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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U.S. Dollar Liquidity Swap Operations (USD mn)
  01/27/16 Operations during week ending 02/03/16 02/03/16
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 1 7-Day 0.84% 1
0 0 0 N/A 0
European Central Bank 102 102 90 7-Day 0.84% 90
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 102 102 91 N/A 91
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".
 
  01/20/16 Operations during week ending 01/27/16 01/27/16
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 125 125 102 7-Day, 0.86% 102
Swiss National Bank 0 0 0 N/A 0
Total 125 125 102 N/A 102
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".
 
  01/13/16 Operations during week ending 01/20/16 01/20/16
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
European Central Bank 117 117 125 7-Day, 0.85% 125
Swiss National Bank 0 0 0 N/A 0
Total 118 118 125 N/A 125
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".
 
  01/06/16 Operations during week ending 01/13/16 01/13/16
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 72 72 1 7-day, 0.85% 1
0 0 0 N/A 0
European Central Bank 925 925 117 7-day, 0.85% 117
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 997 997 118 N/A 118
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".
 
  12/30/15 Operations during week ending 01/06/16 01/06/16
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 72 0 0 N/A 72
0 0 0 N/A 0
European Central Bank 925 0 0 N/A 925
0 0 0 N/A 0
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 997 0 0 N/A 997
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".
 
  12/23/15 Operations during week ending 12/30/15 12/30/15
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 1 1 72 14-Day, 0.83% 72
0 0 0 N/A 0
European Central Bank 925 0 0 N/A 925
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 926 1 72 N/A 997
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".
 
  12/16/15 Operations during week ending 12/23/15 12/23/15
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 3 1 7-Day, 0.82% 1
European Central Bank 135 135 925 21-Day, 0.81% 925
Swiss National Bank 0 0 0 N/A 0
Total 138 138 926 N/A 926
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".
 
  12/09/15 Operations during week ending 12/16/15 12/16/15
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 3 7-day, 0.63% 3
European Central Bank 134 134 135 7-Day, 0.69% 135
Swiss National Bank 0 0 0 N/A 0
Total 136 136 138 N/A 138
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".
 
  12/02/15 Operations during week ending 12/09/15 12/09/15
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 1 1 2 7-Day, 0.62% 2
0 0 0 N/A 0
European Central Bank 134 134 134 7-Day, 0.63% 134
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 135 135 136 N/A 136
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".
 
  11/25/15 Operations during week ending 12/02/15 12/02/15
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 4 4 1 6-Day, 0.61% 1
European Central Bank 141 141 134 6-Day, 0.62% 134
Swiss National Bank 0 0 0 N/A 0
Total 145 145 135 N/A 135
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".
 
  11/18/15 Operations during week ending 11/25/15 11/25/15
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 4 8-Day, 0.62% 4
European Central Bank 148 148 141 8-Day, 0.63% 141
Swiss National Bank 0 0 0 N/A 0
Total 150 150 145 N/A 145
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".
 
  11/11/15 Operations during week ending 11/18/15 11/18/15
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, 0.62% 2
European Central Bank 141 141 148 6-Day, 0.63% 148
Swiss National Bank 0 0 0 N/A 0
Total 141 141 150 N/A 150
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".
 
  11/04/15 Operations during week ending 11/11/15 11/11/15
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 143 143 141 8-Day, 0.63% 141
Swiss National Bank 0 0 0 N/A 0
Total 143 143 141 N/A 141
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".
 
  10/28/15 Operations during week ending 11/04/15 11/04/15
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 140 140 143 7-Day, 0.61% 143
0 0 0 N/A 0
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 140 140 143 N/A 143
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".
 
  10/21/15 Operations during week ending 10/28/15 10/28/15
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 140 140 140 7-Day, 0.63% 140
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 140 140 140 N/A 140
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".
 
  10/14/15 Operations during week ending 10/21/15 10/21/15
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 145 145 140 7-Day, 0.63% 140
Swiss National Bank 0 0 0 N/A 0
Total 145 145 140 N/A 140
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".
 
  10/07/15 Operations during week ending 10/14/15 10/14/15
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 0 0 0 0
European Central Bank 143 143 145 7-day, 0.63% 145
Swiss National Bank 0 0 0 0
Total 0 0 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".
 
  09/30/15 Operations during week ending 10/07/15 10/07/15
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 539 539 0 N/A 0
0 0 0 N/A 0
European Central Bank 142 142 143 7-Day, 0.64% 143
0 0 0 N/A 0
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 681 681 143 N/A 143
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".
 
  09/23/15 Operations during week ending 09/30/15 09/30/15
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 539 0 0 N/A 539
0 0 0 N/A 0
European Central Bank 144 144 142 7-Day, 0.64% 142
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 683 144 142 N/A 681
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".
 
  09/16/15 Operations during week ending 09/23/15 09/23/15
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 4 4 539 14-Day, 0.69% 539
European Central Bank 141 141 144 7-Day, 0.71% 144
Swiss National Bank 0 0 0 N/A 0
Total 145 145 683 N/A 683
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".
 
  09/09/15 Operations during week ending 09/16/15 09/16/15
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 4 6-Day, 0.65% 4
European Central Bank 136 136 141 7-Day, 0.66% 141
Swiss National Bank 0 0 0 N/A 0
Total 136 136 145 N/A 145
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".
 
  09/02/15 Operations during week ending 09/09/15 09/09/15
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 135 135 136 7-Day, 0.65% 136
0 0 0 N/A 0
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 137 137 136 N/A 136
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".
 
  08/26/15 Operations during week ending 09/02/15 09/02/15
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 2 7-Day, 0.64% 2
European Central Bank 132 132 135 7-Day, 0.62% 135
Swiss National Bank 0 0 0 N/A 0
Total 134 134 137 N/A 137
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".
 
  08/19/15 Operations during week ending 08/26/15 08/26/15
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 7-Day, 0.64% 2
European Central Bank 132 132 132 7-Day, 0.63% 132
Swiss National Bank 0 0 0 N/A 0
Total 132 132 134 N/A 134
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".
 
  08/12/15 Operations during week ending 08/19/15 08/19/15
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
European Central Bank 228 228 132 7-Day, 0.63% 132
Swiss National Bank 0 0 0 N/A 0
Total 229 229 132 N/A 132
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".
 
  08/05/15 Operations during week ending 08/12/15 08/12/15
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 7-Day, 0.64% 1
European Central Bank 308 308 228 7-Day, 0.63% 228
Swiss National Bank 0 0 0 N/A 0
Total 308 308 229 N/A 229
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".
 
  07/29/15 Operations during week ending 08/05/15 08/05/15
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
European Central Bank 358 358 308 7-day, 0.63% 308
Swiss National Bank 0 0 0 N/A 0
Total 359 359 308 N/A 308
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".
 
  07/22/15 Operations during week ending 07/29/15 07/29/15
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, 0.63% 1
European Central Bank 658 658 358 7-Day, 0.63% 358
Swiss National Bank 0 0 0 N/A 0
Total 659 659 359 N/A 359
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".
 
  07/15/15 Operations during week ending 07/22/15 07/22/15
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 7-Day, 0.62% 1
European Central Bank 308 308 658 7-Day, 0.63% 658
Swiss National Bank 0 0 0 N/A 0
Total 308 308 659 N/A 659
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".
 
  07/08/15 Operations during week ending 07/15/15 07/15/15
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 155 155 308 7-Day, 0.63% 308
Swiss National Bank 0 0 0 N/A 0
Total 155 155 308 N/A 308
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".
 
  07/01/15 Operations during week ending 07/08/15 07/08/15
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 520 520 0 N/A 0
0 0 0 N/A 0
European Central Bank 115 115 155 7-Day, 0.63% 155
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 635 635 155 N/A 155
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".
 
  06/24/15 Operations during week ending 07/01/15 07/01/15
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 0 520 7-day, 0.63% 520
European Central Bank 115 115 115 7-day, 0.63% 115
Swiss National Bank 0 0 0 N/A 0
Total 115 115 635 N/A 635
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".
 
  06/17/15 Operations during week ending 06/24/15 06/24/15
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
European Central Bank 113 113 115 7-day, 0.64% 115
Swiss National Bank 0 0 0 N/A 0
Total 114 114 115 N/A 115
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".
 
  06/10/15 Operations during week ending 06/17/15 06/17/15
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 7-Day, 0.64% 1
European Central Bank 0 0 113 7-Day, 0.62% 113
Swiss National Bank 0 0 0 N/A 0
Total 0 0 114 N/A 114
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".
 
  06/03/15 Operations during week ending 06/10/15 06/10/15
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
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".
 
  05/27/15 Operations during week ending 06/03/15 06/03/15
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 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 2 2 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".
 
  05/20/15 Operations during week ending 05/27/15 05/27/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 NA 0
Bank of England 0 0 0 NA 0
Bank of Japan 0 0 2 8-day, 0.62% 2
European Central Bank 0 0 0 NA 0
Swiss National Bank 0 0 0 NA 0
Total 0 0 2 NA 2
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".
 
  05/13/15 Operations during week ending 05/20/15 05/20/15
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".
 
  05/06/15 Operations during week ending 05/13/15 05/13/15
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".
 
  04/29/15 Operations during week ending 05/06/15 05/06/15
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 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
Swiss National Bank 0 0 0 N/A 0
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".
 
  04/22/15 Operations during week ending 04/29/15 04/29/15
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".
 
  04/15/15 Operations during week ending 04/22/15 04/22/15
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 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
Swiss National Bank 0 0 0 N/A 0
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".
 
  04/08/15 Operations during week ending 04/15/15 04/15/15
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
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".
 
  04/01/15 Operations during week ending 04/08/15 04/08/15
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 810 810 0 N/A 0
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 810 810 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".
 
  03/25/15 Operations during week ending 04/01/15 04/01/15
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 3 810 7-Day, 0.61% 810
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 3 3 810 N/A 810
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".
 
  03/18/15 Operations during week ending 03/25/15 03/25/15
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 3 7-Day, 0.63% 3
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 2 2 3 N/A 3
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".
 
  03/11/15 Operations during week ending 03/18/15 03/18/15
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 2 7-Day, 0.63% 2
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 2 2 2 N/A 2
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".
 
  03/04/15 Operations during week ending 03/11/15 03/11/15
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 7-Day, 0.62% 2
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 0 0 2 N/A 2
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".
 
  02/26/15 Operations during week ending 03/04/15 03/05/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 NA 0
Bank of England 0 0 0 NA 0
Bank of Japan 3 3 0 NA 0
European Central Bank 0 0 0 NA 0
Swiss National Bank 0 0 0 NA 0
Total 3 3 0 NA 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".
 
  02/18/15 Operations during week ending 02/25/15 02/25/15
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 3 6-Day, 0.62% 3
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 0 0 3 N/A 3
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".
 
  02/11/15 Operations during week ending 02/18/15 02/18/15
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
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".
 
  02/04/15 Operations during week ending 02/11/15 02/11/15
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".
 
  01/28/15 Operations during week ending 02/04/15 02/04/15
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
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 1 1 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".
 
  01/21/15 Operations during week ending 01/28/15 01/28/15
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 10 10 1 6-Day, 0.62% 1
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 10 10 1 N/A 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".
 
  01/14/15 Operations during week ending 01/21/15 01/21/15
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 10 8-Day, 0.61% 10
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 10 N/A 10
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".
 
  01/07/15 Operations during week ending 01/14/15 01/14/15
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 1,528 1,528 0 N/A 0
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 1,528 1,528 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".
 
  12/31/14 Operations during week ending 01/07/15 01/07/15
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 NA 0
Bank of England 0 0 0 NA 0
Bank of Japan 1,528 0 0 NA 1,528
European Central Bank 0 0 0 NA 0
Swiss National Bank 0 0 0 NA 0
Total 1,528 0 0 NA 1,528
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".
 
  12/24/14 Operations during week ending 12/31/14 12/31/14
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 30 30 1,528 10-Day, 0.63% 1,528
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 30 30 1,528 N/A 1,528
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".
 
  12/17/14 Operations during week ending 12/24/14 12/24/14
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 2 2 30 11-Day, 0.6% 30
0 0 0 N/A 0
European Central Bank 0 0 0 N/A 0
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 2 2 30 N/A 30
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".
 
  12/10/14 Operations during week ending 12/17/14 12/17/14
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 2 7-Day, 0.61% 2
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 2 2 2 N/A 2
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".
 
  12/03/14 Operations during week ending 12/10/14 12/10/14
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 2 7-Day, 0.61% 2
European Central Bank 0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 1 1 2 N/A 2
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".
 
  11/26/14 Operations during week ending 12/03/14 12/03/14
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 6-Day, 0.6% 1
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 1 1 1 N/A 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".
 
  11/19/14 Operations during week ending 11/26/14 11/26/14
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 1 8-Day, 0.6% 1
0 0 0 N/A 0
European Central Bank 0 0 0 N/A 0
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 0 0 1 N/A 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".
 
  11/12/14 Operations during week ending 11/19/14 11/19/14
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 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
Swiss National Bank 0 0 0 N/A 0
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".
 
  11/05/14 Operations during week ending 11/12/14 11/12/14
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
European Central Bank 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".
 
  10/29/14 Operations during week ending 11/05/14 11/05/14
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 1 7-Day, 0.58% 1
0 0 0 N/A 0
European Central Bank 0 0 0 N/A 0
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 0 0 1 N/A 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".
 
  10/22/14 Operations during week ending 10/29/14 10/29/14
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
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".
 
  10/15/14 Operations during week ending 10/22/14 10/22/14
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
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".
 
  10/08/14 Operations during week ending 10/15/14 10/15/14
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
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".
 
  10/01/14 Operations during week ending 10/08/14 10/08/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 NA 0
Bank of England 0 0 0 NA 0
Bank of Japan 240 240 0 NA 0
European Central Bank 0 0 0 NA 0
Swiss National Bank 0 0 0 NA 0
Total 240 240 0 NA 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".
 
  09/24/14 Operations during week ending 10/01/14 10/01/14
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 3 240 6-Day, 0.59% 240
European Central Bank 20 20 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 23 23 240 N/A 240
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".
 
  09/17/14 Operations during week ending 09/24/14 09/24/14
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 3 8-Day, 0.59% 3
0 0 0 N/A 0
European Central Bank 75 75 20 7-Day, 0.59% 20
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 75 75 23 N/A 23
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".
 
  09/10/14 Operations during week ending 09/17/14 09/17/14
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 0 N/A 0
European Central Bank 75 75 75 7-Day, 0.59% 75
Swiss National Bank 0 0 0 N/A 0
Total 77 77 75 N/A 75
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".
 
  09/03/14 Operations during week ending 09/10/14 09/10/14
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
Bank of Japan 1 1 2 6-Day, 0.59% 2
0 0 0 N/A 0
European Central Bank 75 75 75 7-Day, 0.59% 75
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
N/A
Total 76 76 77 N/A 77
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".
 
  08/27/14 Operations during week ending 09/03/14 09/03/14
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 8-Day, 0.58% 1
European Central Bank 75 75 75 7-Day, 0.59% 75
Swiss National Bank 0 0 0 N/A 0
Total 77 77 76 N/A 76
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".
 
  08/20/14 Operations during week ending 08/27/14 08/27/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 NA 0
Bank of England 0 0 0 NA 0
Bank of Japan 0 0 2 7-Day, 0.59% 2
European Central Bank 75 75 75 7-day, 0.59% 75
Swiss National Bank 0 0 0 NA 0
Total 75 75 77 NA 77
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".
 
  08/13/14 Operations during week ending 08/20/14 08/20/14
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 75 75 75 7-Day, 0.59% 75
Swiss National Bank 0 0 0 N/A 0
Total 75 75 75 N/A 75
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".
 
  08/06/14 Operations during week ending 08/13/14 08/13/14
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 75 75 75 7-Day, 0.59% 75
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 75 75 75 N/A 75
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".
 
  07/30/14 Operations during week ending 08/06/14 08/06/14
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 75 75 75 7-Day, 0.59% 75
Swiss National Bank 0 0 0 N/A 0
Total 75 75 75 N/A 75
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".
 
  07/23/14 Operations during week ending 07/30/14 07/30/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 NA 0
Bank of England 0 0 0 NA 0
Bank of Japan 2 2 0 NA 0
European Central Bank 75 75 75 7-Day, 0.60% 75
Swiss National Bank 0 0 0 NA 0
Total 77 77 75 NA 75
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".
 
  07/16/14 Operations during week ending 07/23/14 07/23/14
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 7-Day, 0.58% 2
European Central Bank 0 0 75 7-Day, 0.59% 75
124 124 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 124 124 77 N/A 77
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".
 
  07/09/14 Operations during week ending 07/16/14 07/16/14
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
124 0 0 N/A 124
Swiss National Bank 0 0 0 N/A 0
Total 124 0 0 N/A 124
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".
 
  07/02/14 Operations during week ending 07/09/14 07/09/14
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
124 0 0 N/A 124
Swiss National Bank 0 0 0 N/A 0
Total 124 0 0 N/A 124
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".
 
  06/25/14 Operations during week ending 07/02/14 07/02/14
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
124 0 0 N/A 124
Swiss National Bank 0 0 0 N/A 0
Total 124 0 0 N/A 124
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".
 
  06/18/14 Operations during week ending 06/25/14 06/25/14
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 0 N/A 0
European Central Bank 0 0 0 N/A 0
174 50 0 N/A 124
Swiss National Bank 0 0 0 N/A 0
Total 176 52 0 N/A 124
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".
 
  06/11/14 Operations during week ending 06/18/14 06/18/14
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 7-Day, 0.59% 2
European Central Bank 0 0 0 N/A 0
174 0 0 N/A 174
Swiss National Bank 0 0 0 N/A 0
Total 174 0 2 N/A 176
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".
 
  06/04/14 Operations during week ending 06/11/14 06/11/14
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
174 0 0 N/A 174
Swiss National Bank 0 0 0 N/A 0
Total 174 0 0 N/A 174
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".
 
  05/28/14 Operations during week ending 06/04/14 06/04/14
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 0 0 0 N/A 0
174 0 0 N/A 174
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 174 0 0 N/A 174
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".
 
  05/21/14 Operations during week ending 05/28/14 05/28/14
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
300 126 0 N/A 174
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 300 126 0 N/A 174
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".
 
  05/14/14 Operations during week ending 05/21/14 05/21/14
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
300 0 0 N/A 300
Swiss National Bank 0 0 0 N/A 0
Total 300 0 0 N/A 300
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".
 
  05/07/14 Operations during week ending 05/14/14 05/14/14
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
300 0 0 N/A 300
Swiss National Bank 0 0 0 N/A 0
Total 300 0 0 N/A 300
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".
 
  04/30/14 Operations during week ending 05/07/14 05/07/14
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
300 0 0 N/A 300
Swiss National Bank 0 0 0 N/A 0
Total 300 0 0 N/A 300
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".
 
  04/23/14 Operations during week ending 04/30/14 04/30/14
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
407 231 124 84-day, 0.59% 300
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 407 231 124 N/A 300
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".
 
  04/16/14 Operations during week ending 04/23/14 04/23/14
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 0 0 0 N/A 0
407 0 0 N/A 407
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 407 0 0 N/A 407
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".
 
  04/09/14 Operations during week ending 04/16/14 04/16/14
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
407 0 0 N/A 407
Swiss National Bank 0 0 0 N/A 0
Total 407 0 0 N/A 407
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".
 
  04/02/14 Operations during week ending 04/09/14 04/09/14
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
407 0 0 N/A 407
Swiss National Bank 0 0 0 N/A 0
Total 407 0 0 N/A 407
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".
 
  03/26/14 Operations during week ending 04/02/14 04/02/14
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 0 0 0 N/A 0
457 100 50 84-Day, 0.59% 407
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 459 102 50 N/A 407
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".
 
  03/19/14 Operations during week ending 03/26/14 03/26/14
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 2 7-Day, 0.58% 2
0 0 0 N/A 0
European Central Bank 0 0 0 N/A 0
457 0 0 N/A 457
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
Total 458 1 2 N/A