FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks April 12, 2018 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 Apr 11, 2018 Federal Reserve Banks Apr 11, 2018 Apr 4, 2018 Apr 12, 2017 Reserve Bank credit 4,342,177 - 9,636 - 92,221 4,343,119 Securities held outright (1) 4,171,784 - 6,803 - 76,897 4,171,820 U.S. Treasury securities 2,413,025 - 6,803 - 51,488 2,413,060 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,281,885 - 6,857 - 57,395 2,281,885 Notes and bonds, inflation-indexed (2) 111,134 - 86 + 3,901 111,120 Inflation compensation (3) 20,005 + 139 + 2,005 20,055 Federal agency debt securities (2) 4,391 0 - 8,938 4,391 Mortgage-backed securities (4) 1,754,368 0 - 16,472 1,754,369 Unamortized premiums on securities held outright (5) 154,137 - 256 - 14,962 154,051 Unamortized discounts on securities held outright (5) -14,020 - 10 + 929 -14,009 Repurchase agreements (6) 0 0 0 0 Loans 30 + 1 - 19 30 Primary credit 1 - 9 - 29 0 Secondary credit 0 0 0 0 Seasonal credit 29 + 10 + 11 30 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,708 0 - 9 1,709 Float -195 + 337 + 123 -178 Central bank liquidity swaps (8) 79 - 4,932 + 34 79 Other Federal Reserve assets (9) 28,653 + 2,027 - 1,421 29,618 Foreign currency denominated assets (10) 22,129 - 140 + 2,080 22,248 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 49,580 + 14 + 782 49,580 Total factors supplying reserve funds 4,430,128 - 9,761 - 89,358 4,431,188 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 Apr 11, 2018 Federal Reserve Banks Apr 11, 2018 Apr 4, 2018 Apr 12, 2017 Currency in circulation (11) 1,640,000 + 2,232 + 100,197 1,640,817 Reverse repurchase agreements (12) 247,981 - 22,082 - 113,146 245,204 Foreign official and international accounts 243,730 - 5,246 - 1,477 242,843 Others 4,250 - 16,837 - 111,671 2,361 Treasury cash holdings 319 0 + 59 309 Deposits with F.R. Banks, other than reserve balances 376,234 - 16,820 + 164,838 370,166 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 294,083 - 9,833 + 171,865 287,804 Foreign official 5,254 - 1 + 55 5,253 Other (13) 76,897 - 6,986 - 7,081 77,110 Other liabilities and capital (14) 45,630 + 991 - 2,863 45,848 Total factors, other than reserve balances, absorbing reserve funds 2,310,162 - 35,682 + 149,082 2,302,344 Reserve balances with Federal Reserve Banks 2,119,965 + 25,920 - 238,442 2,128,844 Note: Components may not sum to totals because of rounding. 1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A. 2. Face value of the securities. 3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities. 4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities. 5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis. 6. Cash value of agreements. 7. Refer to table 4 and the note on consolidation accompanying table 6. 8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign central bank. 9. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable. Also, includes Reserve Bank premises and equipment net of allowances for depreciation. 10. Revalued daily at current foreign currency exchange rates. 11. Estimated. 12. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. 13. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements. 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 Apr 11, 2018 Apr 11, 2018 Apr 4, 2018 Apr 12, 2017 Securities held in custody for foreign official and international accounts 3,450,217 + 12,380 + 237,553 3,452,308 Marketable U.S. Treasury securities (1) 3,096,767 + 12,627 + 206,985 3,099,004 Federal agency debt and mortgage-backed securities (2) 273,921 - 184 + 13,367 273,921 Other securities (3) 79,529 - 63 + 17,202 79,384 Securities lent to dealers 20,474 - 6,444 - 1,182 18,330 Overnight facility (4) 20,474 - 6,444 - 1,182 18,330 U.S. Treasury securities 20,474 - 6,444 - 1,131 18,330 Federal agency debt securities 0 0 - 51 0 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, April 11, 2018 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 2 28 0 0 0 ... 30 U.S. Treasury securities (1) Holdings 229 119,506 290,370 1,080,029 296,322 626,605 2,413,060 Weekly changes 0 0 + 3 + 19 - 73 + 80 + 29 Federal agency debt securities (2) Holdings 0 1,982 62 0 0 2,347 4,391 Weekly changes 0 0 0 0 0 0 0 Mortgage-backed securities (3) Holdings 0 0 1 74 36,610 1,717,684 1,754,369 Weekly changes 0 0 0 0 0 + 1 + 1 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 79 0 0 0 0 0 79 Reverse repurchase agreements (4) 245,204 0 ... ... ... ... 245,204 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 Apr 11, 2018 Mortgage-backed securities held outright (1) 1,754,369 Commitments to buy mortgage-backed securities (2) 16,819 Commitments to sell mortgage-backed securities (2) 158 Cash and cash equivalents (3) 3 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 Apr 11, 2018 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. Assets are revalued quarterly. 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 Apr 11, 2018 Wednesday Wednesday consolidation Apr 4, 2018 Apr 12, 2017 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,823 + 1 - 76 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,311,892 - 163 - 101,449 Securities held outright (1) 4,171,820 + 30 - 87,146 U.S. Treasury securities 2,413,060 + 29 - 51,486 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,281,885 0 - 57,395 Notes and bonds, inflation-indexed (2) 111,120 - 100 + 3,887 Inflation compensation (3) 20,055 + 129 + 2,021 Federal agency debt securities (2) 4,391 0 - 8,938 Mortgage-backed securities (4) 1,754,369 + 1 - 26,722 Unamortized premiums on securities held outright (5) 154,051 - 228 - 15,241 Unamortized discounts on securities held outright (5) -14,009 + 29 + 932 Repurchase agreements (6) 0 0 0 Loans 30 + 6 + 6 Net portfolio holdings of Maiden Lane LLC (7) 1,709 + 1 + 1 Items in process of collection (0) 78 + 3 - 12 Bank premises 2,199 + 1 + 1 Central bank liquidity swaps (8) 79 - 4,932 + 34 Foreign currency denominated assets (9) 22,248 + 82 + 2,133 Other assets (10) 27,419 + 2,588 - 1,441 Total assets (0) 4,383,684 - 2,420 - 100,808 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 Apr 11, 2018 Wednesday Wednesday consolidation Apr 4, 2018 Apr 12, 2017 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,593,365 + 196 + 99,027 Reverse repurchase agreements (11) 245,204 - 20,053 - 112,229 Deposits (0) 2,499,010 + 15,988 - 83,686 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 2,128,844 + 30,113 - 238,923 U.S. Treasury, General Account 287,804 - 12,800 + 168,647 Foreign official 5,253 - 1 + 79 Other (12) (0) 77,110 - 1,324 - 13,488 Deferred availability cash items (0) 257 - 196 - 394 Other liabilities and accrued dividends (13) 6,606 + 1,600 - 2,177 Total liabilities (0) 4,344,442 - 2,466 - 99,458 Capital accounts Capital paid in 31,742 + 46 + 1,150 Surplus 7,500 0 - 2,500 Other capital accounts 0 0 0 Total capital 39,242 + 46 - 1,350 Note: Components may not sum to totals because of rounding. 1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A. 2. Face value of the securities. 3. Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities. 4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities. 5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis. 6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities. 7. Refer to table 4 and the note on consolidation accompanying table 6. 8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign central bank. 9. Revalued daily at current foreign currency exchange rates. 10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable. 11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. 12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements. 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, April 11, 2018 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 11,037 349 3,592 348 553 776 1,520 737 341 191 292 916 1,422 Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574 Coin 1,823 53 50 184 118 267 182 299 27 52 111 187 293 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,311,892 84,011 2,427,974 111,330 125,040 252,634 253,812 181,369 57,501 33,624 61,152 172,617 550,825 Securities held outright (1) 4,171,820 81,283 2,349,118 107,715 120,979 244,429 245,569 175,461 55,630 32,526 59,166 167,010 532,934 U.S. Treasury securities 2,413,060 47,015 1,358,774 62,304 69,977 141,383 142,042 101,490 32,178 18,813 34,223 96,602 308,259 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,413,060 47,015 1,358,774 62,304 69,977 141,383 142,042 101,490 32,178 18,813 34,223 96,602 308,259 Federal agency debt securities (2) 4,391 86 2,473 113 127 257 258 185 59 34 62 176 561 Mortgage-backed securities (4) 1,754,369 34,182 987,871 45,297 50,875 102,789 103,269 73,787 23,394 13,678 24,881 70,233 224,114 Unamortized premiums on securities held outright (5) 154,051 3,001 86,745 3,978 4,467 9,026 9,068 6,479 2,054 1,201 2,185 6,167 19,679 Unamortized discounts on securities held outright (5) -14,009 -273 -7,888 -362 -406 -821 -825 -589 -187 -109 -199 -561 -1,790 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 30 0 0 0 0 0 0 18 3 7 0 1 1 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 78 0 0 0 0 0 78 0 0 1 0 0 0 Bank premises 2,199 112 445 73 120 197 203 201 108 95 235 220 191 Central bank liquidity swaps (8) 79 3 25 4 6 17 5 3 1 0 1 1 12 Foreign currency denominated assets (9) 22,248 947 7,015 1,264 1,796 4,806 1,285 943 321 102 220 275 3,274 Other assets (10) 27,419 569 14,925 705 806 1,831 1,616 1,146 447 285 461 1,154 3,474 Interdistrict settlement account 0 + 4,208 - 74,358 - 1,455 + 2,365 + 37,616 + 12,131 + 39,111 + 1,414 + 2,096 + 8,609 + 5,305 - 37,042 Total assets 4,383,684 90,448 2,383,194 112,664 131,042 298,556 271,486 224,233 60,310 36,535 71,234 180,958 523,023 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, April 11, 2018 (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 1,776,686 59,852 604,702 53,792 88,449 123,940 242,758 114,390 52,080 30,669 47,365 139,207 219,482 Less: Notes held by F.R. Banks 183,321 6,330 48,073 7,155 10,046 13,954 27,848 12,327 5,603 3,679 5,977 17,412 24,917 Federal Reserve notes, net 1,593,365 53,522 556,628 46,637 78,403 109,986 214,910 102,063 46,477 26,989 41,388 121,796 194,566 Reverse repurchase agreements (11) 245,204 4,777 138,072 6,331 7,111 14,367 14,434 10,313 3,270 1,912 3,478 9,816 31,324 Deposits 2,499,010 30,267 1,673,268 57,152 42,117 165,061 39,400 109,829 9,814 7,102 25,789 48,555 290,656 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 2,128,844 30,236 1,356,888 57,150 42,045 164,757 39,364 56,555 9,807 7,101 25,779 48,511 290,649 U.S. Treasury, General Account 287,804 0 287,804 0 0 0 0 0 0 0 0 0 0 Foreign official 5,253 2 5,225 2 3 9 2 2 1 0 0 0 6 Other (12) 77,110 30 23,351 0 69 295 34 53,272 6 0 9 43 1 Deferred availability cash items 257 0 0 0 0 0 62 0 0 194 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,644 36 886 43 57 83 124 60 26 14 29 75 209 Other liabilities and accrued dividends 4,963 183 2,026 209 212 575 315 317 140 145 153 227 461 Total liabilities 4,344,442 88,786 2,370,880 110,372 127,900 290,072 269,246 222,581 59,727 36,356 70,836 180,469 517,216 Capital Capital paid in 31,742 1,343 9,949 1,866 2,537 6,864 1,806 1,334 475 145 324 396 4,703 Surplus 7,500 319 2,364 426 605 1,620 433 318 108 34 74 93 1,104 Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0 Total liabilities and capital 4,383,684 90,448 2,383,194 112,664 131,042 298,556 271,486 224,233 60,310 36,535 71,234 180,958 523,023 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, April 11, 2018 (continued) 1. Includes securities lent to dealers under the overnight securities lending facility; refer to table 1A. 2. Face value of the securities. 3. Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities. 4. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities. 5. Reflects the premium or discount, which is the difference between the purchase price and the face value of the securities that has not been amortized. For U.S. Treasury securities, Federal agency debt securities, and mortgage-backed securities, amortization is on an effective-interest basis. 6. Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities. 7. Refer to table 4 and the note on consolidation below. 8. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign central bank. 9. Revalued daily at current foreign currency exchange rates. 10. Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable. 11. Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities. 12. Includes deposits held at the Reserve Banks by international and multilateral organizations, government-sponsored enterprises, designated financial market utilities, and deposits held by depository institutions in joint accounts in connection with their participation in certain private-sector payment arrangements. 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 $7.5 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 Apr 11, 2018 Federal Reserve notes outstanding 1,776,686 Less: Notes held by F.R. Banks not subject to collateralization 183,321 Federal Reserve notes to be collateralized 1,593,365 Collateral held against Federal Reserve notes 1,593,365 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,577,128 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,171,820 Less: Face value of securities under reverse repurchase agreements 242,010 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,929,810 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.