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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Sterling Liquidity Swap Small Value Exercise (GBP mn)
This operation is part of part of a non-dollar liquidity swap value exercise as announced on October 21, 2014
  10/19/16 Operations during week ending 10/26/16 10/26/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of England 0.0 0.1 0.1 1-day, 0.7136% 0.0
Total 0.0 0.1 0.1 N/A 0.0
A Rounded 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 Rounded total value of swaps that were unwond during the week. The "week" begins on the business day immediately following the date referenced in A though the week ending date
C Refers to the rounded 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".
 
Japanese Yen Liquidity Swap Small Value Exercise (JPY mn)
This operation is part of part of a non-dollar liquidity swap value exercise as announced on October 21, 2014
  10/19/16 Operations during week ending 10/26/16 10/26/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Japan 0.1 0.1 0.0 N/A 0.0
Total 0.1 0.1 0.0 N/A 0.0
A Rounded 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 Rounded total value of swaps that were unwond during the week. The "week" begins on the business day immediately following the date referenced in A though the week ending date.
C Refers to the rounded 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".
 
Japanese Yen Liquidity Swap Small Value Exercise (JPY mn
This operation is part of part of a non-dollar liquidity swap value exercise as announced on October 21, 2014
  10/12/16 Operations during week ending 10/19/16 10/19/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Japan 0.0 0.0 0.1 1-day, 0.452% 0.1
Total 0.0 0.0 0.1 N/A 0.1
A Rounded 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 Rounded total value of swaps that were unwond during the week. The "week" begins on the business day immediately following the date referenced in A though the week ending date.
C Refers to the rounded 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".
 
U.S. Dollar Liquidity Swap Small Value Exercise (USD mn)
This operation is part of part of a non-dollar liquidity swap value exercise as announced on December 12, 2013
  10/5/16 Operations during week ending 10/12/16 10/12/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0.0 0.1 0.1 1-day, 0.90% 0.0
Bank of England 0.0 0.1 0.1 1-day, 0.90% 0.0
European Central Bank 0.0 0.1 0.1 1-day, 0.90% 0.0
Swiss National Bank 0.0 0.1 0.1 1-day, 0.90% 0.0
Total 0.0 0.2 0.2 N/A 0.0
A Rounded 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 Rounded total value of swaps that were unwond during the week. The "week" begins on the business day immediately following the date referenced in A though the week ending date.
C Refers to the rounded 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".
 
Canadian Dollar Liquidity Swap Small Value Exercise (CAD mn)
This operation is part of part of a non-dollar liquidity swap value exercise as announced on October 21, 2014
  6/1/16 Operations during week ending 6/8/16 6/8/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0.0 0.1 0.1 1-day, 0.50% 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 unwond during the week. The "week" begins on the business day immediately following the date referenced in A though 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".
 
Swiss Franc Liquidity Swap Small Value Exercise (CHF mn)
This operation is part of part of a non-dollar liquidity swap value exercise as announced on October 21, 2014
  4/20/16 Operations during week ending 4/27/16 4/27/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Swiss National Bank 0.0 0.1 0.1 1-day, -0.21% 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 unwond during the week. The "week" begins on the business day immediately following the date referenced in A though 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".
 
Euro Liquidity Swap Small Value Exercise (EUR mn)
This operation is part of part of a non-dollar liquidity swap value exercise as announced on October 21, 2014
  4/13/16 Operations during week ending 4/20/16 4/20/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
European Central Bank 0.0 0.1 0.1 1-day, 0.50% 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 unwond during the week. The "week" begins on the business day immediately following the date referenced in A though 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".
 
U.S. Dollar Liquidity Swap Small Value Exercise (USD mn)
This operation is part of a U.S. dollar liquidity swap value exercise as announced on December 12, 2013.
  2/3/16 Operations during week ending 2/10/16 2/10/16
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0.0 0.1 0.1 1-day, 0.88% 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
Japanese Liquidity Swap Small Value Exercise (JPY mn)
This operation is part of a non-dollar liquidity swap value exercise as announced on October 21, 2014.
  12/9/15 Operations during week ending 12/16/15 12/16/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Japan 0.0 0.1 0.1 1-day, 0.01% 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in ?C".
 
Sterling Liquidity Swap Small Value Exercise (GBP mn)
This operation is part of a non-dollar liquidity swap value exercise as announced on October 21, 2014.
  7/1/15 Operations during week ending 7/8/15 7/8/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of England 0.0 0.1 0.1 1-day, 0.96% 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in ?C".
 
Swiss franc Liquidity Swap Small Value Exercise (CHF mn)
This operation is part of a non-dollar liquidity swap value exercise as announced on October 21, 2014.
  6/24/15 Operations during week ending 7/1/15 7/1/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Swiss National Bank 0.0 0.1 0.1 1-day, 0.01% 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in ?C".
 
Euro Liquidity Swap Small Value Exercise (EUR mn)
This operation is part of a non-dollar liquidity swap value exercise as announced on October 21, 2014.
  2/25/15 Operations during week ending 3/4/15 3/4/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
European Central Bank 0.1 0.1 0.0 N/A 0.0
Total 0.1 0.1 0.0 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in ?C".
 
Euro Liquidity Swap Small Value Exercise (EUR mn)
This operation is part of a non-dollar liquidity swap value exercise as announced on October 21, 2014.
  2/18/15 Operations during week ending 2/25/15 2/25/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
European Central Bank 0.0 0.0 0.1 1-day, 0.55% 0.1
Total 0.0 0.0 0.1 N/A 0.1
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".
 
U.S. Dollar Liquidity Swap Small Value Exercise (USD mn)
This operation is part of a U.S. dollar liquidity swap small value exercise as announced on December 12, 2013.
  12/3/14 Operations during week ending 12/10/14 12/10/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of England 0.0 0.1 0.1 1-day, 0.62% 0.0
Swiss National Bank 0.0 0.1 0.1 1-day, 0.62% 0.0
Total 0.0 0.2 0.2 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in ?C".
 
Euro Liquidity Swap Small Value Exercise (EUR mn)
This operation is part of a non-dollar liquidity swap value exercise as announced on October 21, 2014.
  10/22/14 Operations during week ending 10/29/14 10/29/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
European Central Bank 0.1 0.1 0.0 N/A 0.0
Total 0.1 0.1 0.0 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in ?C".
 
Euro Liquidity Swap Small Value Exercise (EUR mn)
This operation is part of a non-dollar liquidity swap value exercise as announced on October 21, 2014.
  10/15/14 Operations during week ending 10/22/14 10/22/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
European Central Bank 0.0 0.0 0.1 1-day, 0.55% 0.1
Total 0.0 0.0 0.1 N/A 0.1
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".
 
U.S. Dollar Liquidity Swap Small Value Exercise (USD mn)
This operation is part of a U.S. dollar liquidity swap small value exercise as announced on December 12, 2013.
  12/11/13 Operations during week ending 12/18/13 12/18/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of England 0.0 0.5 0.5 1-day, 0.58% 0.0
Swiss National Bank 0.0 0.5 0.5 1-day, 0.58% 0.0
Total 0.0 1.0 1.0 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, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".