Board of Governors of the Federal Reserve System

Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks

Reserve Bank credit

 7,426,585

-   36,088

-1,172,582

 7,402,915

Securities held outright1

 6,988,255

-   27,786

-  895,524

 6,965,944

U.S. Treasury securities

 4,597,473

-   21,181

-  689,479

 4,575,162

Bills2

   195,143

-    4,857

-   85,823

   195,143

Notes and bonds, nominal2

 3,928,319

-   16,917

-  596,454

 3,905,763

Notes and bonds, inflation-indexed2

   360,612

         0

-   16,412

   360,612

Inflation compensation3

   113,399

+      593

+    9,210

   113,644

Federal agency debt securities2

     2,347

         0

         0

     2,347

Mortgage-backed securities4

 2,388,435

-    6,604

-  206,045

 2,388,435

Unamortized premiums on securities held outright5

   271,034

-      620

-   33,639

   270,865

Unamortized discounts on securities held outright5

   -24,864

+      220

+    2,619

   -24,784

Repurchase agreements6

         2

+        2

-   44,284

         2

Foreign official

         0

         0

-   44,286

         0

Others

         2

+        2

+        2

         2

Loans

   140,087

-    7,508

-  186,263

   138,960

Primary credit

     6,105

+       19

-   64,933

     5,451

Secondary credit

        45

+       14

+       45

         0

Seasonal credit

         1

         0

+        1

         2

Paycheck Protection Program Liquidity Facility

     3,048

-       16

-    6,218

     3,045

Bank Term Funding Program

   130,888

-    7,525

+   62,732

   130,462

Other credit extensions7

         0

         0

-  177,889

         0

Net portfolio holdings of MS Facilities LLC (Main Street Lending Program)8

    14,678

+       21

-    7,634

    14,688

Net portfolio holdings of Municipal Liquidity Facility LLC8

         0

         0

-    5,603

         0

Net portfolio holdings of TALF II LLC8

         0

         0

-    1,926

         0

Float

      -574

-      295

-      192

      -777

Central bank liquidity swaps9

       187

+        8

-      368

       187

Other Federal Reserve assets10

    37,780

-      131

+      231

    37,831

Foreign currency denominated assets11

    18,022

-       10

-      876

    18,031

Gold stock

    11,041

         0

         0

    11,041

Special drawing rights certificate account

     5,200

         0

         0

     5,200

Treasury currency outstanding12

    52,798

+       14

+      659

    52,798

Total factors supplying reserve funds

 7,513,646

-   36,084

-1,172,799

 7,489,985

Currency in circulation12

 2,344,841

+    2,582

+   21,078

 2,347,145

Reverse repurchase agreements13

   904,400

+   72,196

-1,754,151

   801,636

Foreign official and international accounts

   375,161

+   26,447

+   13,815

   365,005

Others

   529,239

+   45,749

-1,767,967

   436,631

Treasury cash holdings

       444

-        5

+      277

       441

Deposits with F.R. Banks, other than reserve balances

   949,049

-   31,030

+  558,434

   898,547

Term deposits held by depository institutions

         0

         0

         0

         0

U.S. Treasury, General Account

   768,651

-   33,582

+  599,858

   732,828

Foreign official

    12,920

-      705

+    3,275

    10,699

Other14

   167,478

+    3,257

-   44,698

   155,021

Treasury contributions to credit facilities15

     7,438

         0

-    7,909

     7,438

Other liabilities and capital16

  -106,815

+    2,006

-  112,758

  -106,389

Total factors, other than reserve balances,
absorbing reserve funds

 4,099,358

+   45,749

-1,295,029

 3,948,818

Reserve balances with Federal Reserve Banks

 3,414,288

-   81,833

+  122,230

 3,541,167

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.

Includes outstanding loans to depository institutions that were subsequently placed into Federal Deposit Insurance Corporation (FDIC) receivership, including depository institutions established by the FDIC. The Federal Reserve Banks' loans to these depository institutions are secured by pledged collateral and the FDIC provides repayment guarantees.

8.

Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.

9.

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.

10.

Includes bank premises, accrued interest, and other accounts receivable.

11.

Revalued daily at current foreign currency exchange rates.

12.

Estimated.

13.

Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities

14.

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.

15.

Book value. Amount of equity investments in MS Facilities LLC of $7.4 billion.

16.

Includes the liability for earnings remittances due to the U.S. Treasury.

Securities held in custody for foreign official and international accounts

 3,345,413

+    4,658

+   26,196

 3,349,063

Marketable U.S. Treasury securities1

 2,941,698

+    4,955

+   43,632

 2,945,559

Federal agency debt and mortgage-backed securities2

   322,599

-      445

-   17,498

   322,331

Other securities3

    81,116

+      148

+       62

    81,174

Securities lent to dealers

    44,612

+    8,336

-    5,420

    41,226

Overnight facility4

    44,612

+    8,336

-    5,420

    41,226

U.S. Treasury securities

    44,612

+    8,336

-    5,411

    41,226

Federal agency debt securities

         0

         0

-        9

         0

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.

Loans1

     8,354

    16,959

   110,605

     3,041

         0

...

   138,960

U.S. Treasury securities2

Holdings

    70,985

   239,513

   534,567

 1,520,273

   701,279

 1,508,544

 4,575,162

Weekly changes

+    7,373

-   26,381

+      816

-   16,267

-    8,637

+      175

-   42,920

Federal agency debt securities3

Holdings

         0

         0

         0

         0

     2,347

         0

     2,347

Weekly changes

         0

         0

         0

         0

         0

         0

         0

Mortgage-backed securities4

Holdings

         0

         1

        34

     5,607

    30,175

 2,352,618

 2,388,435

Weekly changes

         0

+        1

+        6

+       85

+       19

-      111

         0

Loan participations held by MS

Facilities LLC (Main Street Lending

Program)5

         0

         0

         0

     7,059

...

...

     7,059

Repurchase agreements6

         2

         0

...

...

...

...

         2

Central bank liquidity swaps7

       187

         0

         0

         0

         0

         0

       187

Reverse repurchase agreements6

   801,636

         0

...

...

...

...

   801,636

Term deposits

         0

         0

         0

...

...

...

         0

1.

Loans includes primary, secondary, and seasonal loans and credit extended through the Paycheck Protection Program Liquidity Facility (PPPLF), Bank Term Funding Program, and other credit extensions. A component of PPPLF loans presented in the Within 15 day category has reached maturity and is recognized as performing loans based upon the underlying guarantee of the collateral by the Small Business Administration. Loans exclude the loans from the Federal Reserve Bank of Boston (FRBB) to MS Facilities LLC, which were eliminated when preparing the FRBB's statement of condition, consistent with consolidation under generally accepted accounting principles.

2.

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.

3.

Face value.

4.

Guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. The current face value shown is the remaining principal balance of the securities.

5.

Book value of the loan participations held by the MS Facilities LLC.

6.

Cash value of agreements.

7.

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.

Mortgage-backed securities held outright1

 2,388,435

Residential mortgage-backed securities

 2,380,240

Commercial mortgage-backed securities

     8,195

Commitments to buy mortgage-backed securities2

        20

Commitments to sell mortgage-backed securities2

        67

Cash and cash equivalents3

         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. Includes residential and commercial mortgage-backed securities. Residential mortgage-backed securities generally settle within 180 calendar days and include commitments associated with outright transactions, dollar rolls, and coupon swaps. Commercial mortgage-backed securities generally settle within three business days.

3.

This amount is included in other Federal Reserve assets in table 1 and in other assets in table 5 and table 6.

MS Facilities LLC (Main Street Lending Program)

     6,070

     6,351

     8,337

    14,688

1.

Book value. This amount was eliminated when preparing the Federal Reserve Banks' statement of condition consistent with consolidation under generally accepted accounting principles. Refer to the note on consolidation accompanying table 6. Loans are extended from the Federal Reserve Bank to the LLC upon settlement of the investment activity.

2.

Outstanding amount of facility asset purchases includes loan participations at face value, net of an allowance for loan losses updated as of December 31, 2023.

3.

Includes short term receivables, interest and dividend receivables, and other assets of the facility. Also includes the portion of the Treasury contribution to the credit facilities, which is held as investments in nonmarketable Treasury securities and the residual portion which is held as cash and cash equivalents at the FRBNY. The amount of cash and cash equivalents held at the FRBNY are eliminated in consolidation and, as result, are excluded from net portfolio holdings in Tables 1, 5, and 6. Refer to the note on consolidation accompanying table 6.

Assets

Gold certificate account

    11,037

         0

         0

Special drawing rights certificate account

     5,200

         0

         0

Coin

     1,551

-        1

+      253

Securities, unamortized premiums and discounts, repurchase agreements, and loans

 7,350,986

-   46,359

-1,175,611

Securities held outright1

 6,965,944

-   42,920

-  911,170

U.S. Treasury securities

 4,575,162

-   42,920

-  705,125

Bills2

   195,143

-    4,072

-   85,823

Notes and bonds, nominal2

 3,905,763

-   39,473

-  612,033

Notes and bonds, inflation-indexed2

   360,612

         0

-   16,412

Inflation compensation3

   113,644

+      625

+    9,144

Federal agency debt securities2

     2,347

         0

         0

Mortgage-backed securities4

 2,388,435

         0

-  206,045

Unamortized premiums on securities held outright5

   270,865

-      471

-   33,530

Unamortized discounts on securities held outright5

   -24,784

+      207

+    2,578

Repurchase agreements6

         2

+        2

-   39,998

Loans7

   138,960

-    3,176

-  193,489

Net portfolio holdings of MS Facilities LLC (Main Street Lending Program)8

    14,688

+       17

-    7,638

Net portfolio holdings of Municipal Liquidity Facility LLC8

         0

         0

-    5,604

Net portfolio holdings of TALF II LLC8

         0

         0

-    1,923

Items in process of collection

(0)

        48

-       15

-        6

Bank premises

       445

-       16

-        8

Central bank liquidity swaps9

       187

+        8

-      291

Foreign currency denominated assets10

    18,031

+        1

-      904

Other assets11

    37,385

+    1,184

-    1,094

Total assets

(0)

 7,439,558

-   45,181

-1,192,826

Liabilities

Federal Reserve notes, net of F.R. Bank holdings

 2,296,334

+    3,102

+   22,174

Reverse repurchase agreements12

   801,636

-   71,110

-1,797,767

Deposits

(0)

 4,439,715

+   20,667

+  703,393

Term deposits held by depository institutions

         0

         0

         0

Other deposits held by depository institutions

 3,541,167

+   68,764

+  159,816

U.S. Treasury, General Account

   732,828

-   39,432

+  592,140

Foreign official

    10,699

-    3,848

+    1,018

Other13

(0)

   155,021

-    4,818

-   49,582

Deferred availability cash items

(0)

       825

+      395

+      254

Treasury contributions to credit facilities14

     7,438

         0

-    7,909

Other liabilities and accrued dividends15

  -149,530

+    1,768

-  113,908

Total liabilities

(0)

 7,396,418

-   45,178

-1,193,764

Capital accounts

Capital paid in

    36,356

-        1

+      939

Surplus

     6,785

         0

         0

Other capital accounts

         0

         0

         0

Total capital

    43,141

-        1

+      939

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.

Loans includes primary, secondary, and seasonal loans and credit extended through the Paycheck Protection Program Liquidity Facility, Bank Term Funding Program, and other credit extensions.

8.

Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.

9.

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.

10.

Revalued daily at current foreign currency exchange rates.

11.

Includes accrued interest, which represents the daily accumulation of interest earned, and other accounts receivable.

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.

Book value. Amount of equity investments in MS Facilities LLC of $7.4 billion.

15.

Includes the liability for earnings remittances due to the U.S. Treasury.

Assets

Gold certificates and special drawing rights certificates

    16,237

       557

     5,175

       525

       752

     1,187

     2,287

     1,104

       479

       264

       452

     1,290

     2,165

Coin

     1,551

        47

        54

       162

        52

       200

       108

       273

        35

        56

       110

       185

       270

Securities, unamortized premiums and discounts, repurchase agreements,
and loans1

 7,350,986

   153,106

 4,037,656

   122,020

   225,388

   512,951

   499,685

   460,136

   114,343

    55,698

   103,228

   363,412

   703,364

Net portfolio holdings of MS

Facilities LLC (Main Street Lending

Program)2

    14,688

    14,688

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Central bank liquidity swaps3

       187

         8

        65

         7

        20

        37

         6

         9

         4

         1

         2

         4

        24

Foreign currency denominated

assets4

    18,031

       752

     6,236

       635

     1,918

     3,557

       591

       885

       406

       113

       196

       434

     2,308

Other assets5

    37,878

       943

    17,957

       732

     1,204

     3,025

     3,539

     2,327

       740

       546

       907

     1,963

     3,995

Interdistrict settlement account

         0

+   15,170

-  184,404

-    4,300

+   86,701

+  147,215

-   22,211

-   74,777

-    4,616

-    4,322

-   18,763

-   32,172

+   96,480

Total assets

 7,439,558

   185,272

 3,882,739

   119,780

   316,034

   668,173

   484,004

   389,957

   111,391

    52,356

    86,133

   335,115

   808,606

Liabilities

Federal Reserve notes, net

 2,296,334

    82,083

   748,282

    50,653

   111,024

   163,141

   355,265

   121,240

    72,338

    31,221

    40,628

   192,087

   328,371

Reverse repurchase agreements6

   801,636

    15,487

   447,674

    13,212

    24,635

    55,785

    54,306

    49,971

    11,992

     5,435

    10,364

    39,085

    73,689

Deposits

 4,439,715

    80,188

 2,768,111

    55,749

   181,963

   465,066

    71,678

   227,262

    25,909

    15,505

    35,021

   104,118

   409,144

Depository institutions

 3,541,167

    80,135

 1,973,627

    55,748

   181,926

   464,514

    71,649

   124,096

    25,894

    15,467

    34,990

   104,019

   409,102

U.S. Treasury, General Account

   732,828

         0

   732,828

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Foreign official

    10,699

         2

    10,673

         1

         4

         8

         1

         2

         1

         0

         0

         1

         5

Other7

   155,021

        51

    50,983

         0

        32

       543

        28

   103,165

        14

        37

        31

        99

        37

Earnings remittances due to the U.S. Treasury8

  -161,332

    -3,198

  -101,306

    -1,587

    -6,691

   -25,592

        78

   -11,358

       -10

      -217

      -561

    -1,661

    -9,228

Treasury contributions to credit facilities9

     7,438

     7,438

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Other liabilities and accrued
dividends

    12,627

     1,464

     5,125

       243

       526

     1,317

     1,207

       716

       183

       140

       223

       352

     1,131

Total liabilities

 7,396,418

   183,463

 3,867,885

   118,270

   311,457

   659,718

   482,535

   387,831

   110,412

    52,084

    85,675

   333,981

   803,106

Capital

Capital paid in

    36,356

     1,525

    12,508

     1,271

     3,856

     7,116

     1,247

     1,792

       826

       229

       384

       970

     4,631

Surplus

     6,785

       283

     2,346

       239

       722

     1,339

       222

       333

       153

        42

        74

       163

       869

Other capital

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Total liabilities and capital

 7,439,558

   185,272

 3,882,739

   119,780

   316,034

   668,173

   484,004

   389,957

   111,391

    52,356

    86,133

   335,115

   808,606

1.

Securities include outright holdings of U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities, including securities lent to dealers under the overnight securities

lending facility; refer to table 1A. Mortgage-backed securities are guaranteed by Fannie Mae, Freddie Mac, and Ginnie Mae. Unamortized premiums and discounts are the differences between

the purchase price and the face value of the securities that have not been amortized.  For U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities,

amortization is on an effective-interest basis. Repurchase agreements reflect the cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.

Loans includes primary, secondary, and seasonal loans and credit extended through the Paycheck Protection Program Liquidity Facility, Bank Term Funding Program, and other credit extensions.

2.

Includes assets purchased pursuant to terms of the credit facility and amounts related to Treasury contributions to the facility. Refer to note on consolidation below.

3.

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.

4.

Revalued daily at current foreign currency exchange rates.

5.

Includes items in process of collection, bank premises, accrued interest (which represents the daily accumulation of interest earned), and other accounts receivable.

6.

Cash value of agreements, which are collateralized by U.S. Treasury securities, federal agency debt securities, and mortgage-backed securities.

7.

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.

8.

The Federal Reserve Banks remit residual net earnings to the U.S. Treasury after providing for the costs of operations, payment of dividends, and the amount necessary to maintain each Federal Reserve Bank's allotted surplus cap. Positive amounts represent the estimated weekly remittances due to U.S. Treasury. Negative amounts represent the cumulative deferred asset position, which is incurred during a period when earnings are not sufficient to provide for the cost of operations, payment of dividends, and maintaining surplus. The deferred asset is the amount of net earnings that the Federal Reserve Banks need to realize before remittances to the U.S. Treasury resume.

9.

Book value. Amount of equity investments in MS Facilities LLC of $7.4 billion.

Note on consolidation:

The Federal Reserve Bank of New York (FRBNY) and the Federal Reserve Bank of Boston (FRBB) have extended loans to limited liability companies under the authority of section 13(3) of the Federal Reserve Act. On June 5, 2020, FRBNY began extending loans to the Municipal Liquidity Facility LLC (MLF LLC), a limited liability company formed to purchase municipal notes from eligible issuers. The assets of the MLF LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY. On June 25, 2020, FRBNY began extending loans to the TALF II LLC, a special purpose vehicle that was formed to help support the flow of credit to consumers and businesses. The assets of the TALF II LLC and the amount provided by U.S. Treasury as credit protection to the FRBNY are used to secure the loan from the FRBNY. On July 15, 2020, the FRBB began extending loans to the MS Facilities LLC (Main Street Lending Program), a special purpose vehicle that was formed to help ensure credit flows to small and medium-sized businesses and to eligible nonprofits. The assets of the MS Facilities LLC and the amount provided by U.S. Treasury as credit protection to the FRBB are used to secure the loan from the FRBB.

The FRBNY is the managing member of MLF LLC and TALF II LLC. The FRBB is the managing member of MS Facilities LLC (Main Street Lending Program). Consistent with generally accepted accounting principles, the assets and liabilities of each LLC have been accounted for and consolidated with the assets and liabilities of the FRBNY or FRBB, in the preparation of the statements of condition shown on this release. As a consequence of the consolidation, the loan from the Reserve Bank to the LLC is eliminated as are any balances held at the FRBNY for LLCs consolidated to FRBNY or FRBB for LLCs consolidated to FRBB. Treasury contributions to credit facilities are held at FRBNY until invested. Net assets of the LLC appears as assets on table 6 (and in table 1 and table 5), and the liabilities of the LLC to entities other than the FRBNY or FRBB, including those with recourse only to the portfolio holdings of the LLC, are included in other liabilities in this table (and table 1 and table 5). The amount provided by U.S. Treasury as credit protection to FRBNY and FRBB appears as liabilities on table 6 (and in table 1 and table 5).

Federal Reserve notes outstanding

 2,728,138

Less: Notes held by F.R. Banks not subject to collateralization

   431,804

Federal Reserve notes to be collateralized

 2,296,334

Collateral held against Federal Reserve notes

 2,296,334

Gold certificate account

    11,037

Special drawing rights certificate account

     5,200

U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2

 2,280,097

Other assets pledged

         0

Memo:

Total U.S. Treasury, agency debt, and mortgage-backed securities1,2

 6,965,946

Less: Face value of securities under reverse repurchase agreements

   884,145

U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged

 6,081,801

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.