FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks June 9, 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 8, 2016 Federal Reserve Banks Jun 8, 2016 Jun 1, 2016 Jun 10, 2015 Reserve Bank credit 4,423,008 + 1,124 - 5,590 4,423,957 Securities held outright (1) 4,230,024 + 133 + 10,910 4,230,073 U.S. Treasury securities 2,461,847 + 128 + 1,064 2,461,897 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,339,286 - 2,004 - 7,357 2,339,286 Notes and bonds, inflation-indexed (2) 105,939 + 2,004 + 7,405 105,939 Inflation compensation (3) 16,621 + 127 + 1,015 16,671 Federal agency debt securities (2) 25,096 0 - 10,799 25,096 Mortgage-backed securities (4) 1,743,081 + 6 + 20,645 1,743,081 Unamortized premiums on securities held outright (5) 181,894 - 263 - 17,182 181,790 Unamortized discounts on securities held outright (5) -16,039 + 14 + 1,592 -16,028 Repurchase agreements (6) 0 0 0 0 Loans 93 + 8 - 30 94 Primary credit 4 0 - 2 1 Secondary credit 0 0 0 0 Seasonal credit 89 + 7 - 27 93 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 + 14 1,713 Float -139 + 655 + 251 -127 Central bank liquidity swaps (8) 0 - 801 0 0 Other Federal Reserve assets (9) 25,463 + 1,379 - 1,144 26,442 Foreign currency denominated assets (10) 21,097 + 411 + 1,378 21,217 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 47,847 + 14 + 934 47,847 Total factors supplying reserve funds 4,508,193 + 1,550 - 3,278 4,509,262 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 8, 2016 Federal Reserve Banks Jun 8, 2016 Jun 1, 2016 Jun 10, 2015 Currency in circulation (11) 1,458,234 + 625 + 91,400 1,458,377 Reverse repurchase agreements (12) 294,244 - 6,621 + 63,045 285,035 Foreign official and international accounts 239,640 - 6,315 + 92,321 243,590 Others 54,604 - 306 - 29,276 41,445 Treasury cash holdings 109 - 3 - 85 94 Deposits with F.R. Banks, other than reserve balances 277,462 - 29,443 + 85,314 269,139 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 236,351 - 31,597 + 57,883 225,116 Foreign official 5,193 + 1 - 48 5,195 Other (13) 35,918 + 2,152 + 27,479 38,828 Other liabilities and capital (14) 48,506 + 1,307 - 18,308 47,799 Total factors, other than reserve balances, absorbing reserve funds 2,078,554 - 34,136 + 221,365 2,060,444 Reserve balances with Federal Reserve Banks 2,429,639 + 35,686 - 224,642 2,448,818 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 8, 2016 Jun 8, 2016 Jun 1, 2016 Jun 10, 2015 Securities held in custody for foreign official and international accounts 3,241,487 + 11,562 - 115,311 3,226,483 Marketable U.S. Treasury securities (1) 2,926,269 + 11,004 - 98,953 2,910,927 Federal agency debt and mortgage-backed securities (2) 265,265 + 148 - 22,250 265,324 Other securities (3) 49,953 + 409 + 5,892 50,233 Securities lent to dealers 20,339 - 1,681 + 10,207 19,877 Overnight facility (4) 20,339 - 1,681 + 10,207 19,877 U.S. Treasury securities 20,323 - 1,681 + 10,393 19,869 Federal agency debt securities 16 0 - 186 8 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 8, 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 15 79 0 0 0 ... 94 U.S. Treasury securities (1) Holdings 0 37,714 140,383 1,197,972 449,634 636,194 2,461,897 Weekly changes 0 + 6,980 - 6,971 + 21 + 24 + 82 + 136 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 0 927 9,155 1,732,998 1,743,081 Weekly changes 0 0 0 + 41 - 34 - 2 + 5 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 0 0 0 0 0 0 0 Reverse repurchase agreements (4) 285,035 0 ... ... ... ... 285,035 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 8, 2016 Mortgage-backed securities held outright (1) 1,743,081 Commitments to buy mortgage-backed securities (2) 43,590 Commitments to sell mortgage-backed securities (2) 126 Cash and cash equivalents (3) 8 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 8, 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 8, 2016 Wednesday Wednesday consolidation Jun 1, 2016 Jun 10, 2015 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,839 + 11 + 10 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,395,929 - 146 - 4,670 Securities held outright (1) 4,230,073 + 140 + 10,938 U.S. Treasury securities 2,461,897 + 136 + 1,094 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,339,286 0 - 7,357 Notes and bonds, inflation-indexed (2) 105,939 0 + 7,405 Inflation compensation (3) 16,671 + 135 + 1,045 Federal agency debt securities (2) 25,096 0 - 10,799 Mortgage-backed securities (4) 1,743,081 + 5 + 20,644 Unamortized premiums on securities held outright (5) 181,790 - 322 - 17,162 Unamortized discounts on securities held outright (5) -16,028 + 31 + 1,592 Repurchase agreements (6) 0 0 0 Loans 94 + 5 - 38 Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 + 17 Items in process of collection (0) 166 - 74 + 84 Bank premises 2,214 0 - 26 Central bank liquidity swaps (8) 0 - 801 0 Foreign currency denominated assets (9) 21,217 + 487 + 1,261 Other assets (10) 24,228 + 2,672 - 1,139 Total assets (0) 4,463,542 + 2,149 - 4,463 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 8, 2016 Wednesday Wednesday consolidation Jun 1, 2016 Jun 10, 2015 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,412,459 - 1,098 + 90,406 Reverse repurchase agreements (11) 285,035 - 17,639 + 58,836 Deposits (0) 2,717,957 + 20,127 - 135,574 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 2,448,818 + 47,849 - 212,843 U.S. Treasury, General Account 225,116 - 34,577 + 52,198 Foreign official 5,195 + 16 - 46 Other (12) (0) 38,828 + 6,839 + 25,117 Deferred availability cash items (0) 292 - 276 - 252 Other liabilities and accrued dividends (13) 7,704 + 1,031 + 277 Total liabilities (0) 4,423,447 + 2,144 + 13,693 Capital accounts Capital paid in 30,095 + 5 + 970 Surplus 10,000 0 - 19,125 Other capital accounts 0 0 0 Total capital 40,095 + 5 - 18,156 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 8, 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 1,839 51 60 131 136 294 185 273 23 52 147 185 304 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,395,929 107,985 2,501,525 119,357 131,648 268,646 246,036 175,164 55,511 32,439 61,193 156,469 539,957 Securities held outright (1) 4,230,073 103,913 2,407,196 114,856 126,684 258,515 236,754 168,547 53,387 31,186 58,872 150,568 519,596 U.S. Treasury securities 2,461,897 60,477 1,400,985 66,846 73,730 150,456 137,790 98,094 31,071 18,150 34,263 87,631 302,404 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,461,897 60,477 1,400,985 66,846 73,730 150,456 137,790 98,094 31,071 18,150 34,263 87,631 302,404 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) 1,743,081 42,819 991,930 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) 181,790 4,466 103,450 4,936 5,444 11,110 10,175 7,243 2,294 1,340 2,530 6,471 22,330 Unamortized discounts on securities held outright (5) -16,028 -394 -9,121 -435 -480 -980 -897 -639 -202 -118 -223 -571 -1,969 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 94 0 0 0 0 0 5 12 32 31 14 0 0 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 166 0 0 0 0 0 165 0 0 0 0 0 0 Bank premises 2,214 120 429 74 105 208 207 202 116 90 241 225 197 Central bank liquidity swaps (8) 0 0 0 0 0 0 0 0 0 0 0 0 0 Foreign currency denominated assets (9) 21,217 938 7,002 1,167 1,616 4,731 1,178 569 218 91 212 269 3,227 Other assets (10) 24,228 626 13,251 658 725 1,640 1,371 978 520 204 380 894 2,981 Interdistrict settlement account 0 - 20,043 - 16,017 - 1,375 - 4,794 - 10,768 + 6,701 + 4,835 + 989 - 1,041 - 2,139 + 11,620 + 32,032 Total assets 4,463,542 90,227 2,513,369 120,580 130,258 265,923 258,037 183,198 57,887 32,118 60,482 170,818 580,643 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 8, 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 1,583,055 49,674 505,926 49,639 81,783 109,340 222,439 106,859 50,768 27,272 40,251 132,158 206,945 Less: Notes held by F.R. Banks 170,596 5,223 55,506 5,746 8,955 11,976 24,653 10,013 4,819 2,717 5,058 13,542 22,387 Federal Reserve notes, net 1,412,459 44,451 450,420 43,893 72,828 97,365 197,785 96,846 45,949 24,555 35,193 118,616 184,558 Reverse repurchase agreements (11) 285,035 7,002 162,204 7,739 8,536 17,420 15,953 11,357 3,597 2,101 3,967 10,146 35,012 Deposits 2,717,957 36,814 1,883,631 66,516 45,562 141,612 41,544 73,164 7,763 4,933 20,778 41,267 354,373 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 2,448,818 36,804 1,621,835 66,514 45,559 141,423 41,535 66,058 7,753 4,933 20,777 41,266 354,362 U.S. Treasury, General Account 225,116 0 225,116 0 0 0 0 0 0 0 0 0 0 Foreign official 5,195 2 5,168 2 3 9 2 1 0 0 0 1 6 Other (12) 38,828 8 31,512 0 0 180 7 7,105 10 0 1 1 5 Deferred availability cash items 292 0 0 0 0 0 82 0 0 210 0 0 0 Earnings remittances due to the U.S. Treasury (13) 2,504 62 1,362 77 97 202 139 88 25 16 32 80 323 Other liabilities and accrued dividends 5,200 151 2,616 193 197 514 317 254 135 132 119 201 369 Total liabilities 4,423,447 88,481 2,500,233 118,418 127,220 257,112 255,821 181,710 57,469 31,948 60,090 170,309 574,636 Capital Capital paid in 30,095 1,305 9,837 1,612 2,276 6,581 1,661 1,220 315 128 292 382 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 4,463,542 90,227 2,513,369 120,580 130,258 265,923 258,037 183,198 57,887 32,118 60,482 170,818 580,643 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 8, 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 8, 2016 Federal Reserve notes outstanding 1,583,055 Less: Notes held by F.R. Banks not subject to collateralization 170,596 Federal Reserve notes to be collateralized 1,412,459 Collateral held against Federal Reserve notes 1,412,459 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,396,222 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,230,073 Less: Face value of securities under reverse repurchase agreements 266,601 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,963,473 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.