Central Bank Liquidity Swap Operations: All Operation Results
These swap facilities are designed to improve liquidity conditions in global money markets and to minimize the risk that strains abroad could spread to U.S. markets, by providing foreign central banks with the capacity to deliver U.S. dollar funding to institutions in their jurisdictions.
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U.S. Dollar Liquidity Swap Operations (USD mn)
  03/18/20 Operations during week ending 03/25/20 03/25/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 8,210 7-Day, 0.45% 8,210
0 0 5 7-Day, 0.38% 5
0 0 3,555 7-Day, 0.38% 3,555
0 0 7,245 84-Day, 0.38% 7,245
Bank of Japan 0 0 2,053 7-Day, 0.41% 2,053
0 0 34,850 7-Day, 0.38% 34,850
0 0 30,272 84-Day, 0.37% 30,272
European Central Bank 45 45 0 N/A 0
0 0 36,265 7-Day, 0.45% 36,265
0 0 20 7-Day, 0.38% 20
0 0 4,115 7-Day, 0.38% 4,115
0 0 75,820 84-Day, 0.38% 75,820
Swiss National Bank 0 0 2,305 7-Day, 0.45% 2,305
0 0 711 7-Day, 0.38% 711
0 0 310 7-Day, 0.38% 310
0 0 315 84-Day, 0.38% 315
Total 45 45 206,051 N/A 206,051
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  03/11/20 Operations during week ending 03/18/20 03/18/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 58 58 45 7-Day, 1.24% 45
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 58 58 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".
 
  03/04/20 Operations during week ending 03/11/20 03/11/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 1 1 0 N/A 0
0 0 0 N/A 0
European Central Bank 47 47 58 7-Day, 1.58% 58
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 48 48 58 N/A 58
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  02/26/20 Operations during week ending 03/04/20 03/04/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 1 1 1 7-Day, 2.08% 1
0 0 0 N/A 0
European Central Bank 43 43 47 7-Day, 2.08% 47
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 44 44 48 N/A 48
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  02/19/20 Operations during week ending 02/26/20 02/26/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 4 4 1 6-Day, 2.08% 1
0 0 0 N/A 0
European Central Bank 63 63 43 7-Day, 2.08% 43
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 67 67 44 N/A 44
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  02/12/20 Operations during week ending 02/19/20 02/19/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 7 7 4 7-Day, 2.08% 4
0 0 0 N/A 0
European Central Bank 48 48 63 7-Day, 2.08% 63
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 55 55 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".
 
  02/05/20 Operations during week ending 02/12/20 02/12/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 7 8-Day, 2.09% 7
0 0 0 N/A 0
European Central Bank 48 48 48 7-Day, 2.09% 48
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 48 48 55 N/A 55
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/29/20 Operations during week ending 02/05/20 02/05/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 51 51 48 7-Day, 2.07% 48
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 51 51 48 N/A 48
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/22/20 Operations during week ending 01/29/20 01/29/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 54 54 51 7-Day, 2.04% 51
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 54 54 51 N/A 51
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/15/20 Operations during week ending 01/22/20 01/22/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 59 59 54 7-Day, 2.05% 54
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 59 59 54 N/A 54
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/08/20 Operations during week ending 01/15/20 01/15/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 3,728 3,728 59 7-Day, 2.05% 59
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,728 3,728 59 N/A 59
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/01/20 Operations during week ending 01/08/20 01/08/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 3,728 0 0 N/A 3,728
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,728 0 0 N/A 3,728
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/25/19 Operations during week ending 01/01/20 01/01/20
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 1 1 0 N/A 0
0 0 0 N/A 0
European Central Bank 3,728 0 0 N/A 3,728
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 3,729 1 0 N/A 3,728
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/18/19 Operations during week ending 12/25/19 12/25/19
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 5 5 0 N/A 0
0 0 0 N/A 0
Bank of Japan 2 2 1 8-Day, 2.04% 1
0 0 0 N/A 0
European Central Bank 72 72 3,728 21-Day, 2.05% 3,728
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 79 79 3,729 N/A 3,729
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/11/19 Operations during week ending 12/18/19 12/18/19
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 5 7-Day, 2.06% 5
0 0 0 N/A 0
Bank of Japan 2 2 2 7-Day, 2.05% 2
0 0 0 N/A 0
European Central Bank 67 67 72 7-Day, 2.06% 72
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 69 69 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".
 
  12/04/19 Operations during week ending 12/11/19 12/11/19
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, 2.06% 2
0 0 0 N/A 0
European Central Bank 47 47 67 7-Day, 2.06% 67
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 47 47 69 N/A 69
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/27/19 Operations during week ending 12/04/19 12/04/19
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 47 47 47 6-Day, 2.05% 47
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 47 47 47 N/A 47
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/20/19 Operations during week ending 11/27/19 11/27/19
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 47 47 47 8-Day, 2.05% 47
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 48 48 47 N/A 47
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/13/19 Operations during week ending 11/20/19 11/20/19
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 6-Day, 2.08% 1
0 0 0 N/A 0
European Central Bank 40 40 47 7-Day, 2.08% 47
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 41 41 48 N/A 48
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/06/19 Operations during week ending 11/13/19 11/13/19
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 1 8-Day, 2.08% 1
0 0 0 N/A 0
European Central Bank 46 46 40 7-Day, 2.07% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 46 46 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".
 
  10/30/19 Operations during week ending 11/06/19 11/06/19
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 5 5 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 36 36 46 7-Day, 2.11% 46
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 41 41 46 N/A 46
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/23/19 Operations during week ending 10/30/19 10/30/19
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 5 5 5 7-Day, 2.33% 5
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 38 38 36 7-Day, 2.33% 36
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 43 43 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".
 
  10/16/19 Operations during week ending 10/23/19 10/23/19
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 5 7-Day, 2.34% 5
0 0 0 N/A 0
Bank of Japan 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 43 43 38 7-Day, 2.34% 38
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 43 43 43 N/A 43
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/09/19 Operations during week ending 10/16/19 10/16/19
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 38 38 43 7-Day, 2.35% 43
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 39 39 43 N/A 43
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/02/19 Operations during week ending 10/09/19 10/09/19
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, 2.35% 1
0 0 0 N/A 0
European Central Bank 973 973 38 7-Day, 2.36% 38
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 973 973 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".
 
  09/25/19 Operations during week ending 10/02/19 10/02/19
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 39 39 973 7-Day, 2.41% 973
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 42 42 973 N/A 973
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  09/18/19 Operations during week ending 09/25/19 09/25/19
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 3 7-Day, 2.46% 3
0 0 0 N/A 0
European Central Bank 38 38 39 7-Day, 2.41% 39
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 39 39 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".
 
  09/11/19 Operations during week ending 09/18/19 09/18/19
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, 2.63% 1
0 0 0 N/A 0
European Central Bank 40 40 38 7-Day, 2.59% 38
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 40 40 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".
 
  09/04/19 Operations during week ending 09/11/19 09/11/19
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 872 872 40 7-Day, 2.63% 40
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 872 872 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".
 
  08/28/19 Operations during week ending 09/04/19 09/04/19
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 20 20 0 N/A 0
0 0 0 N/A 0
Bank of Japan 3 3 0 N/A 0
0 0 0 N/A 0
European Central Bank 46 46 872 7-Day, 2.63% 872
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 69 69 872 N/A 872
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  08/21/19 Operations during week ending 08/28/19 08/28/19
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 20 7-Day, 2.63% 20
0 0 0 N/A 0
Bank of Japan 0 0 3 7-Day, 2.64% 3
0 0 0 N/A 0
European Central Bank 43 43 46 7-Day, 2.63% 46
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 43 43 69 N/A 69
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  08/14/19 Operations during week ending 08/21/19 08/21/19
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 44 44 43 7-Day, 2.64% 43
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 45 45 43 N/A 43
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  08/07/19 Operations during week ending 08/14/19 08/14/19
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, 2.62% 1
0 0 0 N/A 0
European Central Bank 30 30 44 7-Day, 2.63% 44
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 30 30 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".
 
  07/31/19 Operations during week ending 08/07/19 08/07/19
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 11 11 30 6-Day, 2.61% 30
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 11 11 30 N/A 30
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  07/24/19 Operations during week ending 07/31/19 07/31/19
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 11 11 11 8-Day, 2.85% 11
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 11 11 11 N/A 11
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  07/17/19 Operations during week ending 07/24/19 07/24/19
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 37 37 11 7-Day, 2.89% 11
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 38 38 11 N/A 11
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  07/10/19 Operations during week ending 07/17/19 07/17/19
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, 2.88% 1
0 0 0 N/A 0
European Central Bank 43 43 37 7-Day, 2.89% 37
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 43 43 38 N/A 38
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  07/03/19 Operations during week ending 07/10/19 07/10/19
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 17 17 43 6-Day, 2.87% 43
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 17 17 43 N/A 43
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  06/26/19 Operations during week ending 07/03/19 07/03/19
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 17 17 17 8-Day, 2.89% 17
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 18 18 17 N/A 17
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  06/19/19 Operations during week ending 06/26/19 06/26/19
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
Bank of Japan 0 0 1 7-Day, 2.85% 1
European Central Bank 17 17 17 7-Day, 2.82% 17
Swiss National Bank 0 0 0 N/A 0
Total 17 17 18 N/A 18
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  06/12/19 Operations during week ending 06/19/19 06/19/19
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 22 22 17 7-Day, 2.87% 17
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 22 22 17 N/A 17
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  06/05/19 Operations during week ending 06/12/19 06/12/19
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 17 17 22 7-Day, 2.88% 22
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 17 17 22 N/A 22
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  05/29/19 Operations during week ending 06/05/19 06/05/19
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 17 17 17 6-Day, 2.9% 17
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 17 17 17 N/A 17
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  05/22/19 Operations during week ending 05/29/19 05/29/19
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 17 17 17 8-Day, 2.88% 17
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 17 17 17 N/A 17
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  05/15/19 Operations during week ending 05/22/19 05/22/19
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 50 50 17 7-Day, 2.87% 17
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 50 50 17 N/A 17
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  05/08/19 Operations during week ending 05/15/19 05/15/19
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 55 55 50 7-Day, 2.89% 50
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 55 55 50 N/A 50
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  05/01/19 Operations during week ending 05/08/19 05/08/19
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 55 55 55 7-Day, 2.92% 55
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 55 55 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".
 
  04/24/19 Operations during week ending 05/01/19 05/01/19
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 55 55 55 7-Day, 2.93% 55
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 55 55 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".
 
  04/17/19 Operations during week ending 04/24/19 04/24/19
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 55 55 55 7-Day, 2.91% 55
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 55 55 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".
 
  04/10/19 Operations during week ending 04/17/19 04/17/19
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 55 55 55 7-Day, 2.91% 55
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 55 55 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".
 
  04/03/19 Operations during week ending 04/10/19 04/10/19
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 1,365 1,365 55 7-Day, 2.91% 55
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 1,365 1,365 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".
 
  03/27/19 Operations during week ending 04/03/19 04/03/19
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 65 65 1,365 7-Day, 2.91% 1,365
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 66 66 1,365 N/A 1,365
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  03/20/19 Operations during week ending 03/27/19 03/27/19
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 1 6-Day, 2.9% 1
0 0 0 N/A 0
European Central Bank 65 65 65 7-Day, 2.91% 65
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 68 68 66 N/A 66
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  03/13/19 Operations during week ending 03/20/19 03/20/19
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 8-Day, 2.9% 3
0 0 0 N/A 0
European Central Bank 65 65 65 7-Day, 2.9% 65
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 67 67 68 N/A 68
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  03/06/19 Operations during week ending 03/13/19 03/13/19
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, 2.91% 2
0 0 0 N/A 0
European Central Bank 65 65 65 7-Day, 2.9% 65
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 65 65 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".
 
  02/27/19 Operations during week ending 03/06/19 03/06/19
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 85 85 65 7-Day, 2.9% 65
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 88 88 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".
 
  02/20/19 Operations during week ending 02/27/19 02/27/19
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 3 6-Day, 2.9% 3
0 0 0 N/A 0
European Central Bank 65 65 85 7-Day, 2.9% 85
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 68 68 88 N/A 88
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  02/13/19 Operations during week ending 02/20/19 02/20/19
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 3 8-Day, 2.9% 3
0 0 0 N/A 0
European Central Bank 65 65 65 7-Day, 2.9% 65
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 71 71 68 N/A 68
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  02/06/19 Operations during week ending 02/13/19 02/13/19
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 6 7-Day, 2.9% 6
0 0 0 N/A 0
European Central Bank 65 65 65 7-Day, 2.9% 65
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 66 66 71 N/A 71
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/30/19 Operations during week ending 02/06/19 02/06/19
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 1 7-Day, 2.9% 1
0 0 0 N/A 0
European Central Bank 75 75 65 7-Day, 2.9% 65
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 77 77 66 N/A 66
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/23/19 Operations during week ending 01/30/19 01/30/19
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 6-Day, 2.9% 2
0 0 0 N/A 0
European Central Bank 85 85 75 7-Day, 2.91% 75
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 86 86 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".
 
  01/16/19 Operations during week ending 01/23/19 01/23/19
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England 0 0 0 N/A 0
0 0 0 N/A 0
Bank of Japan 0 0 1 8-Day, 2.9% 1
0 0 0 N/A 0
European Central Bank 88 88 85 7-Day, 2.91% 85
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 88 88 86 N/A 86
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/09/19 Operations during week ending 01/16/19 01/16/19
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 76 76 88 7-Day, 2.91% 88
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 86 86 88 N/A 88
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  01/02/19 Operations during week ending 01/09/19 01/09/19
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 0 0 N/A 10
0 0 0 N/A 0
European Central Bank 4,197 4,197 76 6-Day, 2.9% 76
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 4,207 4,197 76 N/A 86
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/26/18 Operations during week ending 01/02/19 01/02/19
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 0 0 N/A 10
0 0 0 N/A 0
European Central Bank 4,197 0 0 N/A 4,197
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 4,207 0 0 N/A 4,207
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/19/18 Operations during week ending 12/26/18 12/26/18
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 10 21-Day, 2.86% 10
0 0 0 N/A 0
European Central Bank 67 67 4,197 15-Day, 2.88% 4,197
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 70 70 4,207 N/A 4,207
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/12/18 Operations during week ending 12/19/18 12/19/18
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 3 7-Day, 2.7% 3
0 0 0 N/A 0
European Central Bank 119 119 67 7-Day, 2.73% 67
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 120 120 70 N/A 70
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  12/05/18 Operations during week ending 12/12/18 12/12/18
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, 2.71% 1
0 0 0 N/A 0
European Central Bank 194 194 119 7-Day, 2.7% 119
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 194 194 120 N/A 120
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/28/18 Operations during week ending 12/05/18 12/05/18
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 68 68 194 7-Day, 2.72% 194
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 68 68 194 N/A 194
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/21/18 Operations during week ending 11/28/18 11/28/18
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 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 58 58 68 6-Day, 2.7% 68
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 58 58 68 N/A 68
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/14/18 Operations during week ending 11/21/18 11/21/18
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
Bank of Japan 0 0 0 N/A 0
European Central Bank 47 47 58 8-Day, 2.71% 58
Swiss National Bank 0 0 0 N/A 0
Total 47 47 58 N/A 58
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  11/07/18 Operations during week ending 11/14/18 11/14/18
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 80 80 47 7-Day, 2.7% 47
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 80 80 47 N/A 47
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/31/18 Operations during week ending 11/07/18 11/07/18
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 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 80 80 80 7-Day, 2.7% 80
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 80 80 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".
 
  10/24/18 Operations during week ending 10/31/18 10/31/18
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 0 N/A 0
0 0 0 N/A 0
European Central Bank 80 80 80 7-Day, 2.7% 80
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 80 80 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".
 
  10/17/18 Operations during week ending 10/24/18 10/24/18
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 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 89 89 80 7-Day, 2.69% 80
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 89 89 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".
 
  10/10/18 Operations during week ending 10/17/18 10/17/18
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 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 90 90 89 7-Day, 2.69% 89
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 90 90 89 N/A 89
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  10/03/18 Operations during week ending 10/10/18 10/10/18
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 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 74 74 90 7-Day, 2.69% 90
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 74 74 90 N/A 90
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  09/26/18 Operations during week ending 10/03/18 10/03/18
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 0 0 0 N/A 0
0 0 0 N/A 0
European Central Bank 90 90 74 7-Day, 2.67% 74
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 90 90 74 N/A 74
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  09/19/18 Operations during week ending 09/26/18 09/26/18
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 99 99 90 7-Day, 2.46% 90
0 0 0 N/A 0
Swiss National Bank 0 0 0 N/A 0
0 0 0 N/A 0
Total 100 100 90 N/A 90
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".
 
  09/12/18 Operations during week ending 09/19/18 09/19/18
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0 0 0 N/A 0
Bank of England