FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks May 3, 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 May 2, 2018 Federal Reserve Banks May 2, 2018 Apr 25, 2018 May 3, 2017 Reserve Bank credit 4,325,731 - 17,737 - 106,112 4,316,168 Securities held outright (1) 4,155,002 - 16,754 - 90,621 4,144,823 U.S. Treasury securities 2,405,640 - 7,527 - 59,139 2,395,460 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,273,456 - 8,539 - 66,284 2,262,072 Notes and bonds, inflation-indexed (2) 111,782 + 875 + 4,979 112,949 Inflation compensation (3) 20,401 + 136 + 2,165 20,439 Federal agency debt securities (2) 4,391 0 - 7,438 4,391 Mortgage-backed securities (4) 1,744,972 - 9,226 - 24,043 1,744,972 Unamortized premiums on securities held outright (5) 152,873 - 580 - 15,228 152,775 Unamortized discounts on securities held outright (5) -13,920 + 42 + 939 -13,936 Repurchase agreements (6) 0 0 0 0 Loans 125 + 62 + 68 221 Primary credit 68 + 44 + 43 160 Secondary credit 0 0 0 0 Seasonal credit 57 + 18 + 25 61 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,714 + 3 + 5 1,714 Float -633 - 462 + 142 -250 Central bank liquidity swaps (8) 117 + 35 + 82 117 Other Federal Reserve assets (9) 30,453 - 82 - 1,499 30,704 Foreign currency denominated assets (10) 21,705 - 293 + 1,430 21,574 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 49,622 + 14 + 774 49,622 Total factors supplying reserve funds 4,413,300 - 18,014 - 103,907 4,403,606 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 May 2, 2018 Federal Reserve Banks May 2, 2018 Apr 25, 2018 May 3, 2017 Currency in circulation (11) 1,643,659 + 1,865 + 100,224 1,646,124 Reverse repurchase agreements (12) 248,184 + 2,050 - 167,715 256,172 Foreign official and international accounts 242,937 + 7,361 - 609 249,652 Others 5,246 - 5,312 - 167,107 6,520 Treasury cash holdings 289 - 8 + 32 282 Deposits with F.R. Banks, other than reserve balances 482,132 + 37,092 + 146,003 464,660 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 399,984 + 40,385 + 155,329 384,961 Foreign official 5,254 0 + 82 5,254 Other (13) 76,894 - 3,294 - 9,409 74,445 Other liabilities and capital (14) 44,453 - 1,006 - 3,047 44,545 Total factors, other than reserve balances, absorbing reserve funds 2,418,716 + 39,992 + 75,496 2,411,783 Reserve balances with Federal Reserve Banks 1,994,584 - 58,006 - 179,403 1,991,823 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 May 2, 2018 May 2, 2018 Apr 25, 2018 May 3, 2017 Securities held in custody for foreign official and international accounts 3,407,543 - 4,235 + 192,223 3,400,597 Marketable U.S. Treasury securities (1) 3,055,022 - 3,682 + 156,088 3,048,217 Federal agency debt and mortgage-backed securities (2) 275,165 + 971 + 19,828 275,585 Other securities (3) 77,355 - 1,525 + 16,305 76,796 Securities lent to dealers 19,964 + 3,036 - 1,498 23,071 Overnight facility (4) 19,964 + 3,036 - 1,498 23,071 U.S. Treasury securities 19,964 + 3,036 - 1,466 23,071 Federal agency debt securities 0 0 - 32 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, May 2, 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 161 59 0 0 0 ... 221 U.S. Treasury securities (1) Holdings 26,228 90,359 290,878 1,068,418 304,579 614,998 2,395,460 Weekly changes - 8,118 + 4,075 + 1,446 - 11,520 - 3,698 + 57 - 17,758 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 79 36,089 1,708,804 1,744,972 Weekly changes 0 0 0 + 5 - 5 + 5 + 5 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 117 0 0 0 0 0 117 Reverse repurchase agreements (4) 256,172 0 ... ... ... ... 256,172 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 May 2, 2018 Mortgage-backed securities held outright (1) 1,744,972 Commitments to buy mortgage-backed securities (2) 11,342 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 May 2, 2018 Net portfolio holdings of Maiden Lane LLC (1) 1,714 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 May 2, 2018 Wednesday Wednesday consolidation Apr 25, 2018 May 3, 2017 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,819 + 4 - 59 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,283,883 - 17,903 - 114,949 Securities held outright (1) 4,144,823 - 17,753 - 100,813 U.S. Treasury securities 2,395,460 - 17,758 - 69,332 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,262,072 - 19,923 - 77,668 Notes and bonds, inflation-indexed (2) 112,949 + 2,042 + 6,146 Inflation compensation (3) 20,439 + 123 + 2,190 Federal agency debt securities (2) 4,391 0 - 7,438 Mortgage-backed securities (4) 1,744,972 + 5 - 24,043 Unamortized premiums on securities held outright (5) 152,775 - 298 - 15,217 Unamortized discounts on securities held outright (5) -13,936 + 14 + 924 Repurchase agreements (6) 0 0 0 Loans 221 + 134 + 158 Net portfolio holdings of Maiden Lane LLC (7) 1,714 0 + 5 Items in process of collection (0) 79 + 6 - 34 Bank premises 2,194 - 7 - 5 Central bank liquidity swaps (8) 117 + 35 + 82 Foreign currency denominated assets (9) 21,574 - 245 + 1,335 Other assets (10) 28,510 + 1,351 - 1,495 Total assets (0) 4,356,129 - 16,757 - 115,117 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 May 2, 2018 Wednesday Wednesday consolidation Apr 25, 2018 May 3, 2017 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,598,599 + 2,771 + 99,066 Reverse repurchase agreements (11) 256,172 + 17,758 - 176,448 Deposits (0) 2,456,482 - 37,239 - 34,752 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 1,991,823 - 19,125 - 208,998 U.S. Treasury, General Account 384,961 - 18,106 + 181,553 Foreign official 5,254 0 + 54 Other (12) (0) 74,445 - 7 - 7,360 Deferred availability cash items (0) 330 + 121 - 273 Other liabilities and accrued dividends (13) 5,283 - 178 - 1,281 Total liabilities (0) 4,316,866 - 16,768 - 113,687 Capital accounts Capital paid in 31,762 + 9 + 1,069 Surplus 7,500 0 - 2,500 Other capital accounts 0 0 0 Total capital 39,262 + 9 - 1,431 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, May 2, 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 11,037 364 3,626 350 544 773 1,491 739 334 199 307 905 1,405 Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574 Coin 1,819 50 54 181 116 264 187 297 28 52 109 185 296 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,283,883 81,813 2,364,914 108,153 121,443 253,491 257,134 229,519 57,050 35,760 67,435 177,129 530,041 Securities held outright (1) 4,144,823 79,162 2,288,264 104,648 117,507 245,275 248,800 221,988 55,181 34,588 65,249 171,388 512,773 U.S. Treasury securities 2,395,460 45,751 1,322,480 60,480 67,912 141,754 143,792 128,296 31,891 19,990 37,710 99,052 296,352 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,395,460 45,751 1,322,480 60,480 67,912 141,754 143,792 128,296 31,891 19,990 37,710 99,052 296,352 Federal agency debt securities (2) 4,391 84 2,424 111 124 260 264 235 58 37 69 182 543 Mortgage-backed securities (4) 1,744,972 33,327 963,360 44,057 49,471 103,261 104,745 93,457 23,231 14,562 27,470 72,154 215,878 Unamortized premiums on securities held outright (5) 152,775 2,918 84,344 3,857 4,331 9,041 9,171 8,182 2,034 1,275 2,405 6,317 18,900 Unamortized discounts on securities held outright (5) -13,936 -266 -7,694 -352 -395 -825 -837 -746 -186 -116 -219 -576 -1,724 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 221 0 0 0 0 0 0 95 21 13 0 0 92 Net portfolio holdings of Maiden Lane LLC (7) 1,714 0 1,714 0 0 0 0 0 0 0 0 0 0 Items in process of collection 79 0 0 0 0 0 78 0 0 1 0 0 0 Bank premises 2,194 111 445 74 120 196 202 200 108 95 234 220 190 Central bank liquidity swaps (8) 117 5 37 7 9 25 7 5 2 1 1 1 17 Foreign currency denominated assets (9) 21,574 917 6,820 1,224 1,739 4,655 1,245 913 311 99 214 267 3,171 Other assets (10) 28,510 579 15,278 718 823 1,908 1,710 1,503 480 309 520 1,187 3,497 Interdistrict settlement account 0 - 1,572 + 90,317 - 5,339 - 4,039 + 4,588 + 8,312 - 17,185 - 1,558 - 1,635 - 4,801 - 2,108 - 64,979 Total assets 4,356,129 82,463 2,485,021 105,578 120,992 266,312 271,021 216,416 56,904 34,969 64,171 178,068 474,213 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, May 2, 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 1,781,342 59,621 605,204 53,913 88,025 125,605 247,021 114,071 52,111 30,526 47,276 138,945 219,024 Less: Notes held by F.R. Banks 182,743 6,252 46,706 7,341 9,781 14,131 29,448 12,759 5,574 3,471 5,898 16,879 24,503 Federal Reserve notes, net 1,598,599 53,368 558,498 46,571 78,244 111,475 217,572 101,312 46,537 27,055 41,378 122,066 194,521 Reverse repurchase agreements (11) 256,172 4,893 141,427 6,468 7,263 15,159 15,377 13,720 3,411 2,138 4,033 10,593 31,692 Deposits 2,456,482 22,361 1,770,613 50,040 32,121 130,681 35,331 99,389 6,209 5,199 18,195 44,642 241,702 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 1,991,823 22,330 1,358,934 50,038 32,063 130,384 35,294 46,887 6,204 5,198 18,185 44,611 241,695 U.S. Treasury, General Account 384,961 0 384,961 0 0 0 0 0 0 0 0 0 0 Foreign official 5,254 2 5,227 2 3 9 2 2 1 0 0 0 6 Other (12) 74,445 29 21,491 0 55 289 35 52,500 4 0 10 30 1 Deferred availability cash items 330 0 0 0 0 0 82 0 0 247 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,297 22 700 23 31 -3 122 73 34 16 36 78 164 Other liabilities and accrued dividends 3,986 156 1,470 183 192 504 288 267 133 135 131 201 326 Total liabilities 4,316,866 80,801 2,472,708 103,285 117,850 257,816 268,773 214,762 56,324 34,790 63,773 177,579 468,405 Capital Capital paid in 31,762 1,343 9,950 1,866 2,536 6,875 1,814 1,336 473 145 324 396 4,704 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 4,356,129 82,463 2,485,021 105,578 120,992 266,312 271,021 216,416 56,904 34,969 64,171 178,068 474,213 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, May 2, 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 May 2, 2018 Federal Reserve notes outstanding 1,781,342 Less: Notes held by F.R. Banks not subject to collateralization 182,743 Federal Reserve notes to be collateralized 1,598,599 Collateral held against Federal Reserve notes 1,598,599 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,582,362 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,144,823 Less: Face value of securities under reverse repurchase agreements 252,305 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,892,519 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.