FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks October 13, 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 Oct 12, 2016 Federal Reserve Banks Oct 12, 2016 Oct 5, 2016 Oct 14, 2015 Reserve Bank credit 4,417,421 - 898 - 33,968 4,418,003 Securities held outright (1) 4,220,858 + 27 - 19,547 4,220,866 U.S. Treasury securities 2,463,489 + 27 + 1,604 2,463,497 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,340,976 - 96 - 5,663 2,340,976 Notes and bonds, inflation-indexed (2) 105,224 + 96 + 6,690 105,224 Inflation compensation (3) 17,289 + 28 + 578 17,297 Federal agency debt securities (2) 20,492 0 - 14,601 20,492 Mortgage-backed securities (4) 1,736,877 0 - 6,550 1,736,877 Unamortized premiums on securities held outright (5) 176,523 - 388 - 16,645 176,434 Unamortized discounts on securities held outright (5) -15,426 + 37 + 1,538 -15,417 Repurchase agreements (6) 0 0 0 0 Loans 170 - 25 - 44 150 Primary credit 6 0 - 4 10 Secondary credit 0 0 0 0 Seasonal credit 165 - 24 - 38 141 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,708 0 + 5 1,709 Float -353 + 328 - 464 -479 Central bank liquidity swaps (8) 3,220 - 3,783 + 3,075 3,220 Other Federal Reserve assets (9) 30,721 + 2,904 - 1,886 31,521 Foreign currency denominated assets (10) 21,165 - 312 + 962 20,974 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 48,239 + 14 + 861 48,239 Total factors supplying reserve funds 4,503,066 - 1,197 - 32,145 4,503,457 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 Oct 12, 2016 Federal Reserve Banks Oct 12, 2016 Oct 5, 2016 Oct 14, 2015 Currency in circulation (11) 1,478,150 + 6,570 + 85,464 1,478,837 Reverse repurchase agreements (12) 449,450 - 143,741 + 170,284 423,100 Foreign official and international accounts 230,579 - 14,853 + 59,202 234,429 Others 218,871 - 128,888 + 111,082 188,671 Treasury cash holdings 156 + 13 - 66 172 Deposits with F.R. Banks, other than reserve balances 397,766 + 5,115 + 299,124 392,390 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 356,185 + 8,425 + 289,746 342,875 Foreign official 5,172 + 3 - 149 5,165 Other (13) 36,408 - 3,314 + 9,526 44,350 Other liabilities and capital (14) 47,778 + 1,014 - 19,536 46,873 Total factors, other than reserve balances, absorbing reserve funds 2,373,300 - 131,028 + 535,269 2,341,371 Reserve balances with Federal Reserve Banks 2,129,766 + 129,831 - 567,414 2,162,086 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 Oct 12, 2016 Oct 12, 2016 Oct 5, 2016 Oct 14, 2015 Securities held in custody for foreign official and international accounts 3,146,132 - 6,330 - 168,311 3,126,436 Marketable U.S. Treasury securities (1) 2,824,870 - 7,098 - 162,933 2,804,995 Federal agency debt and mortgage-backed securities (2) 261,247 + 490 - 19,643 261,274 Other securities (3) 60,015 + 278 + 14,264 60,167 Securities lent to dealers 27,036 + 371 + 14,099 24,001 Overnight facility (4) 27,036 + 371 + 14,099 24,001 U.S. Treasury securities 26,994 + 363 + 14,104 23,967 Federal agency debt securities 42 + 8 - 5 34 Note: Components may not sum to totals because of rounding. 1. Includes securities and U.S. Treasury STRIPS at face value, and inflation compensation on TIPS. Does not include securities pledged as collateral to foreign official and international account holders against reverse repurchase agreements with the Federal Reserve presented in tables 1, 5, and 6. 2. Face value of federal agency securities and current face value of mortgage-backed securities, which is the remaining principal balance of the securities. 3. Includes non-marketable U.S. Treasury securities, supranationals, corporate bonds, asset-backed securities, and commercial paper at face value. 4. Face value. Fully collateralized by U.S. Treasury securities. 2. Maturity Distribution of Securities, Loans, and Selected Other Assets and Liabilities, October 12, 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 28 123 0 0 0 ... 150 U.S. Treasury securities (1) Holdings 0 42,341 149,984 1,202,716 433,457 634,999 2,463,497 Weekly changes 0 0 + 1 + 4 + 4 + 15 + 24 Federal agency debt securities (2) Holdings 1,999 2,313 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 1,597 11,292 1,723,988 1,736,877 Weekly changes 0 0 0 0 0 0 0 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 3,220 0 0 0 0 0 3,220 Reverse repurchase agreements (4) 423,100 0 ... ... ... ... 423,100 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 Oct 12, 2016 Mortgage-backed securities held outright (1) 1,736,877 Commitments to buy mortgage-backed securities (2) 53,927 Commitments to sell mortgage-backed securities (2) 20 Cash and cash equivalents (3) 1 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 Oct 12, 2016 Net portfolio holdings of Maiden Lane LLC (1) 1,709 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 Oct 12, 2016 Wednesday Wednesday consolidation Oct 5, 2016 Oct 14, 2015 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,901 - 21 + 2 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,382,033 - 275 - 48,193 Securities held outright (1) 4,220,866 + 24 - 32,589 U.S. Treasury securities 2,463,497 + 24 + 1,623 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,340,976 0 - 5,663 Notes and bonds, inflation-indexed (2) 105,224 0 + 6,690 Inflation compensation (3) 17,297 + 24 + 597 Federal agency debt securities (2) 20,492 0 - 14,601 Mortgage-backed securities (4) 1,736,877 0 - 19,611 Unamortized premiums on securities held outright (5) 176,434 - 307 - 17,070 Unamortized discounts on securities held outright (5) -15,417 + 31 + 1,536 Repurchase agreements (6) 0 0 0 Loans 150 - 23 - 70 Net portfolio holdings of Maiden Lane LLC (7) 1,709 + 1 + 4 Items in process of collection (0) 104 + 43 - 585 Bank premises 2,201 0 - 33 Central bank liquidity swaps (8) 3,220 - 3,783 + 3,075 Foreign currency denominated assets (9) 20,974 - 281 + 642 Other assets (10) 29,320 + 2,607 - 1,918 Total assets (0) 4,457,698 - 1,709 - 47,006 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 Oct 12, 2016 Wednesday Wednesday consolidation Oct 5, 2016 Oct 14, 2015 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,432,666 + 3,650 + 84,916 Reverse repurchase agreements (11) 423,100 - 113,488 + 160,654 Deposits (0) 2,554,476 + 107,719 - 271,759 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 2,162,086 + 98,703 - 557,895 U.S. Treasury, General Account 342,875 + 667 + 285,335 Foreign official 5,165 0 - 133 Other (12) (0) 44,350 + 8,349 + 934 Deferred availability cash items (0) 583 + 22 + 59 Other liabilities and accrued dividends (13) 6,698 + 388 - 2,468 Total liabilities (0) 4,417,522 - 1,709 - 28,599 Capital accounts Capital paid in 30,176 0 + 885 Surplus 10,000 0 - 19,291 Other capital accounts 0 0 0 Total capital 40,176 0 - 18,407 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, October 12, 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 1,901 46 74 159 134 300 185 279 31 54 129 192 317 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,382,033 107,642 2,493,585 118,978 131,230 267,793 245,254 174,607 55,343 32,371 61,002 155,984 538,244 Securities held outright (1) 4,220,866 103,687 2,401,956 114,606 126,408 257,953 236,238 168,180 53,271 31,119 58,743 150,241 518,465 U.S. Treasury securities 2,463,497 60,516 1,401,895 66,889 73,778 150,553 137,880 98,158 31,091 18,162 34,285 87,688 302,601 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,463,497 60,516 1,401,895 66,889 73,778 150,553 137,880 98,158 31,091 18,162 34,285 87,688 302,601 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) 1,736,877 42,667 988,400 47,160 52,017 106,147 97,212 69,206 21,921 12,805 24,173 61,824 213,347 Unamortized premiums on securities held outright (5) 176,434 4,334 100,403 4,791 5,284 10,783 9,875 7,030 2,227 1,301 2,455 6,280 21,672 Unamortized discounts on securities held outright (5) -15,417 -379 -8,773 -419 -462 -942 -863 -614 -195 -114 -215 -549 -1,894 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 150 0 0 0 0 0 4 11 41 66 18 12 0 Net portfolio holdings of Maiden Lane LLC (7) 1,709 0 1,709 0 0 0 0 0 0 0 0 0 0 Items in process of collection 104 0 0 0 0 0 103 0 0 1 0 0 0 Bank premises 2,201 118 429 72 105 205 207 201 114 90 240 224 196 Central bank liquidity swaps (8) 3,220 142 1,062 177 245 718 179 86 33 14 32 41 490 Foreign currency denominated assets (9) 20,974 927 6,922 1,154 1,597 4,677 1,164 562 215 90 209 266 3,190 Other assets (10) 29,320 755 16,231 800 883 1,958 1,661 1,185 448 240 462 1,084 3,614 Interdistrict settlement account 0 - 18,746 - 26,313 - 11,059 - 2,259 - 15,552 + 13,676 - 410 + 5,654 + 2,015 + 215 + 23,475 + 29,304 Total assets 4,457,698 91,435 2,499,105 110,849 132,759 261,272 264,624 177,686 62,349 35,158 62,738 182,422 577,301 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, October 12, 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 1,616,393 50,071 525,287 51,217 80,843 113,903 224,135 108,277 49,792 28,055 41,850 133,865 209,098 Less: Notes held by F.R. Banks 183,727 6,240 50,371 6,747 9,835 13,861 27,731 12,517 5,379 3,136 5,864 15,535 26,512 Federal Reserve notes, net 1,432,666 43,831 474,917 44,471 71,007 100,043 196,404 95,760 44,413 24,919 35,985 118,330 182,587 Reverse repurchase agreements (11) 423,100 10,394 240,772 11,488 12,671 25,857 23,681 16,858 5,340 3,119 5,888 15,060 51,971 Deposits 2,554,476 35,266 1,767,022 52,487 45,658 125,992 41,720 63,240 11,996 6,390 20,318 48,234 336,152 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 2,162,086 35,262 1,382,013 52,485 45,655 125,662 41,710 56,234 11,982 6,389 20,316 48,233 336,143 U.S. Treasury, General Account 342,875 0 342,875 0 0 0 0 0 0 0 0 0 0 Foreign official 5,165 2 5,138 2 3 9 2 1 0 0 0 1 6 Other (12) 44,350 2 36,997 0 0 321 8 7,005 13 0 1 0 3 Deferred availability cash items 583 0 0 0 0 0 175 0 0 408 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,679 33 1,051 35 36 48 94 72 20 12 27 64 187 Other liabilities and accrued dividends 5,018 163 2,304 197 204 520 332 259 145 142 129 219 406 Total liabilities 4,417,522 89,686 2,486,066 108,678 129,577 252,461 262,406 176,190 61,913 34,989 62,348 181,908 571,302 Capital Capital paid in 30,176 1,307 9,741 1,621 2,420 6,581 1,663 1,227 333 127 291 388 4,477 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 4,457,698 91,435 2,499,105 110,849 132,759 261,272 264,624 177,686 62,349 35,158 62,738 182,422 577,301 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, October 12, 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 Oct 12, 2016 Federal Reserve notes outstanding 1,616,393 Less: Notes held by F.R. Banks not subject to collateralization 183,727 Federal Reserve notes to be collateralized 1,432,666 Collateral held against Federal Reserve notes 1,432,666 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,416,429 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,220,866 Less: Face value of securities under reverse repurchase agreements 396,326 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,824,540 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.