Binary Neural Networks (BNNs) rely on a real-valued auxiliary variable W to help binary training. However, pioneering binary works only use W to accumulate gradient updates during backward propagation, which can not fully exploit its power and may hinder novel advances in BNNs. In this work, we explore the role of W in training besides acting as a latent variable. Notably, we propose to add W into the computation graph, making it perform as a real-valued feature extractor to aid the binary training. We make different attempts on how to utilize the real-valued weights and propose a specialized supervision. Visualization experiments qualitatively verify the effectiveness of our approach in making it easier to distinguish between different categories. Quantitative experiments show that our approach outperforms current state-of-the-arts, further closing the performance gap between floating-point networks and BNNs. Evaluation on ImageNet with ResNet-18 (Top-1 63.4%), ResNet-34 (Top-1 67.0%) achieves new state-of-the-art.