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

 7,135,585

-   10,183

-1,035,851

 7,133,764

Securities held outright1

 6,734,175

-    8,727

-  833,975

 6,734,187

U.S. Treasury securities

 4,413,637

-    8,728

-  634,606

 4,413,650

Bills2

   195,293

         0

-   64,129

   195,293

Notes and bonds, nominal2

 3,757,428

-    9,712

-  558,171

 3,757,428

Notes and bonds, inflation-indexed2

   344,044

+      898

-   20,505

   344,044

Inflation compensation3

   116,872

+       86

+    8,198

   116,885

Federal agency debt securities2

     2,347

         0

         0

     2,347

Mortgage-backed securities4

 2,318,190

         0

-  199,369

 2,318,190

Unamortized premiums on securities held outright5

   261,293

-      458

-   31,206

   261,148

Unamortized discounts on securities held outright5

   -24,506

-       81

+    2,684

   -24,425

Repurchase agreements6

         6

+        5

+        6

        10

Foreign official

         4

+        4

+        4

         5

Others

         1

         0

+        1

         5

Loans

   108,684

-    2,877

-  152,576

   105,772

Primary credit

     4,402

-    2,211

+    2,271

     2,232

Secondary credit

         0

-        1

         0

         0

Seasonal credit

        68

-        3

+        7

        68

Paycheck Protection Program Liquidity Facility

     2,676

-       24

-    3,582

     2,615

Bank Term Funding Program

   101,538

-      638

-    4,568

   100,858

Other credit extensions7

         0

         0

-  146,705

         0

Net portfolio holdings of MS Facilities 2020 LLC (Main Street Lending Program)8

    10,880

+       13

-    8,875

    10,891

Net portfolio holdings of Municipal Liquidity Facility LLC8

         0

         0

-    5,607

         0

Net portfolio holdings of TALF II LLC8

         0

         0

-    1,578

         0

Float

      -324

+       95

-      171

      -321

Central bank liquidity swaps9

       150

-        5

-       79

       149

Other Federal Reserve assets10

    45,228

+    1,853

-    4,474

    46,354

Foreign currency denominated assets11

    18,456

+      367

-       81

    18,434

Gold stock

    11,041

         0

         0

    11,041

Special drawing rights certificate account

    10,200

         0

+    5,000

    10,200

Treasury currency outstanding12

    53,050

+       14

+      728

    53,050

Total factors supplying reserve funds

 7,228,332

-    9,802

-1,030,204

 7,226,488

Currency in circulation12

 2,349,486

+    2,179

+   16,363

 2,350,210

Reverse repurchase agreements13

   718,528

-   65,565

-1,366,099

   681,881

Foreign official and international accounts

   395,790

-    4,483

+  103,111

   395,221

Others

   322,738

-   61,082

-1,469,210

   286,660

Treasury cash holdings

       403

+        1

+      122

       399

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

   937,072

-    6,744

+  298,603

   949,554

Term deposits held by depository institutions

         0

         0

         0

         0

U.S. Treasury, General Account

   770,931

-   15,555

+  326,337

   785,233

Foreign official

     9,679

-        5

-        8

     9,680

Other14

   156,462

+    8,816

-   27,727

   154,641

Treasury contributions to credit facilities15

     4,958

         0

-    8,400

     4,958

Other liabilities and capital16

  -133,777

+    2,184

-   99,597

  -133,430

Total factors, other than reserve balances,
absorbing reserve funds

 3,876,671

-   67,944

-1,159,009

 3,853,572

Reserve balances with Federal Reserve Banks

 3,351,662

+   58,143

+  128,806

 3,372,916

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 2020 LLC of $5.0 billion.

16.

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

Securities held in custody for foreign official and international accounts

 3,313,277

+   12,099

-  140,963

 3,296,206

Marketable U.S. Treasury securities1

 2,931,814

+   11,932

-   87,705

 2,914,802

Federal agency debt and mortgage-backed securities2

   301,206

+       99

-   51,470

   301,171

Other securities3

    80,256

+       66

-    1,789

    80,233

Securities lent to dealers

    36,689

+      496

-    4,162

    36,654

Overnight facility4

    36,689

+      496

-    4,162

    36,654

U.S. Treasury securities

    36,689

+      496

-    4,162

    36,654

Federal agency debt securities

         0

         0

         0

         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

     1,622

       808

   101,138

     2,203

         0

...

   105,772

U.S. Treasury securities2

Holdings

    79,828

   166,965

   535,307

 1,472,812

   637,854

 1,520,884

 4,413,650

Weekly changes

-    4,213

+   31,811

-   27,593

+       16

+        4

+       10

+       35

Federal agency debt securities3

Holdings

         0

         0

         0

       486

     1,861

         0

     2,347

Weekly changes

         0

         0

         0

         0

         0

         0

         0

Mortgage-backed securities4

Holdings

         0

         1

        26

     6,285

    25,726

 2,286,153

 2,318,190

Weekly changes

         0

+        1

+        1

+      102

+       74

-      178

         0

Loan participations held by MS

Facilities 2020 LLC (Main Street

Lending Program)5

         0

         0

         0

     5,827

...

...

     5,827

Repurchase agreements6

        10

         0

...

...

...

...

        10

Central bank liquidity swaps7

       149

         0

         0

         0

         0

         0

       149

Reverse repurchase agreements6

   681,881

         0

...

...

...

...

   681,881

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 2020 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 2020 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

 2,318,190

Residential mortgage-backed securities

 2,310,058

Commercial mortgage-backed securities

     8,132

Commitments to buy mortgage-backed securities2

         0

Commitments to sell mortgage-backed securities2

       146

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 2020 LLC (Main Street Lending Program)

     4,903

     4,925

     5,965

    10,891

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 credit losses updated as of June 30, 2024.

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

    10,200

         0

+    5,000

Coin

     1,447

+       13

+       32

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

 7,076,692

-    6,440

-1,017,199

Securities held outright1

 6,734,187

+       35

-  834,090

U.S. Treasury securities

 4,413,650

+       35

-  634,720

Bills2

   195,293

         0

-   64,129

Notes and bonds, nominal2

 3,757,428

         0

-  558,171

Notes and bonds, inflation-indexed2

   344,044

         0

-   20,505

Inflation compensation3

   116,885

+       35

+    8,085

Federal agency debt securities2

     2,347

         0

         0

Mortgage-backed securities4

 2,318,190

         0

-  199,369

Unamortized premiums on securities held outright5

   261,148

-      442

-   31,178

Unamortized discounts on securities held outright5

   -24,425

-       55

+    2,673

Repurchase agreements6

        10

+        5

+       10

Loans7

   105,772

-    5,983

-  154,614

Net portfolio holdings of MS Facilities 2020 LLC (Main Street Lending Program)8

    10,891

+       13

-    8,880

Net portfolio holdings of Municipal Liquidity Facility LLC8

         0

         0

-    5,609

Net portfolio holdings of TALF II LLC8

         0

         0

-    1,579

Items in process of collection

(0)

        50

-        5

-        9

Bank premises

       431

-        7

-        9

Central bank liquidity swaps9

       149

-        6

-       80

Foreign currency denominated assets10

    18,434

+      224

-       27

Other assets11

    45,926

+    3,076

-    4,624

Total assets

(0)

 7,175,256

-    3,135

-1,032,985

Liabilities

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

 2,299,002

+    1,541

+   16,382

Reverse repurchase agreements12

   681,881

-  131,380

-1,414,571

Deposits

(0)

 4,322,473

+  125,415

+  473,136

Term deposits held by depository institutions

         0

         0

         0

Other deposits held by depository institutions

 3,372,919

+  194,219

+  144,337

U.S. Treasury, General Account

   785,233

-   68,768

+  352,971

Foreign official

     9,680

-        5

-        6

Other13

(0)

   154,641

-       32

-   24,166

Deferred availability cash items

(0)

       372

-      713

+       74

Treasury contributions to credit facilities14

     4,958

         0

-    8,400

Other liabilities and accrued dividends15

  -176,838

+    1,892

-  100,304

Total liabilities

(0)

 7,131,848

-    3,245

-1,033,683

Capital accounts

Capital paid in

    36,623

+      111

+      698

Surplus

     6,785

         0

         0

Other capital accounts

         0

         0

         0

Total capital

    43,408

+      111

+      698

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 2020 LLC of $5.0 billion.

15.

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

Assets

Gold certificates and special drawing rights certificates

    21,237

       729

     6,619

       657

       997

     1,557

     2,999

     1,417

       635

       355

       599

     1,786

     2,887

Coin

     1,447

        44

        43

       169

        48

       183

       105

       249

        33

        48

       101

       178

       246

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

 7,076,692

   157,069

 3,759,576

   106,198

   275,188

   704,200

   475,639

   392,409

   103,528

    49,258

    85,164

   314,290

   654,173

Net portfolio holdings of MS

Facilities 2020 LLC (Main Street

Lending Program)2

    10,891

    10,891

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Central bank liquidity swaps3

       149

         6

        51

         5

        16

        29

         5

         7

         3

         1

         2

         4

        19

Foreign currency denominated

assets4

    18,434

       769

     6,375

       649

     1,961

     3,636

       604

       905

       415

       115

       201

       443

     2,360

Other assets5

    46,407

     1,306

    21,553

       803

     1,771

     4,825

     4,061

     2,582

     1,073

       614

       988

     2,242

     4,589

Interdistrict settlement account

         0

+    4,826

+   20,018

+   17,814

+    8,992

-   57,022

-   17,398

-   34,088

+    3,673

-    3,341

-   15,051

+       24

+   71,553

Total assets

 7,175,256

   175,639

 3,814,236

   126,296

   288,972

   657,409

   466,015

   363,482

   109,360

    47,050

    72,003

   318,967

   735,827

Liabilities

Federal Reserve notes, net

 2,299,002

    86,568

   741,616

    56,549

   115,497

   161,998

   356,962

   109,783

    76,126

    27,985

    32,697

   202,210

   331,010

Reverse repurchase agreements6

   681,881

    14,183

   366,948

    10,159

    26,590

    67,969

    45,621

    37,632

     9,542

     4,260

     7,497

    29,777

    61,704

Deposits

 4,322,473

    70,414

 2,802,462

    59,899

   149,905

   447,849

    61,162

   226,446

    22,520

    14,586

    31,752

    86,832

   348,647

Depository institutions

 3,372,919

    70,360

 1,954,203

    59,898

   149,871

   447,229

    61,135

   126,096

    22,514

    14,533

    31,722

    86,756

   348,602

U.S. Treasury, General Account

   785,233

         0

   785,233

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Foreign official

     9,680

         2

     9,654

         1

         4

         8

         1

         2

         1

         0

         0

         1

         5

Other7

   154,641

        52

    53,372

         0

        29

       613

        26

   100,348

         5

        52

        29

        75

        40

Earnings remittances due to the U.S. Treasury8

  -188,104

    -3,620

  -116,599

    -2,090

    -8,052

   -30,345

        53

   -13,194

         1

      -196

      -631

    -1,381

   -12,051

Treasury contributions to credit facilities9

     4,958

     4,958

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

         0

Other liabilities and accrued
dividends

    11,638

     1,294

     4,933

       252

       459

     1,381

       751

       673

       181

       143

       222

       341

     1,008

Total liabilities

 7,131,848

   173,797

 3,799,360

   124,770

   284,398

   648,852

   464,549

   361,339

   108,370

    46,777

    71,537

   317,779

   730,319

Capital

Capital paid in

    36,623

     1,559

    12,531

     1,286

     3,852

     7,218

     1,244

     1,810

       837

       231

       392

     1,024

     4,639

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

 7,175,256

   175,639

 3,814,236

   126,296

   288,972

   657,409

   466,015

   363,482

   109,360

    47,050

    72,003

   318,967

   735,827

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 2020 LLC of $5.0 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 2020 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 2020 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 2020 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

 2,766,485

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

   467,483

Federal Reserve notes to be collateralized

 2,299,002

Collateral held against Federal Reserve notes

 2,299,002

Gold certificate account

    11,037

Special drawing rights certificate account

    10,200

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

 2,277,765

Other assets pledged

         0

Memo:

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

 6,734,197

Less: Face value of securities under reverse repurchase agreements

   787,680

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

 5,946,518

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.