FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks June 14, 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 Jun 13, 2018 Federal Reserve Banks Jun 13, 2018 Jun 6, 2018 Jun 14, 2017 Reserve Bank credit 4,281,633 + 3,040 - 146,179 4,285,282 Securities held outright (1) 4,117,388 + 579 - 130,206 4,120,141 U.S. Treasury securities 2,377,952 + 126 - 86,887 2,377,998 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,242,161 0 - 96,055 2,242,161 Notes and bonds, inflation-indexed (2) 114,860 0 + 6,734 114,860 Inflation compensation (3) 20,931 + 126 + 2,435 20,977 Federal agency debt securities (2) 4,108 - 283 - 4,410 2,409 Mortgage-backed securities (4) 1,735,328 + 736 - 38,909 1,739,733 Unamortized premiums on securities held outright (5) 150,916 - 207 - 15,864 150,901 Unamortized discounts on securities held outright (5) -13,989 + 27 + 820 -13,985 Repurchase agreements (6) 0 0 0 0 Loans 123 + 16 + 51 168 Primary credit 17 0 + 10 54 Secondary credit 0 0 0 0 Seasonal credit 106 + 16 + 41 115 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,713 + 1 + 4 1,713 Float -179 + 109 + 145 -216 Central bank liquidity swaps (8) 91 + 20 + 55 91 Other Federal Reserve assets (9) 25,571 + 2,497 - 1,183 26,469 Foreign currency denominated assets (10) 21,350 + 62 + 631 21,302 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 49,657 + 14 + 713 49,657 Total factors supplying reserve funds 4,368,881 + 3,116 - 144,835 4,372,482 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 1. Factors Affecting Reserve Balances of Depository Institutions (continued) Millions of dollars Reserve Bank credit, related items, and Averages of daily figures Wednesday reserve balances of depository institutions at Week ended Change from week ended Jun 13, 2018 Federal Reserve Banks Jun 13, 2018 Jun 6, 2018 Jun 14, 2017 Currency in circulation (11) 1,660,963 - 268 + 106,352 1,661,773 Reverse repurchase agreements (12) 244,085 - 14,830 - 151,637 239,658 Foreign official and international accounts 240,763 - 4,768 + 3,018 236,633 Others 3,322 - 10,062 - 154,655 3,025 Treasury cash holdings 235 - 8 + 14 233 Deposits with F.R. Banks, other than reserve balances 360,575 - 9,384 + 120,918 361,769 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 281,188 - 12,881 + 127,542 282,968 Foreign official 5,255 - 17 + 42 5,255 Other (13) 74,132 + 3,514 - 6,666 73,546 Other liabilities and capital (14) 45,754 - 83 - 3,034 46,011 Total factors, other than reserve balances, absorbing reserve funds 2,311,612 - 24,574 + 72,612 2,309,445 Reserve balances with Federal Reserve Banks 2,057,269 + 27,690 - 217,447 2,063,038 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 Jun 13, 2018 Jun 13, 2018 Jun 6, 2018 Jun 14, 2017 Securities held in custody for foreign official and international accounts 3,401,538 + 3,242 + 131,209 3,398,821 Marketable U.S. Treasury securities (1) 3,038,558 + 3,496 + 92,591 3,033,810 Federal agency debt and mortgage-backed securities (2) 288,124 + 138 + 25,303 290,140 Other securities (3) 74,856 - 391 + 13,315 74,870 Securities lent to dealers 21,991 + 820 - 3,712 21,072 Overnight facility (4) 21,991 + 820 - 3,712 21,072 U.S. Treasury securities 21,991 + 820 - 3,711 21,072 Federal agency debt securities 0 0 - 1 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, June 13, 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 79 90 0 0 0 ... 168 U.S. Treasury securities (1) Holdings 0 105,886 305,417 1,051,134 296,217 619,344 2,377,998 Weekly changes 0 + 1 + 2 + 19 + 45 + 60 + 126 Federal agency debt securities (2) Holdings 0 0 62 0 0 2,347 2,409 Weekly changes - 1,982 0 0 0 0 0 - 1,982 Mortgage-backed securities (3) Holdings 0 0 0 143 40,018 1,699,572 1,739,733 Weekly changes 0 0 0 0 + 3 + 5,137 + 5,140 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 91 0 0 0 0 0 91 Reverse repurchase agreements (4) 239,658 0 ... ... ... ... 239,658 Term deposits 0 0 0 ... ... ... 0 Note: Components may not sum to totals because of rounding. ...Not applicable. 1. Face value. For inflation-indexed securities, includes the original face value and compensation that adjusts for the effect of inflation on the original face value of such securities. 2. Face value. 3. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities. 4. Cash value of agreements. 5. Dollar value of foreign currency held under these agreements valued at the exchange rate to be used when the foreign currency is returned to the foreign central bank. This exchange rate equals the market exchange rate used when the foreign currency was acquired from the foreign central bank. 3. Supplemental Information on Mortgage-Backed Securities Millions of dollars Account name Wednesday Jun 13, 2018 Mortgage-backed securities held outright (1) 1,739,733 Commitments to buy mortgage-backed securities (2) 7,858 Commitments to sell mortgage-backed securities (2) 59 Cash and cash equivalents (3) 0 1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities. 2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls, and coupon swaps. 3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5 and table 6. 4. Information on Principal Accounts of Maiden Lane LLC Millions of dollars Account name Wednesday Jun 13, 2018 Net portfolio holdings of Maiden Lane LLC (1) 1,713 Outstanding principal amount of loan extended by the Federal Reserve Bank of New York (2) 0 Accrued interest payable to the Federal Reserve Bank of New York (2) 0 Outstanding principal amount and accrued interest on loan payable to JPMorgan Chase & Co. (3) 0 1. Fair value. Fair value reflects an estimate of the price that would be received upon selling an asset if the transaction were to be conducted in an orderly market on the measurement date. 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 Jun 13, 2018 Wednesday Wednesday consolidation Jun 6, 2018 Jun 14, 2017 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,771 + 6 - 43 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,257,225 + 3,228 - 150,605 Securities held outright (1) 4,120,141 + 3,285 - 135,428 U.S. Treasury securities 2,377,998 + 126 - 86,873 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,242,161 0 - 96,055 Notes and bonds, inflation-indexed (2) 114,860 0 + 6,734 Inflation compensation (3) 20,977 + 126 + 2,449 Federal agency debt securities (2) 2,409 - 1,982 - 5,688 Mortgage-backed securities (4) 1,739,733 + 5,140 - 42,868 Unamortized premiums on securities held outright (5) 150,901 - 126 - 16,080 Unamortized discounts on securities held outright (5) -13,985 + 21 + 813 Repurchase agreements (6) 0 0 0 Loans 168 + 49 + 91 Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 + 4 Items in process of collection (0) 98 + 19 + 33 Bank premises 2,188 + 1 - 9 Central bank liquidity swaps (8) 91 + 21 + 55 Foreign currency denominated assets (9) 21,302 - 25 + 433 Other assets (10) 24,281 + 2,465 - 1,231 Total assets (0) 4,324,906 + 5,715 - 151,363 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 5. Consolidated Statement of Condition of All Federal Reserve Banks (continued) Millions of dollars Assets, liabilities, and capital Eliminations Wednesday Change since from Jun 13, 2018 Wednesday Wednesday consolidation Jun 6, 2018 Jun 14, 2017 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,614,115 - 652 + 105,554 Reverse repurchase agreements (11) 239,658 - 20,935 - 166,412 Deposits (0) 2,424,807 + 26,962 - 87,638 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 2,063,038 + 31,073 - 168,166 U.S. Treasury, General Account 282,968 - 6,486 + 119,027 Foreign official 5,255 - 5 + 3 Other (12) (0) 73,546 + 2,380 - 38,501 Deferred availability cash items (0) 314 + 4 - 430 Other liabilities and accrued dividends (13) 6,436 + 227 - 1,173 Total liabilities (0) 4,285,331 + 5,606 - 150,099 Capital accounts Capital paid in 32,076 + 109 + 1,236 Surplus 7,500 0 - 2,500 Other capital accounts 0 0 0 Total capital 39,576 + 109 - 1,264 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, June 13, 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 1,771 42 48 173 114 251 182 290 25 48 103 190 305 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,257,225 81,305 2,350,226 107,482 120,689 251,916 255,581 228,024 56,712 35,562 67,018 176,028 526,682 Securities held outright (1) 4,120,141 78,690 2,274,637 104,025 116,807 243,814 247,319 220,666 54,853 34,383 64,861 170,367 509,720 U.S. Treasury securities 2,377,998 45,417 1,312,839 60,039 67,417 140,721 142,744 127,360 31,659 19,844 37,435 98,330 294,192 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,377,998 45,417 1,312,839 60,039 67,417 140,721 142,744 127,360 31,659 19,844 37,435 98,330 294,192 Federal agency debt securities (2) 2,409 46 1,330 61 68 143 145 129 32 20 38 100 298 Mortgage-backed securities (4) 1,739,733 33,227 960,468 43,925 49,322 102,951 104,431 93,176 23,162 14,518 27,388 71,938 215,230 Unamortized premiums on securities held outright (5) 150,901 2,882 83,309 3,810 4,278 8,930 9,058 8,082 2,009 1,259 2,376 6,240 18,669 Unamortized discounts on securities held outright (5) -13,985 -267 -7,721 -353 -396 -828 -839 -749 -186 -117 -220 -578 -1,730 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 168 0 0 0 0 0 44 25 37 37 2 0 24 Net portfolio holdings of Maiden Lane LLC (7) 1,713 0 1,713 0 0 0 0 0 0 0 0 0 0 Items in process of collection 98 0 0 0 0 0 97 0 0 0 0 0 0 Bank premises 2,188 110 443 74 119 197 202 199 107 95 234 220 190 Central bank liquidity swaps (8) 91 4 29 5 7 20 5 4 1 0 1 1 13 Foreign currency denominated assets (9) 21,302 906 6,716 1,210 1,719 4,601 1,231 903 307 98 211 264 3,135 Other assets (10) 24,281 489 12,864 607 694 1,639 1,451 1,271 533 273 443 1,045 2,971 Interdistrict settlement account 0 - 323 + 60,047 - 7,412 - 3,985 - 713 + 22,075 - 12,103 - 1,439 - 1,574 - 7,195 - 6,032 - 41,344 Total assets 4,324,906 83,094 2,437,529 102,699 120,138 259,095 282,971 219,750 56,731 34,791 61,274 172,902 493,931 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 6. Statement of Condition of Each Federal Reserve Bank, June 13, 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 1,786,435 59,253 605,217 54,044 87,633 125,443 255,466 113,441 52,047 30,413 47,121 138,619 217,739 Less: Notes held by F.R. Banks 172,320 6,023 42,702 6,635 9,517 14,009 26,559 11,980 5,326 3,170 5,628 15,978 24,793 Federal Reserve notes, net 1,614,115 53,230 562,515 47,409 78,116 111,433 228,907 101,461 46,721 27,243 41,493 122,641 192,946 Reverse repurchase agreements (11) 239,658 4,577 132,310 6,051 6,794 14,182 14,386 12,836 3,191 2,000 3,773 9,910 29,649 Deposits 2,424,807 23,412 1,727,435 46,695 31,795 124,323 36,830 103,397 6,046 4,989 15,443 39,546 264,894 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 2,063,038 23,381 1,417,533 46,692 31,728 123,846 36,793 52,357 6,041 4,938 15,425 39,416 264,886 U.S. Treasury, General Account 282,968 0 282,968 0 0 0 0 0 0 0 0 0 0 Foreign official 5,255 2 5,227 2 3 9 2 2 1 0 0 0 6 Other (12) 73,546 29 21,707 1 64 469 34 51,038 5 51 18 130 2 Deferred availability cash items 314 0 0 0 0 0 101 0 0 213 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,521 28 780 37 49 85 120 81 25 15 37 78 185 Other liabilities and accrued dividends 4,915 185 1,915 213 225 566 354 322 151 151 146 239 448 Total liabilities 4,285,331 81,432 2,424,955 100,404 116,981 250,590 280,699 218,096 56,134 34,611 60,892 172,414 488,122 Capital Capital paid in 32,076 1,343 10,210 1,868 2,552 6,885 1,838 1,337 488 145 308 396 4,705 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 4,324,906 83,094 2,437,529 102,699 120,138 259,095 282,971 219,750 56,731 34,791 61,274 172,902 493,931 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table. 6. Statement of Condition of Each Federal Reserve Bank, June 13, 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 Jun 13, 2018 Federal Reserve notes outstanding 1,786,435 Less: Notes held by F.R. Banks not subject to collateralization 172,320 Federal Reserve notes to be collateralized 1,614,115 Collateral held against Federal Reserve notes 1,614,115 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,597,879 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,120,141 Less: Face value of securities under reverse repurchase agreements 233,727 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,886,413 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.