|
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| Federal Reserve Foreign Exchange Swap Agreements |
 |
| These swap facilities respond to the re-emergence of strains in short term funding markets in Europe. They are designed to improve liquidity conditions in global money markets and to minimize the risk that strains abroad could spread to U.S. markets, by providing foreign central banks with the capacity to deliver U.S. dollar funding to institutions in their jurisdictions. |
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Export to Excel
|
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| |
|
02/01/12 |
Operations during week ending 02/08/12 |
02/08/12 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
2,043
|
2,043
|
1,572
|
7-Day, 0.6%
|
1,572
|
|
|
|
| |
17,412
|
0
|
0
|
N/A
|
17,412
|
|
|
| |
European Central Bank |
7,929
|
7,929
|
3,738
|
7-Day, 0.59%
|
3,738
|
|
|
|
| |
76,595
|
395
|
9,360
|
84-Day, 0.59%
|
85,560
|
|
|
| |
Swiss National Bank |
475
|
0
|
0
|
N/A
|
475
|
|
|
| |
Total |
104,454
|
10,367
|
14,670
|
N/A
|
108,757
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
01/25/12 |
Operations during week ending 02/01/12 |
02/01/12 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
2,696
|
2,696
|
2,043
|
7-Day, 0.61%
|
2,043
|
|
|
|
| |
17,512
|
100
|
0
|
N/A
|
17,412
|
|
|
| |
European Central Bank |
5,893
|
5,893
|
7,929
|
7-Day, 0.6%
|
7,929
|
|
|
|
| |
76,595
|
0
|
0
|
N/A
|
76,595
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
475
|
0
|
0
|
N/A
|
475
|
|
|
| |
Total |
103,171
|
8,689
|
9,972
|
N/A
|
104,454
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
01/18/12 |
Operations during week ending 01/25/12 |
01/25/12 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
2,961
|
2,961
|
2,696
|
6-Day, 0.6%
|
2,696
|
|
|
|
| |
17,512
|
0
|
0
|
N/A
|
17,512
|
|
|
| |
European Central Bank |
5,723
|
5,723
|
5,893
|
7-Day, 0.59%
|
5,893
|
|
|
|
| |
76,595
|
0
|
0
|
N/A
|
76,595
|
|
|
|
| |
0
|
0
|
0
|
|
0
|
|
|
| |
Swiss National Bank |
475
|
0
|
0
|
N/A
|
475
|
|
|
| |
Total |
103,266
|
8,684
|
8,589
|
N/A
|
103,171
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
01/11/12 |
Operations during week ending 01/18/12 |
01/18/12 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
3,281
|
3,281
|
2,961
|
8-Day, 0.59%
|
2,961
|
|
|
|
| |
4,956
|
0
|
12,556
|
84-Day, 0.59%
|
17,512
|
|
|
| |
European Central Bank |
6,152
|
6,152
|
5,723
|
7-Day, 0.58%
|
5,723
|
|
|
|
| |
76,595
|
0
|
0
|
N/A
|
76,595
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
475
|
0
|
0
|
N/A
|
475
|
|
|
| |
Total |
91,459
|
9,433
|
21,240
|
N/A
|
103,266
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
01/04/12 |
Operations during week ending 01/11/12 |
01/11/12 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
9,035
|
9,035
|
3,281
|
6-Day, 0.59%
|
3,281
|
|
|
|
| |
4,956
|
0
|
0
|
N/A
|
4,956
|
|
|
| |
European Central Bank |
33,004
|
33,004
|
6,152
|
7-Day, 0.58%
|
6,152
|
|
|
|
| |
52,433
|
1,353
|
25,515
|
84-Day, 0.58%
|
76,595
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
320
|
320
|
0
|
N/A
|
0
|
|
|
|
| |
75
|
0
|
400
|
84-Day, 0.58%
|
475
|
|
|
| |
Total |
99,823
|
43,712
|
35,348
|
N/A
|
91,459
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
12/28/11 |
Operations during week ending 01/04/12 |
01/04/12 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
|
0
|
|
|
| |
Bank of Japan |
9,035
|
0
|
0
|
|
9,035
|
|
|
|
| |
4,956
|
0
|
0
|
|
4,956
|
|
|
| |
European Central Bank |
33,004
|
0
|
0
|
|
33,004
|
|
|
|
| |
52,433
|
0
|
0
|
|
52,433
|
|
|
| |
Swiss National Bank |
320
|
0
|
0
|
|
320
|
|
|
|
| |
75
|
0
|
0
|
|
75
|
|
|
| |
Total |
99,823
|
0
|
0
|
|
99,823
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
12/21/11 |
Operations during week ending 12/28/11 |
12/28/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
13
|
13
|
9,035
|
15-Day, 0.58%
|
9,035
|
|
|
|
| |
4,956
|
0
|
0
|
N/A
|
4,956
|
|
|
| |
European Central Bank |
5,122
|
5,122
|
33,004
|
14-Day, 0.57%
|
33,004
|
|
|
|
| |
52,433
|
0
|
0
|
N/A
|
52,433
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
320
|
14-Day, 0.57%
|
320
|
|
|
|
| |
75
|
0
|
0
|
N/A
|
75
|
|
|
| |
Total |
62,599
|
5,135
|
42,359
|
N/A
|
99,823
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
12/14/11 |
Operations during week ending 12/21/11 |
12/21/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
25
|
25
|
13
|
7-day, 0.6%
|
13
|
|
|
|
| |
200
|
0
|
4,756
|
84-day, 0.61%
|
4,956
|
|
|
| |
European Central Bank |
1,602
|
1,602
|
5,122
|
7-day, 0.58%
|
5,122
|
|
|
|
| |
52,433
|
0
|
0
|
N/A
|
52,433
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
75
|
0
|
0
|
N/A
|
75
|
|
|
| |
Total |
54,335
|
1,627
|
9,891
|
N/A
|
62,599
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
12/07/11 |
Operations during week ending 12/14/11 |
12/14/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
1
|
1
|
25
|
7-Day, 0.60%
|
25
|
|
|
|
| |
200
|
0
|
0
|
N/A
|
200
|
|
|
| |
European Central Bank |
352
|
352
|
1,602
|
7-Day, 0.58%
|
1,602
|
|
|
|
| |
1,748
|
0
|
50,685
|
84-Day, 0.59%
|
52,433
|
|
|
|
| |
0
|
0
|
0
|
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
75
|
84-Day, 0.59%
|
75
|
|
|
| |
Total |
2,301
|
353
|
52,387
|
N/A
|
54,335
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
11/30/11 |
Operations during week ending 12/07/11 |
12/07/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
1
|
1
|
1
|
7-Day, 1.08%
|
1
|
|
|
|
| |
100
|
0
|
100
|
85-Day, 1.12%
|
200
|
|
|
| |
European Central Bank |
552
|
552
|
352
|
7-Day, 1.08%
|
352
|
|
|
|
| |
1,748
|
0
|
0
|
N/A
|
1,748
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
2,401
|
553
|
453
|
N/A
|
2,301
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
11/23/11 |
Operations during week ending 11/30/11 |
11/30/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
1
|
6-Day, 1.10%
|
1
|
|
|
|
| |
100
|
0
|
0
|
N/A
|
100
|
|
|
| |
European Central Bank |
552
|
552
|
552
|
6-Day, 1.08%
|
552
|
|
|
|
| |
1,748
|
0
|
0
|
N/A
|
1,748
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
2,400
|
552
|
553
|
N/A
|
2,401
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
11/16/11 |
Operations during week ending 11/23/11 |
11/23/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
1
|
1
|
0
|
N/A
|
0
|
|
|
|
| |
100
|
0
|
0
|
N/A
|
100
|
|
|
| |
European Central Bank |
500
|
500
|
552
|
8-Day, 1.08%
|
552
|
|
|
|
| |
1,748
|
0
|
0
|
N/A
|
1,748
|
|
|
|
| |
|
|
|
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
|
0
|
|
|
| |
Total |
2,349
|
501
|
552
|
N/A
|
2,400
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
11/09/11 |
Operations during week ending 11/16/11 |
11/16/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
2
|
2
|
1
|
7-Day, 1.1%
|
1
|
|
|
|
| |
100
|
0
|
0
|
N/A
|
100
|
|
|
| |
European Central Bank |
505
|
505
|
500
|
7-Day, 1.08%
|
500
|
|
|
|
| |
1,353
|
0
|
395
|
84-Day, 1.09%
|
1,748
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
1,960
|
507
|
896
|
N/A
|
2,349
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
11/02/11 |
Operations during week ending 11/09/11 |
11/09/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
2
|
6-Day, 1.1%
|
2
|
|
|
|
| |
0
|
0
|
100
|
83-Day, 1.1%
|
100
|
|
|
| |
European Central Bank |
500
|
500
|
505
|
7-Day, 1.08%
|
505
|
|
|
|
| |
1,353
|
0
|
0
|
N/A
|
1,353
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
1,853
|
500
|
607
|
N/A
|
1,960
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
10/26/11 |
Operations during week ending 11/02/11 |
11/02/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
500
|
500
|
500
|
7-Day, 1.07%
|
500
|
|
|
|
| |
1,353
|
0
|
0
|
N/A
|
1,353
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
1,853
|
500
|
500
|
N/A
|
1,853
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
10/19/11 |
Operations during week ending 10/26/11 |
10/26/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
500
|
500
|
500
|
7-Day, 1.08%
|
500
|
|
|
|
| |
1,353
|
0
|
0
|
N/A
|
1,353
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
1,853
|
500
|
500
|
N/A
|
1,853
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
10/12/11 |
Operations during week ending 10/19/11 |
10/19/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
500
|
500
|
500
|
7-Day, 1.08%
|
500
|
|
|
|
| |
0
|
0
|
1,353
|
84-Day, 1.09%
|
1,353
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
500
|
500
|
1,853
|
N/A
|
1,853
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
10/05/11 |
Operations during week ending 10/12/11 |
10/12/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
500
|
500
|
500
|
7-Day, 1.09%
|
500
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
500
|
500
|
500
|
N/A
|
500
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
09/28/11 |
Operations during week ending 10/05/11 |
10/05/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
500
|
500
|
500
|
7-Day, 1.09%
|
500
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
500
|
500
|
500
|
N/A
|
500
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
09/21/11 |
Operations during week ending 09/28/11 |
09/28/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
575
|
575
|
500
|
7-day, 1.07%
|
500
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
575
|
575
|
500
|
N/A
|
500
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
09/14/11 |
Operations during week ending 09/21/11 |
09/21/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
575
|
7-Day, 1.1%
|
575
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
575
|
N/A
|
575
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
09/07/11 |
Operations during week ending 09/14/11 |
09/14/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
08/31/11 |
Operations during week ending 09/07/11 |
09/07/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
08/24/11 |
Operations during week ending 08/31/11 |
08/31/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
500
|
500
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
500
|
500
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
08/17/11 |
Operations during week ending 08/24/11 |
08/24/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
500
|
7-Day, 1.10%
|
500
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
200
|
200
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
08/10/11 |
Operations during week ending 08/17/11 |
08/17/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
200
|
7-day, 1.08%
|
200
|
|
|
| |
Total |
0
|
0
|
200
|
N/A
|
200
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
08/03/11 |
Operations during week ending 08/10/11 |
08/10/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
07/27/11 |
Operations during week ending 08/03/11 |
08/03/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
07/20/11 |
Operations during week ending 07/27/11 |
07/27/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
07/13/11 |
Operations during week ending 07/20/11 |
07/20/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
07/06/11 |
Operations during week ending 07/13/11 |
07/13/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
06/29/11 |
Operations during week ending 07/06/11 |
07/06/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
06/22/11 |
Operations during week ending 06/29/11 |
06/29/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
06/15/11 |
Operations during week ending 06/22/11 |
06/22/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
06/01/11 |
Operations during week ending 06/08/11 |
06/08/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
05/25/11 |
Operations during week ending 06/01/11 |
06/01/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
05/18/11 |
Operations during week ending 05/25/11 |
05/25/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
05/11/11 |
Operations during week ending 05/18/11 |
05/18/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
05/04/11 |
Operations during week ending 05/11/11 |
05/11/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
04/27/11 |
Operations during week ending 05/04/11 |
05/04/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
04/20/11 |
Operations during week ending 04/27/11 |
04/27/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
04/13/11 |
Operations during week ending 04/20/11 |
04/20/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
04/06/11 |
Operations during week ending 04/13/11 |
04/13/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
03/30/11 |
Operations during week ending 04/06/11 |
04/06/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
03/23/11 |
Operations during week ending 03/30/11 |
03/30/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
03/16/11 |
Operations during week ending 03/23/11 |
03/23/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
03/09/11 |
Operations during week ending 03/16/11 |
03/16/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
03/02/11 |
Operations during week ending 03/09/11 |
03/09/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
70
|
70
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
70
|
70
|
0
|
N/A
|
0
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
02/23/11 |
Operations during week ending 03/02/11 |
03/02/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
70
|
70
|
70
|
7-Day, 1.16%
|
70
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
70
|
70
|
70
|
N/A
|
70
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
02/16/11 |
Operations during week ending 02/23/11 |
02/23/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
70
|
70
|
70
|
7-Day, 1.16%
|
70
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
70
|
70
|
70
|
N/A
|
70
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
| |
|
02/09/11 |
Operations during week ending 02/16/11 |
02/16/11 |
|
|
| |
Outstanding (A) |
Matured (B) |
Drawn (C) |
Terms* |
Outstanding
(A-B+C) |
|
|
| |
Bank of Canada |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of England |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Bank of Japan |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
European Central Bank |
70
|
70
|
70
|
7-Day, 1.17%
|
70
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
|
| |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Swiss National Bank |
0
|
0
|
0
|
N/A
|
0
|
|
|
| |
Total |
70
|
70
|
70
|
N/A
|
70
|
|
|
|
| A |
Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. |
| B |
Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. |
| C |
Refers to the total value of swaps which have settled during the week, but have not yet matured. |
| * |
Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C". |
|
|
|
