FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks June 22, 2017

1. Factors Affecting Reserve Balances of Depository Institutions

Millions of dollars

Averages of daily figures

Change from week ended

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Week ended

Jun 21, 2017 Jun 14, 2017 Jun 22, 2016

Wednesday

Jun 21, 2017

Reserve Bank credit 4,430,246 + 2,434 - 7,987 4,435,230

Securities held outright1 4,249,383 + 1,789 + 7,230 4,254,154

U.S. Treasury securities 2,464,926 + 87 + 2,808 2,464,958

Bills2 0 0 0 0

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

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

Inflation compensation3 18,583 + 87 + 1,691 18,615

Federal agency debt securities2 8,097 - 421 - 16,999 8,097

Mortgage-backed securities4 1,776,360 + 2,123 + 21,421 1,781,099

Unamortized premiums on securities held outright5 166,613 - 167 - 15,009 166,663

Unamortized discounts on securities held outright5 -14,776 + 33 + 1,194 -14,765

Repurchase agreements6 0 0 0 0

Loans 101 + 29 - 46 107

Primary credit 18 + 11 - 21 9

Secondary credit 0 0 0 0

Seasonal credit 83 + 18 - 25 98

Other credit extensions 0 0 0 0

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

Float -263 + 61 - 124 -372

Central bank liquidity swaps8 42 + 6 + 42 42

Other Federal Reserve assets9 27,435 + 681 - 1,273 27,692

Foreign currency denominated assets10 20,600 - 119 - 659 20,537

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,935 + 14 + 940 48,935

Total factors supplying reserve funds 4,516,022 + 2,329 - 7,706 4,520,944

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

1. Factors Affecting Reserve Balances of Depository Institutions (continued)

Millions of dollars

Averages of daily figures

Change from week ended

Reserve Bank credit, related items, and

reserve balances of depository institutions at

Federal Reserve Banks

Week ended

Jun 21, 2017 Jun 14, 2017 Jun 22, 2016

Wednesday

Jun 21, 2017

Currency in circulation11 1,554,710 + 122 + 98,567 1,555,694

Reverse repurchase agreements12 408,834 + 13,112 + 101,015 446,236

Foreign official and international accounts 242,415 + 4,670 - 317 247,467

Others 166,420 + 8,443 + 101,333 198,769

Treasury cash holdings 202 - 19 + 112 199

Deposits with F.R. Banks, other than reserve balances 293,963 + 54,306 - 55,696 305,851

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 212,275 + 58,629 - 104,563 225,126

Foreign official 5,176 - 37 - 158 5,165

Other13 76,512 - 4,286 + 49,025 75,560

Other liabilities and capital14 48,493 - 295 + 373 48,348

Total factors, other than reserve balances,

absorbing reserve funds 2,306,202 + 67,225 + 144,371 2,356,329

Reserve balances with Federal Reserve Banks 2,209,820 - 64,896 - 152,077 2,164,616

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

Jun 21, 2017 Jun 14, 2017 Jun 22, 2016

Wednesday

Jun 21, 2017

Securities held in custody for foreign official and international

accounts 3,290,028 + 19,699 + 51,535 3,294,618

Marketable U.S. Treasury securities1 2,966,046 + 20,079 + 41,046 2,972,599

Federal agency debt and mortgage-backed securities2 262,214 - 607 - 981 260,237

Other securities3 61,767 + 226 + 11,469 61,782

Securities lent to dealers 25,611 - 92 + 4,458 25,291

Overnight facility4 25,611 - 92 + 4,458 25,291

U.S. Treasury securities 25,610 - 92 + 4,467 25,290

Federal agency debt securities 0 - 1 - 10 1

Note: Components may not sum to totals because of rounding.

1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS. Does not include securities pledged as collateral

to foreign official and international account holders against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6.

2. Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the

securities.

3. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed securities, and commercial paper at face value.

4. Face value. Fully collateralized by U.S. Treasury securities.

2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, June 21, 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 104 3 0 0 0 ... 107

U.S. Treasury securities1

Holdings 12,885 34,923 256,067 1,174,361 353,826 632,897 2,464,958

Weekly changes + 12,885 - 12,884 + 2 + 14 + 20 + 51 + 87

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 0 801 11,404 1,768,895 1,781,099

Weekly changes 0 0 0 + 220 + 176 - 1,897 - 1,502

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

Central bank liquidity swaps5 42 0 0 0 0 0 42

Reverse repurchase agreements4 446,236 0 ... ... ... ... 446,236

Term deposits 0 0 0 ... ... ... 0

Note: Components may not sum to totals because of rounding.

...Not applicable.

1. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of inflation on the

original face value of such securities.

2. Face value.

3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

4. Cash value of agreements.

5. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to

the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign

central bank.
H.4.1

3. Supplemental Information on Mortgage-Backed Securities

Millions of dollars

Wednesday Account name Jun 21, 2017

Mortgage-backed securities held outright1 1,781,099

Commitments to buy mortgage-backed securities2 17,558

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 48

1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls, and coupon swaps.

3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5 and table 6.

4. Information on Principal Accounts of Maiden Lane LLC

Millions of dollars

Wednesday Account name Jun 21, 2017

Net portfolio holdings of Maiden Lane LLC1 1,709

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

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

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

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

orderly market on the measurement date. Revalued quarterly. This table reflects valuations as of March 31, 2017. Any assets purchased after this

valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available.

2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York’s statement of condition consistent with

consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 6.

3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in

table 5 and table 6.

Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of section 13(3) of

the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to manage those assets through time

to maximize repayment of the credit extended and to minimize disruption to financial markets. The remaining outstanding balances of the senior loan

from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were repaid in full, with interest.
H.4.1

5. Consolidated Statement of Condition of All Federal Reserve Banks

Millions of dollars

Change since

Assets, liabilities, and capital Wednesday Wednesday Eliminations from

consolidation

Wednesday

Jun 21, 2017 Jun 14, 2017 Jun 22, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,819 + 5 - 44

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,406,160 - 1,670 - 5,432

Securities held outright1 4,254,154 - 1,415 + 8,382

U.S. Treasury securities 2,464,958 + 87 + 2,790

Bills2 0 0 0

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

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

Inflation compensation3 18,615 + 87 + 1,673

Federal agency debt securities2 8,097 0 - 16,999

Mortgage-backed securities4 1,781,099 - 1,502 + 22,591

Unamortized premiums on securities held outright5 166,663 - 318 - 14,971

Unamortized discounts on securities held outright5 -14,765 + 33 + 1,193

Repurchase agreements6 0 0 0

Loans 107 + 30 - 37

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

Items in process of collection (0) 61 - 4 - 110

Bank premises 2,198 + 1 - 20

Central bank liquidity swaps8 42 + 6 + 42

Foreign currency denominated assets9 20,537 - 332 - 732

Other assets10 25,495 - 17 - 1,451

Total assets (0) 4,474,257 - 2,012 - 7,752

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

5. Consolidated Statement of Condition of All Federal Reserve Banks (continued)

Millions of dollars

Change since

Assets, liabilities, and capital Wednesday Wednesday Eliminations from

consolidation

Wednesday

Jun 21, 2017 Jun 14, 2017 Jun 22, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,508,773 + 212 + 97,600

Reverse repurchase agreements11 446,236 + 40,166 + 111,166

Deposits (0) 2,470,467 - 41,978 - 217,726

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,164,616 - 66,588 - 153,979

U.S. Treasury, General Account 225,126 + 61,185 - 106,286

Foreign official 5,165 - 87 - 31

Other12 (0) 75,560 - 36,487 + 42,569

Deferred availability cash items (0) 433 - 311 + 140

Other liabilities and accrued dividends13 7,493 - 116 + 327

Total liabilities (0) 4,433,401 - 2,029 - 8,494

Capital accounts

Capital paid in 30,856 + 16 + 742

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,856 + 16 + 742

Note: Components may not sum to totals because of rounding.

1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.

2. Face value of the securities.

3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities.

4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been

amortized. For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest

basis.

6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

7. Refer to table 4 and the note on consolidation accompanying table 6.

8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to

the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign

central bank.

9. Revalued daily at current foreign currency exchange rates.

10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.

11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated

financial market utilities. Also includes certain deposit accounts other than the U.S. Treasury, General Account, for services provided by the

Reserve Banks as fiscal agents of the United States.

13. Includes the liability for earnings remittances due to the U.S. Treasury.
H.4.1

6. Statement of Condition of Each Federal Reserve Bank, June 21, 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 1,819 44 46 168 130 273 197 281 27 52 114 185 300

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,406,160 85,847 2,481,012 113,762 127,772 258,153 259,360 185,342 58,780 34,391 62,495 176,388 562,857

Securities held outright1 4,254,154 82,887 2,395,480 109,840 123,367 249,253 250,415 178,924 56,728 33,168 60,334 170,307 543,452

U.S. Treasury securities 2,464,958 48,027 1,387,998 63,644 71,482 144,423 145,096 103,673 32,870 19,218 34,959 98,680 314,889

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

Notes and bonds3 2,464,958 48,027 1,387,998 63,644 71,482 144,423 145,096 103,673 32,870 19,218 34,959 98,680 314,889

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

Mortgage-backed securities4 1,781,099 34,702 1,002,922 45,987 51,650 104,356 104,842 74,911 23,751 13,886 25,260 71,303 227,529

Unamortized premiums on securities 

held outright5 166,663 3,247 93,847 4,303 4,833 9,765 9,810 7,010 2,222 1,299 2,364 6,672 21,291

Unamortized discounts on securities 

held outright5 -14,765 -288 -8,314 -381 -428 -865 -869 -621 -197 -115 -209 -591 -1,886

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

Loans 107 1 0 0 0 0 4 29 27 39 7 0 0

Net portfolio holdings of Maiden

Lane LLC7 1,709 0 1,709 0 0 0 0 0 0 0 0 0 0

Items in process of collection 61 0 0 0 0 0 61 0 0 0 0 0 0

Bank premises 2,198 119 442 71 112 201 203 200 111 88 236 221 193

Central bank liquidity swaps8 42 2 13 2 3 9 2 2 0 0 0 1 6

Foreign currency denominated

assets9 20,537 890 6,578 1,104 1,673 4,438 1,198 860 225 87 199 263 3,024

Other assets10 25,495 538 13,801 653 740 1,673 1,508 1,069 551 218 423 1,090 3,230

Interdistrict settlement account 0 + 2,866 - 26,862 - 2,788 - 4,417 + 3,386 - 8,359 + 40,226 - 174 + 2,005 + 6,595 + 4,578 - 17,056

Total assets 4,474,257 90,852 2,482,150 113,531 126,803 269,321 256,345 229,141 60,012 37,123 70,507 183,922 554,550

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

6. Statement of Condition of Each Federal Reserve Bank, June 21, 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 1,680,298 57,090 525,870 55,923 85,925 122,283 223,040 115,837 52,691 31,484 48,718 143,054 218,383

Less: Notes held by F.R. Banks 171,525 5,863 42,255 7,580 10,034 12,655 27,457 11,011 5,421 2,690 5,542 16,234 24,783

Federal Reserve notes, net 1,508,773 51,227 483,615 48,343 75,891 109,628 195,582 104,826 47,270 28,794 43,176 126,819 193,600

Reverse repurchase agreements11 446,236 8,694 251,272 11,522 12,940 26,145 26,267 18,768 5,950 3,479 6,329 17,864 57,005

Deposits 2,470,467 28,968 1,730,440 51,207 34,361 124,067 31,608 103,405 6,165 4,142 20,433 38,412 297,259

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 2,164,616 28,963 1,480,523 51,204 34,357 123,903 31,600 47,669 6,161 4,142 20,431 38,411 297,252

U.S. Treasury, General Account 225,126 0 225,126 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 75,560 4 19,654 0 0 155 6 55,735 4 0 1 0 1

Deferred availability cash items 433 0 0 0 0 0 52 0 0 381 0 0 0

Earnings remittances due to the U.S.

Treasury13 947 11 563 16 16 13 79 34 18 10 17 59 110

Other liabilities and accrued

dividends 6,545 197 3,209 234 245 610 400 352 154 145 151 255 594

Total liabilities 4,433,401 89,098 2,469,100 111,321 123,453 260,464 253,989 227,384 59,557 36,952 70,105 183,410 548,568

Capital

Capital paid in 30,856 1,321 9,848 1,672 2,535 6,696 1,773 1,338 345 129 305 385 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 4,474,257 90,852 2,482,150 113,531 126,803 269,321 256,345 229,141 60,012 37,123 70,507 183,922 554,550

Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.
H.4.1

6. Statement of Condition of Each Federal Reserve Bank, June 21, 2017 (continued)

1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A.

2. Face value of the securities.

3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities.

4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury securities, Federal

agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis.

6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

7. Refer to table 4 and the note on consolidation below.

8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate

equals the market exchange rate used when the foreign currency was acquired from the foreign central bank.

9. Revalued daily at current foreign currency exchange rates.

10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.

11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, and designated financial market utilities. Also includes certain

deposit accounts other than the U.S. Treasury, General Account, for services provided by the Reserve Banks as fiscal agents of the United States.

13. Represents the estimated weekly remittances due to U.S. Treasury. The amounts on this line represent the residual net earnings that the Federal Reserve Banks remit to the U.S. Treasury after

providing for the costs of operations, payment of dividends, and the amount necessary to maintain a $10 billion surplus.

Note on consolidation:

On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended a loan to Maiden Lane LLC (ML) under the authority of section 13(3) of the Federal Reserve Act. ML was formed to acquire certain

assets of Bear Stearns. On June 14, 2012, the remaining outstanding balance of the senior loan from FRBNY to ML was repaid in full, with interest. On November 15, 2012, the remaining outstanding balance of

the subordinated loan from JPMorgan Chase & Co. to ML was repaid in full, with interest. FRBNY was the primary beneficiary of ML because it received any residual returns and could have absorbed any

residual losses should they have occurred. Consistent with generally accepted accounting principles, the assets and liabilities of ML were consolidated with the assets and liabilities of FRBNY in the preparation

of the statements of condition shown on this release. As a consequence of the consolidation, the extension of credit from FRBNY to ML was eliminated, the net assets of ML appeared as assets on the previous

page (and in table 1 and table 5), and the liabilities of ML to entities other than FRBNY, including those with recourse only to the ML portfolio holdings, were included in other liabilities in this table (and table 1

and table 5).
H.4.1

7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents’ Accounts

Millions of dollars

Wednesday Federal Reserve notes and collateral Jun 21, 2017

Federal Reserve notes outstanding 1,680,298

Less: Notes held by F.R. Banks not subject to collateralization 171,525

Federal Reserve notes to be collateralized 1,508,773

Collateral held against Federal Reserve notes 1,508,773

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,492,536

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,254,154

Less: Face value of securities under reverse repurchase agreements 432,274

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,821,881

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.