Federal Reserve Foreign Exchange Swap Agreements
These swap facilities respond to the re-emergence of strains in short term funding markets. 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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U.S. Dollar Liquidity Swap Operations (USD mn)
  10/04/17 Operations during week ending 10/11/17 10/11/17
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 400 400 1 8-Day, 1.66% 1
0 0 0 N/A 0
European Central Bank 3,220 3,220 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,620 3,620 36 N/A 36
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".
Recent operations ››
Prior Exercises ››
Results at participating Foreign Central Banks
Bank of England Offsite
Bank of Japan Offsite
European Central Bank Offsite
Swiss National Bank Offsite