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)
  04/11/18 Operations during week ending 04/18/18 04/18/18
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 79 79 82 7-Day, 2.19% 82
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 79 79 82 N/A 82
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".
 
  04/04/18 Operations during week ending 04/11/18 04/11/18
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 5,011 5,011 79 7-Day, 2.18% 79
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 5,011 5,011 79 N/A 79
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".
 
  03/28/18 Operations during week ending 04/04/18 04/04/18
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 79 79 5,011 7-Day 2.15% 5,011
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 79 79 5,011 N/A 5,011
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".
 
  03/21/18 Operations during week ending 03/28/18 03/28/18
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 75 75 79 7-Day, 2.21% 79
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 77 77 79 N/A 79
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".
 
  03/14/18 Operations during week ending 03/21/18 03/21/18
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 2 7-Day, 1.92% 2
0 0 0 N/A 0
European Central Bank 62 62 75 7-Day, 1.96% 75
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 64 64 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".
 
  03/07/18 Operations during week ending 03/14/18 03/14/18
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 3 3 2 7-Day, 1.93% 2
0 0 0 N/A 0
European Central Bank 62 62 62 7-Day, 1.92% 62
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 65 65 64 N/A 64
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".
 
  02/28/18 Operations during week ending 03/07/18 03/07/18
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 5 5 3 7-Day, 1.91% 3
0 0 0 N/A 0
European Central Bank 67 67 62 7-Day, 1.92% 62
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 72 72 65 N/A 65
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".
 
  02/21/18 Operations during week ending 02/28/18 02/28/18
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 6 6 5 6-Day, 1.92% 5
0 0 0 N/A 0
European Central Bank 61 61 67 7-Day, 1.91% 67
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 67 67 72 N/A 72
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".
 
  02/14/18 Operations during week ending 02/21/18 02/21/18
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 6 8-Day, 1.92% 6
0 0 0 N/A 0
European Central Bank 62 62 61 7-Day, 1.92% 61
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 62 62 67 N/A 67
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".
 
  02/07/18 Operations during week ending 02/14/18 02/14/18
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 39 39 62 7-Day, 1.92% 62
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 39 39 62 N/A 62
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".
 
  01/31/18 Operations during week ending 02/07/18 02/07/18
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 672 672 39 7-Day, 1.93% 39
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 673 673 39 N/A 39
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".
 
  01/24/18 Operations during week ending 01/31/18 01/31/18
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, 1.92% 1
0 0 0 N/A 0
European Central Bank 72 72 672 7-Day, 1.91% 672
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 72 72 673 N/A 673
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".
 
  01/17/18 Operations during week ending 01/24/18 01/24/18
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 117 117 72 7-Day, 1.91% 72
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 118 118 72 N/A 72
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".
 
  01/10/18 Operations during week ending 01/17/18 01/17/18
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 160 160 1 8-Day 1.92% 1
0 0 0 N/A 0
European Central Bank 11,907 11,907 117 7-Day 1.92% 117
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 12,067 12,067 118 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".
 
  01/03/18 Operations during week ending 01/10/18 01/10/18
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 160 0 0 N/A 160
0 0 0 N/A 0
European Central Bank 11,907 0 0 N/A 11,907
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 12,067 0 0 N/A 12,067
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".
 
  12/27/17 Operations during week ending 01/03/18 01/03/18
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 101 101 160 13-Day, 1.88% 160
0 0 0 N/A 0
European Central Bank 11,907 0 0 N/A 11,907
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 12,008 101 160 N/A 12,067
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".
 
  12/20/17 Operations during week ending 12/27/17 12/27/17
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 3 3 101 8-Day, 1.91% 101
0 0 0 N/A 0
European Central Bank 54 54 11,907 21-Day, 1.89% 11,907
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 57 57 12,008 N/A 12,008
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".
 
  12/13/17 Operations during week ending 12/20/17 12/20/17
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 3 7-Day, 1.86% 3
0 0 0 N/A 0
European Central Bank 40 40 54 7-Day, 1.91% 54
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 42 42 57 N/A 57
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".
 
  12/06/17 Operations during week ending 12/13/17 12/13/17
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 2 7-Day, 1.66% 2
0 0 0 N/A 0
European Central Bank 35 35 40 7-Day, 1.7% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 42 N/A 42
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".
 
  11/29/17 Operations during week ending 12/06/17 12/06/17
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 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 35 N/A 35
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".
 
  11/22/17 Operations during week ending 11/29/17 11/29/17
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 35 35 35 6-Day, 1.64% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 35 N/A 35
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".
 
  11/15/17 Operations during week ending 11/22/17 11/22/17
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 35 35 35 8-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 35 N/A 35
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".
 
  11/08/17 Operations during week ending 11/15/17 11/15/17
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 37 37 35 N/A 35
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".
 
  11/01/17 Operations during week ending 11/08/17 11/08/17
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 2 7-Day, 1.66% 2
0 0 0 N/A 0
European Central Bank 40 40 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 40 40 37 N/A 37
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".
 
  10/25/17 Operations during week ending 11/01/17 11/01/17
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 35 35 40 7-Day, 1.65% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 37 37 40 N/A 40
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".
 
  10/18/17 Operations during week ending 10/25/17 10/25/17
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 2 7-Day, 1.66% 2
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 37 N/A 37
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".
 
  10/11/17 Operations during week ending 10/18/17 10/18/17
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 36 36 35 N/A 35
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".
 
  10/04/17 Operations during week ending 10/11/17 10/11/17
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 400 400 1 8-Day, 1.66% 1
0 0 0 N/A 0
European Central Bank 3,220 3,220 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,620 3,620 36 N/A 36
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  09/27/17 Operations during week ending 10/04/17 10/04/17
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 2 400 7-Day, 1.63% 400
0 0 0 N/A 0
European Central Bank 35 35 3,220 7-Day, 1.62% 3,220
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 37 37 3,620 N/A 3,620
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".
 
  09/20/17 Operations during week ending 09/27/17 09/27/17
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 2 7-Day, 1.66% 2
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.67% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 37 37 37 N/A 37
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".
 
  09/13/17 Operations during week ending 09/20/17 09/20/17
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 2 7-Day, 1.66% 2
0 0 0 N/A 0
European Central Bank 85 85 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 87 87 37 N/A 37
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".
 
  09/06/17 Operations during week ending 09/13/17 09/13/17
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 2 6-Day, 1.66% 2
0 0 0 N/A 0
European Central Bank 35 35 85 7-Day, 1.66% 85
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 87 N/A 87
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".
 
  08/30/17 Operations during week ending 09/06/17 09/06/17
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 36 36 35 N/A 35
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".
 
  08/23/17 Operations during week ending 08/30/17 08/30/17
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 1 7-Day, 1.66% 1
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.64% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 36 36 36 N/A 36
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  08/16/17 Operations during week ending 08/23/17 08/23/17
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 1 7-Day, 1.66% 1
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 36 36 36 N/A 36
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  08/09/17 Operations during week ending 08/16/17 08/16/17
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 1 7-Day, 1.66% 1
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 36 36 36 N/A 36
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  08/02/17 Operations during week ending 08/09/17 08/09/17
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, 1.66% 1
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 36 N/A 36
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  07/26/17 Operations during week ending 08/02/17 08/02/17
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 85 85 35 7-Day, 1.65% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 85 85 35 N/A 35
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".
 
  07/19/17 Operations during week ending 07/26/17 07/26/17
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 40 40 85 7-Day, 1.66% 85
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 41 41 85 N/A 85
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".
 
  07/12/17 Operations during week ending 07/19/17 07/19/17
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, 1.65% 1
0 0 0 N/A 0
European Central Bank 55 55 40 7-Day, 1.66% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 55 55 41 N/A 41
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".
 
  07/05/17 Operations during week ending 07/12/17 07/12/17
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 10 10 0 N/A 0
0 0 0 N/A 0
European Central Bank 3,060 3,060 55 7-Day, 1.66% 55
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,070 3,070 55 N/A 55
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  06/28/17 Operations during week ending 07/05/17 07/05/17
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 10 8-Day, 1.63% 10
0 0 0 N/A 0
European Central Bank 35 35 3,060 7-Day, 1.62% 3,060
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 3,070 N/A 3,070
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".
 
  06/21/17 Operations during week ending 06/28/17 06/28/17
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 40 40 35 7-Day, 1.66% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 42 42 35 N/A 35
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".
 
  06/14/17 Operations during week ending 06/21/17 06/21/17
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, 1.64% 2
0 0 0 N/A 0
European Central Bank 35 35 40 7-Day, 1.65% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 36 36 42 N/A 42
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".
 
  06/07/17 Operations during week ending 06/14/17 06/14/17
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, 1.41% 1
0 0 0 N/A 0
European Central Bank 40 40 35 7-Day, 1.44% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 40 40 36 N/A 36
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  05/31/17 Operations during week ending 06/07/17 06/07/17
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 35 35 40 7-Day, 1.41% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 40 N/A 40
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".
 
  05/24/17 Operations during week ending 05/31/17 05/31/17
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 40 40 35 6-Day, 1.4% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 41 41 35 N/A 35
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".
 
  05/17/17 Operations during week ending 05/24/17 05/24/17
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 1 7-Day, 1.41% 1
0 0 0 N/A 0
European Central Bank 35 35 40 8-Day, 1.41% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 36 36 41 N/A 41
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".
 
  05/10/17 Operations during week ending 05/17/17 05/17/17
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, 1.41% 1
0 0 0 N/A 0
European Central Bank 35 35 35 7-Day, 1.41% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 36 N/A 36
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  05/03/17 Operations during week ending 05/10/17 05/10/17
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 35 35 35 7-Day, 1.41% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 35 N/A 35
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".
 
  04/26/17 Operations during week ending 05/03/17 05/03/17
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 80 80 35 7-Day, 1.37% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 80 80 35 N/A 35
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".
 
  04/19/17 Operations during week ending 04/26/17 04/26/17
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 35 35 80 7-Day, 1.41% 80
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 35 35 80 N/A 80
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".
 
  04/12/17 Operations during week ending 04/19/17 04/19/17
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 45 45 35 7-Day, 1.41% 35
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 45 45 35 N/A 35
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".
 
  04/05/17 Operations during week ending 04/12/17 04/12/17
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 550 550 0 N/A 0
0 0 0 N/A 0
European Central Bank 4,525 4,525 45 7-Day, 1.41% 45
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 5,075 5,075 45 N/A 45
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".
 
  03/29/17 Operations during week ending 04/05/17 04/05/17
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 2 550 7-Day, 1.36% 550
0 0 0 N/A 0
European Central Bank 1,005 1,005 4,525 7-Day, 1.36% 4,525
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,007 1,007 5,075 N/A 5,075
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".
 
  03/22/17 Operations during week ending 03/29/17 03/29/17
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 4 4 2 7-Day, 1.42% 2
0 0 0 N/A 0
European Central Bank 1,015 1,015 1,005 7-Day, 1.41% 1,005
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,019 1,019 1,007 N/A 1,007
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".
 
  03/15/17 Operations during week ending 03/22/17 03/22/17
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 4 7-Day, 1.39% 4
0 0 0 N/A 0
European Central Bank 915 915 1,015 7-Day, 1.42% 1,015
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 917 917 1,019 N/A 1,019
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".
 
  03/08/17 Operations during week ending 03/15/17 03/15/17
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, 1.15% 2
0 0 0 N/A 0
European Central Bank 490 490 915 7-Day, 1.19% 915
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 491 491 917 N/A 917
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".
 
  03/01/17 Operations during week ending 03/08/17 03/08/17
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 202 202 1 7-Day, 1.16% 1
0 0 0 N/A 0
European Central Bank 930 930 490 7-Day, 1.16% 490
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,132 1,132 491 N/A 491
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".
 
  02/22/17 Operations during week ending 03/01/17 03/01/17
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 7 7 202 6-Day, 1.14% 202
0 0 0 N/A 0
European Central Bank 136 136 930 7-Day, 1.15% 930
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 143 143 1,132 N/A 1,132
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".
 
  02/15/17 Operations during week ending 02/22/17 02/22/17
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 7 8-Day, 1.16% 7
0 0 0 N/A 0
European Central Bank 235 235 136 7-Day, 1.16% 136
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 236 236 143 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".
 
  02/08/17 Operations during week ending 02/15/17 02/15/17
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, 1.16% 1
0 0 0 N/A 0
European Central Bank 265 265 235 7-Day, 1.16% 235
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 265 265 236 N/A 236
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".
 
  02/01/17 Operations during week ending 02/08/17 02/08/17
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 122 122 0 N/A 0
0 0 0 N/A 0
European Central Bank 270 270 265 7-Day, 1.16% 265
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 392 392 265 N/A 265
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/25/17 Operations during week ending 02/01/17 02/01/17
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 200 200 122 7-Day, 1.16% 122
0 0 0 N/A 0
European Central Bank 265 265 270 7-Day, 1.15% 270
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 465 465 392 N/A 392
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/18/17 Operations during week ending 01/25/17 01/25/17
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 350 350 200 6-Day, 1.16% 200
0 0 0 N/A 0
European Central Bank 265 265 265 7-Day, 1.16% 265
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 615 615 465 N/A 465
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/11/17 Operations during week ending 01/18/17 01/18/17
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 491 491 350 8-Day, 1.16% 350
0 0 0 N/A 0
European Central Bank 2,135 2,135 265 7-Day, 1.16% 265
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 2,626 2,626 615 N/A 615
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/04/17 Operations during week ending 01/11/17 01/11/17
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 1,223 1,223 491 6-Day, 1.16% 491
0 0 0 N/A 0
European Central Bank 4,340 4,340 2,135 7-Day, 1.16% 2,135
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 5,563 5,563 2,626 N/A 2,626
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/28/16 Operations during week ending 01/04/17 01/04/17
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 486 486 1,223 7-Day, 1.06% 1,223
0 0 0 N/A 0
European Central Bank 4,340 0 0 N/A 4,340
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 4,826 486 1,223 N/A 5,563
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/21/16 Operations during week ending 12/28/16 12/28/16
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 403 403 486 8-Day, 1.16% 486
0 0 0 N/A 0
European Central Bank 4,340 0 0 N/A 4,340
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 4,743 403 486 N/A 4,826
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/14/16 Operations during week ending 12/21/16 12/21/16
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 11 11 403 7-Day, 1.08% 403
0 0 0 N/A 0
European Central Bank 1,465 1,465 4,340 21-Day, 1.13% 4,340
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,476 1,476 4,743 N/A 4,743
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/07/16 Operations during week ending 12/14/16 12/14/16
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 11 7-Day, 0.89% 11
0 0 0 N/A 0
European Central Bank 1,329 1,329 1,465 7-Day, 0.95% 1,465
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,329 1,329 1,476 N/A 1,476
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/30/16 Operations during week ending 12/07/16 12/07/16
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 1,340 1,340 1,329 7-Day, 0.89% 1,329
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,340 1,340 1,329 N/A 1,329
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/23/16 Operations during week ending 11/30/16 11/30/16
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 1 1 0 N/A 0
0 0 0 N/A 0
European Central Bank 200 200 1,340 6-Day, 0.89% 1,340
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 201 201 1,340 N/A 1,340
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/16/16 Operations during week ending 11/23/16 11/23/16
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 1 1 1 8-Day, 0.91% 1
0 0 0 N/A 0
European Central Bank 970 970 200 8-Day, 0.91% 200
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 971 971 201 N/A 201
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/09/16 Operations during week ending 11/16/16 11/16/16
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, 0.91% 1
0 0 0 N/A 0
European Central Bank 1,000 1,000 970 7-Day, 0.91% 970
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,000 1,000 971 N/A 971
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/02/16 Operations during week ending 11/09/16 11/09/16
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 1,015 1,015 1,000 7-Day, 0.91% 1,000
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,015 1,015 1,000 N/A 1,000
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/26/16 Operations during week ending 11/02/16 11/02/16
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 1 1 0 N/A 0
0 0 0 N/A 0
European Central Bank 3,540 3,540 1,015 7-Day, 0.9% 1,015
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,541 3,541 1,015 N/A 1,015
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/19/16 Operations during week ending 10/26/16 10/26/16
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, 0.91% 1
0 0 0 N/A 0
European Central Bank 180 180 3,540 7-Day, 0.91% 3,540
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 180 180 3,541 N/A 3,541
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/12/16 Operations during week ending 10/19/16 10/19/16
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 420 420 0 N/A 0
0 0 0 N/A 0
European Central Bank 2,800 2,800 180 7-Day, 0.91% 180
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,220 3,220 180 N/A 180
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/05/16 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 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 655 655 420 8-Day, 0.9% 420
0 0 0 N/A 0
European Central Bank 6,348 6,348 2,800 7-Day, 0.9% 2,800
0