Central Bank Liquidity Swap Operations
These swap facilities 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)
  02/05/20 Operations during week ending 02/12/20 02/12/20
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
0 0 0 N/A 0
Bank of Japan 0 0 7 8-Day, 2.09% 7
0 0 0 N/A 0
European Central Bank 48 48 48 7-Day, 2.09% 48
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 48 48 55 N/A 55
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".
 
All operation results
 
 
Swiss Franc Liquidity Swap Small Value Exercise (CHF mn)
This non-dollar liquidity swap small value operation is part of testing for operational readiness.
  2/5/20 Operations during week ending 2/12/20 2/12/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Swiss National Bank 0.0 0.1 0.1 1 day, 0.5% 0.0
Total 0.0 0.1 0.1 N/A 0.0
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.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
The New York Fed undertakes certain small value transactions from time to time for the purpose of testing operational readiness. The results of small value exercises of the central bank liquidity swap lines are published weekly when conducted.
All exercise results
Results at participating Foreign Central Banks
Bank of England Offsite
Bank of Japan Offsite
European Central Bank Offsite
Swiss National Bank Offsite