FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks June 2, 2016 1. Factors Affecting Reserve Balances of Depository Institutions Millions of dollars Reserve Bank credit, related items, and Averages of daily figures Wednesday reserve balances of depository institutions at Week ended Change from week ended Jun 1, 2016 Federal Reserve Banks Jun 1, 2016 May 25, 2016 Jun 3, 2015 Reserve Bank credit 4,421,884 - 9,402 - 5,060 4,422,030 Securities held outright (1) 4,229,891 - 8,125 + 10,838 4,229,933 U.S. Treasury securities 2,461,719 - 46 + 996 2,461,761 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,341,290 - 973 - 5,353 2,339,286 Notes and bonds, inflation-indexed (2) 103,935 + 801 + 5,401 105,939 Inflation compensation (3) 16,494 + 126 + 948 16,536 Federal agency debt securities (2) 25,096 0 - 10,799 25,096 Mortgage-backed securities (4) 1,743,075 - 8,079 + 20,640 1,743,076 Unamortized premiums on securities held outright (5) 182,157 - 571 - 17,255 182,112 Unamortized discounts on securities held outright (5) -16,053 + 58 + 1,608 -16,059 Repurchase agreements (6) 0 - 87 0 0 Loans 85 + 1 - 22 89 Primary credit 4 - 3 - 9 1 Secondary credit 0 0 0 0 Seasonal credit 82 + 5 - 12 88 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 + 14 1,713 Float -794 - 649 - 469 -328 Central bank liquidity swaps (8) 801 - 205 + 801 801 Other Federal Reserve assets (9) 24,084 + 176 - 575 23,770 Foreign currency denominated assets (10) 20,686 - 25 + 1,101 20,730 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 47,833 + 14 + 950 47,833 Total factors supplying reserve funds 4,506,643 - 9,414 - 3,010 4,506,834 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 1. Factors Affecting Reserve Balances of Depository Institutions (continued) Millions of dollars Reserve Bank credit, related items, and Averages of daily figures Wednesday reserve balances of depository institutions at Week ended Change from week ended Jun 1, 2016 Federal Reserve Banks Jun 1, 2016 May 25, 2016 Jun 3, 2015 Currency in circulation (11) 1,457,609 + 5,485 + 89,300 1,459,455 Reverse repurchase agreements (12) 300,865 - 8,987 + 15,468 302,674 Foreign official and international accounts 245,955 - 197 + 93,633 241,488 Others 54,910 - 8,790 - 78,166 61,186 Treasury cash holdings 112 + 8 - 55 111 Deposits with F.R. Banks, other than reserve balances 306,905 - 67,142 - 37,932 296,861 Term deposits held by depository institutions 0 - 66,820 - 145,702 0 U.S. Treasury, General Account 267,948 - 671 + 82,154 259,693 Foreign official 5,192 + 13 - 40 5,179 Other (13) 33,766 + 337 + 25,657 31,989 Other liabilities and capital (14) 47,199 - 194 - 18,979 46,763 Total factors, other than reserve balances, absorbing reserve funds 2,112,690 - 70,830 + 47,802 2,105,865 Reserve balances with Federal Reserve Banks 2,393,953 + 61,416 - 50,812 2,400,969 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. 1A. Memorandum Items Millions of dollars Memorandum item Averages of daily figures Wednesday Week ended Change from week ended Jun 1, 2016 Jun 1, 2016 May 25, 2016 Jun 3, 2015 Securities held in custody for foreign official and international accounts 3,229,925 + 11,799 - 123,685 3,249,818 Marketable U.S. Treasury securities (1) 2,915,265 + 11,556 - 106,878 2,935,080 Federal agency debt and mortgage-backed securities (2) 265,117 - 587 - 22,358 265,182 Other securities (3) 49,544 + 832 + 5,552 49,556 Securities lent to dealers 22,020 + 616 + 11,086 23,822 Overnight facility (4) 22,020 + 616 + 11,086 23,822 U.S. Treasury securities 22,004 + 615 + 11,345 23,802 Federal agency debt securities 16 + 1 - 258 20 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 1, 2016 Millions of dollars Remaining Maturity Within 15 16 days to 91 days to Over 1 year Over 5 year Over 10 All days 90 days 1 year to 5 years to 10 years years Loans 27 62 0 0 0 ... 89 U.S. Treasury securities (1) Holdings 0 30,734 147,354 1,197,951 449,610 636,112 2,461,761 Weekly changes - 25,248 + 3 + 11,913 + 5,005 + 8,378 + 73 + 124 Federal agency debt securities (2) Holdings 0 2,604 13,658 6,487 0 2,347 25,096 Weekly changes 0 0 0 0 0 0 0 Mortgage-backed securities (3) Holdings 0 0 0 886 9,189 1,733,000 1,743,076 Weekly changes 0 0 0 + 1 0 0 + 2 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 801 0 0 0 0 0 801 Reverse repurchase agreements (4) 302,674 0 ... ... ... ... 302,674 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. 3. Supplemental Information on Mortgage-Backed Securities Millions of dollars Account name Wednesday Jun 1, 2016 Mortgage-backed securities held outright (1) 1,743,076 Commitments to buy mortgage-backed securities (2) 35,455 Commitments to sell mortgage-backed securities (2) 129 Cash and cash equivalents (3) 11 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 Account name Wednesday Jun 1, 2016 Net portfolio holdings of Maiden Lane LLC (1) 1,713 Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 0 Accrued interest payable to the Federal Reserve Bank of New York (2) 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, 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. 5. Consolidated Statement of Condition of All Federal Reserve Banks Millions of dollars Assets, liabilities, and capital Eliminations Wednesday Change since from Jun 1, 2016 Wednesday Wednesday consolidation May 25, 2016 Jun 3, 2015 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,828 - 9 + 33 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,396,075 - 770 - 4,755 Securities held outright (1) 4,229,933 + 126 + 10,853 U.S. Treasury securities 2,461,761 + 124 + 1,012 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,339,286 - 2,806 - 7,357 Notes and bonds, inflation-indexed (2) 105,939 + 2,805 + 7,405 Inflation compensation (3) 16,536 + 125 + 964 Federal agency debt securities (2) 25,096 0 - 10,799 Mortgage-backed securities (4) 1,743,076 + 2 + 20,640 Unamortized premiums on securities held outright (5) 182,112 - 285 - 17,164 Unamortized discounts on securities held outright (5) -16,059 + 30 + 1,591 Repurchase agreements (6) 0 - 610 0 Loans 89 - 31 - 35 Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 + 13 Items in process of collection (0) 240 + 96 + 160 Bank premises 2,214 - 6 - 23 Central bank liquidity swaps (8) 801 - 205 + 801 Foreign currency denominated assets (9) 20,730 + 63 + 880 Other assets (10) 21,556 + 1,114 - 1,075 Total assets (0) 4,461,393 + 282 - 3,967 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 5. Consolidated Statement of Condition of All Federal Reserve Banks (continued) Millions of dollars Assets, liabilities, and capital Eliminations Wednesday Change since from Jun 1, 2016 Wednesday Wednesday consolidation May 25, 2016 Jun 3, 2015 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,413,557 + 5,069 + 89,774 Reverse repurchase agreements (11) 302,674 - 9,049 + 60,088 Deposits (0) 2,697,830 + 3,393 - 134,814 Term deposits held by depository institutions 0 - 66,820 - 145,702 Other deposits held by depository institutions 2,400,969 + 60,982 - 89,075 U.S. Treasury, General Account 259,693 + 2,601 + 75,594 Foreign official 5,179 0 - 52 Other (12) (0) 31,989 + 6,630 + 24,420 Deferred availability cash items (0) 568 + 293 + 197 Other liabilities and accrued dividends (13) 6,673 + 578 - 1,053 Total liabilities (0) 4,421,303 + 285 + 14,193 Capital accounts Capital paid in 30,090 - 4 + 965 Surplus 10,000 0 - 19,125 Other capital accounts 0 0 0 Total capital 40,090 - 4 - 18,160 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. 6. Statement of Condition of Each Federal Reserve Bank, June 1, 2016 Millions of dollars Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San City 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 1,828 51 60 131 134 297 176 269 23 52 145 184 305 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,396,075 107,988 2,501,611 119,361 131,652 268,655 246,045 175,168 55,513 32,438 61,193 156,474 539,977 Securities held outright (1) 4,229,933 103,909 2,407,116 114,852 126,679 258,507 236,746 168,541 53,385 31,185 58,870 150,563 519,579 U.S. Treasury securities 2,461,761 60,474 1,400,907 66,842 73,726 150,447 137,783 98,089 31,069 18,149 34,261 87,626 302,388 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,461,761 60,474 1,400,907 66,842 73,726 150,447 137,783 98,089 31,069 18,149 34,261 87,626 302,388 Federal agency debt securities (2) 25,096 616 14,281 681 752 1,534 1,405 1,000 317 185 349 893 3,083 Mortgage-backed securities (4) 1,743,076 42,819 991,927 47,328 52,202 106,526 97,559 69,453 21,999 12,851 24,259 62,044 214,109 Unamortized premiums on securities held outright (5) 182,112 4,474 103,634 4,945 5,454 11,130 10,193 7,256 2,298 1,343 2,535 6,482 22,370 Unamortized discounts on securities held outright (5) -16,059 -395 -9,139 -436 -481 -981 -899 -640 -203 -118 -224 -572 -1,973 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 89 0 0 0 0 0 5 11 32 28 13 0 1 Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 1,713 0 0 0 0 0 0 0 0 0 0 Items in process of collection 240 0 0 0 0 0 239 0 0 1 0 0 0 Bank premises 2,214 120 429 74 105 208 208 202 116 90 241 225 197 Central bank liquidity swaps (8) 801 35 264 44 61 179 44 21 8 3 8 10 122 Foreign currency denominated assets (9) 20,730 916 6,841 1,140 1,579 4,623 1,151 556 213 89 207 263 3,153 Other assets (10) 21,556 561 11,747 586 647 1,477 1,223 872 487 185 343 770 2,658 Interdistrict settlement account 0 - 26,768 + 682 - 907 - 6,052 - 12,155 + 10,104 + 2,069 + 907 - 468 - 1,451 + 13,369 + 20,669 Total assets 4,461,393 83,456 2,528,752 120,998 128,950 264,455 261,384 180,334 57,777 32,672 61,136 172,452 569,027 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 6. Statement of Condition of Each Federal Reserve Bank, June 1, 2016 (continued) Millions of dollars Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Kansas Dallas San City Francisco Liabilities Federal Reserve notes outstanding 1,580,874 49,387 504,647 49,630 81,705 109,125 222,666 106,631 50,834 27,298 40,008 132,267 206,676 Less: Notes held by F.R. Banks 167,316 5,017 55,475 5,797 8,718 11,392 24,004 9,622 4,766 2,646 4,742 13,341 21,797 Federal Reserve notes, net 1,413,557 44,371 449,172 43,833 72,987 97,733 198,662 97,009 46,069 24,652 35,266 118,925 184,879 Reverse repurchase agreements (11) 302,674 7,435 172,242 8,218 9,065 18,498 16,940 12,060 3,820 2,231 4,212 10,774 37,179 Deposits 2,697,830 29,704 1,890,932 66,545 43,599 138,785 42,996 69,453 7,313 5,039 21,118 41,974 340,372 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 2,400,969 29,694 1,601,439 66,543 43,596 138,590 42,987 62,328 7,303 5,039 21,117 41,973 340,361 U.S. Treasury, General Account 259,693 0 259,693 0 0 0 0 0 0 0 0 0 0 Foreign official 5,179 2 5,152 2 3 9 2 1 0 0 0 1 6 Other (12) 31,989 8 24,648 0 0 185 7 7,124 10 0 1 0 5 Deferred availability cash items 568 0 0 0 0 0 130 0 0 437 0 0 0 Earnings remittances due to the U.S. Treasury (13) 2,202 65 1,182 62 73 176 137 89 31 14 33 77 265 Other liabilities and accrued dividends 4,471 134 2,088 179 188 460 300 235 127 129 115 192 325 Total liabilities 4,421,303 81,709 2,515,616 118,836 125,912 255,651 259,166 178,846 57,359 32,502 60,744 171,942 563,020 Capital Capital paid in 30,090 1,305 9,837 1,612 2,276 6,573 1,663 1,220 315 128 292 383 4,486 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 4,461,393 83,456 2,528,752 120,998 128,950 264,455 261,384 180,334 57,777 32,672 61,136 172,452 569,027 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 6. Statement of Condition of Each Federal Reserve Bank, June 1, 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). 7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents' Accounts Millions of dollars Federal Reserve notes and collateral Wednesday Jun 1, 2016 Federal Reserve notes outstanding 1,580,874 Less: Notes held by F.R. Banks not subject to collateralization 167,316 Federal Reserve notes to be collateralized 1,413,557 Collateral held against Federal Reserve notes 1,413,557 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,397,320 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,229,933 Less: Face value of securities under reverse repurchase agreements 283,681 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,946,252 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.