FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks September 29, 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 Sep 28, 2016 Federal Reserve Banks Sep 28, 2016 Sep 21, 2016 Sep 30, 2015 Reserve Bank credit 4,424,565 - 1,591 - 23,441 4,411,557 Securities held outright (1) 4,232,576 - 2,435 - 7,314 4,220,827 U.S. Treasury securities 2,463,477 - 46 + 1,530 2,463,460 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,341,647 0 - 4,993 2,341,647 Notes and bonds, inflation-indexed (2) 104,553 0 + 6,019 104,553 Inflation compensation (3) 17,277 - 46 + 504 17,260 Federal agency debt securities (2) 20,492 0 - 14,601 20,492 Mortgage-backed securities (4) 1,748,606 - 2,389 + 5,756 1,736,875 Unamortized premiums on securities held outright (5) 177,574 - 281 - 16,298 177,089 Unamortized discounts on securities held outright (5) -15,491 + 34 + 1,547 -15,477 Repurchase agreements (6) 0 0 0 0 Loans 225 - 9 - 35 242 Primary credit 9 - 21 - 9 23 Secondary credit 0 0 0 0 Seasonal credit 216 + 13 - 26 220 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,707 0 + 5 1,707 Float -388 - 82 - 422 -702 Central bank liquidity swaps (8) 291 + 289 - 390 291 Other Federal Reserve assets (9) 28,070 + 892 - 535 27,578 Foreign currency denominated assets (10) 21,537 + 159 + 1,515 21,525 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 48,211 + 14 + 884 48,211 Total factors supplying reserve funds 4,510,555 - 1,417 - 21,042 4,497,534 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 Sep 28, 2016 Federal Reserve Banks Sep 28, 2016 Sep 21, 2016 Sep 30, 2015 Currency in circulation (11) 1,468,221 - 334 + 83,166 1,470,071 Reverse repurchase agreements (12) 445,401 + 78,542 + 60,108 514,810 Foreign official and international accounts 241,076 - 9,007 + 71,768 242,533 Others 204,325 + 87,549 - 11,660 272,277 Treasury cash holdings 124 + 10 - 38 141 Deposits with F.R. Banks, other than reserve balances 418,109 + 33,294 + 237,332 380,885 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 351,700 + 11,252 + 206,535 339,619 Foreign official 5,165 0 - 230 5,165 Other (13) 61,244 + 22,042 + 31,027 36,100 Other liabilities and capital (14) 46,907 - 255 - 19,081 46,391 Total factors, other than reserve balances, absorbing reserve funds 2,378,762 + 111,256 + 361,486 2,412,297 Reserve balances with Federal Reserve Banks 2,131,792 - 112,675 - 382,529 2,085,237 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 Sep 28, 2016 Sep 28, 2016 Sep 21, 2016 Sep 30, 2015 Securities held in custody for foreign official and international accounts 3,143,508 - 6,762 - 190,188 3,131,503 Marketable U.S. Treasury securities (1) 2,823,541 - 5,661 - 183,644 2,811,898 Federal agency debt and mortgage-backed securities (2) 260,178 - 1,391 - 21,402 259,962 Other securities (3) 59,790 + 291 + 14,859 59,643 Securities lent to dealers 25,251 + 1,330 + 11,120 26,011 Overnight facility (4) 25,251 + 1,330 + 11,120 26,011 U.S. Treasury securities 25,229 + 1,323 + 11,149 25,982 Federal agency debt securities 21 + 6 - 30 29 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, September 28, 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 229 14 0 0 0 ... 242 U.S. Treasury securities (1) Holdings 6,827 30,639 150,738 1,209,208 431,066 634,982 2,463,460 Weekly changes 0 0 - 2 - 8 - 8 - 29 - 46 Federal agency debt securities (2) Holdings 0 4,312 9,423 4,410 0 2,347 20,492 Weekly changes 0 0 0 0 0 0 0 Mortgage-backed securities (3) Holdings 0 0 0 1,358 11,269 1,724,248 1,736,875 Weekly changes 0 0 0 - 44 - 232 - 20,192 - 20,468 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 291 0 0 0 0 0 291 Reverse repurchase agreements (4) 514,810 0 ... ... ... ... 514,810 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 Sep 28, 2016 Mortgage-backed securities held outright (1) 1,736,875 Commitments to buy mortgage-backed securities (2) 35,051 Commitments to sell mortgage-backed securities (2) 0 Cash and cash equivalents (3) 5 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 Sep 28, 2016 Net portfolio holdings of Maiden Lane LLC (1) 1,707 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 June 30, 2016. Any assets purchased after this valuation date are initially recorded at cost until their estimated fair value as of the purchase date becomes available. 2. Book value. This amount was eliminated when preparing the Federal Reserve Bank of New York's statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 6. 3. Book value. The fair value of these obligations is included in other liabilities and capital in table 1 and in other liabilities and accrued dividends in table 5 and table 6. Note: On June 26, 2008, the Federal Reserve Bank of New York (FRBNY) extended credit to Maiden Lane LLC under the authority of section 13(3) of the Federal Reserve Act. This limited liability company was formed to acquire certain assets of Bear Stearns and to manage those assets through time to maximize repayment of the credit extended and to minimize disruption to financial markets. The remaining outstanding balances of the senior loan from FRBNY to Maiden Lane LLC, and the subordinated loan from JPMorgan Chase & Co. to Maiden Lane LLC were repaid in full, with interest. 5. Consolidated Statement of Condition of All Federal Reserve Banks Millions of dollars Assets, liabilities, and capital Eliminations Wednesday Change since from Sep 28, 2016 Wednesday Wednesday consolidation Sep 21, 2016 Sep 30, 2015 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,927 0 + 18 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,382,682 - 21,436 - 32,504 Securities held outright (1) 4,220,827 - 20,514 - 17,447 U.S. Treasury securities 2,463,460 - 46 + 1,512 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,341,647 0 - 4,992 Notes and bonds, inflation-indexed (2) 104,553 0 + 6,019 Inflation compensation (3) 17,260 - 46 + 486 Federal agency debt securities (2) 20,492 0 - 14,601 Mortgage-backed securities (4) 1,736,875 - 20,468 - 4,358 Unamortized premiums on securities held outright (5) 177,089 - 971 - 16,588 Unamortized discounts on securities held outright (5) -15,477 + 36 + 1,540 Repurchase agreements (6) 0 0 0 Loans 242 + 13 - 10 Net portfolio holdings of Maiden Lane LLC (7) 1,707 0 + 4 Items in process of collection (0) 54 - 13 - 342 Bank premises 2,206 + 1 - 35 Central bank liquidity swaps (8) 291 + 289 - 390 Foreign currency denominated assets (9) 21,525 + 42 + 1,523 Other assets (10) 25,372 + 86 - 383 Total assets (0) 4,452,002 - 21,030 - 32,109 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 Sep 28, 2016 Wednesday Wednesday consolidation Sep 21, 2016 Sep 30, 2015 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,423,924 + 1,438 + 81,534 Reverse repurchase agreements (11) 514,810 + 85,416 - 126,271 Deposits (0) 2,466,121 - 107,556 + 31,250 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 2,085,237 - 85,082 - 112,420 U.S. Treasury, General Account 339,619 - 18,984 + 140,903 Foreign official 5,165 - 3 - 1,066 Other (12) (0) 36,100 - 3,488 + 3,833 Deferred availability cash items (0) 756 + 391 + 273 Other liabilities and accrued dividends (13) 6,219 - 728 - 505 Total liabilities (0) 4,411,830 - 21,039 - 13,720 Capital accounts Capital paid in 30,172 + 8 + 891 Surplus 10,000 0 - 19,281 Other capital accounts 0 0 0 Total capital 40,172 + 8 - 18,389 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, September 28, 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 1,927 47 79 153 132 300 194 282 33 55 134 195 323 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,382,682 107,656 2,493,902 118,993 131,252 267,827 245,290 174,641 55,374 32,407 61,020 155,999 538,322 Securities held outright (1) 4,220,827 103,686 2,401,934 114,605 126,407 257,950 236,236 168,178 53,270 31,118 58,743 150,239 518,461 U.S. Treasury securities 2,463,460 60,515 1,401,874 66,888 73,776 150,551 137,878 98,156 31,091 18,162 34,285 87,686 302,596 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,463,460 60,515 1,401,874 66,888 73,776 150,551 137,878 98,156 31,091 18,162 34,285 87,686 302,596 Federal agency debt securities (2) 20,492 503 11,661 556 614 1,252 1,147 817 259 151 285 729 2,517 Mortgage-backed securities (4) 1,736,875 42,667 988,398 47,160 52,016 106,147 97,211 69,206 21,921 12,805 24,173 61,824 213,347 Unamortized premiums on securities held outright (5) 177,089 4,350 100,776 4,808 5,304 10,823 9,912 7,056 2,235 1,306 2,465 6,303 21,753 Unamortized discounts on securities held outright (5) -15,477 -380 -8,807 -420 -464 -946 -866 -617 -195 -114 -215 -551 -1,901 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 242 0 0 0 5 0 8 23 64 97 28 7 10 Net portfolio holdings of Maiden Lane LLC (7) 1,707 0 1,707 0 0 0 0 0 0 0 0 0 0 Items in process of collection 54 0 0 0 0 0 54 0 0 0 0 0 0 Bank premises 2,206 119 428 73 106 205 207 202 115 90 240 225 197 Central bank liquidity swaps (8) 291 13 96 16 22 65 16 8 3 1 3 4 44 Foreign currency denominated assets (9) 21,525 951 7,103 1,184 1,639 4,800 1,195 577 221 92 215 273 3,274 Other assets (10) 25,372 659 13,971 693 762 1,712 1,429 1,026 381 209 403 999 3,128 Interdistrict settlement account 0 - 17,073 - 17,581 - 9,027 - 3,405 - 14,307 + 17,503 + 2,607 + 1,447 + 1,625 + 809 + 18,838 + 18,565 Total assets 4,452,002 92,922 2,505,112 112,653 131,331 261,774 268,082 180,520 58,083 34,763 63,274 177,689 565,798 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, September 28, 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 1,614,407 50,161 526,201 50,158 80,974 114,038 224,272 107,285 49,822 27,806 41,661 133,505 208,524 Less: Notes held by F.R. Banks 190,483 6,335 53,494 6,845 9,730 14,319 29,316 12,746 5,554 3,267 5,595 16,196 27,086 Federal Reserve notes, net 1,423,924 43,826 472,707 43,313 71,244 99,719 194,956 94,539 44,269 24,538 36,066 117,309 181,439 Reverse repurchase agreements (11) 514,810 12,646 292,961 13,978 15,418 31,462 28,813 20,513 6,497 3,795 7,165 18,325 63,236 Deposits 2,466,121 34,506 1,723,315 52,958 41,376 121,164 41,596 63,664 6,742 5,441 19,506 41,284 314,570 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 2,085,237 34,500 1,350,243 52,955 41,373 120,987 41,587 56,072 6,729 5,441 19,504 41,283 314,562 U.S. Treasury, General Account 339,619 0 339,619 0 0 0 0 0 0 0 0 0 0 Foreign official 5,165 2 5,139 2 3 9 2 1 0 0 0 1 6 Other (12) 36,100 4 28,314 0 0 168 7 7,590 13 0 1 0 3 Deferred availability cash items 756 0 0 0 0 0 84 0 0 672 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,317 33 759 36 42 66 79 53 14 9 15 49 162 Other liabilities and accrued dividends 4,902 163 2,198 197 202 552 334 258 130 138 130 211 390 Total liabilities 4,411,830 91,174 2,491,942 110,482 128,281 252,963 265,863 179,026 57,651 34,593 62,881 177,178 559,797 Capital Capital paid in 30,172 1,306 9,871 1,621 2,288 6,581 1,664 1,226 329 127 293 385 4,480 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 4,452,002 92,922 2,505,112 112,653 131,331 261,774 268,082 180,520 58,083 34,763 63,274 177,689 565,798 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, September 28, 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 Sep 28, 2016 Federal Reserve notes outstanding 1,614,407 Less: Notes held by F.R. Banks not subject to collateralization 190,483 Federal Reserve notes to be collateralized 1,423,924 Collateral held against Federal Reserve notes 1,423,924 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,407,687 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,220,827 Less: Face value of securities under reverse repurchase agreements 477,852 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,742,976 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.