FEDERAL RESERVE statistical release

H.4.1

Factors Affecting Reserve Balances of Depository Institutions and

Condition Statement of Federal Reserve Banks June 29, 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 28, 2017 Jun 21, 2017 Jun 29, 2016

Wednesday

Jun 28, 2017

Reserve Bank credit 4,431,065 + 819 - 5,021 4,423,721

Securities held outright1 4,249,680 + 297 + 10,229 4,243,422

U.S. Treasury securities 2,465,014 + 88 + 2,761 2,465,046

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 18,671 + 88 + 1,643 18,703

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

Mortgage-backed securities4 1,776,569 + 209 + 24,468 1,770,280

Unamortized premiums on securities held outright5 166,356 - 257 - 14,853 166,068

Unamortized discounts on securities held outright5 -14,745 + 31 + 1,182 -14,733

Repurchase agreements6 0 0 0 0

Loans 133 + 32 + 1 192

Primary credit 30 + 12 + 23 84

Secondary credit 0 0 0 0

Seasonal credit 103 + 20 - 22 108

Other credit extensions 0 0 0 0

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

Float -284 - 21 - 5 -744

Central bank liquidity swaps8 35 - 7 + 33 35

Other Federal Reserve assets9 28,182 + 747 - 1,604 27,773

Foreign currency denominated assets10 20,629 + 29 - 627 20,734

Gold stock 11,041 0 0 11,041

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

Treasury currency outstanding11 48,949 + 14 + 930 48,949

Total factors supplying reserve funds 4,516,885 + 863 - 4,717 4,509,646

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 28, 2017 Jun 21, 2017 Jun 29, 2016

Wednesday

Jun 28, 2017

Currency in circulation11 1,555,877 + 1,167 + 97,272 1,559,134

Reverse repurchase agreements12 448,132 + 39,298 + 89,091 504,865

Foreign official and international accounts 239,395 - 3,020 - 13,510 241,166

Others 208,737 + 42,317 + 102,601 263,699

Treasury cash holdings 198 - 4 + 105 187

Deposits with F.R. Banks, other than reserve balances 302,397 + 8,434 - 97,458 280,028

Term deposits held by depository institutions 0 0 0 0

U.S. Treasury, General Account 208,365 - 3,910 - 128,728 197,597

Foreign official 5,165 - 11 - 157 5,165

Other13 88,867 + 12,355 + 31,428 77,266

Other liabilities and capital14 47,539 - 954 - 125 47,324

Total factors, other than reserve balances,

absorbing reserve funds 2,354,143 + 47,941 + 88,885 2,391,538

Reserve balances with Federal Reserve Banks 2,162,742 - 47,078 - 93,602 2,118,108

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 28, 2017 Jun 21, 2017 Jun 29, 2016

Wednesday

Jun 28, 2017

Securities held in custody for foreign official and international

accounts 3,307,944 + 17,916 + 82,947 3,311,175

Marketable U.S. Treasury securities1 2,985,481 + 19,435 + 73,426 2,988,792

Federal agency debt and mortgage-backed securities2 260,524 - 1,690 - 2,088 260,308

Other securities3 61,939 + 172 + 11,609 62,076

Securities lent to dealers 25,135 - 476 + 1,183 23,577

Overnight facility4 25,135 - 476 + 1,183 23,577

U.S. Treasury securities 25,134 - 476 + 1,196 23,576

Federal agency debt securities 0 0 - 14 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 28, 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 163 28 0 0 0 ... 192

U.S. Treasury securities1

Holdings 12,885 34,924 256,069 1,174,374 353,845 632,949 2,465,046

Weekly changes 0 + 1 + 2 + 13 + 19 + 52 + 88

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 0 620 10,980 1,758,679 1,770,280

Weekly changes 0 0 0 - 181 - 424 - 10,216 - 10,819

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

Central bank liquidity swaps5 35 0 0 0 0 0 35

Reverse repurchase agreements4 504,865 0 ... ... ... ... 504,865

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 28, 2017

Mortgage-backed securities held outright1 1,770,280

Commitments to buy mortgage-backed securities2 22,547

Commitments to sell mortgage-backed securities2 0

Cash and cash equivalents3 4

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 28, 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 28, 2017 Jun 21, 2017 Jun 29, 2016

Assets

Gold certificate account 11,037 0 0

Special drawing rights certificate account 5,200 0 0

Coin 1,819 0 - 34

Securities, unamortized premiums and discounts,

repurchase agreements, and loans 4,394,948 - 11,212 - 1,056

Securities held outright1 4,243,422 - 10,732 + 12,482

U.S. Treasury securities 2,465,046 + 88 + 2,743

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 18,703 + 88 + 1,626

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

Mortgage-backed securities4 1,770,280 - 10,819 + 26,739

Unamortized premiums on securities held outright5 166,068 - 595 - 14,750

Unamortized discounts on securities held outright5 -14,733 + 32 + 1,177

Repurchase agreements6 0 0 0

Loans 192 + 85 + 36

Net portfolio holdings of Maiden Lane LLC7 1,709 0 - 3

Items in process of collection (0) 93 + 32 - 44

Bank premises 2,197 - 1 - 23

Central bank liquidity swaps8 35 - 7 + 33

Foreign currency denominated assets9 20,734 + 197 - 513

Other assets10 25,576 + 81 - 1,494

Total assets (0) 4,463,347 - 10,910 - 3,135

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 28, 2017 Jun 21, 2017 Jun 29, 2016

Liabilities

Federal Reserve notes, net of F.R. Bank holdings 1,512,186 + 3,413 + 95,438

Reverse repurchase agreements11 504,865 + 58,629 + 101,138

Deposits (0) 2,398,136 - 72,331 - 199,777

Term deposits held by depository institutions 0 0 0

Other deposits held by depository institutions 2,118,108 - 46,508 - 81,011

U.S. Treasury, General Account 197,597 - 27,529 - 149,035

Foreign official 5,165 0 - 29

Other12 (0) 77,266 + 1,706 + 30,298

Deferred availability cash items (0) 836 + 403 - 570

Other liabilities and accrued dividends13 6,481 - 1,012 - 94

Total liabilities (0) 4,422,504 - 10,897 - 3,865

Capital accounts

Capital paid in 30,843 - 13 + 730

Surplus 10,000 0 0

Other capital accounts 0 0 0

Total capital 40,843 - 13 + 730

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 28, 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 47 169 128 272 198 279 26 50 112 183 309

Securities, unamortized premiums and

discounts, repurchase agreements,

and loans 4,394,948 85,626 2,474,653 113,471 127,444 257,491 258,696 184,861 58,634 34,309 62,333 175,958 561,474

Securities held outright1 4,243,422 82,678 2,389,436 109,563 123,055 248,624 249,783 178,473 56,585 33,084 60,182 169,877 542,081

U.S. Treasury securities 2,465,046 48,028 1,388,047 63,646 71,484 144,428 145,102 103,677 32,871 19,219 34,960 98,683 314,900

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

Notes and bonds3 2,465,046 48,028 1,388,047 63,646 71,484 144,428 145,102 103,677 32,871 19,219 34,960 98,683 314,900

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

Mortgage-backed securities4 1,770,280 34,492 996,830 45,708 51,336 103,722 104,205 74,456 23,606 13,802 25,107 70,870 226,147

Unamortized premiums on securities 

held outright5 166,068 3,236 93,511 4,288 4,816 9,730 9,775 6,985 2,214 1,295 2,355 6,648 21,215

Unamortized discounts on securities 

held outright5 -14,733 -287 -8,296 -380 -427 -863 -867 -620 -196 -115 -209 -590 -1,882

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

Loans 192 0 1 0 0 0 4 23 31 46 5 23 60

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 93 0 0 0 0 0 92 0 0 0 0 0 0

Bank premises 2,197 118 442 72 112 200 203 200 111 89 237 221 193

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

Foreign currency denominated

assets9 20,734 899 6,641 1,115 1,689 4,480 1,209 868 227 88 201 265 3,053

Other assets10 25,576 542 13,908 659 746 1,673 1,523 1,083 404 219 426 1,139 3,252

Interdistrict settlement account 0 + 1,122 - 63,113 - 1,686 + 2,691 + 9,507 - 808 + 41,964 + 1,121 + 3,088 + 5,976 + 4,541 - 4,402

Total assets 4,463,347 88,898 2,439,707 114,359 133,602 274,820 263,290 230,417 61,015 38,125 69,730 183,505 565,879

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 28, 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 1,682,809 57,039 528,878 55,875 85,977 122,224 223,093 115,680 52,733 31,455 48,769 142,884 218,201

Less: Notes held by F.R. Banks 170,624 5,944 43,527 7,438 9,946 12,477 26,807 10,918 5,319 2,764 5,494 15,727 24,262

Federal Reserve notes, net 1,512,186 51,094 485,350 48,437 76,031 109,748 196,286 104,763 47,414 28,691 43,275 127,157 193,940

Reverse repurchase agreements11 504,865 9,837 284,285 13,035 14,641 29,580 29,718 21,234 6,732 3,936 7,160 20,211 64,495

Deposits 2,398,136 26,003 1,654,083 50,429 39,309 125,960 34,423 102,319 6,266 4,416 18,720 35,348 300,860

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 2,118,108 25,998 1,430,754 50,427 39,306 125,819 34,414 45,794 6,263 4,415 18,718 35,347 300,853

U.S. Treasury, General Account 197,597 0 197,597 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 77,266 3 20,595 0 0 132 6 56,524 2 0 1 1 1

Deferred availability cash items 836 0 0 0 0 0 57 0 0 760 19 0 0

Earnings remittances due to the U.S.

Treasury13 1,534 36 792 46 61 119 107 60 10 13 20 68 201

Other liabilities and accrued

dividends 4,947 174 2,145 202 211 559 342 294 139 137 135 207 403

Total liabilities 4,422,504 87,144 2,426,656 112,149 130,253 265,966 260,933 228,670 60,561 37,953 69,328 182,992 559,898

Capital

Capital paid in 30,843 1,321 9,848 1,672 2,535 6,693 1,773 1,329 344 129 305 385 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 4,463,347 88,898 2,439,707 114,359 133,602 274,820 263,290 230,417 61,015 38,125 69,730 183,505 565,879

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 28, 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 28, 2017

Federal Reserve notes outstanding 1,682,809

Less: Notes held by F.R. Banks not subject to collateralization 170,624

Federal Reserve notes to be collateralized 1,512,186

Collateral held against Federal Reserve notes 1,512,186

Gold certificate account 11,037

Special drawing rights certificate account 5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,495,949

Other assets pledged 0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,243,422

Less: Face value of securities under reverse repurchase agreements 482,191

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,761,231

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.