Banking Supervision and Regulation Reporting Forms and Instructions Bank Applications Payment Systems Discount Window International Affairs Consumer Protection Services for Financial Institutions Markets Open Market Operations Securities Lending Primary Dealers Reverse Repo Counterparties Foreign Exchange Maiden Lane Transactions Programs Archive Research Regional Economy Money and Payments Studies National Economy Global Economy Capital Markets Financial Intermediation Publications Economists Program for Resident Scholars Visiting Scholars Liberty Street Economics Blog Education Elementary and Middle School High School College and Graduate School Course Readings for University Educators and Students Regional Outreach Housing and Mortgages Household Credit Small Business Finances Financial Awareness The Region About the Fed What We Do Organization Actions Related to AIG Governance Visiting Vendor Information Diversity and Inclusion Employees Only Careers Search Current Openings Undergraduates Advanced Degrees Life at the Fed News & Events News Events Speeches Media Advisories Statements Public Engagement Schedule Video Publications Press Center

Markets Open Market Operations Securities Lending Primary Dealers Reverse Repo Counterparties Foreign Exchange FX Rates Implied Volatility Rates Quarterly Reports Operating Policy Central Bank Liquidity Swaps   Swap Operations Maiden Lane Transactions Programs Archive		Home > Markets Federal Reserve Foreign Exchange Swap Agreements These swap facilities respond to the re-emergence of strains in short term funding markets in Europe. They are designed to improve liquidity conditions in global money markets and to minimize the risk that strains abroad could spread to U.S. markets, by providing foreign central banks with the capacity to deliver U.S. dollar funding to institutions in their jurisdictions.   E-mail alert Export to Excel   U.S. Dollar Liquidity Swap Operations (USD mn)       05/09/12 Operations during week ending 05/16/12 05/16/12   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     150   0   0   N/A   150     European Central Bank 532   532   326   7-Day, 0.65%   326     25,974   0   0   N/A   25,974     Swiss National Bank 0   0   0   N/A   0     Total 26,656   532   326   N/A   26,450   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/02/12 Operations during week ending 05/09/12 05/09/12   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     150   0   0   N/A   150     European Central Bank 1,132   1,132   532   7-Day, 0.64%   532     25,974   0   0   N/A   25,974     Swiss National Bank 0   0   0   N/A   0     Total 27,256   1,132   532   N/A   26,656   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/25/12 Operations during week ending 05/02/12 05/02/12   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 960   810   0   N/A   150     European Central Bank 876   876   1,132   7-Day, 0.64%   1,132     30,135   9,360   5,199   84-Day, 0.64%   25,974     Swiss National Bank 0   0   0   N/A   0     Total 31,971   11,046   6,332   N/A   27,256   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/18/12 Operations during week ending 04/25/12 04/25/12   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 960   0   0   N/A   960     European Central Bank 1,276   1,276   876   7-Day, 0.65%   876     30,135   0   0   N/A   30,135     Swiss National Bank 0   0   0   N/A   0     Total 32,371   1,276   876   N/A   31,971   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/11/12 Operations during week ending 04/18/12 04/18/12   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 960   0   0   N/A   960     European Central Bank 1,376   1,376   1,276   7-Day, 0.63%   1,276     30,135   0   0   N/A   30,135     Swiss National Bank 0   0   0   N/A   0     Total 32,471   1,376   1,276   N/A   32,371   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/04/12 Operations during week ending 04/11/12 04/11/12   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     13,466   12,556   50   84-Day, 0.63%   960     European Central Bank 2,881   2,881   1,376   7-Day, 0.63%   1,376     30,135   0   0   N/A   30,135     0   0   0     0     Swiss National Bank 0   0   0   N/A   0     Total 46,482   15,437   1,426   N/A   32,471   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/28/12 Operations during week ending 04/04/12 04/04/12   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 13,466   0   0   N/A   13,466     European Central Bank 1,802   1,802   2,881   7-Day, 0.63%   2,881     49,400   25,515   6,250   84-Day, 0.63%   30,135     Swiss National Bank 400   400   0   N/A   0     Total 65,068   27,717   9,131   N/A   46,482   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/21/12 Operations during week ending 03/28/12 03/28/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 10   10   0   N/A   0     13,466   0   0   N/A   13,466     European Central Bank 2,318   2,318   1,802   7-day, 0.65%   1,802     49,400   0   0   N/A   49,400     Swiss National Bank 0   0   0   N/A   0     400   0   0   N/A   400     Total 65,593   2,328   1,802   N/A   65,068   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/14/12 Operations during week ending 03/21/12 03/21/12   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 12   12   10   8-Day, 0.62%   10     13,466   0   0   N/A   13,466     European Central Bank 1,596   1,596   2,318   7-Day, 0.62%   2,318     49,400   0   0   N/A   49,400     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     400   0   0   N/A   400     Total 64,873   1,608   2,328   N/A   65,593   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/07/12 Operations during week ending 03/14/12 03/14/12   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   12   7-Day, 0.61%   12     18,122   4,756   100   85-Day, 0.61%   13,466     European Central Bank 3,464   3,464   1,596   7-Day, 0.6%   1,596     49,400   0   0   N/A   49,400     Swiss National Bank 400   0   0   N/A   400     Total 71,386   8,220   1,708   N/A   64,873   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     02/29/12 Operations during week ending 03/07/12 03/07/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   1   0   N/A   0     18,122   0   0   N/A   18,122     European Central Bank 3,606   3,606   3,464   7-Day, 0.61%   3,464     85,560   50,685   14,525   84-Day, 0.62%   49,400     Swiss National Bank 475   75   0   N/A   400     Total 107,764   54,367   17,989   N/A   71,386   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     02/22/12 Operations during week ending 02/29/12 02/29/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   NA   0     Bank of England 0   0   0   NA   0     Bank of Japan 0   0   1   6-day, 0.6%   1     18,222   100   0   N/A   18,122     European Central Bank 3,702   3,702   3,606   7-day, 0.6%   3,606     85,560   0   0   N/A   85,560     Swiss National Bank 0   0   0   NA   0     475   0   0   N/A   475     Total 107,959   3,802   3,607   NA   107,764   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     02/15/12 Operations during week ending 02/22/12 02/22/12   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 693   693   0   N/A   0     18,222   0   0   N/A   18,222     European Central Bank 4,138   4,138   3,702   7-Day, 0.63%   3,702     85,560   0   0   N/A   85,560     0   0   0   N/A   0     Swiss National Bank 475   0   0   N/A   475     Total 109,088   4,831   3,702   N/A   107,959   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     02/08/12 Operations during week ending 02/15/12 02/15/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1,572   1,572   693   7-Day, 0.61%   693     17,412   0   810   83-Day, 0.61%   18,222     European Central Bank 3,738   3,738   4,138   7-Day, 0.61%   4,138     85,560   0   0   N/A   85,560     Swiss National Bank 475   0   0   N/A   475     Total 108,757   5,310   5,641   N/A   109,088   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     02/01/12 Operations during week ending 02/08/12 02/08/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 2,043   2,043   1,572   7-Day, 0.6%   1,572     17,412   0   0   N/A   17,412     European Central Bank 7,929   7,929   3,738   7-Day, 0.59%   3,738     76,595   395   9,360   84-Day, 0.59%   85,560     Swiss National Bank 475   0   0   N/A   475     Total 104,454   10,367   14,670   N/A   108,757   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     01/25/12 Operations during week ending 02/01/12 02/01/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 2,696   2,696   2,043   7-Day, 0.61%   2,043     17,512   100   0   N/A   17,412     European Central Bank 5,893   5,893   7,929   7-Day, 0.6%   7,929     76,595   0   0   N/A   76,595     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     475   0   0   N/A   475     Total 103,171   8,689   9,972   N/A   104,454   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     01/18/12 Operations during week ending 01/25/12 01/25/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 2,961   2,961   2,696   6-Day, 0.6%   2,696     17,512   0   0   N/A   17,512     European Central Bank 5,723   5,723   5,893   7-Day, 0.59%   5,893     76,595   0   0   N/A   76,595     0   0   0     0     Swiss National Bank 475   0   0   N/A   475     Total 103,266   8,684   8,589   N/A   103,171   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     01/11/12 Operations during week ending 01/18/12 01/18/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 3,281   3,281   2,961   8-Day, 0.59%   2,961     4,956   0   12,556   84-Day, 0.59%   17,512     European Central Bank 6,152   6,152   5,723   7-Day, 0.58%   5,723     76,595   0   0   N/A   76,595     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     475   0   0   N/A   475     Total 91,459   9,433   21,240   N/A   103,266   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     01/04/12 Operations during week ending 01/11/12 01/11/12   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 9,035   9,035   3,281   6-Day, 0.59%   3,281     4,956   0   0   N/A   4,956     European Central Bank 33,004   33,004   6,152   7-Day, 0.58%   6,152     52,433   1,353   25,515   84-Day, 0.58%   76,595     0   0   0   N/A   0     Swiss National Bank 320   320   0   N/A   0     75   0   400   84-Day, 0.58%   475     Total 99,823   43,712   35,348   N/A   91,459   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/28/11 Operations during week ending 01/04/12 01/04/12   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0     0     Bank of England 0   0   0     0     Bank of Japan 9,035   0   0     9,035     4,956   0   0     4,956     European Central Bank 33,004   0   0     33,004     52,433   0   0     52,433     Swiss National Bank 320   0   0     320     75   0   0     75     Total 99,823   0   0     99,823   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/21/11 Operations during week ending 12/28/11 12/28/11   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 13   13   9,035   15-Day, 0.58%   9,035     4,956   0   0   N/A   4,956     European Central Bank 5,122   5,122   33,004   14-Day, 0.57%   33,004     52,433   0   0   N/A   52,433     0   0   0   N/A   0     Swiss National Bank 0   0   320   14-Day, 0.57%   320     75   0   0   N/A   75     Total 62,599   5,135   42,359   N/A   99,823   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/14/11 Operations during week ending 12/21/11 12/21/11   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 25   25   13   7-day, 0.6%   13     200   0   4,756   84-day, 0.61%   4,956     European Central Bank 1,602   1,602   5,122   7-day, 0.58%   5,122     52,433   0   0   N/A   52,433     0   0   0   N/A   0     Swiss National Bank 75   0   0   N/A   75     Total 54,335   1,627   9,891   N/A   62,599   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/07/11 Operations during week ending 12/14/11 12/14/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   1   25   7-Day, 0.60%   25     200   0   0   N/A   200     European Central Bank 352   352   1,602   7-Day, 0.58%   1,602     1,748   0   50,685   84-Day, 0.59%   52,433     0   0   0     0     Swiss National Bank 0   0   75   84-Day, 0.59%   75     Total 2,301   353   52,387   N/A   54,335   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/30/11 Operations during week ending 12/07/11 12/07/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   1   1   7-Day, 1.08%   1     100   0   100   85-Day, 1.12%   200     European Central Bank 552   552   352   7-Day, 1.08%   352     1,748   0   0   N/A   1,748     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 2,401   553   453   N/A   2,301   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/23/11 Operations during week ending 11/30/11 11/30/11   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   6-Day, 1.10%   1     100   0   0   N/A   100     European Central Bank 552   552   552   6-Day, 1.08%   552     1,748   0   0   N/A   1,748     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 2,400   552   553   N/A   2,401   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/16/11 Operations during week ending 11/23/11 11/23/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   1   0   N/A   0     100   0   0   N/A   100     European Central Bank 500   500   552   8-Day, 1.08%   552     1,748   0   0   N/A   1,748             0     Swiss National Bank 0   0   0     0     Total 2,349   501   552   N/A   2,400   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/09/11 Operations during week ending 11/16/11 11/16/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 2   2   1   7-Day, 1.1%   1     100   0   0   N/A   100     European Central Bank 505   505   500   7-Day, 1.08%   500     1,353   0   395   84-Day, 1.09%   1,748     Swiss National Bank 0   0   0   N/A   0     Total 1,960   507   896   N/A   2,349   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/02/11 Operations during week ending 11/09/11 11/09/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   2   6-Day, 1.1%   2     0   0   100   83-Day, 1.1%   100     European Central Bank 500   500   505   7-Day, 1.08%   505     1,353   0   0   N/A   1,353     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,853   500   607   N/A   1,960   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/26/11 Operations during week ending 11/02/11 11/02/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 500   500   500   7-Day, 1.07%   500     1,353   0   0   N/A   1,353     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,853   500   500   N/A   1,853   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/19/11 Operations during week ending 10/26/11 10/26/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 500   500   500   7-Day, 1.08%   500     1,353   0   0   N/A   1,353     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,853   500   500   N/A   1,853   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/12/11 Operations during week ending 10/19/11 10/19/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 500   500   500   7-Day, 1.08%   500     0   0   1,353   84-Day, 1.09%   1,353     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 500   500   1,853   N/A   1,853   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/05/11 Operations during week ending 10/12/11 10/12/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 500   500   500   7-Day, 1.09%   500     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 500   500   500   N/A   500   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/28/11 Operations during week ending 10/05/11 10/05/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 500   500   500   7-Day, 1.09%   500     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 500   500   500   N/A   500   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/21/11 Operations during week ending 09/28/11 09/28/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 575   575   500   7-day, 1.07%   500     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 575   575   500   N/A   500   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/14/11 Operations during week ending 09/21/11 09/21/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   575   7-Day, 1.1%   575     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   575   N/A   575   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/07/11 Operations during week ending 09/14/11 09/14/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     08/31/11 Operations during week ending 09/07/11 09/07/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     08/24/11 Operations during week ending 08/31/11 08/31/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 500   500   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 500   500   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     08/17/11 Operations during week ending 08/24/11 08/24/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   500   7-Day, 1.10%   500     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 200   200   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     08/10/11 Operations during week ending 08/17/11 08/17/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   200   7-day, 1.08%   200     Total 0   0   200   N/A   200   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     08/03/11 Operations during week ending 08/10/11 08/10/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/27/11 Operations during week ending 08/03/11 08/03/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/20/11 Operations during week ending 07/27/11 07/27/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/13/11 Operations during week ending 07/20/11 07/20/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/06/11 Operations during week ending 07/13/11 07/13/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/29/11 Operations during week ending 07/06/11 07/06/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/22/11 Operations during week ending 06/29/11 06/29/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/15/11 Operations during week ending 06/22/11 06/22/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/01/11 Operations during week ending 06/08/11 06/08/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/25/11 Operations during week ending 06/01/11 06/01/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/18/11 Operations during week ending 05/25/11 05/25/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/11/11 Operations during week ending 05/18/11 05/18/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/04/11 Operations during week ending 05/11/11 05/11/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/27/11 Operations during week ending 05/04/11 05/04/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/20/11 Operations during week ending 04/27/11 04/27/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/13/11 Operations during week ending 04/20/11 04/20/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     04/06/11 Operations during week ending 04/13/11 04/13/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/30/11 Operations during week ending 04/06/11 04/06/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/23/11 Operations during week ending 03/30/11 03/30/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/16/11 Operations during week ending 03/23/11 03/23/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/09/11 Operations during week ending 03/16/11 03/16/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 0   0   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     03/02/11 Operations during week ending 03/09/11 03/09/11   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 70   70   0   N/A   0     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   0   N/A   0   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     02/23/11 Operations during week ending 03/02/11 03/02/11   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 70   70   70   7-Day, 1.16%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   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".     02/16/11 Operations during week ending 02/23/11 02/23/11   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 70   70   70   7-Day, 1.16%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   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".     02/09/11 Operations during week ending 02/16/11 02/16/11   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 70   70   70   7-Day, 1.17%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   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".     02/02/11 Operations during week ending 02/09/11 02/09/11   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 70   70   70   7-day, 1.17%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   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".     01/26/11 Operations during week ending 02/02/11 02/02/11   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 70   70   70   7-day, 1.17%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   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".     01/19/11 Operations during week ending 01/26/11 01/26/11   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 70   70   70   7-Day, 1.18%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   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".     01/12/11 Operations during week ending 01/19/11 01/19/11   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 70   70   70   7-day, 1.18%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 70   70   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".     01/05/11 Operations during week ending 01/12/11 01/12/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     European Central Bank 75   75   70   7-day, 1.18%   70     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 75   75   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".     12/29/10 Operations during week ending 01/05/11 01/05/11   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     European Central Bank 75   0   0   N/A   75     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 75   0   0   N/A   75   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/22/10 Operations during week ending 12/29/10 12/29/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 0   0   0   N/A   0     European Central Bank 75   75   75   14-Day, 1.17%   75     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 75   75   75   N/A   75   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/15/10 Operations during week ending 12/22/10 12/22/10   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 60   60   75   7-Day, 1.18%   75     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   75   N/A   75   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/08/10 Operations during week ending 12/15/10 12/15/10   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 60   60   60   7-Day, 1.18%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     12/01/10 Operations during week ending 12/08/10 12/08/10   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 60   60   60   7-Day, 1.21%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/24/10 Operations during week ending 12/01/10 12/01/10   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 60   60   60   6-Day, 1.19%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/17/10 Operations during week ending 11/24/10 11/24/10   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 65   65   60   8-Day, 1.19%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 65   65   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     11/10/10 Operations during week ending 11/17/10 11/17/10   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 60   60   65   6-day, 1.19%   65     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   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".     11/03/10 Operations during week ending 11/10/10 11/10/10   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 60   60   60   8-day, 1.18%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/27/10 Operations during week ending 11/03/10 11/03/10   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 60   60   60   7-Day, 1.19%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/20/10 Operations during week ending 10/27/10 10/27/10   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 560   560   60   7-day, 1.2%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 560   560   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/13/10 Operations during week ending 10/20/10 10/20/10   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 60   60   560   7-day, 1.19%   560     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 60   60   560   N/A   560   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     10/06/10 Operations during week ending 10/13/10 10/13/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   1   0   N/A   0     European Central Bank 60   60   60   7-day, 1.2%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 61   61   60   N/A   60   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/29/10 Operations during week ending 10/06/10 10/06/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   0   0   N/A   1     European Central Bank 60   60   60   7-day, 1.19%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 61   60   60   N/A   61   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/22/10 Operations during week ending 09/29/10 09/29/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   0   0   N/A   1     European Central Bank 60   60   60   7-day, 1.18%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 61   60   60   N/A   61   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/15/10 Operations during week ending 09/22/10 09/22/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 1   0   0   N/A   1     European Central Bank 60   60   60   7-day, 1.17%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 61   60   60   N/A   61   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/08/10 Operations during week ending 09/15/10 09/15/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 4   3   0   N/A   1     European Central Bank 60   60   60   7-Day, 1.18%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 64   63   60   N/A   61   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     09/01/10 Operations during week ending 09/08/10 09/08/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 4   0   0   N/A   4     European Central Bank 40   40   60   7-day, 1.19%   60     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 44   40   60   N/A   64   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     08/25/10 Operations during week ending 09/01/10 09/01/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 4   0   0   N/A   4     European Central Bank 35   35   40   7-Day, 1.18%   40     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 39   35   40   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".     08/18/10 Operations during week ending 08/25/10 08/25/10   Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding (A-B+C)     Bank of Canada 0   0   0   N/A   0     Bank of England 0   0   0   N/A   0     Bank of Japan 4   0   0   N/A   4     European Central Bank 430   430   35   7-Day, 1.19%   35     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 434   430   35   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".     08/11/10 Operations during week ending 08/18/10 08/18/10   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 214   210   0   N/A   4     European Central Bank 0   0   430   7-Day, 1.18%   430     1,032   1,032   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,246   1,242   430   N/A   434   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     08/04/10 Operations during week ending 08/11/10 08/11/10   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 214   0   0   N/A   214     European Central Bank 0   0   0   N/A   0     1,032   0   0   N/A   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,246   0   0   N/A   1,246   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/28/10 Operations during week ending 08/04/10 08/04/10   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 214   0   0   N/A   214     European Central Bank 0   0   0   N/A   0     1,032   0   0   N/A   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,246   0   0   N/A   1,246   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/21/10 Operations during week ending 07/28/10 07/28/10   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 214   0   0   N/A   214     European Central Bank 0   0   0   N/A   0     1,032   0   0   N/A   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,246   0   0   N/A   1,246   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/14/10 Operations during week ending 07/21/10 07/21/10   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 213   0   1   84-day, 1.21%   214     European Central Bank 0   0   0   N/A   0     1,032   0   0   N/A   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,245   0   1   N/A   1,246   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     07/07/10 Operations during week ending 07/14/10 07/14/10   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 213   0   0   N/A   213     European Central Bank 0   0   0   N/A   0     0   0   0   N/A   0     1,032   0   0   N/A   1,032     Swiss National Bank 0   0   0   N/A   0     Total 1,245   0   0   N/A   1,245   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/30/10 Operations during week ending 07/07/10 07/07/10   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 213   0   0   N/A   213     European Central Bank 1,032   0   0   N/A   1,032     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,245   0   0     1,245   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/23/10 Operations during week ending 06/30/10 06/30/10   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 213   0   0   N/A   213     European Central Bank 1,032   0   0   N/A   1,032     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,245   0   0   N/A   1,245   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/16/10 Operations during week ending 06/23/10 06/23/10   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 210   0   3   84-day, 1.23%   213     European Central Bank 1,032   0   0   N/A   1,032     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,242   0   3   N/A   1,245   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/09/10 Operations during week ending 06/16/10 06/16/10   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 210   0   0   N/A   210     European Central Bank 0   0   0   N/A   0     1,032   0   0   N/A   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,242   0   0   N/A   1,242   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     06/02/10 Operations during week ending 06/09/10 06/09/10   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 210   0   0   N/A   210     European Central Bank 5,400   5,400   0   N/A   0     1,032   0   0   N/A   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 6,642   5,400   0   N/A   1,242   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/26/10 Operations during week ending 06/02/10 06/02/10   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 210   0   0   N/A   210     European Central Bank 0   0   5,400   7-Day, 1.23%   5,400     1,032   0   0   N/A   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 1,242   0   5,400   N/A   6,642   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/19/10 Operations during week ending 05/26/10 05/26/10   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   210   84-Day, 1.24%   210     European Central Bank 9,205   9,205   0   N/A   0     0   0   1,032   84-Day, 1.24%   1,032     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 9,205   9,205   1,242   N/A   1,242   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".     05/12/10 Operations during week ending 05/19/10 05/19/10   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 9,205   0   0   N/A   9,205     0   0   0   N/A   0     0   0   0   N/A   0     Swiss National Bank 0   0   0   N/A   0     Total 9,205   0   0   N/A   9,205   A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column. B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date. C Refers to the total value of swaps which have settled during the week, but have not yet matured. * Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

Contact Us | E-mail Alerts | RSS Feeds | Terms of Use Home | Federal Reserve System