H.4.1 Factors Affecting Reserve Balances of Depository Institutions

FEDERAL RESERVE statistical release H.4.1 Factors Affecting Reserve Balances of Depository Institutions and Condition Statement of Federal Reserve Banks November 16, 2017 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 Nov 15, 2017 Federal Reserve Banks Nov 15, 2017 Nov 8, 2017 Nov 16, 2016 Reserve Bank credit 4,422,732 + 4,547 + 2,945 4,408,688 Securities held outright1 4,241,334 + 4,020 + 16,521 4,239,252 U.S. Treasury securities 2,459,585 - 342 - 4,116 2,456,641 Bills2 0 0 0 0 Notes and bonds, nominal2 2,330,701 - 500 - 9,973 2,327,698 Notes and bonds, inflation-indexed2 109,537 0 + 4,011 109,537 Inflation compensation3 19,348 + 159 + 1,847 19,406 Federal agency debt securities2 6,757 0 - 11,736 6,757 Mortgage-backed securities4 1,774,991 + 4,361 + 32,372 1,775,854 Unamortized premiums on securities held outright5 161,052 - 65 - 14,362 161,032 Unamortized discounts on securities held outright5 -14,267 + 25 + 981 -14,284 Repurchase agreements6 37 + 28 + 37 0 Loans 68 + 15 + 22 51 Primary credit 19 + 18 + 1 3 Secondary credit 0 0 0 0 Seasonal credit 49 - 3 + 22 48 Other credit extensions 0 0 0 0 Net portfolio holdings of Maiden Lane LLC7 1,712 0 + 4 1,710 Float -232 + 73 + 165 -316 Central bank liquidity swaps8 35 - 2 - 936 35 Other Federal Reserve assets9 32,993 + 453 + 513 21,207 Foreign currency denominated assets10 20,987 + 112 + 464 21,122 Gold stock 11,041 0 0 11,041 Special drawing rights certificate account 5,200 0 0 5,200 Treasury currency outstanding11 49,259 + 14 + 803 49,259 Total factors supplying reserve funds 4,509,219 + 4,673 + 4,212 4,495,311 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1 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 Nov 15, 2017 Federal Reserve Banks Nov 15, 2017 Nov 8, 2017 Nov 16, 2016 Currency in circulation11 1,591,246 + 1,096 + 100,375 1,593,044 Reverse repurchase agreements12 262,427 - 28,105 - 75,618 263,449 Foreign official and international accounts 224,126 - 2,779 - 13,993 228,411 Others 38,301 - 25,325 - 61,625 35,038 Treasury cash holdings 221 - 8 + 28 205 Deposits with F.R. Banks, other than reserve balances 270,248 + 7,012 - 190,798 233,082 Term deposits held by depository institutions 0 0 0 0 U.S. Treasury, General Account 174,631 - 3,149 - 225,994 148,165 Foreign official 5,258 + 91 + 91 5,368 Other13 90,360 + 10,071 + 35,105 79,549 Other liabilities and capital14 48,822 + 351 + 1,736 47,724 Total factors, other than reserve balances, absorbing reserve funds 2,172,964 - 19,653 - 164,278 2,137,504 Reserve balances with Federal Reserve Banks 2,336,255 + 24,326 + 168,489 2,357,806 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.

H.4.1 1A. Memorandum Items Millions of dollars Averages of daily figures Wednesday Memorandum item Week ended Change from week ended Nov 15, 2017 Nov 15, 2017 Nov 8, 2017 Nov 16, 2016 Securities held in custody for foreign official and international accounts 3,369,108 - 4,239 + 249,723 3,365,427 Marketable U.S. Treasury securities1 3,040,446 - 5,186 + 241,361 3,037,520 Federal agency debt and mortgage-backed securities2 262,255 - 396 + 2,595 261,239 Other securities3 66,407 + 1,342 + 5,767 66,668 Securities lent to dealers 21,197 - 4,056 - 1,469 23,204 Overnight facility4 21,197 - 4,056 - 1,469 23,204 U.S. Treasury securities 21,197 - 4,056 - 1,438 23,204 Federal agency debt securities 0 0 - 31 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, November 15, 2017 Millions of dollars Within 15 16 days to 91 days to Over 1 year Over 5 year Over 10 Remaining Maturity All days 90 days 1 year to 5 years to 10 years years Loans 27 24 0 0 0 ... 51 U.S. Treasury securities1 Holdings 7,869 48,442 352,103 1,117,050 292,840 638,336 2,456,641 Weekly changes - 3,174 - 7,865 + 34,306 + 5,513 - 36,840 + 4,714 - 3,344 Federal agency debt securities2 Holdings 2,366 0 1,982 62 0 2,347 6,757 Weekly changes 0 0 0 0 0 0 0 Mortgage-backed securities3 Holdings 0 0 1 133 20,615 1,755,105 1,775,854 Weekly changes 0 0 0 - 1 - 118 + 5,343 + 5,224 Repurchase agreements4 0 0 ... ... ... ... 0 Central bank liquidity swaps5 35 0 0 0 0 0 35 Reverse repurchase agreements4 263,449 0 ... ... ... ... 263,449 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.

H.4.1 3. Supplemental Information on Mortgage-Backed Securities Millions of dollars Wednesday Account name Nov 15, 2017 Mortgage-backed securities held outright1 1,775,854 Commitments to buy mortgage-backed securities2 21,262 Commitments to sell mortgage-backed securities2 10 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. 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 Wednesday Account name Nov 15, 2017 Net portfolio holdings of Maiden Lane LLC1 1,710 Outstanding principal amount of loan extended by the Federal Reserve Bank of New York2 0 Accrued interest payable to the Federal Reserve Bank of New York2 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.

H.4.1 5. Consolidated Statement of Condition of All Federal Reserve Banks Millions of dollars Change since Eliminations from Wednesday Assets, liabilities, and capital Wednesday Wednesday consolidation Nov 15, 2017 Nov 8, 2017 Nov 16, 2016 Assets Gold certificate account 11,037 0 0 Special drawing rights certificate account 5,200 0 0 Coin 1,855 + 10 - 11 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,386,052 + 1,787 - 4,260 Securities held outright1 4,239,252 + 1,879 + 9,246 U.S. Treasury securities 2,456,641 - 3,344 - 7,081 Bills2 0 0 0 Notes and bonds, nominal2 2,327,698 - 3,503 - 12,976 Notes and bonds, inflation-indexed2 109,537 0 + 4,011 Inflation compensation3 19,406 + 159 + 1,884 Federal agency debt securities2 6,757 0 - 11,736 Mortgage-backed securities4 1,775,854 + 5,224 + 28,063 Unamortized premiums on securities held outright5 161,032 - 20 - 14,503 Unamortized discounts on securities held outright5 -14,284 - 3 + 974 Repurchase agreements6 0 - 65 0 Loans 51 - 5 + 23 Net portfolio holdings of Maiden Lane LLC7 1,710 - 2 + 2 Items in process of collection (0) 71 - 38 - 6 Bank premises 2,204 + 3 0 Central bank liquidity swaps8 35 - 2 - 936 Foreign currency denominated assets9 21,122 + 256 + 877 Other assets10 19,003 - 12,277 - 1,010 Total assets (0) 4,448,289 - 10,263 - 5,344 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1 5. Consolidated Statement of Condition of All Federal Reserve Banks (continued) Millions of dollars Change since Eliminations from Wednesday Assets, liabilities, and capital Wednesday Wednesday consolidation Nov 15, 2017 Nov 8, 2017 Nov 16, 2016 Liabilities Federal Reserve notes, net of F.R. Bank holdings 1,545,840 + 1,284 + 101,288 Reverse repurchase agreements11 263,449 - 37,687 - 91,900 Deposits (0) 2,590,889 + 26,825 - 16,766 Term deposits held by depository institutions 0 0 0 Other deposits held by depository institutions 2,357,806 + 40,196 + 180,221 U.S. Treasury, General Account 148,165 - 12,272 - 227,743 Foreign official 5,368 + 202 + 201 Other12 (0) 79,549 - 1,302 + 30,553 Deferred availability cash items (0) 387 - 134 - 136 Other liabilities and accrued dividends13 6,486 - 552 + 1,201 Total liabilities (0) 4,407,051 - 10,264 - 6,313 Capital accounts Capital paid in 31,238 + 1 + 970 Surplus 10,000 0 0 Other capital accounts 0 0 0 Total capital 41,238 + 1 + 970 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.

H.4.1 6. Statement of Condition of Each Federal Reserve Bank, November 15, 2017 Millions of dollars Kansas San Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Dallas City Francisco Assets Gold certificate account 11,037 349 3,592 348 553 776 1,520 737 341 191 292 916 1,422 Special drawing rights certificate acct. 5,200 196 1,818 210 237 412 654 424 150 90 153 282 574 Coin 1,855 45 47 185 140 272 195 291 33 52 105 190 300 Securities, unamortized premiums and discounts, repurchase agreements, and loans 4,386,052 85,456 2,469,721 113,245 127,190 256,978 258,177 184,478 58,493 34,211 62,219 175,589 560,295 Securities held outright1 4,239,252 82,596 2,387,088 109,456 122,934 248,380 249,538 178,297 56,529 33,051 60,122 169,710 541,549 U.S. Treasury securities 2,456,641 47,864 1,383,314 63,429 71,240 143,936 144,607 103,323 32,759 19,153 34,841 98,347 313,827 Bills2 0 0 0 0 0 0 0 0 0 0 0 0 0 Notes and bonds3 2,456,641 47,864 1,383,314 63,429 71,240 143,936 144,607 103,323 32,759 19,153 34,841 98,347 313,827 Federal agency debt securities2 6,757 132 3,805 174 196 396 398 284 90 53 96 271 863 Mortgage-backed securities4 1,775,854 34,600 999,969 45,852 51,498 104,048 104,533 74,690 23,681 13,845 25,186 71,093 226,859 Unamortized premiums on securities held outright5 161,032 3,138 90,676 4,158 4,670 9,435 9,479 6,773 2,147 1,255 2,284 6,447 20,571 Unamortized discounts on securities held outright5 -14,284 -278 -8,043 -369 -414 -837 -841 -601 -190 -111 -203 -572 -1,825 Repurchase agreements6 0 0 0 0 0 0 0 0 0 0 0 0 0 Loans 51 0 0 0 0 0 1 9 7 15 15 4 0 Net portfolio holdings of Maiden Lane LLC7 1,710 0 1,710 0 0 0 0 0 0 0 0 0 0 Items in process of collection 71 0 0 0 0 0 70 0 0 1 0 0 0 Bank premises 2,204 116 443 72 125 197 203 202 110 88 236 219 192 Central bank liquidity swaps8 35 2 11 2 3 8 2 1 0 0 0 0 5 Foreign currency denominated assets9 21,122 916 6,765 1,136 1,720 4,564 1,232 884 231 89 205 270 3,110 Other assets10 19,003 409 10,205 483 552 1,278 1,122 800 447 158 327 821 2,401 Interdistrict settlement account 0 - 504- 61,476 + 331+ 1,477+ 5,858+ 1,281+ 52,095- 546+ 2,628+ 5,897+ 8,421 - 15,463 Total assets 4,448,289 86,984 2,432,837 116,012 131,998 270,343 264,456 239,913 59,260 37,508 69,434 186,709 552,836 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1 6. Statement of Condition of Each Federal Reserve Bank, November 15, 2017 (continued) Millions of dollars Kansas San Assets, liabilities, and capital Total Boston New York Philadelphia Cleveland Richmond Atlanta Chicago St. Louis Minneapolis Dallas City Francisco Liabilities Federal Reserve notes outstanding 1,734,496 56,621 573,257 54,740 84,576 120,460 234,841 116,799 52,332 31,227 48,233 141,773 219,636 Less: Notes held by F.R. Banks 188,656 6,756 52,378 6,548 9,588 13,990 27,636 11,986 5,337 3,178 5,603 17,829 27,827 Federal Reserve notes, net 1,545,840 49,865 520,879 48,193 74,988 106,470 207,205 104,812 46,995 28,049 42,630 123,944 191,810 Reverse repurchase agreements11 263,449 5,133 148,346 6,802 7,640 15,436 15,508 11,080 3,513 2,054 3,736 10,547 33,655 Deposits 2,590,889 30,009 1,747,598 58,447 45,742 138,928 38,823 121,920 8,087 6,756 22,495 51,422 320,661 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 2,357,806 30,002 1,574,125 58,445 45,738 138,640 38,814 62,639 8,082 6,756 22,494 51,417 320,655 U.S. Treasury, General Account 148,165 0 148,165 0 0 0 0 0 0 0 0 0 0 Foreign official 5,368 2 5,341 2 3 9 2 2 0 0 0 1 6 Other12 79,549 5 19,967 0 0 279 7 59,279 6 0 1 4 1 Deferred availability cash items 387 0 0 0 0 0 75 0 0 312 0 0 0 Earnings remittances due to the U.S. Treasury13 1,733 38 894 49 71 150 118 67 21 14 17 68 225 Other liabilities and accrued dividends 4,754 170 2,034 200 208 492 331 284 150 137 146 210 392 Total liabilities 4,407,051 85,214 2,419,751 113,692 128,648 261,476 262,060 238,164 58,765 37,322 69,025 186,191 546,742 Capital Capital paid in 31,238 1,336 9,884 1,783 2,535 6,706 1,814 1,331 385 143 311 390 4,621 Surplus 10,000 434 3,202 538 815 2,161 583 419 109 42 97 128 1,473 Other capital 0 0 0 0 0 0 0 0 0 0 0 0 0 Total liabilities and capital 4,448,289 86,984 2,432,837 116,012 131,998 270,343 264,456 239,913 59,260 37,508 69,434 186,709 552,836 Note: Components may not sum to totals because of rounding. Footnotes appear at the end of the table.

H.4.1 6. Statement of Condition of Each Federal Reserve Bank, November 15, 2017 (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 $10 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).

H.4.1 7. Collateral Held against Federal Reserve Notes: Federal Reserve Agents’ Accounts Millions of dollars Wednesday Federal Reserve notes and collateral Nov 15, 2017 Federal Reserve notes outstanding 1,734,496 Less: Notes held by F.R. Banks not subject to collateralization 188,656 Federal Reserve notes to be collateralized 1,545,840 Collateral held against Federal Reserve notes 1,545,840 Gold certificate account 11,037 Special drawing rights certificate account 5,200 U.S. Treasury, agency debt, and mortgage-backed securities pledged1,2 1,529,603 Other assets pledged 0 Memo: Total U.S. Treasury, agency debt, and mortgage-backed securities1,2 4,239,252 Less: Face value of securities under reverse repurchase agreements 259,058 U.S. Treasury, agency debt, and mortgage-backed securities eligible to be pledged 3,980,194 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.