FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks October 19, 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

Oct 18, 2017 Oct 11, 2017 Oct 19, 2016

Wednesday

Oct 18, 2017

Reserve Bank credit 4,432,571 + 13,634 - 2,104 4,430,026

Securities held outright1 4,252,347 + 11,902 + 13,292 4,250,343

U.S. Treasury securities 2,465,609 + 81 + 2,097 2,465,641

Bills2 0 0 0 0

Notes and bonds, nominal2 2,337,326 0 - 3,650 2,337,326

Notes and bonds, inflation-indexed2 109,412 0 + 4,188 109,412

Inflation compensation3 18,871 + 82 + 1,559 18,903

Federal agency debt securities2 6,757 0 - 13,164 6,757

Mortgage-backed securities4 1,779,981 + 11,821 + 24,358 1,777,945

Unamortized premiums on securities held outright5 162,210 + 96 - 14,787 162,045

Unamortized discounts on securities held outright5 -14,378 + 34 + 1,016 -14,365

Repurchase agreements6 0 0 0 0

Loans 165 - 14 + 49 160

Primary credit 5 + 2 - 1 9

Secondary credit 0 0 0 0

Seasonal credit 159 - 16 + 49 151

Other credit extensions 0 0 0 0

Net portfolio holdings of Maiden Lane LLC7 1,706 - 1 - 3 1,705

Float -277 + 41 + 102 -437

Central bank liquidity swaps8 35 - 1 - 205 35

Other Federal Reserve assets9 30,763 + 1,576 - 1,568 30,542

Foreign currency denominated assets10 21,217 + 92 + 210 21,119

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 49,188 + 14 + 786 49,188

Total factors supplying reserve funds 4,519,218 + 13,742 - 1,108 4,516,574

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 18, 2017 Oct 11, 2017 Oct 19, 2016

Wednesday

Oct 18, 2017

Currency in circulation11 1,584,325 - 425 + 107,168 1,585,186

Reverse repurchase agreements12 326,774 - 26,140 - 66,848 348,297

Foreign official and international accounts 227,650 - 2,026 - 12,796 226,840

Others 99,124 - 24,113 - 54,052 121,457

Treasury cash holdings 214 + 9 + 42 216

Deposits with F.R. Banks, other than reserve balances 277,742 + 23,469 - 176,440 280,526

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 178,974 + 9,208 - 213,014 196,106

Foreign official 5,167 + 1 + 2 5,165

Other13 93,601 + 14,260 + 36,572 79,254

Other liabilities and capital14 48,870 + 34 + 893 47,246

Total factors, other than reserve balances,

absorbing reserve funds 2,237,924 - 3,054 - 135,186 2,261,471

Reserve balances with Federal Reserve Banks 2,281,294 + 16,796 + 134,078 2,255,104

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

Oct 18, 2017 Oct 11, 2017 Oct 19, 2016

Wednesday

Oct 18, 2017

Securities held in custody for foreign official and international

accounts 3,365,103 + 4,623 + 242,666 3,365,559

Marketable U.S. Treasury securities1 3,037,225 + 4,092 + 235,888 3,038,068

Federal agency debt and mortgage-backed securities2 263,353 + 302 + 1,999 262,959

Other securities3 64,525 + 229 + 4,780 64,532

Securities lent to dealers 23,736 - 997 + 687 20,090

Overnight facility4 23,736 - 997 + 687 20,090

U.S. Treasury securities 23,736 - 997 + 717 20,089

Federal agency debt securities 0 0 - 30 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, October 18, 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 139 21 0 0 0 ... 160

U.S. Treasury securities1

Holdings 8,701 39,494 321,808 1,133,422 328,922 633,294 2,465,641

Weekly changes + 8,701 - 5,622 - 3,076 + 14 + 20 + 51 + 87

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 1 135 17,433 1,760,376 1,777,945

Weekly changes 0 0 0 + 14 - 32 + 9,804 + 9,785

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

Central bank liquidity swaps5 35 0 0 0 0 0 35

Reverse repurchase agreements4 348,297 0 ... ... ... ... 348,297

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 18, 2017

Mortgage-backed securities held outright1 1,777,945

Commitments to buy mortgage-backed securities2 23,477

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 3

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 18, 2017

Net portfolio holdings of Maiden Lane LLC1 1,705

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

Oct 18, 2017 Oct 11, 2017 Oct 19, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,846 - 9 - 52

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,398,182 + 9,910 + 3,985

Securities held outright1 4,250,343 + 9,872 + 17,596

U.S. Treasury securities 2,465,641 + 87 + 2,121

Bills2 0 0 0

Notes and bonds, nominal2 2,337,326 0 - 3,650

Notes and bonds, inflation-indexed2 109,412 0 + 4,188

Inflation compensation3 18,903 + 87 + 1,583

Federal agency debt securities2 6,757 0 - 11,736

Mortgage-backed securities4 1,777,945 + 9,785 + 27,212

Unamortized premiums on securities held outright5 162,045 - 1 - 14,690

Unamortized discounts on securities held outright5 -14,365 + 38 + 1,014

Repurchase agreements6 0 0 0

Loans 160 + 2 + 66

Net portfolio holdings of Maiden Lane LLC7 1,705 - 1 - 4

Items in process of collection (0) 57 - 36 - 19

Bank premises 2,197 - 1 - 6

Central bank liquidity swaps8 35 - 1 - 145

Foreign currency denominated assets9 21,119 - 124 + 96

Other assets10 28,345 + 569 - 1,515

Total assets (0) 4,469,723 + 10,308 + 2,341

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 18, 2017 Oct 11, 2017 Oct 19, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,538,055 - 331 + 107,366

Reverse repurchase agreements11 348,297 - 11,978 - 82,871

Deposits (0) 2,535,629 + 23,731 - 22,778

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,255,104 - 12,635 + 149,293

U.S. Treasury, General Account 196,106 + 40,799 - 213,587

Foreign official 5,165 - 1 0

Other12 (0) 79,254 - 4,433 + 41,517

Deferred availability cash items (0) 494 + 51 - 9

Other liabilities and accrued dividends13 6,026 - 1,172 - 410

Total liabilities (0) 4,428,502 + 10,302 + 1,299

Capital accounts

Capital paid in 31,220 + 5 + 1,041

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 41,220 + 5 + 1,041

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, October 18, 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 1,846 49 49 185 131 266 198 293 29 52 106 190 299

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,398,182 85,693 2,476,496 113,555 127,539 257,683 258,887 184,994 58,686 34,358 62,392 176,070 561,831

Securities held outright1 4,250,343 82,812 2,393,334 109,742 123,256 249,030 250,191 178,764 56,677 33,138 60,280 170,154 542,965

U.S. Treasury securities 2,465,641 48,040 1,388,382 63,662 71,501 144,463 145,137 103,702 32,879 19,223 34,969 98,707 314,976

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

Notes and bonds3 2,465,641 48,040 1,388,382 63,662 71,501 144,463 145,137 103,702 32,879 19,223 34,969 98,707 314,976

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

Mortgage-backed securities4 1,777,945 34,641 1,001,146 45,906 51,559 104,171 104,656 74,778 23,709 13,862 25,215 71,176 227,126

Unamortized premiums on securities 

held outright5 162,045 3,157 91,246 4,184 4,699 9,494 9,539 6,815 2,161 1,263 2,298 6,487 20,701

Unamortized discounts on securities 

held outright5 -14,365 -280 -8,089 -371 -417 -842 -846 -604 -192 -112 -204 -575 -1,835

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

Loans 160 3 5 0 0 0 3 18 39 69 18 4 0

Net portfolio holdings of Maiden

Lane LLC7 1,705 0 1,705 0 0 0 0 0 0 0 0 0 0

Items in process of collection 57 0 0 0 0 0 57 0 0 0 0 0 0

Bank premises 2,197 117 441 72 119 198 203 203 110 88 236 219 191

Central bank liquidity swaps8 35 2 11 2 3 8 2 1 0 0 0 0 5

Foreign currency denominated

assets9 21,119 915 6,764 1,135 1,720 4,563 1,232 884 231 89 205 270 3,110

Other assets10 28,345 601 15,509 728 830 1,841 1,681 1,189 456 239 472 1,199 3,600

Interdistrict settlement account 0 - 9,626 + 3,769 + 634 - 8,977 - 11,952 + 439 + 43,967 - 1,406 + 1,734 + 5,972 + 4,728 - 29,283

Total assets 4,469,723 78,296 2,510,155 116,869 122,155 253,794 264,873 232,691 58,597 36,841 69,828 183,875 541,749

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 18, 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 1,726,018 56,059 564,744 54,947 85,021 121,145 232,755 116,848 52,282 31,218 48,296 142,153 220,550

Less: Notes held by F.R. Banks 187,963 6,641 48,473 6,764 10,008 14,279 26,935 12,148 5,609 3,431 5,776 18,928 28,972

Federal Reserve notes, net 1,538,055 49,417 516,272 48,182 75,014 106,867 205,820 104,700 46,673 27,787 42,520 123,225 191,578

Reverse repurchase agreements11 348,297 6,786 196,123 8,993 10,100 20,407 20,502 14,649 4,644 2,716 4,940 13,943 44,494

Deposits 2,535,629 20,140 1,781,789 57,161 33,469 117,147 35,702 111,267 6,625 5,567 21,799 45,915 299,049

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 2,255,104 20,135 1,560,826 57,159 33,465 116,759 35,693 52,125 6,622 5,567 21,798 45,914 299,043

U.S. Treasury, General Account 196,106 0 196,106 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 79,254 3 19,719 0 0 379 7 59,141 3 0 1 0 1

Deferred availability cash items 494 0 0 0 0 0 58 0 0 436 0 0 0

Earnings remittances due to the U.S.

Treasury13 1,148 18 694 19 22 14 91 42 20 11 18 66 135

Other liabilities and accrued

dividends 4,877 166 2,192 193 201 491 329 285 143 137 143 210 390

Total liabilities 4,428,502 76,527 2,497,069 114,549 118,806 244,925 262,501 230,943 58,105 36,654 69,420 183,358 535,645

Capital

Capital paid in 31,220 1,336 9,883 1,783 2,535 6,708 1,788 1,330 382 145 311 389 4,631

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 4,469,723 78,296 2,510,155 116,869 122,155 253,794 264,873 232,691 58,597 36,841 69,828 183,875 541,749

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 18, 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 Oct 18, 2017

Federal Reserve notes outstanding 1,726,018

Less: Notes held by F.R. Banks not subject to collateralization 187,963

Federal Reserve notes to be collateralized 1,538,055

Collateral held against Federal Reserve notes 1,538,055

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,521,819

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,250,343

Less: Face value of securities under reverse repurchase agreements 332,096

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,918,247

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.