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U.S. Dollar Liquidity Swap Operations (USD mn) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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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". | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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