FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks August 9, 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 Aug 8, 2018 Federal Reserve Banks Aug 8, 2018 Aug 1, 2018 Aug 9, 2017 Reserve Bank credit 4,217,655 - 14,796 - 210,790 4,218,548 Securities held outright (1) 4,048,861 - 16,452 - 193,476 4,048,879 U.S. Treasury securities 2,336,907 - 16,455 - 128,305 2,336,925 Bills (2) 0 0 0 0 Notes and bonds, nominal (2) 2,200,589 - 17,028 - 136,976 2,200,589 Notes and bonds, inflation-indexed (2) 114,592 + 504 + 5,619 114,592 Inflation compensation (3) 21,726 + 69 + 3,053 21,744 Federal agency debt securities (2) 2,409 0 - 5,688 2,409 Mortgage-backed securities (4) 1,709,545 + 3 - 59,484 1,709,545 Unamortized premiums on securities held outright (5) 147,851 - 246 - 16,731 147,790 Unamortized discounts on securities held outright (5) -13,815 + 19 + 788 -13,804 Repurchase agreements (6) 0 0 0 0 Loans 228 - 4 + 24 255 Primary credit 3 - 5 + 1 3 Secondary credit 0 0 0 0 Seasonal credit 224 0 + 22 251 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,717 + 1 + 7 1,719 Float -195 + 252 + 82 -215 Central bank liquidity swaps (8) 100 0 + 64 100 Other Federal Reserve assets (9) 32,908 + 1,634 - 1,548 33,825 Foreign currency denominated assets (10) 21,042 - 77 - 255 21,052 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 49,712 + 14 + 652 49,712 Total factors supplying reserve funds 4,304,650 - 14,859 - 210,394 4,305,553 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 Aug 8, 2018 Federal Reserve Banks Aug 8, 2018 Aug 1, 2018 Aug 9, 2017 Currency in circulation (11) 1,669,431 + 1,632 + 104,086 1,671,632 Reverse repurchase agreements (12) 236,817 - 3,159 - 100,893 237,390 Foreign official and international accounts 234,971 - 2,459 - 5,481 235,731 Others 1,847 - 698 - 95,410 1,659 Treasury cash holdings 215 + 8 + 44 219 Deposits with F.R. Banks, other than reserve balances 402,457 - 26,450 + 170,805 386,101 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 326,471 - 25,052 + 176,609 311,690 Foreign official 5,258 + 1 + 89 5,257 Other (13) 70,728 - 1,399 - 5,893 69,154 Other liabilities and capital (14) 44,341 - 731 - 3,531 44,108 Total factors, other than reserve balances, absorbing reserve funds 2,353,261 - 28,700 + 170,510 2,339,450 Reserve balances with Federal Reserve Banks 1,951,389 + 13,841 - 380,904 1,966,103 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 Aug 8, 2018 Aug 8, 2018 Aug 1, 2018 Aug 9, 2017 Securities held in custody for foreign official and international accounts 3,442,216 + 8,007 + 106,060 3,437,538 Marketable U.S. Treasury securities (1) 3,068,604 + 6,526 + 56,630 3,064,763 Federal agency debt and mortgage-backed securities (2) 300,380 + 1,616 + 37,965 300,335 Other securities (3) 73,232 - 135 + 11,465 72,439 Securities lent to dealers 18,608 + 829 - 4,346 17,811 Overnight facility (4) 18,608 + 829 - 4,346 17,811 U.S. Treasury securities 18,608 + 829 - 4,346 17,811 Federal agency debt securities 0 0 0 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, August 8, 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 40 215 0 0 0 ... 255 U.S. Treasury securities (1) Holdings 23,069 63,772 305,548 1,028,055 296,639 619,841 2,336,925 Weekly changes 0 + 23,833 - 23,832 + 7 + 17 + 23 + 49 Federal agency debt securities (2) Holdings 0 0 62 0 0 2,347 2,409 Weekly changes 0 0 0 0 0 0 0 Mortgage-backed securities (3) Holdings 0 0 0 151 43,527 1,665,866 1,709,545 Weekly changes 0 0 0 + 5 + 2,500 - 2,505 + 1 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 100 0 0 0 0 0 100 Reverse repurchase agreements (4) 237,390 0 ... ... ... ... 237,390 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 Aug 8, 2018 Mortgage-backed securities held outright (1) 1,709,545 Commitments to buy mortgage-backed securities (2) 10,814 Commitments to sell mortgage-backed securities (2) 0 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 Aug 8, 2018 Net portfolio holdings of Maiden Lane LLC (1) 1,719 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 Aug 8, 2018 Wednesday Wednesday consolidation Aug 1, 2018 Aug 9, 2017 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,783 + 16 - 68 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,183,120 - 107 - 209,345 Securities held outright (1) 4,048,879 + 50 - 193,468 U.S. Treasury securities 2,336,925 + 49 - 128,296 Bills (2) 0 0 0 Notes and bonds, nominal (2) 2,200,589 0 - 136,976 Notes and bonds, inflation-indexed (2) 114,592 0 + 5,619 Inflation compensation (3) 21,744 + 49 + 3,061 Federal agency debt securities (2) 2,409 0 - 5,688 Mortgage-backed securities (4) 1,709,545 + 1 - 59,484 Unamortized premiums on securities held outright (5) 147,790 - 213 - 16,713 Unamortized discounts on securities held outright (5) -13,804 + 29 + 789 Repurchase agreements (6) 0 0 0 Loans 255 + 27 + 47 Net portfolio holdings of Maiden Lane LLC (7) 1,719 + 3 + 9 Items in process of collection (0) 194 - 8 + 129 Bank premises 2,180 + 1 - 16 Central bank liquidity swaps (8) 100 0 + 64 Foreign currency denominated assets (9) 21,052 - 17 - 259 Other assets (10) 31,645 + 2,490 - 1,567 Total assets (0) 4,258,030 + 2,377 - 211,053 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 Aug 8, 2018 Wednesday Wednesday consolidation Aug 1, 2018 Aug 9, 2017 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,623,919 + 1,961 + 103,868 Reverse repurchase agreements (11) 237,390 + 1,631 - 105,879 Deposits (0) 2,352,204 - 445 - 205,866 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 1,966,103 - 329 - 370,212 U.S. Treasury, General Account 311,690 + 1,486 + 172,137 Foreign official 5,257 0 + 92 Other (12) (0) 69,154 - 1,602 - 7,883 Deferred availability cash items (0) 410 - 210 - 65 Other liabilities and accrued dividends (13) 5,204 - 559 - 1,138 Total liabilities (0) 4,219,126 + 2,378 - 209,081 Capital accounts Capital paid in 32,079 0 + 1,203 Surplus 6,825 0 - 3,175 Other capital accounts 0 0 0 Total capital 38,904 0 - 1,972 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, August 8, 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 1,783 40 40 161 118 249 204 293 34 46 108 201 290 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,183,120 79,888 2,309,267 105,609 118,586 247,526 251,100 224,039 55,805 35,003 65,851 172,962 517,485 Securities held outright (1) 4,048,879 77,329 2,235,295 102,226 114,787 239,597 243,041 216,849 53,904 33,788 63,739 167,420 500,903 U.S. Treasury securities 2,336,925 44,633 1,290,164 59,002 66,253 138,290 140,278 125,161 31,112 19,502 36,789 96,631 289,111 Bills (2) 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds (3) 2,336,925 44,633 1,290,164 59,002 66,253 138,290 140,278 125,161 31,112 19,502 36,789 96,631 289,111 Federal agency debt securities (2) 2,409 46 1,330 61 68 143 145 129 32 20 38 100 298 Mortgage-backed securities (4) 1,709,545 32,651 943,801 43,162 48,466 101,164 102,618 91,560 22,760 14,266 26,912 70,689 211,495 Unamortized premiums on securities held outright (5) 147,790 2,823 81,592 3,731 4,190 8,746 8,871 7,915 1,968 1,233 2,327 6,111 18,284 Unamortized discounts on securities held outright (5) -13,804 -264 -7,621 -349 -391 -817 -829 -739 -184 -115 -217 -571 -1,708 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 255 0 1 0 0 0 16 13 117 98 3 1 5 Net portfolio holdings of Maiden Lane LLC (7) 1,719 0 1,719 0 0 0 0 0 0 0 0 0 0 Items in process of collection 194 0 0 0 0 0 194 0 0 0 0 0 0 Bank premises 2,180 109 441 75 118 196 203 197 106 95 233 219 189 Central bank liquidity swaps (8) 100 4 32 6 8 22 6 4 1 0 1 1 15 Foreign currency denominated assets (9) 21,052 896 6,638 1,196 1,699 4,547 1,216 892 304 97 209 261 3,098 Other assets (10) 31,645 641 17,000 795 913 2,080 1,899 1,672 521 334 567 1,336 3,887 Interdistrict settlement account 0 - 141 + 23,993 - 6,280 + 394 + 9,357 + 27,913 - 12,559 + 1,488 - 1,284 - 7,348 + 4,424 - 39,958 Total assets 4,258,030 81,998 2,364,573 102,120 122,618 265,161 284,881 215,702 58,744 34,581 60,080 180,590 486,984 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, August 8, 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 1,802,725 58,737 605,042 53,787 87,517 125,013 260,736 115,056 53,552 30,444 47,043 148,185 217,613 Less: Notes held by F.R. Banks 178,806 6,041 46,809 6,726 9,258 14,123 27,246 12,176 5,054 3,092 5,397 16,670 26,213 Federal Reserve notes, net 1,623,919 52,696 558,233 47,060 78,259 110,890 233,490 102,879 48,498 27,352 41,646 131,515 191,399 Reverse repurchase agreements (11) 237,390 4,534 131,058 5,994 6,730 14,048 14,250 12,714 3,160 1,981 3,737 9,816 29,368 Deposits 2,352,204 22,958 1,660,791 46,604 34,297 131,357 34,299 98,145 6,335 4,723 14,161 38,508 260,027 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 1,966,103 22,925 1,323,804 46,601 34,231 130,854 34,264 49,910 6,330 4,683 14,133 38,350 260,019 U.S. Treasury, General Account 311,690 0 311,690 0 0 0 0 0 0 0 0 0 0 Foreign official 5,257 2 5,230 2 3 9 2 2 1 0 0 0 6 Other (12) 69,154 32 20,067 1 62 495 33 48,233 5 40 27 158 2 Deferred availability cash items 410 0 0 0 0 0 216 0 0 194 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,253 16 699 27 41 31 99 69 22 12 17 66 154 Other liabilities and accrued dividends 3,950 160 1,430 180 187 475 295 269 136 142 144 205 328 Total liabilities 4,219,126 80,364 2,352,211 99,865 119,513 256,801 282,648 214,076 58,152 34,404 59,705 180,110 481,277 Capital Capital paid in 32,079 1,343 10,210 1,868 2,553 6,885 1,838 1,336 494 146 308 395 4,703 Surplus 6,825 290 2,151 388 551 1,474 394 289 98 31 68 84 1,005 Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0 Total liabilities and capital 4,258,030 81,998 2,364,573 102,120 122,618 265,161 284,881 215,702 58,744 34,581 60,080 180,590 486,984 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, August 8, 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 $6.825 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 Aug 8, 2018 Federal Reserve notes outstanding 1,802,725 Less: Notes held by F.R. Banks not subject to collateralization 178,806 Federal Reserve notes to be collateralized 1,623,919 Collateral held against Federal Reserve notes 1,623,919 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,607,682 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,048,879 Less: Face value of securities under reverse repurchase agreements 236,751 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,812,127 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.