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 E-mail alert
Export to Excel
U.S. Dollar Liquidity Swap Operations (USD mn)
  11/12/14 Operations during week ending 11/19/14 11/19/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 0   0   0   N/A   0  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/05/14 Operations during week ending 11/12/14 11/12/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 0   0   0   N/A   0  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/29/14 Operations during week ending 11/05/14 11/05/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 0   0   1   7-Day, 0.58%   1  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 0   0   1   N/A   1  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/22/14 Operations during week ending 10/29/14 10/29/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 0   0   0   N/A   0  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/15/14 Operations during week ending 10/22/14 10/22/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 0   0   0   N/A   0  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/08/14 Operations during week ending 10/15/14 10/15/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 0   0   0   N/A   0  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/01/14 Operations during week ending 10/08/14 10/08/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   NA   0  
Bank of England 0   0   0   NA   0  
Bank of Japan 240   240   0   NA   0  
European Central Bank 0   0   0   NA   0  
Swiss National Bank 0   0   0   NA   0  
Total 240   240   0   NA   0  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/24/14 Operations during week ending 10/01/14 10/01/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 3   3   240   6-Day, 0.59%   240  
European Central Bank 20   20   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 23   23   240   N/A   240  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/17/14 Operations during week ending 09/24/14 09/24/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 0   0   3   8-Day, 0.59%   3  
0   0   0   N/A   0  
European Central Bank 75   75   20   7-Day, 0.59%   20  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 75   75   23   N/A   23  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/10/14 Operations during week ending 09/17/14 09/17/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   0   N/A   0  
European Central Bank 75   75   75   7-Day, 0.59%   75  
Swiss National Bank 0   0   0   N/A   0  
Total 77   77   75   N/A   75  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/03/14 Operations during week ending 09/10/14 09/10/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A    
Bank of Japan 1   1   2   6-Day, 0.59%   2  
0   0   0   N/A   0  
European Central Bank 75   75   75   7-Day, 0.59%   75  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
      N/A    
Total 76   76   77   N/A   77  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/27/14 Operations during week ending 09/03/14 09/03/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   1   8-Day, 0.58%   1  
European Central Bank 75   75   75   7-Day, 0.59%   75  
Swiss National Bank 0   0   0   N/A   0  
Total 77   77   76   N/A   76  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/20/14 Operations during week ending 08/27/14 08/27/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   NA   0  
Bank of England 0   0   0   NA   0  
Bank of Japan 0   0   2   7-Day, 0.59%   2  
European Central Bank 75   75   75   7-day, 0.59%   75  
Swiss National Bank 0   0   0   NA   0  
Total 75   75   77   NA   77  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/13/14 Operations during week ending 08/20/14 08/20/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 75   75   75   7-Day, 0.59%   75  
Swiss National Bank 0   0   0   N/A   0  
Total 75   75   75   N/A   75  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/06/14 Operations during week ending 08/13/14 08/13/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 75   75   75   7-Day, 0.59%   75  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 75   75   75   N/A   75  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/30/14 Operations during week ending 08/06/14 08/06/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 75   75   75   7-Day, 0.59%   75  
Swiss National Bank 0   0   0   N/A   0  
Total 75   75   75   N/A   75  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/23/14 Operations during week ending 07/30/14 07/30/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   NA   0  
Bank of England 0   0   0   NA   0  
Bank of Japan 2   2   0   NA   0  
European Central Bank 75   75   75   7-Day, 0.60%   75  
Swiss National Bank 0   0   0   NA   0  
Total 77   77   75   NA   75  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/16/14 Operations during week ending 07/23/14 07/23/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   2   7-Day, 0.58%   2  
European Central Bank 0   0   75   7-Day, 0.59%   75  
124   124   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 124   124   77   N/A   77  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/09/14 Operations during week ending 07/16/14 07/16/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
124   0   0   N/A   124  
Swiss National Bank 0   0   0   N/A   0  
Total 124   0   0   N/A   124  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/02/14 Operations during week ending 07/09/14 07/09/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
124   0   0   N/A   124  
Swiss National Bank 0   0   0   N/A   0  
Total 124   0   0   N/A   124  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/25/14 Operations during week ending 07/02/14 07/02/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
124   0   0   N/A   124  
Swiss National Bank 0   0   0   N/A   0  
Total 124   0   0   N/A   124  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/18/14 Operations during week ending 06/25/14 06/25/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
174   50   0   N/A   124  
Swiss National Bank 0   0   0   N/A   0  
Total 176   52   0   N/A   124  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/11/14 Operations during week ending 06/18/14 06/18/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   2   7-Day, 0.59%   2  
European Central Bank 0   0   0   N/A   0  
174   0   0   N/A   174  
Swiss National Bank 0   0   0   N/A   0  
Total 174   0   2   N/A   176  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/04/14 Operations during week ending 06/11/14 06/11/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
174   0   0   N/A   174  
Swiss National Bank 0   0   0   N/A   0  
Total 174   0   0   N/A   174  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/28/14 Operations during week ending 06/04/14 06/04/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
174   0   0   N/A   174  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 174   0   0   N/A   174  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/21/14 Operations during week ending 05/28/14 05/28/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
300   126   0   N/A   174  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 300   126   0   N/A   174  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/14/14 Operations during week ending 05/21/14 05/21/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
300   0   0   N/A   300  
Swiss National Bank 0   0   0   N/A   0  
Total 300   0   0   N/A   300  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/07/14 Operations during week ending 05/14/14 05/14/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
300   0   0   N/A   300  
Swiss National Bank 0   0   0   N/A   0  
Total 300   0   0   N/A   300  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/30/14 Operations during week ending 05/07/14 05/07/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
300   0   0   N/A   300  
Swiss National Bank 0   0   0   N/A   0  
Total 300   0   0   N/A   300  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/23/14 Operations during week ending 04/30/14 04/30/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
407   231   124   84-day, 0.59%   300  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 407   231   124   N/A   300  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/16/14 Operations during week ending 04/23/14 04/23/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
407   0   0   N/A   407  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 407   0   0   N/A   407  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/09/14 Operations during week ending 04/16/14 04/16/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
407   0   0   N/A   407  
Swiss National Bank 0   0   0   N/A   0  
Total 407   0   0   N/A   407  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/02/14 Operations during week ending 04/09/14 04/09/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
407   0   0   N/A   407  
Swiss National Bank 0   0   0   N/A   0  
Total 407   0   0   N/A   407  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  03/26/14 Operations during week ending 04/02/14 04/02/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
457   100   50   84-Day, 0.59%   407  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 459   102   50   N/A   407  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  03/19/14 Operations during week ending 03/26/14 03/26/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   2   7-Day, 0.58%   2  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
457   0   0   N/A   457  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 458   1   2   N/A   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".

  03/12/14 Operations during week ending 03/19/14 03/19/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   NA   0  
Bank of England 0   0   0   NA   0  
Bank of Japan 0   0   1   7-Day, 0.58%   1  
0   0   0   NA   0  
European Central Bank 0   0   0   NA   0  
457   0   0   NA   457  
Swiss National Bank 0   0   0   NA   0  
Total 457   0   1   NA   458  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  03/05/14 Operations during week ending 03/12/14 03/12/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
457   0   0   N/A   457  
Swiss National Bank 0   0   0   N/A   0  
Total 458   1   0   N/A   457  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/26/14 Operations during week ending 03/05/14 03/05/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 1   1   1   7-Day, 0.56%   1  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
359   28   126   84-Day, 0.58%   457  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 360   29   127   N/A   458  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/19/14 Operations during week ending 02/26/14 02/26/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   1   6-Day, 0.56%   1  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
359   0   0   N/A   359  
Swiss National Bank 0   0   0   N/A   0  
Total 360   1   1   N/A   360  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/12/14 Operations during week ending 02/19/14 02/19/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 1   1   1   7-Day, 0.57%   1  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
359   0   0   N/A   359  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 360   1   1   N/A   360  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/05/14 Operations during week ending 02/12/14 02/12/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   8-Day, 0.58%   1  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
359   0   0   N/A   359  
Swiss National Bank 0   0   0   N/A   0  
Total 359   0   0   N/A   360  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/29/14 Operations during week ending 02/05/14 02/05/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 2   2   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
259   131   231   84-Day, 0.59%   359  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 261   133   231   N/A   359  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/22/14 Operations during week ending 01/29/14 01/29/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   2   6-Day, 0.58%   2  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
259   0   0   N/A   259  
Swiss National Bank 0   0   0   N/A   0  
Total 260   1   2   N/A   261  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/15/14 Operations during week ending 01/22/14 01/22/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   8-Day, 0.58%   1  
European Central Bank 0   0   0   N/A   0  
259   0   0   N/A   259  
Swiss National Bank 0   0   0   N/A   0  
Total 259   0   0   N/A   260  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/08/14 Operations during week ending 01/15/14 01/15/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
259   0   0   N/A   259  
Swiss National Bank 0   0   0   N/A   0  
Total 259   0   0   N/A   259  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/01/14 Operations during week ending 01/08/14 01/08/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
272   113   100   83-Day, 0.59%   259  
Swiss National Bank 0   0   0   N/A   0  
Total 272   113   100   N/A   259  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/25/13 Operations during week ending 01/01/14 01/01/14
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 1   1   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 273   1   0   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/18/13 Operations during week ending 12/25/13 12/25/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 1   1   1   8-Day, 0.58%   1  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 273   1   1   N/A   273  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/11/13 Operations during week ending 12/18/13 12/18/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   7-Day, 0.59%   1  
European Central Bank 0   0   0   N/A   0  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
Total 272   0   1   N/A   273  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/04/13 Operations during week ending 12/11/13 12/11/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
0   0   0   N/A   0  
Bank of Japan 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
272   28   28   84-day, 0.59%   272  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 272   28   28   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/27/13 Operations during week ending 12/04/13 12/04/13
Outstanding (A) Matured (B) Drawn (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  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
Total 272   0   0   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/20/13 Operations during week ending 11/27/13 11/27/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
Total 273   1   0   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/13/13 Operations during week ending 11/20/13 11/20/13
Outstanding (A) Matured (B) Drawn (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, 0.59%   1  
European Central Bank 272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
Total 272   0   1   N/A   273  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/06/13 Operations during week ending 11/13/13 11/13/13
Outstanding (A) Matured (B) Drawn (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  
272   131   131   84-Day, 0.59%   272  
Swiss National Bank 0   0   0   N/A   0  
Total 272   131   131   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/30/13 Operations during week ending 11/06/13 11/06/13
Outstanding (A) Matured (B) Drawn (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  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
Total 272   0   0   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/23/13 Operations during week ending 10/30/13 10/30/13
Outstanding (A) Matured (B) Drawn (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  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
Total 272   0   0   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/16/13 Operations during week ending 10/23/13 10/23/13
Outstanding (A) Matured (B) Drawn (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  
272   0   0   N/A   272  
Swiss National Bank 0   0   0   N/A   0  
Total 272   0   0   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/09/13 Operations during week ending 10/16/13 10/16/13
Outstanding (A) Matured (B) Drawn (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  
186   27   113   85-Day, 0.61%   272  
Swiss National Bank 0   0   0   N/A   0  
0   0   0   N/A   0  
Total 186   27   113   N/A   272  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/02/13 Operations during week ending 10/09/13 10/09/13
Outstanding (A) Matured (B) Drawn (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 325   325   0   N/A   0  
186   0   0   N/A   186  
Swiss National Bank 0   0   0   N/A   0  
Total 511   325   0   N/A   186  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/25/13 Operations during week ending 10/02/13 10/02/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 75   75   325   8-Day, 0.58%   325  
186   0   0   N/A   186  
Swiss National Bank 0   0   0   N/A   0  
Total 263   77   325   N/A   511  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/18/13 Operations during week ending 09/25/13 09/25/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   2   7-day, 0.58%   2  
European Central Bank 75   75   75   7-Day, 0.59%   75  
186   0   0   N/A   186  
Swiss National Bank 0   0   0   N/A   0  
Total 262   76   77   NA   263  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/11/13 Operations during week ending 09/18/13 09/18/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 3   3   1   7-Day, 0.59%   1  
0   0   0   N/A   0  
European Central Bank 0   0   75   7-Day, 0.59%   75  
317   159   28   84-Day, 0.59%   186  
Swiss National Bank 0   0   0   N/A   0  
Total 320   162   104   N/A   262  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/04/13 Operations during week ending 09/11/13 09/11/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   3   6-Day, 0.59%   3  
European Central Bank 0   0   0   N/A   0  
317   0   0   N/A   317  
Swiss National Bank 0   0   0   N/A   0  
Total 317   0   3   N/A   320  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/28/13 Operations during week ending 09/04/13 09/04/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 4   4   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
317   0   0   N/A   317  
Swiss National Bank 0   0   0   N/A   0  
Total 321   4   0   N/A   317  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/21/13 Operations during week ending 08/28/13 08/28/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   4   7-Day, 0.6%   4  
European Central Bank 0   0   0   N/A   0  
317   0   0   N/A   317  
Swiss National Bank 0   0   0   N/A   0  
Total 317   0   4   N/A   321  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/14/13 Operations during week ending 08/21/13 08/21/13
Outstanding (A) Matured (B) Drawn (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  
1,479   1,293   131   84-day, 0.60%   317  
Swiss National Bank 0   0   0   N/A   0  
Total 1,479   1,293   131   N/A   317  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/07/13 Operations during week ending 08/14/13 08/14/13
Outstanding (A) Matured (B) Drawn (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  
1,479   0   0   N/A   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,479   0   0   N/A   1,479  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/31/13 Operations during week ending 08/07/13 08/07/13
Outstanding (A) Matured (B) Drawn (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 1,479   0   0   N/A   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,479   0   0   N/A   1,479  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/24/13 Operations during week ending 07/31/13 07/31/13
Outstanding (A) Matured (B) Drawn (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  
0   0   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
1,479   0   0   N/A   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,480   1   0   N/A   1,479  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/17/13 Operations during week ending 07/24/13 07/24/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   7-Day, 0.59%   1  
European Central Bank 1,479   27   27   84-Day, 0.61%   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,479   27   28   N/A   1,480  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/10/13 Operations during week ending 07/17/13 07/17/13
Outstanding (A) Matured (B) Drawn (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  
1,479   0   0   N/A   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,479   0   0   N/A   1,479  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/03/13 Operations during week ending 07/10/13 07/10/13
Outstanding (A) Matured (B) Drawn (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 200   200   0   N/A   0  
1,479   0   0   N/A   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,679   200   0   N/A   1,479  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/26/13 Operations during week ending 07/03/13 07/03/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   0   N/A   0  
European Central Bank 0   0   200   8-Day, 0.6%   200  
1,479   0   0   N/A   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,480   1   200   N/A   1,679  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/19/13 Operations during week ending 06/26/13 06/26/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   1   7-Day, 0.6%   1  
European Central Bank 0   0   0   N/A   0  
1,771   451   159   84-Day, 0.61%   1,479  
Swiss National Bank 0   0   0   N/A   0  
Total 1,772   452   160   N/A   1,480  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/12/13 Operations during week ending 06/19/13 06/19/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   7-Day, 0.6%   1  
European Central Bank 0   0   0   N/A   0  
1,771   0   0   N/A   1,771  
Swiss National Bank 0   0   0   N/A   0  
Total 1,771   0   1   N/A   1,772  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/05/13 Operations during week ending 06/12/13 06/12/13
Outstanding (A) Matured (B) Drawn (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  
1,771   0   0   N/A   1,771  
Swiss National Bank 0   0   0   N/A   0  
Total 1,771   0   0   N/A   1,771  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/29/13 Operations during week ending 06/05/13 06/05/13
Outstanding (A) Matured (B) Drawn (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  
1,771   0   0   N/A   1,771  
Swiss National Bank 0   0   0   N/A   0  
Total 1,771   0   0   N/A   1,771  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/22/13 Operations during week ending 05/29/13 05/29/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   0   N/A   0  
European Central Bank 0   0   0   N/A   0  
7,276   6,798   1,293   84-Day, 0.61%   1,771  
Swiss National Bank 0   0   0   N/A   0  
Total 7,277   6,799   1,293   N/A   1,771  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/15/13 Operations during week ending 05/22/13 05/22/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   7-Day, 0.62%   1  
European Central Bank 0   0   0   N/A   0  
7,276   0   0   N/A   7,276  
Swiss National Bank 0   0   0   N/A   0  
Total 7,276   0   1   N/A   7,277  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/08/13 Operations during week ending 05/15/13 05/15/13
Outstanding (A) Matured (B) Drawn (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  
7,276   0   0   N/A   7,276  
Swiss National Bank 0   0   0   N/A   0  
Total 7,276   0   0   N/A   7,276  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/01/13 Operations during week ending 05/08/13 05/08/13
Outstanding (A) Matured (B) Drawn (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 1,300   1,300   0   N/A   0  
7,276   0   0   N/A   7,276  
Swiss National Bank 0   0   0   N/A   0  
Total 8,576   1,300   0   N/A   7,276  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/24/13 Operations during week ending 05/01/13 05/01/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   0   N/A   0  
European Central Bank 0   0   1,300   7-day, 0.64%   1,300  
7,551   302   27   84-day, 0.63%   7,276  
Swiss National Bank 0   0   0   N/A   0  
Total 7,552   303   1,327   N/A   8,576  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/17/13 Operations during week ending 04/24/13 04/24/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 1   1   1   7-Day, 0.64%   1  
European Central Bank 0   0   0   N/A   0  
7,551   0   0   N/A   7,551  
Swiss National Bank 0   0   0   N/A   0  
Total 7,552   1   1   N/A   7,552  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/10/13 Operations during week ending 04/17/13 04/17/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   7-Day, 0.64%   1  
European Central Bank 1,200   1,200   0   N/A   0  
7,551   0   0   N/A   7,551  
Swiss National Bank 0   0   0   N/A   0  
Total 8,751   1,200   1   N/A   7,552  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  04/03/13 Operations during week ending 04/10/13 04/10/13
Outstanding (A) Matured (B) Drawn (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 505   505   1,200   7-Day, 0.65%   1,200  
7,551   0   0   N/A   7,551  
Swiss National Bank 0   0   0   N/A   0  
Total 8,056   505   1,200   N/A   8,751  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  03/27/13 Operations during week ending 04/03/13 04/03/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   0   N/A   0  
European Central Bank 300   300   505   7-Day, 0.64%   505  
7,963   863   451   84-Day, 0.64%   7,551  
Swiss National Bank 0   0   0   N/A   0  
Total 8,265   1,165   956   N/A   8,056  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  03/20/13 Operations during week ending 03/27/13 03/27/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   2   7-Day, 0.65%   2  
European Central Bank 0   0   300   7-Day, 0.66%   300  
7,963   0   0   N/A   7,963  
Swiss National Bank 0   0   0   N/A   0  
Total 7,965   2   302   N/A   8,265  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  03/13/13 Operations during week ending 03/20/13 03/20/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   2   7-Day, 0.66%   2  
European Central Bank 25   25   0   N/A   0  
7,963   0   0   N/A   7,963  
Swiss National Bank 0   0   0   N/A   0  
Total 7,988   25   2   N/A   7,965  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  03/06/13 Operations during week ending 03/13/13 03/13/13
Outstanding (A) Matured (B) Drawn (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 380   380   25   7-Day, 0.66%   25  
7,963   0   0   N/A   7,963  
Swiss National Bank 0   0   0   N/A   0  
Total 8,343   380   25   N/A   7,988  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/27/13 Operations during week ending 03/06/13 03/06/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 2   2   0   N/A   0  
European Central Bank 0   0   380   7-Day, 0.65%   380  
4,192   3,027   6,798   84-Day, 0.64%   7,963  
Swiss National Bank 0   0   0   N/A   0  
Total 4,194   3,029   7,178   N/A   8,343  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/20/13 Operations during week ending 02/27/13 02/27/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   2   6-Day, 0.66%   2  
0   0   0   N/A   0  
European Central Bank 1,000   1,000   0   N/A   0  
4,192   0   0   N/A   4,192  
Swiss National Bank 0   0   0   N/A   0  
Total 5,192   1,000   2   N/A   4,194  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/13/13 Operations during week ending 02/20/13 02/20/13
Outstanding (A) Matured (B) Drawn (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 1,000   1,000   1,000   7-Day, 0.65%   1,000  
4,192   0   0   N/A   4,192  
Swiss National Bank 0   0   0   N/A   0  
Total 5,193   1,001   1,000   N/A   5,192  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  02/06/13 Operations during week ending 02/13/13 02/13/13
Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)
Bank of Canada 0   0   0   N/A   0  
Bank of England 0   0   0   N/A   0  
Bank of Japan 0   0   1   7-Day, 0.63%   1  
European Central Bank 1,000   1,000   1,000   7-Day, 0.63%   1,000  
4,192   0   0   N/A   4,192  
Swiss National Bank 0   0   0   N/A   0  
Total 5,192   1,000   1,001   N/A   5,193  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/30/13 Operations during week ending 02/06/13 02/06/13
Outstanding (A) Matured (B) Drawn (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 20   20   1,000   7-Day, 0.63%   1,000  
8,010   4,120   302   84-Day, 0.63%   4,192  
Swiss National Bank 0   0   0   N/A   0  
Total 8,030   4,140   1,302   N/A   5,192  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/23/13 Operations during week ending 01/30/13 01/30/13
Outstanding (A) Matured (B) Drawn (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  
0   0   0   N/A   0  
European Central Bank 60   60   20   7-day, 0.64%   20  
8,010   0   0   N/A   8,010  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 8,071   61   20   N/A   8,030  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/16/13 Operations during week ending 01/23/13 01/23/13
Outstanding (A) Matured (B) Drawn (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   8-Day, 0.65%   1  
European Central Bank 60   60   60   7-Day, 0.65%   60  
8,010   0   0   N/A   8,010  
Swiss National Bank 0   0   0   N/A   0  
Total 8,070   60   61   N/A   8,071  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/09/13 Operations during week ending 01/16/13 01/16/13
Outstanding (A) Matured (B) Drawn (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 980   980   60   7-Day, 0.66%   60  
8,010   0   0   N/A   8,010  
Swiss National Bank 0   0   0   N/A   0  
Total 8,991   981   60   N/A   8,070  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  01/02/13 Operations during week ending 01/09/13 01/09/13
Outstanding (A) Matured (B) Drawn (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 600   600   980   7-Day, 0.66%   980  
8,288   1,141   863   84-Day, 0.65%   8,010  
Swiss National Bank 0   0   0   N/A   0  
Total 8,889   1,741   1,843   N/A   8,991  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/26/12 Operations during week ending 01/02/13 01/02/13
Outstanding (A) Matured (B) Drawn (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 600   0   0   N/A   600  
8,288   0   0   N/A   8,288  
Swiss National Bank 0   0   0   N/A   0  
Total 8,889   0   0   N/A   8,889  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/19/12 Operations during week ending 12/26/12 12/26/12
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   1   21-Day, 0.65%   1  
0   0   0   N/A   0  
European Central Bank 3,260   3,260   600   14-Day, 0.66%   600  
8,288   0   0   N/A   8,288  
Swiss National Bank 0   0   0   N/A   0  
Total 11,549   3,261   601   N/A   8,889  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/12/12 Operations during week ending 12/19/12 12/19/12
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   1   7-Day, 0.66%   1  
European Central Bank 4,080   4,080   3,260   7-Day, 0.66%   3,260  
8,288   0   0   N/A   8,288  
Swiss National Bank 0   0   0   N/A   0  
Total 12,368   4,080   3,261   N/A   11,549  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  12/05/12 Operations during week ending 12/12/12 12/12/12
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   3   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 3,233   3,233   4,080   7-Day, 0.66%   4,080  
8,946   3,684   3,027   84-Day, 0.64%   8,288  
Swiss National Bank 0   0   0   N/A   0  
Total 12,181   6,920   7,107   N/A   12,368  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/28/12 Operations during week ending 12/05/12 12/05/12
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   3   7-Day, 0.65%   3  
0   0   0   N/A   0  
European Central Bank 3,266   3,266   3,233   7-Day, 0.68%   3,233  
8,946   0   0   N/A   8,946  
Swiss National Bank 0   0   0   N/A   0  
Total 12,212   3,266   3,236   N/A   12,181  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/21/12 Operations during week ending 11/28/12 11/28/12
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 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 3,306   3,306   3,266   6-Day, 0.67%   3,266  
8,946   0   0   N/A   8,946  
Swiss National Bank 0   0   0   N/A   0  
Total 12,252   3,306   3,266   N/A   12,212  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/14/12 Operations during week ending 11/21/12 11/21/12
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  
Bank of Japan 1   1   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 3,174   3,174   3,306   8-Day, 0.66%   3,306  
8,946   0   0   N/A   8,946  
0   0   0     0  
Swiss National Bank 0   0   0   N/A   0  
Total 12,121   3,175   3,306   N/A   12,252  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  11/07/12 Operations during week ending 11/14/12 11/14/12
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   1   8-day, 0.66%   1  
0   0   0   N/A   0  
European Central Bank 3,148   3,148   3,174   7-Day, 0.67%   3,174  
9,317   4,491   4,120   84-Day, 0.65%   8,946  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 12,465   7,639   7,295   N/A   12,121  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/31/12 Operations during week ending 11/07/12 11/07/12
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 0   0   0   N/A   0  
European Central Bank 3,586   3,586   3,148   7-Day, 0.66%   3,148  
9,317   0   0   N/A   9,317  
Swiss National Bank 0   0   0   N/A   0  
Total 12,903   3,586   3,148   N/A   12,465  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/24/12 Operations during week ending 10/31/12 10/31/12
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  
0   0   0   N/A   0  
European Central Bank 2,860   2,860   3,586   7-day, 0.65%   3,568  
9,317   0   0   N/A   9,317  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 12,177   2,860   3,586   N/A   12,903  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/17/12 Operations during week ending 10/24/12 10/24/12
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  
0   0   0   N/A   0  
European Central Bank 3,560   3,560   2,860   7-Day, 0.66%   2,860  
9,317   0   0   N/A   9,317  
Swiss National Bank 0   0   0   N/A   0  
Total 12,877   3,560   2,860   N/A   12,177  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/10/12 Operations during week ending 10/17/12 10/17/12
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  
0   0   0   N/A   0  
European Central Bank 1,980   1,980   3,560   7-Day, 0.65%   3,560  
10,971   2,795   1,141   84-Day, 0.64%   9,317  
Swiss National Bank 0   0   0   N/A   0  
Total 12,951   4,775   4,701   N/A   12,877  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  10/03/12 Operations during week ending 10/10/12 10/10/12
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  
0   0   0   N/A   0  
European Central Bank 1,580   1,580   1,980   7-Day, 0.65%   1,980  
10,971   0   0   N/A   10,971  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 12,551   1,580   1,980   N/A   12,951  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/26/12 Operations during week ending 10/03/12 10/03/12
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   2   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 3,720   3,720   1,580   7-Day, 0.63%   1,580  
10,971   0   0   N/A   10,971  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 14,693   3,722   1,580   N/A   12,551  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/19/12 Operations during week ending 09/26/12 09/26/12
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   2   7-Day, 0.66%   2  
0   0   0   N/A   0  
European Central Bank 3,770   3,770   3,720   7-Day, 0.64%   3,720  
10,971   0   0   N/A   10,971  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 14,742   3,771   3,722   N/A   14,693  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/12/12 Operations during week ending 09/19/12 09/19/12
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   1   7-Day, 0.64%   1  
0   0   0   N/A   0  
European Central Bank 2,217   2,217   3,770   7-Day, 0.63%   3,770  
17,228   9,942   3,684   84-Day, 0.63%   10,971  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 19,446   12,159   7,455   N/A   14,742  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  09/05/12 Operations during week ending 09/12/12 09/12/12
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   1   6-Day, 0.64%   1  
0   0   0   N/A   0  
European Central Bank 6,214   6,214   2,217   7-Day, 0.63%   2,217  
17,228   0   0   N/A   17,228  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 23,442   6,214   2,218   N/A   19,446  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/29/12 Operations during week ending 09/05/12 09/05/12
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   2   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 8,453   8,453   6,214   7-Day, 0.63%   6,214  
17,228   0   0   N/A   17,228  
Swiss National Bank 0   0   0   N/A   0  
Total 25,683   8,455   6,214   N/A   23,442  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/22/12 Operations during week ending 08/29/12 08/29/12
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   2   7-Day, 0.64%   2  
0   0   0   N/A   0  
European Central Bank 9,256   9,256   8,453   7-Day, 0.64%   8,453  
17,228   0   0   N/A   17,228  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 26,484   9,256   8,455   N/A   25,683  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/15/12 Operations during week ending 08/22/12 08/22/12
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 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 7,000   7,000   9,256   7-Day, 0.64%   9,256  
23,005   10,268   4,491   84-Day, 0.64%   17,228  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 30,005   17,268   13,747   N/A   26,484  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/08/12 Operations during week ending 08/15/12 08/15/12
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 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 7,017   7,017   7,000   7-Day, 0.64%   7,000  
23,005   0   0   N/A   23,005  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 30,022   7,017   7,000   N/A   30,005  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  08/01/12 Operations during week ending 08/08/12 08/08/12
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 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 8,017   8,017   7,017   7-day, 0.64%   7,017  
23,005   0   0   N/A   23,005  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 31,022   8,017   7,017   N/A   30,022  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/25/12 Operations during week ending 08/01/12 08/01/12
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 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 4,227   4,227   8,017   7-Day, 0.66%   8,017  
23,005   0   0   N/A   23,005  
Swiss National Bank 0   0   0   N/A   0  
Total 27,232   4,227   8,017   N/A   31,022  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/18/12 Operations during week ending 07/25/12 07/25/12
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 0   0   0   N/A   0  
European Central Bank 5,143   5,143   4,227   7-Day, 0.67%   4,227  
25,409   5,199   2,795   84-Day, 0.66%   23,005  
Swiss National Bank 0   0   0   N/A   0  
Total 30,552   10,342   7,022   N/A   27,232  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/11/12 Operations during week ending 07/18/12 07/18/12
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 0   0   0   N/A   0  
0   0   0   N/A   0  
European Central Bank 4,299   4,299   5,143   7-Day, 0.67%   5,143  
25,409   0   0   N/A   25,409  
Swiss National Bank 0   0   0   N/A   0  
Total 29,708   4,299   5,143   N/A   30,552  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  07/04/12 Operations during week ending 07/11/12 07/11/12
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  
0   0   0   N/A   0  
European Central Bank 2,560   2,560   4,299   7-Day, 0.68%   4,299  
25,409   0   0   N/A   25,409  
Swiss National Bank 0   0   0   N/A   0  
Total 27,969   2,560   4,299   N/A   29,708  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/27/12 Operations during week ending 07/04/12 07/04/12
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 0   0   0   N/A   0  
50   50   0   N/A   0  
European Central Bank 1,600   1,600   2,560   7-Day, 0.66%   2,560  
25,409   0   0   N/A   25,409  
Swiss National Bank 0   0   0   N/A   0  
Total 27,059   1,650   2,560   N/A   27,969  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/20/12 Operations during week ending 06/27/12 06/27/12
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 50   0   0   N/A   50  
0   0   0   N/A   0  
European Central Bank 2,447   2,447   1,600   7-Day, 0.66%   1,600  
21,718   6,250   9,942   84-Day, 0.67%   25,409  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 24,215   8,697   11,542   N/A   27,059  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/13/12 Operations during week ending 06/20/12 06/20/12
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   2   0   N/A   0  
50   0   0   N/A   50  
European Central Bank 1,544   1,544   2,447   7-Day, 0.67%   2,447  
21,718   0   0   N/A   21,718  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 23,314   1,546   2,447   N/A   24,215  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  06/06/12 Operations during week ending 06/13/12 06/13/12
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   2   7-Day, 0.66%   2  
50   0   0   N/A   50  
European Central Bank 500   500   1,544   7-Day, 0.66%   1,544  
21,718   0   0   N/A   21,718  
Swiss National Bank 0   0   0   N/A   0  
Total 22,268   500   1,546   N/A   23,314  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/30/12 Operations during week ending 06/06/12 06/06/12
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   100   0   N/A   50  
European Central Bank 300   300   500   7-Day, 0.66%   500  
21,718   0   0   N/A   21,718  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 22,168   400   500   N/A   22,268  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/23/12 Operations during week ending 05/30/12 05/30/12
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  
150   0   0   N/A   150  
European Central Bank 300   300   300   7-Day, 0.66%   300  
25,974   14,525   10,268   84-Day, 0.66%   21,718  
Swiss National Bank 0   0   0   N/A   0  
Total 26,425   14,826   10,568   N/A   22,168  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/16/12 Operations during week ending 05/23/12 05/23/12
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   1   7-Day, 0.66%   1  
150   0   0   N/A   150  
European Central Bank 326   326   300   7-Day, 0.66%   300  
25,974   0   0   N/A   25,974  
0   0   0   N/A   0  
Swiss National Bank 0   0   0   N/A   0  
Total 26,450   326   301   N/A   26,425  

A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

  05/09/12 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 27,2