FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks October 11, 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 Oct 10, 2018 Federal Reserve Banks Oct 10, 2018 Oct 3, 2018 Oct 11, 2017 Reserve Bank credit 4,137,004 - 8,760 - 281,933 4,137,727 Securities held outright (1) 3,978,409 - 10,841 - 262,036 3,978,415 U.S. Treasury securities 2,294,222 - 10,844 - 171,306 2,294,227 Bills (2) 100 0 + 100 100 Notes and bonds, nominal (2) 2,156,595 - 10,861 - 180,731 2,156,595 Notes and bonds, inflation-indexed (2) 115,579 0 + 6,167 115,579 Inflation compensation (3) 21,948 + 17 + 3,159 21,953 Federal agency debt securities (2) 2,409 0 - 4,348 2,409 Mortgage-backed securities (4) 1,681,778 + 3 - 86,382 1,681,778 Unamortized premiums on securities held outright (5) 144,557 - 247 - 17,557 144,492 Unamortized discounts on securities held outright (5) -13,638 + 31 + 774 -13,629 Repurchase agreements (6) 0 0 0 0 Loans 217 - 110 + 38 189 Primary credit 3 - 72 0 13 Secondary credit 0 0 0 0 Seasonal credit 214 - 38 + 39 176 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC (7) 7 0 - 1,700 7 Float -200 + 429 + 118 -152 Central bank liquidity swaps (8) 90 + 16 + 54 90 Other Federal Reserve assets (9) 27,562 + 1,962 - 1,625 28,316 Foreign currency denominated assets (10) 20,767 - 105 - 358 20,854 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding (11) 49,787 + 14 + 594 49,787 Total factors supplying reserve funds 4,223,799 - 8,851 - 281,697 4,224,609 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 Oct 10, 2018 Federal Reserve Banks Oct 10, 2018 Oct 3, 2018 Oct 11, 2017 Currency in circulation (11) 1,691,914 + 5,190 + 107,144 1,692,975 Reverse repurchase agreements (12) 223,290 - 33,183 - 129,624 217,293 Foreign official and international accounts 221,246 - 8,687 - 8,430 214,903 Others 2,044 - 24,496 - 121,193 2,390 Treasury cash holdings 221 + 6 + 16 227 Deposits with F.R. Banks, other than reserve balances 398,215 - 45,488 + 143,942 389,917 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 324,721 - 43,286 + 154,955 308,869 Foreign official 5,257 + 1 + 91 5,258 Other (13) 68,238 - 2,202 - 11,103 75,790 Other liabilities and capital (14) 45,095 + 1,136 - 3,741 45,310 Total factors, other than reserve balances, absorbing reserve funds 2,358,734 - 72,340 + 117,736 2,345,721 Reserve balances with Federal Reserve Banks 1,865,065 + 63,489 - 399,433 1,878,887 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 Oct 10, 2018 Oct 10, 2018 Oct 3, 2018 Oct 11, 2017 Securities held in custody for foreign official and international accounts 3,444,409 + 8,292 + 83,929 3,439,492 Marketable U.S. Treasury securities (1) 3,069,517 + 8,723 + 36,384 3,064,214 Federal agency debt and mortgage-backed securities (2) 306,913 + 94 + 43,862 306,913 Other securities (3) 67,979 - 525 + 3,683 68,365 Securities lent to dealers 18,440 + 118 - 6,293 18,273 Overnight facility (4) 18,440 + 118 - 6,293 18,273 U.S. Treasury securities 18,440 + 118 - 6,293 18,273 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, October 10, 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 55 134 0 0 0 ... 189 U.S. Treasury securities (1) Holdings 26 101,337 310,595 999,355 265,769 617,146 2,294,227 Weekly changes 0 0 0 + 3 + 6 + 9 + 17 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 1 184 49,581 1,632,012 1,681,778 Weekly changes 0 0 0 0 + 5,978 - 5,976 + 3 Repurchase agreements (4) 0 0 ... ... ... ... 0 Central bank liquidity swaps (5) 90 0 0 0 0 0 90 Reverse repurchase agreements (4) 217,293 0 ... ... ... ... 217,293 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 Oct 10, 2018 Mortgage-backed securities held outright (1) 1,681,778 Commitments to buy mortgage-backed securities (2) 7,387 Commitments to sell mortgage-backed securities (2) 0 Cash and cash equivalents (3) 3 1. Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities. 2. Current face value. Generally settle within 180 days and include commitments associated with outright transactions, dollar rolls, and coupon swaps. 3. This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5 and table 6. 4. Information on Principal Accounts of Maiden Lane LLC Millions of dollars Account name Wednesday Oct 10, 2018 Net portfolio holdings of Maiden Lane LLC (1) 7 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. 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 Oct 10, 2018 Wednesday Wednesday consolidation Oct 3, 2018 Oct 11, 2017 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,754 - 8 - 101 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,109,467 - 375 - 278,805 Securities held outright (1) 3,978,415 + 21 - 262,056 U.S. Treasury securities 2,294,227 + 17 - 171,327 Bills (2) 100 0 + 100 Notes and bonds, nominal (2) 2,156,595 0 - 180,731 Notes and bonds, inflation-indexed (2) 115,579 0 + 6,167 Inflation compensation (3) 21,953 + 17 + 3,137 Federal agency debt securities (2) 2,409 0 - 4,348 Mortgage-backed securities (4) 1,681,778 + 3 - 86,382 Unamortized premiums on securities held outright (5) 144,492 - 218 - 17,554 Unamortized discounts on securities held outright (5) -13,629 + 29 + 774 Repurchase agreements (6) 0 0 0 Loans 189 - 208 + 31 Net portfolio holdings of Maiden Lane LLC (7) 7 0 - 1,699 Items in process of collection (0) 182 + 48 + 89 Bank premises 2,180 + 1 - 18 Central bank liquidity swaps (8) 90 + 16 + 54 Foreign currency denominated assets (9) 20,854 + 72 - 389 Other assets (10) 26,136 + 2,450 - 1,640 Total assets (0) 4,176,906 + 2,202 - 282,509 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 Oct 10, 2018 Wednesday Wednesday consolidation Oct 3, 2018 Oct 11, 2017 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,645,165 + 3,063 + 106,779 Reverse repurchase agreements (11) 217,293 - 12,754 - 142,982 Deposits (0) 2,268,804 + 10,329 - 243,094 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 1,878,887 + 41,300 - 388,852 U.S. Treasury, General Account 308,869 - 41,412 + 153,562 Foreign official 5,258 + 1 + 92 Other (12) (0) 75,790 + 10,440 - 7,897 Deferred availability cash items (0) 334 + 8 - 109 Other liabilities and accrued dividends (13) 6,182 + 1,537 - 1,016 Total liabilities (0) 4,137,778 + 2,184 - 280,422 Capital accounts Capital paid in 32,303 + 19 + 1,088 Surplus 6,825 0 - 3,175 Other capital accounts 0 0 0 Total capital 39,128 + 19 - 2,087 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, October 10, 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 1,754 46 39 160 120 244 189 291 31 43 106 198 287 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,109,467 78,483 2,268,640 103,751 116,499 243,171 246,683 220,105 54,779 34,363 64,700 169,918 508,376 Securities held outright (1) 3,978,415 75,984 2,196,393 100,447 112,789 235,427 238,811 213,075 52,966 33,200 62,630 164,507 492,186 U.S. Treasury securities 2,294,227 43,817 1,266,591 57,924 65,042 135,763 137,715 122,874 30,544 19,145 36,117 94,866 283,828 Bills (2) 100 2 55 3 3 6 6 5 1 1 2 4 12 Notes and bonds (3) 2,294,127 43,815 1,266,536 57,922 65,039 135,758 137,709 122,868 30,542 19,144 36,115 94,862 283,816 Federal agency debt securities (2) 2,409 46 1,330 61 68 143 145 129 32 20 38 100 298 Mortgage-backed securities (4) 1,681,778 32,120 928,472 42,461 47,679 99,521 100,952 90,072 22,390 14,034 26,475 69,541 208,060 Unamortized premiums on securities held outright (5) 144,492 2,760 79,771 3,648 4,096 8,550 8,673 7,739 1,924 1,206 2,275 5,975 17,876 Unamortized discounts on securities held outright (5) -13,629 -260 -7,524 -344 -386 -807 -818 -730 -181 -114 -215 -564 -1,686 Repurchase agreements (6) 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 189 0 0 0 0 0 17 21 71 71 10 0 0 Net portfolio holdings of Maiden Lane LLC (7) 7 0 7 0 0 0 0 0 0 0 0 0 0 Items in process of collection 182 0 0 0 0 0 181 0 0 1 0 0 0 Bank premises 2,180 108 444 77 117 195 205 196 106 95 233 218 187 Central bank liquidity swaps (8) 90 4 28 5 7 19 5 4 1 0 1 1 13 Foreign currency denominated assets (9) 20,854 887 6,575 1,184 1,683 4,505 1,205 884 301 96 207 258 3,069 Other assets (10) 26,136 533 13,993 655 754 1,748 1,570 1,375 425 285 466 1,125 3,206 Interdistrict settlement account 0 + 6,243 - 9,220 - 6,239 + 2,059 + 6,608 + 30,533 + 36 + 3,153 - 210 - 2,565 + 4,051 - 34,449 Total assets 4,176,906 86,865 2,285,951 100,153 122,020 257,675 282,716 224,053 59,280 34,961 63,608 176,957 482,667 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, October 10, 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 1,837,706 58,365 613,165 54,677 88,250 125,833 263,645 120,259 55,295 30,375 49,590 149,930 228,323 Less: Notes held by F.R. Banks 192,541 6,170 52,552 7,218 9,433 13,884 30,343 12,961 5,421 3,017 5,590 17,155 28,797 Federal Reserve notes, net 1,645,165 52,195 560,613 47,459 78,817 111,948 233,302 107,299 49,874 27,358 44,000 132,775 199,526 Reverse repurchase agreements (11) 217,293 4,150 119,963 5,486 6,160 12,859 13,043 11,638 2,893 1,813 3,421 8,985 26,882 Deposits 2,268,804 28,682 1,590,283 44,709 33,651 123,916 33,505 103,091 5,759 5,305 15,632 34,426 249,844 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 1,878,887 28,653 1,248,277 44,706 33,599 123,187 33,470 56,267 5,750 5,222 15,622 34,296 249,838 U.S. Treasury, General Account 308,869 0 308,869 0 0 0 0 0 0 0 0 0 0 Foreign official 5,258 2 5,230 2 3 9 2 2 1 0 0 0 6 Other (12) 75,790 28 27,906 1 49 720 33 46,822 9 82 10 129 1 Deferred availability cash items 334 0 0 0 0 0 189 0 0 145 0 0 0 Earnings remittances due to the U.S. Treasury (13) 1,240 23 675 30 47 17 106 65 21 12 23 65 155 Other liabilities and accrued dividends 4,941 181 1,977 213 218 572 322 324 144 150 153 223 464 Total liabilities 4,137,778 85,232 2,273,511 97,897 118,893 249,312 280,467 222,416 58,691 34,784 63,229 176,475 476,872 Capital Capital paid in 32,303 1,343 10,288 1,868 2,576 6,888 1,854 1,348 490 146 311 398 4,791 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 4,176,906 86,865 2,285,951 100,153 122,020 257,675 282,716 224,053 59,280 34,961 63,608 176,957 482,667 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, October 10, 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 Oct 10, 2018 Federal Reserve notes outstanding 1,837,706 Less: Notes held by F.R. Banks not subject to collateralization 192,541 Federal Reserve notes to be collateralized 1,645,165 Collateral held against Federal Reserve notes 1,645,165 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged (1,2) 1,628,928 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities (1,2) 3,978,415 Less: Face value of securities under reverse repurchase agreements 218,670 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,759,744 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.