FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks October 13, 2016

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

Oct 12, 2016 Oct 5, 2016 Oct 14, 2015

Wednesday

Oct 12, 2016

Reserve Bank credit 4,417,421 - 898 - 33,968 4,418,003

Securities held outright1 4,220,858 + 27 - 19,547 4,220,866

U.S. Treasury securities 2,463,489 + 27 + 1,604 2,463,497

Bills2 0 0 0 0

Notes and bonds, nominal2 2,340,976 - 96 - 5,663 2,340,976

Notes and bonds, inflation-indexed2 105,224 + 96 + 6,690 105,224

Inflation compensation3 17,289 + 28 + 578 17,297

Federal agency debt securities2 20,492 0 - 14,601 20,492

Mortgage-backed securities4 1,736,877 0 - 6,550 1,736,877

Unamortized premiums on securities held outright5 176,523 - 388 - 16,645 176,434

Unamortized discounts on securities held outright5 -15,426 + 37 + 1,538 -15,417

Repurchase agreements6 0 0 0 0

Loans 170 - 25 - 44 150

Primary credit 6 0 - 4 10

Secondary credit 0 0 0 0

Seasonal credit 165 - 24 - 38 141

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,708 0 + 5 1,709

Float -353 + 328 - 464 -479

Central bank liquidity swaps8 3,220 - 3,783 + 3,075 3,220

Other Federal Reserve assets9 30,721 + 2,904 - 1,886 31,521

Foreign currency denominated assets10 21,165 - 312 + 962 20,974

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,239 + 14 + 861 48,239

Total factors supplying reserve funds 4,503,066 - 1,197 - 32,145 4,503,457

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

Oct 12, 2016 Oct 5, 2016 Oct 14, 2015

Wednesday

Oct 12, 2016

Currency in circulation11 1,478,150 + 6,570 + 85,464 1,478,837

Reverse repurchase agreements12 449,450 - 143,741 + 170,284 423,100

Foreign official and international accounts 230,579 - 14,853 + 59,202 234,429

Others 218,871 - 128,888 + 111,082 188,671

Treasury cash holdings 156 + 13 - 66 172

Deposits with F.R. Banks, other than reserve balances 397,766 + 5,115 + 299,124 392,390

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 356,185 + 8,425 + 289,746 342,875

Foreign official 5,172 + 3 - 149 5,165

Other13 36,408 - 3,314 + 9,526 44,350

Other liabilities and capital14 47,778 + 1,014 - 19,536 46,873

Total factors, other than reserve balances,

absorbing reserve funds 2,373,300 - 131,028 + 535,269 2,341,371

Reserve balances with Federal Reserve Banks 2,129,766 + 129,831 - 567,414 2,162,086

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 and Federal agency debt securities, amortization is on a straight-line basis. For 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

Oct 12, 2016 Oct 5, 2016 Oct 14, 2015

Wednesday

Oct 12, 2016

Securities held in custody for foreign official and international

accounts 3,146,132 - 6,330 - 168,311 3,126,436

Marketable U.S. Treasury securities1 2,824,870 - 7,098 - 162,933 2,804,995

Federal agency debt and mortgage-backed securities2 261,247 + 490 - 19,643 261,274

Other securities3 60,015 + 278 + 14,264 60,167

Securities lent to dealers 27,036 + 371 + 14,099 24,001

Overnight facility4 27,036 + 371 + 14,099 24,001

U.S. Treasury securities 26,994 + 363 + 14,104 23,967

Federal agency debt securities 42 + 8 - 5 34

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, October 12, 2016

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 28 123 0 0 0 ... 150

U.S. Treasury securities1

Holdings 0 42,341 149,984 1,202,716 433,457 634,999 2,463,497

Weekly changes 0 0 + 1 + 4 + 4 + 15 + 24

Federal agency debt securities2

Holdings 1,999 2,313 9,423 4,410 0 2,347 20,492

Weekly changes 0 0 0 0 0 0 0

Mortgage-backed securities3

Holdings 0 0 0 1,597 11,292 1,723,988 1,736,877

Weekly changes 0 0 0 0 0 0 0

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

Central bank liquidity swaps5 3,220 0 0 0 0 0 3,220

Reverse repurchase agreements4 423,100 0 ... ... ... ... 423,100

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 Oct 12, 2016

Mortgage-backed securities held outright1 1,736,877

Commitments to buy mortgage-backed securities2 53,927

Commitments to sell mortgage-backed securities2 20

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 Oct 12, 2016

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 June 30, 2016. 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

Oct 12, 2016 Oct 5, 2016 Oct 14, 2015

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,901 - 21 + 2

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,382,033 - 275 - 48,193

Securities held outright1 4,220,866 + 24 - 32,589

U.S. Treasury securities 2,463,497 + 24 + 1,623

Bills2 0 0 0

Notes and bonds, nominal2 2,340,976 0 - 5,663

Notes and bonds, inflation-indexed2 105,224 0 + 6,690

Inflation compensation3 17,297 + 24 + 597

Federal agency debt securities2 20,492 0 - 14,601

Mortgage-backed securities4 1,736,877 0 - 19,611

Unamortized premiums on securities held outright5 176,434 - 307 - 17,070

Unamortized discounts on securities held outright5 -15,417 + 31 + 1,536

Repurchase agreements6 0 0 0

Loans 150 - 23 - 70

Net portfolio holdings of Maiden Lane LLC7 1,709 + 1 + 4

Items in process of collection (0) 104 + 43 - 585

Bank premises 2,201 0 - 33

Central bank liquidity swaps8 3,220 - 3,783 + 3,075

Foreign currency denominated assets9 20,974 - 281 + 642

Other assets10 29,320 + 2,607 - 1,918

Total assets (0) 4,457,698 - 1,709 - 47,006

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

Oct 12, 2016 Oct 5, 2016 Oct 14, 2015

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,432,666 + 3,650 + 84,916

Reverse repurchase agreements11 423,100 - 113,488 + 160,654

Deposits (0) 2,554,476 + 107,719 - 271,759

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,162,086 + 98,703 - 557,895

U.S. Treasury, General Account 342,875 + 667 + 285,335

Foreign official 5,165 0 - 133

Other12 (0) 44,350 + 8,349 + 934

Deferred availability cash items (0) 583 + 22 + 59

Other liabilities and accrued dividends13 6,698 + 388 - 2,468

Total liabilities (0) 4,417,522 - 1,709 - 28,599

Capital accounts

Capital paid in 30,176 0 + 885

Surplus 10,000 0 - 19,291

Other capital accounts 0 0 0

Total capital 40,176 0 - 18,407

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 and Federal agency debt securities, amortization is on a straight-line basis. For 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, October 12, 2016

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 11,037 355 3,588 359 586 760 1,541 753 360 193 296 875 1,371

Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574

Coin 1,901 46 74 159 134 300 185 279 31 54 129 192 317

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,382,033 107,642 2,493,585 118,978 131,230 267,793 245,254 174,607 55,343 32,371 61,002 155,984 538,244

Securities held outright1 4,220,866 103,687 2,401,956 114,606 126,408 257,953 236,238 168,180 53,271 31,119 58,743 150,241 518,465

U.S. Treasury securities 2,463,497 60,516 1,401,895 66,889 73,778 150,553 137,880 98,158 31,091 18,162 34,285 87,688 302,601

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

Notes and bonds3 2,463,497 60,516 1,401,895 66,889 73,778 150,553 137,880 98,158 31,091 18,162 34,285 87,688 302,601

Federal agency debt securities2 20,492 503 11,661 556 614 1,252 1,147 817 259 151 285 729 2,517

Mortgage-backed securities4 1,736,877 42,667 988,400 47,160 52,017 106,147 97,212 69,206 21,921 12,805 24,173 61,824 213,347

Unamortized premiums on securities 

held outright5 176,434 4,334 100,403 4,791 5,284 10,783 9,875 7,030 2,227 1,301 2,455 6,280 21,672

Unamortized discounts on securities 

held outright5 -15,417 -379 -8,773 -419 -462 -942 -863 -614 -195 -114 -215 -549 -1,894

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

Loans 150 0 0 0 0 0 4 11 41 66 18 12 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 104 0 0 0 0 0 103 0 0 1 0 0 0

Bank premises 2,201 118 429 72 105 205 207 201 114 90 240 224 196

Central bank liquidity swaps8 3,220 142 1,062 177 245 718 179 86 33 14 32 41 490

Foreign currency denominated

assets9 20,974 927 6,922 1,154 1,597 4,677 1,164 562 215 90 209 266 3,190

Other assets10 29,320 755 16,231 800 883 1,958 1,661 1,185 448 240 462 1,084 3,614

Interdistrict settlement account 0 - 18,746 - 26,313 - 11,059 - 2,259 - 15,552 + 13,676 - 410 + 5,654 + 2,015 + 215 + 23,475 + 29,304

Total assets 4,457,698 91,435 2,499,105 110,849 132,759 261,272 264,624 177,686 62,349 35,158 62,738 182,422 577,301

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, October 12, 2016 (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 1,616,393 50,071 525,287 51,217 80,843 113,903 224,135 108,277 49,792 28,055 41,850 133,865 209,098

Less: Notes held by F.R. Banks 183,727 6,240 50,371 6,747 9,835 13,861 27,731 12,517 5,379 3,136 5,864 15,535 26,512

Federal Reserve notes, net 1,432,666 43,831 474,917 44,471 71,007 100,043 196,404 95,760 44,413 24,919 35,985 118,330 182,587

Reverse repurchase agreements11 423,100 10,394 240,772 11,488 12,671 25,857 23,681 16,858 5,340 3,119 5,888 15,060 51,971

Deposits 2,554,476 35,266 1,767,022 52,487 45,658 125,992 41,720 63,240 11,996 6,390 20,318 48,234 336,152

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 2,162,086 35,262 1,382,013 52,485 45,655 125,662 41,710 56,234 11,982 6,389 20,316 48,233 336,143

U.S. Treasury, General Account 342,875 0 342,875 0 0 0 0 0 0 0 0 0 0

Foreign official 5,165 2 5,138 2 3 9 2 1 0 0 0 1 6

Other12 44,350 2 36,997 0 0 321 8 7,005 13 0 1 0 3

Deferred availability cash items 583 0 0 0 0 0 175 0 0 408 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,679 33 1,051 35 36 48 94 72 20 12 27 64 187

Other liabilities and accrued

dividends 5,018 163 2,304 197 204 520 332 259 145 142 129 219 406

Total liabilities 4,417,522 89,686 2,486,066 108,678 129,577 252,461 262,406 176,190 61,913 34,989 62,348 181,908 571,302

Capital

Capital paid in 30,176 1,307 9,741 1,621 2,420 6,581 1,663 1,227 333 127 291 388 4,477

Surplus 10,000 442 3,299 550 762 2,230 555 268 103 43 100 127 1,521

Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0

Total liabilities and capital 4,457,698 91,435 2,499,105 110,849 132,759 261,272 264,624 177,686 62,349 35,158 62,738 182,422 577,301

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, October 12, 2016 (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 and Federal

agency debt securities, amortization is on a straight-line basis. For 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 Oct 12, 2016

Federal Reserve notes outstanding 1,616,393

Less: Notes held by F.R. Banks not subject to collateralization 183,727

Federal Reserve notes to be collateralized 1,432,666

Collateral held against Federal Reserve notes 1,432,666

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,416,429

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,220,866

Less: Face value of securities under reverse repurchase agreements 396,326

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,824,540

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.