,280 2,447,075 110,610 127,882 262,615 268,108 240,466 59,407 37,274 70,006 183,475 578,975

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, September 13, 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 Sep 13, 2017

Federal Reserve notes outstanding 1,709,585

Less: Notes held by F.R. Banks not subject to collateralization 176,001

Federal Reserve notes to be collateralized 1,533,584

Collateral held against Federal Reserve notes 1,533,584

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,517,347

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,254,571

Less: Face value of securities under reverse repurchase agreements 349,553

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,905,019

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.