FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks September 13, 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 Sep 12, 2018 Federal Reserve Banks Sep 12, 2018 Sep 5, 2018 Sep 13, 2017 Reserve Bank credit 4,170,556 + 1,247 - 246,783 4,171,398 Securities held outright (1) 4,012,620 - 1,624 - 229,280 4,012,629 U.S. Treasury securities 2,313,203 - 1,626 - 152,273 2,313,204 Bills (2) 100 0 + 100 100 Notes and bonds, nominal (2) 2,175,602 - 1,772 - 161,724 2,175,602 Notes and bonds, inflation-indexed (2) 115,579 + 141 + 6,167 115,579 Inflation compensation (3) 21,922 + 5 + 3,184 21,923 Federal agency debt securities (2) 2,409 0 - 4,348 2,409 Mortgage-backed securities (4) 1,697,008 + 2 - 72,659 1,697,016 Unamortized premiums on securities held outright (5) 146,120 - 291 - 17,057 146,053 Unamortized discounts on securities held outright (5) -13,758 + 32 + 770 -13,747 Repurchase agreements (6) 0 0 0 0 Loans 271 + 32 + 55 317 Primary credit 42 + 32 + 40 65 Secondary credit 0 0 0 0 Seasonal credit 229 0 + 15 252 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 1,719 0 + 11 1,720 Float -163 + 377 + 86 -220 Central bank liquidity swaps (8) 91 + 1 + 4 91 Other Federal Reserve assets (9) 23,656 + 2,720 - 1,373 24,555 Foreign currency denominated assets (10) 21,027 - 30 - 658 21,054 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 49,757 + 14 + 636 49,757 Total factors supplying reserve funds 4,257,581 + 1,231 - 246,805 4,258,450 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 Sep 12, 2018 Federal Reserve Banks Sep 12, 2018 Sep 5, 2018 Sep 13, 2017 Currency in circulation (11) 1,686,977 + 1,315 + 107,505 1,686,970 Reverse repurchase agreements (12) 230,392 - 6,287 - 129,622 229,546 Foreign official and international accounts 229,901 - 6,328 - 10,571 228,231 Others 490 + 40 - 119,052 1,315 Treasury cash holdings 208 - 3 + 37 208 Deposits with F.R. Banks, other than reserve balances 373,827 - 21,094 + 216,941 372,664 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 303,654 - 20,110 + 233,422 297,697 Foreign official 5,256 0 + 91 5,256 Other (13) 64,917 - 984 - 16,571 69,711 Other liabilities and capital (14) 45,201 + 1,335 - 3,710 45,055 Total factors, other than reserve balances, absorbing reserve funds 2,336,605 - 24,735 + 191,151 2,334,442 Reserve balances with Federal Reserve Banks 1,920,976 + 25,966 - 437,957 1,924,008 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 Sep 12, 2018 Sep 12, 2018 Sep 5, 2018 Sep 13, 2017 Securities held in custody for foreign official and international accounts 3,421,806 - 7,042 + 49,439 3,424,884 Marketable U.S. Treasury securities (1) 3,053,960 - 6,314 + 7,429 3,057,258 Federal agency debt and mortgage-backed securities (2) 298,530 - 28 + 34,506 298,548 Other securities (3) 69,315 - 701 + 7,503 69,078 Securities lent to dealers 17,371 + 83 - 7,769 18,775 Overnight facility (4) 17,371 + 83 - 7,769 18,775 U.S. Treasury securities 17,371 + 83 - 7,769 18,775 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, September 12, 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 140 178 0 0 0 ... 317 U.S. Treasury securities (1) Holdings 0 102,160 315,819 1,010,629 267,465 617,131 2,313,204 Weekly changes 0 0 0 + 1 + 1 + 1 + 2 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 0 154 44,511 1,652,352 1,697,016 Weekly changes 0 0 0 + 1 0 + 10 + 10 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 91 0 0 0 0 0 91 Reverse repurchase agreements (4) 229,546 0 ... ... ... ... 229,546 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 Sep 12, 2018 Mortgage-backed securities held outright (1) 1,697,016 Commitments to buy mortgage-backed securities (2) 8,593 Commitments to sell mortgage-backed securities (2) 15 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 Sep 12, 2018 Net portfolio holdings of Maiden Lane LLC (1) 1,720 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 Sep 12, 2018 Wednesday Wednesday consolidation Sep 5, 2018 Sep 13, 2017 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,759 + 4 - 70 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,145,252 - 117 - 258,586 Securities held outright (1) 4,012,629 + 12 - 241,942 U.S. Treasury securities 2,313,204 + 2 - 152,264 Bills (2) 100 0 + 100 Notes and bonds, nominal (2) 2,175,602 0 - 161,724 Notes and bonds, inflation-indexed (2) 115,579 0 + 6,167 Inflation compensation (3) 21,923 + 2 + 3,193 Federal agency debt securities (2) 2,409 0 - 4,348 Mortgage-backed securities (4) 1,697,016 + 10 - 85,330 Unamortized premiums on securities held outright (5) 146,053 - 215 - 17,509 Unamortized discounts on securities held outright (5) -13,747 + 29 + 768 Repurchase agreements (6) 0 0 0 Loans 317 + 56 + 97 Net portfolio holdings of Maiden Lane LLC (7) 1,720 + 1 + 12 Items in process of collection (0) 143 - 45 + 61 Bank premises 2,180 + 1 - 17 Central bank liquidity swaps (8) 91 + 1 + 4 Foreign currency denominated assets (9) 21,054 + 20 - 377 Other assets (10) 22,376 + 2,452 - 1,389 Total assets (0) 4,210,812 + 2,316 - 260,362 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 Sep 12, 2018 Wednesday Wednesday consolidation Sep 5, 2018 Sep 13, 2017 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,639,176 - 1,669 + 105,592 Reverse repurchase agreements (11) 229,546 - 106 - 137,173 Deposits (0) 2,296,673 + 3,393 - 224,844 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 1,924,009 + 26,108 - 436,181 U.S. Treasury, General Account 297,697 - 26,740 + 224,477 Foreign official 5,256 0 + 91 Other (12) (0) 69,711 + 4,025 - 13,231 Deferred availability cash items (0) 362 - 327 - 60 Other liabilities and accrued dividends (13) 6,068 + 1,020 - 1,755 Total liabilities (0) 4,171,825 + 2,311 - 258,241 Capital accounts Capital paid in 32,161 + 4 + 1,052 Surplus 6,825 0 - 3,175 Other capital accounts 0 0 0 Total capital 38,986 + 4 - 2,123 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, September 12, 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 1,759 43 41 161 117 242 190 290 33 44 107 203 290 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,145,252 79,166 2,288,325 104,651 117,510 245,281 248,826 222,061 55,308 34,677 65,261 171,393 512,792 Securities held outright (1) 4,012,629 76,637 2,215,282 101,310 113,759 237,452 240,865 214,908 53,421 33,485 63,168 165,921 496,419 U.S. Treasury securities 2,313,204 44,180 1,277,068 58,404 65,580 136,886 138,854 123,890 30,796 19,304 36,415 95,650 286,176 Bills (2) 100 2 55 3 3 6 6 5 1 1 2 4 12 Notes and bonds (3) 2,313,104 44,178 1,277,013 58,401 65,577 136,881 138,848 123,885 30,795 19,303 36,414 95,646 286,164 Federal agency debt securities (2) 2,409 46 1,330 61 68 143 145 129 32 20 38 100 298 Mortgage-backed securities (4) 1,697,016 32,411 936,885 42,846 48,111 100,423 101,866 90,889 22,593 14,162 26,715 70,171 209,945 Unamortized premiums on securities held outright (5) 146,053 2,789 80,633 3,688 4,141 8,643 8,767 7,822 1,944 1,219 2,299 6,039 18,069 Unamortized discounts on securities held outright (5) -13,747 -263 -7,590 -347 -390 -814 -825 -736 -183 -115 -216 -568 -1,701 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 317 2 0 0 0 0 19 68 126 88 10 1 5 Net portfolio holdings of Maiden Lane LLC (7) 1,720 0 1,720 0 0 0 0 0 0 0 0 0 0 Items in process of collection 143 0 0 0 0 0 142 0 0 0 0 0 0 Bank premises 2,180 109 443 76 117 195 204 196 106 95 233 218 188 Central bank liquidity swaps (8) 91 4 29 5 7 20 5 4 1 0 1 1 13 Foreign currency denominated assets (9) 21,054 896 6,638 1,196 1,699 4,548 1,217 892 304 97 209 261 3,099 Other assets (10) 22,376 455 11,842 557 641 1,522 1,334 1,169 507 252 414 951 2,732 Interdistrict settlement account 0 - 560 - 4,936 - 7,994 + 3,595 + 26,255 + 33,111 - 7,019 + 2,438 + 19 - 7,435 + 4,995 - 42,468 Total assets 4,210,812 80,673 2,309,546 99,211 124,468 279,249 287,172 218,757 59,181 35,473 59,249 179,210 478,624 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, September 12, 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 1,819,169 58,525 608,722 54,861 87,726 125,725 263,076 119,732 55,211 30,493 47,555 149,832 217,712 Less: Notes held by F.R. Banks 179,993 6,316 46,244 7,052 9,084 13,594 25,619 12,583 5,496 3,069 5,455 17,357 28,125 Federal Reserve notes, net 1,639,176 52,208 562,477 47,810 78,642 112,131 237,458 107,149 49,715 27,424 42,099 132,475 189,587 Reverse repurchase agreements (11) 229,546 4,384 126,727 5,796 6,508 13,584 13,779 12,294 3,056 1,916 3,614 9,492 28,398 Deposits 2,296,673 22,246 1,605,378 43,115 35,961 144,555 33,162 97,301 5,659 5,565 12,982 36,471 254,277 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 1,924,009 22,213 1,280,471 43,112 35,838 143,886 33,127 50,809 5,650 5,510 12,970 36,153 254,269 U.S. Treasury, General Account 297,697 0 297,697 0 0 0 0 0 0 0 0 0 0 Foreign official 5,256 2 5,228 2 3 9 2 2 1 0 0 0 6 Other (12) 69,711 31 21,982 1 120 661 33 46,490 9 55 11 317 2 Deferred availability cash items 362 0 0 0 0 0 129 0 0 233 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,282 27 684 32 40 60 97 66 21 11 30 64 150 Other liabilities and accrued dividends 4,787 174 1,907 203 210 557 316 313 142 149 149 224 443 Total liabilities 4,171,825 79,039 2,297,173 96,955 121,361 270,887 284,941 217,124 58,593 35,297 58,873 178,726 472,855 Capital Capital paid in 32,161 1,343 10,221 1,868 2,556 6,887 1,837 1,344 489 146 308 399 4,764 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 4,210,812 80,673 2,309,546 99,211 124,468 279,249 287,172 218,757 59,181 35,473 59,249 179,210 478,624 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, September 12, 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 Sep 12, 2018 Federal Reserve notes outstanding 1,819,169 Less: Notes held by F.R. Banks not subject to collateralization 179,993 Federal Reserve notes to be collateralized 1,639,176 Collateral held against Federal Reserve notes 1,639,176 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,622,939 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 4,012,629 Less: Face value of securities under reverse repurchase agreements 230,783 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,781,846 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.