FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks May 18, 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 17, 2017 May 10, 2017 May 18, 2016

Wednesday

May 17, 2017

Reserve Bank credit 4,439,125 + 5,137 - 7,901 4,428,020

Securities held outright1 4,254,590 + 8,939 + 8,926 4,251,580

U.S. Treasury securities 2,464,658 - 148 + 2,980 2,464,638

Bills2 0 0 0 0

Notes and bonds, nominal2 2,339,568 - 172 - 2,724 2,339,540

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

Inflation compensation3 18,286 + 23 + 2,033 18,295

Federal agency debt securities2 10,120 - 1,709 - 16,690 8,834

Mortgage-backed securities4 1,779,813 + 10,797 + 22,637 1,778,109

Unamortized premiums on securities held outright5 167,990 + 162 - 15,292 167,838

Unamortized discounts on securities held outright5 -14,845 - 4 + 1,236 -14,879

Repurchase agreements6 9 0 + 9 0

Loans 66 + 25 - 11 67

Primary credit 22 + 21 + 15 23

Secondary credit 0 0 0 0

Seasonal credit 43 + 2 - 26 44

Other credit extensions 0 0 0 0

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

Float -358 - 56 - 178 -419

Central bank liquidity swaps8 36 + 1 - 970 36

Other Federal Reserve assets9 29,929 - 3,929 - 1,616 22,087

Foreign currency denominated assets10 20,242 + 29 - 688 20,538

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,824 + 14 + 955 48,824

Total factors supplying reserve funds 4,524,432 + 5,180 - 7,634 4,513,622

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 17, 2017 May 10, 2017 May 18, 2016

Wednesday

May 17, 2017

Currency in circulation11 1,547,389 + 845 + 95,875 1,548,437

Reverse repurchase agreements12 397,037 - 7,485 + 120,119 407,581

Foreign official and international accounts 234,982 - 6,638 - 14,612 240,311

Others 162,055 - 847 + 134,731 167,270

Treasury cash holdings 248 - 6 + 141 247

Deposits with F.R. Banks, other than reserve balances 291,119 + 3,792 - 48,396 261,993

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 186,080 - 12,933 - 109,259 172,891

Foreign official 5,166 - 5 - 22 5,164

Other13 99,873 + 16,730 + 60,885 83,937

Other liabilities and capital14 48,310 - 105 + 512 47,691

Total factors, other than reserve balances,

absorbing reserve funds 2,284,104 - 2,957 + 168,252 2,265,949

Reserve balances with Federal Reserve Banks 2,240,327 + 8,136 - 175,887 2,247,673

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 17, 2017 May 10, 2017 May 18, 2016

Wednesday

May 17, 2017

Securities held in custody for foreign official and international

accounts 3,234,198 + 12,363 + 14,326 3,233,820

Marketable U.S. Treasury securities1 2,921,912 + 16,568 + 17,679 2,922,061

Federal agency debt and mortgage-backed securities2 250,786 - 4,527 - 15,901 250,340

Other securities3 61,500 + 322 + 12,547 61,419

Securities lent to dealers 24,602 + 2,816 + 7,970 22,730

Overnight facility4 24,602 + 2,816 + 7,970 22,730

U.S. Treasury securities 24,576 + 2,819 + 7,960 22,704

Federal agency debt securities 26 - 3 + 11 26

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 17, 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 66 0 0 0 0 ... 67

U.S. Treasury securities1

Holdings 11,910 44,608 230,777 1,195,573 349,054 632,716 2,464,638

Weekly changes - 8,573 + 6,746 + 7,573 + 24,999 - 35,890 + 4,969 - 177

Federal agency debt securities2

Holdings 0 737 3,706 2,044 0 2,347 8,834

Weekly changes - 2,995 0 0 0 0 0 - 2,995

Mortgage-backed securities3

Holdings 0 0 0 564 11,404 1,766,142 1,778,109

Weekly changes 0 0 0 + 364 + 86 + 8,643 + 9,093

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

Central bank liquidity swaps5 36 0 0 0 0 0 36

Reverse repurchase agreements4 407,581 0 ... ... ... ... 407,581

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 17, 2017

Mortgage-backed securities held outright1 1,778,109

Commitments to buy mortgage-backed securities2 22,007

Commitments to sell mortgage-backed securities2 109

Cash and cash equivalents3 15

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 17, 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 17, 2017 May 10, 2017 May 18, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,835 - 25 - 23

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,404,606 + 5,939 - 3,974

Securities held outright1 4,251,580 + 5,920 + 10,030

U.S. Treasury securities 2,464,638 - 177 + 2,917

Bills2 0 0 0

Notes and bonds, nominal2 2,339,540 - 200 - 2,752

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

Inflation compensation3 18,295 + 23 + 2,000

Federal agency debt securities2 8,834 - 2,995 - 16,262

Mortgage-backed securities4 1,778,109 + 9,093 + 23,376

Unamortized premiums on securities held outright5 167,838 + 107 - 15,253

Unamortized discounts on securities held outright5 -14,879 - 49 + 1,256

Repurchase agreements6 0 - 62 0

Loans 67 + 22 - 7

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

Items in process of collection (0) 59 - 3 - 120

Bank premises 2,198 + 2 - 22

Central bank liquidity swaps8 36 + 1 - 970

Foreign currency denominated assets9 20,538 + 474 - 306

Other assets10 19,890 - 12,740 - 1,214

Total assets (0) 4,467,108 - 6,351 - 6,633

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 17, 2017 May 10, 2017 May 18, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,501,692 + 20 + 95,109

Reverse repurchase agreements11 407,581 - 17,512 + 94,710

Deposits (0) 2,509,667 + 10,960 - 197,561

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,247,674 + 27,756 - 151,955

U.S. Treasury, General Account 172,891 - 15,365 - 104,398

Foreign official 5,164 - 1 - 39

Other12 (0) 83,937 - 1,430 + 58,830

Deferred availability cash items (0) 477 + 64 + 86

Other liabilities and accrued dividends13 6,913 + 53 + 312

Total liabilities (0) 4,426,330 - 6,414 - 7,343

Capital accounts

Capital paid in 30,778 + 62 + 710

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,778 + 62 + 710

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 17, 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 1,835 49 54 172 128 276 187 287 25 53 118 184 302

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,404,606 85,817 2,480,180 113,723 127,728 258,064 259,267 185,265 58,748 34,349 62,471 176,327 562,666

Securities held outright1 4,251,580 82,837 2,394,030 109,774 123,292 249,102 250,264 178,816 56,694 33,147 60,297 170,203 543,123

U.S. Treasury securities 2,464,638 48,020 1,387,817 63,636 71,472 144,404 145,078 103,659 32,865 19,216 34,954 98,667 314,848

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

Notes and bonds3 2,464,638 48,020 1,387,817 63,636 71,472 144,404 145,078 103,659 32,865 19,216 34,954 98,667 314,848

Federal agency debt securities2 8,834 172 4,974 228 256 518 520 372 118 69 125 354 1,129

Mortgage-backed securities4 1,778,109 34,644 1,001,239 45,910 51,564 104,180 104,666 74,785 23,711 13,863 25,218 71,183 227,147

Unamortized premiums on securities 

held outright5 167,838 3,270 94,508 4,333 4,867 9,834 9,880 7,059 2,238 1,309 2,380 6,719 21,441

Unamortized discounts on securities 

held outright5 -14,879 -290 -8,378 -384 -431 -872 -876 -626 -198 -116 -211 -596 -1,901

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

Loans 67 0 20 0 0 0 0 16 14 9 5 0 3

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 59 0 0 0 0 0 58 0 0 0 0 0 0

Bank premises 2,198 119 442 72 109 202 204 200 112 88 236 221 194

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

Foreign currency denominated

assets9 20,538 890 6,578 1,104 1,673 4,438 1,198 860 225 87 199 263 3,024

Other assets10 19,890 438 10,682 515 585 1,357 1,182 837 367 179 353 867 2,527

Interdistrict settlement account 0 - 1,423 - 28,264 - 1,328 - 10,321 - 11,889 - 4,392 + 43,746 + 606 + 1,550 + 6,430 + 7,257 - 1,974

Total assets 4,467,108 86,437 2,476,802 114,818 120,695 253,644 259,881 232,357 60,574 36,588 70,253 186,317 568,740

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 17, 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 1,678,333 56,626 527,416 55,159 85,619 122,476 223,547 115,817 52,424 30,773 48,314 142,605 217,558

Less: Notes held by F.R. Banks 176,642 5,877 44,921 8,106 10,512 12,799 26,467 11,604 5,556 2,894 5,769 16,617 25,521

Federal Reserve notes, net 1,501,692 50,749 482,496 47,053 75,107 109,678 197,079 104,213 46,868 27,879 42,546 125,988 192,038

Reverse repurchase agreements11 407,581 7,941 229,506 10,524 11,819 23,880 23,992 17,142 5,435 3,178 5,780 16,317 52,067

Deposits 2,509,667 25,777 1,748,449 54,804 30,137 110,559 35,957 108,893 7,655 4,792 21,380 43,225 318,040

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 2,247,674 25,770 1,541,660 54,802 30,133 110,339 35,948 53,949 7,646 4,792 21,378 43,225 318,033

U.S. Treasury, General Account 172,891 0 172,891 0 0 0 0 0 0 0 0 0 0

Foreign official 5,164 2 5,137 2 3 9 2 2 0 0 0 1 6

Other12 83,937 5 28,761 0 0 211 7 54,942 9 0 1 0 1

Deferred availability cash items 477 0 0 0 0 0 53 0 0 424 0 0 0

Earnings remittances due to the U.S.

Treasury13 2,074 54 1,035 65 88 192 138 82 30 16 22 79 272

Other liabilities and accrued

dividends 4,839 163 2,297 186 194 480 308 273 132 128 125 196 357

Total liabilities 4,426,330 84,683 2,463,783 112,632 117,345 244,789 257,527 230,603 60,120 36,416 69,853 185,805 562,773

Capital

Capital paid in 30,778 1,321 9,817 1,648 2,535 6,694 1,771 1,335 345 129 303 385 4,494

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 4,467,108 86,437 2,476,802 114,818 120,695 253,644 259,881 232,357 60,574 36,588 70,253 186,317 568,740

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 17, 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 17, 2017

Federal Reserve notes outstanding 1,678,333

Less: Notes held by F.R. Banks not subject to collateralization 176,642

Federal Reserve notes to be collateralized 1,501,692

Collateral held against Federal Reserve notes 1,501,692

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,485,455

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,251,580

Less: Face value of securities under reverse repurchase agreements 396,627

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,854,953

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.