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Federal Reserve Foreign Exchange Swap Agreements
These swap facilities respond to the re-emergence of strains in short term funding markets in Europe. They are designed to improve liquidity conditions in global money markets and to minimize the risk that strains abroad could spread to U.S. markets, by providing foreign central banks with the capacity to deliver U.S. dollar funding to institutions in their jurisdictions.
 
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U.S. Dollar Liquidity Swap Operations (USD mn)
 
    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 27,256   1,132   532   N/A   26,656  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    04/25/12 Operations during week ending 05/02/12 05/02/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
  Bank of Japan 960   810   0   N/A   150  
 
European Central Bank		 876   876   1,132   7-Day, 0.64%   1,132  
  30,135   9,360   5,199   84-Day, 0.64%   25,974  
  Swiss National Bank 0   0   0   N/A   0  
  Total 31,971   11,046   6,332   N/A   27,256  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    04/18/12 Operations during week ending 04/25/12 04/25/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
  Bank of Japan 960   0   0   N/A   960  
 
European Central Bank		 1,276   1,276   876   7-Day, 0.65%   876  
  30,135   0   0   N/A   30,135  
  Swiss National Bank 0   0   0   N/A   0  
  Total 32,371   1,276   876   N/A   31,971  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    04/11/12 Operations during week ending 04/18/12 04/18/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
  Bank of Japan 960   0   0   N/A   960  
 
European Central Bank		 1,376   1,376   1,276   7-Day, 0.63%   1,276  
  30,135   0   0   N/A   30,135  
  Swiss National Bank 0   0   0   N/A   0  
  Total 32,471   1,376   1,276   N/A   32,371  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    04/04/12 Operations during week ending 04/11/12 04/11/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  13,466   12,556   50   84-Day, 0.63%   960  
 
European Central Bank		 2,881   2,881   1,376   7-Day, 0.63%   1,376  
  30,135   0   0   N/A   30,135  
  0   0   0     0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 46,482   15,437   1,426   N/A   32,471  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    03/28/12 Operations during week ending 04/04/12 04/04/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
  Bank of Japan 13,466   0   0   N/A   13,466  
 
European Central Bank		 1,802   1,802   2,881   7-Day, 0.63%   2,881  
  49,400   25,515   6,250   84-Day, 0.63%   30,135  
  Swiss National Bank 400   400   0   N/A   0  
  Total 65,068   27,717   9,131   N/A   46,482  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    03/21/12 Operations during week ending 03/28/12 03/28/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 10   10   0   N/A   0  
  13,466   0   0   N/A   13,466  
 
European Central Bank		 2,318   2,318   1,802   7-day, 0.65%   1,802  
  49,400   0   0   N/A   49,400  
 
Swiss National Bank		 0   0   0   N/A   0  
  400   0   0   N/A   400  
  Total 65,593   2,328   1,802   N/A   65,068  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    03/14/12 Operations during week ending 03/21/12 03/21/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
 
Bank of England		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
Bank of Japan		 12   12   10   8-Day, 0.62%   10  
  13,466   0   0   N/A   13,466  
 
European Central Bank		 1,596   1,596   2,318   7-Day, 0.62%   2,318  
  49,400   0   0   N/A   49,400  
  0   0   0   N/A   0  
 
Swiss National Bank		 0   0   0   N/A   0  
  400   0   0   N/A   400  
  Total 64,873   1,608   2,328   N/A   65,593  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    03/07/12 Operations during week ending 03/14/12 03/14/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   12   7-Day, 0.61%   12  
  18,122   4,756   100   85-Day, 0.61%   13,466  
 
European Central Bank		 3,464   3,464   1,596   7-Day, 0.6%   1,596  
  49,400   0   0   N/A   49,400  
  Swiss National Bank 400   0   0   N/A   400  
  Total 71,386   8,220   1,708   N/A   64,873  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    02/29/12 Operations during week ending 03/07/12 03/07/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 1   1   0   N/A   0  
  18,122   0   0   N/A   18,122  
 
European Central Bank		 3,606   3,606   3,464   7-Day, 0.61%   3,464  
  85,560   50,685   14,525   84-Day, 0.62%   49,400  
  Swiss National Bank 475   75   0   N/A   400  
  Total 107,764   54,367   17,989   N/A   71,386  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    02/22/12 Operations during week ending 02/29/12 02/29/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   NA   0  
  Bank of England 0   0   0   NA   0  
 
Bank of Japan		 0   0   1   6-day, 0.6%   1  
  18,222   100   0   N/A   18,122  
 
European Central Bank		 3,702   3,702   3,606   7-day, 0.6%   3,606  
  85,560   0   0   N/A   85,560  
 
Swiss National Bank		 0   0   0   NA   0  
  475   0   0   N/A   475  
  Total 107,959   3,802   3,607   NA   107,764  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    02/15/12 Operations during week ending 02/22/12 02/22/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 693   693   0   N/A   0  
  18,222   0   0   N/A   18,222  
 
European Central Bank		 4,138   4,138   3,702   7-Day, 0.63%   3,702  
  85,560   0   0   N/A   85,560  
  0   0   0   N/A   0  
  Swiss National Bank 475   0   0   N/A   475  
  Total 109,088   4,831   3,702   N/A   107,959  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    02/08/12 Operations during week ending 02/15/12 02/15/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 1,572   1,572   693   7-Day, 0.61%   693  
  17,412   0   810   83-Day, 0.61%   18,222  
 
European Central Bank		 3,738   3,738   4,138   7-Day, 0.61%   4,138  
  85,560   0   0   N/A   85,560  
  Swiss National Bank 475   0   0   N/A   475  
  Total 108,757   5,310   5,641   N/A   109,088  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    02/01/12 Operations during week ending 02/08/12 02/08/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 2,043   2,043   1,572   7-Day, 0.6%   1,572  
  17,412   0   0   N/A   17,412  
 
European Central Bank		 7,929   7,929   3,738   7-Day, 0.59%   3,738  
  76,595   395   9,360   84-Day, 0.59%   85,560  
  Swiss National Bank 475   0   0   N/A   475  
  Total 104,454   10,367   14,670   N/A   108,757  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    01/25/12 Operations during week ending 02/01/12 02/01/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 2,696   2,696   2,043   7-Day, 0.61%   2,043  
  17,512   100   0   N/A   17,412  
 
European Central Bank		 5,893   5,893   7,929   7-Day, 0.6%   7,929  
  76,595   0   0   N/A   76,595  
  0   0   0   N/A   0  
 
Swiss National Bank		 0   0   0   N/A   0  
  475   0   0   N/A   475  
  Total 103,171   8,689   9,972   N/A   104,454  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    01/18/12 Operations during week ending 01/25/12 01/25/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 2,961   2,961   2,696   6-Day, 0.6%   2,696  
  17,512   0   0   N/A   17,512  
 
European Central Bank		 5,723   5,723   5,893   7-Day, 0.59%   5,893  
  76,595   0   0   N/A   76,595  
  0   0   0     0  
  Swiss National Bank 475   0   0   N/A   475  
  Total 103,266   8,684   8,589   N/A   103,171  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    01/11/12 Operations during week ending 01/18/12 01/18/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 3,281   3,281   2,961   8-Day, 0.59%   2,961  
  4,956   0   12,556   84-Day, 0.59%   17,512  
 
European Central Bank		 6,152   6,152   5,723   7-Day, 0.58%   5,723  
  76,595   0   0   N/A   76,595  
  0   0   0   N/A   0  
 
Swiss National Bank		 0   0   0   N/A   0  
  475   0   0   N/A   475  
  Total 91,459   9,433   21,240   N/A   103,266  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    01/04/12 Operations during week ending 01/11/12 01/11/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 9,035   9,035   3,281   6-Day, 0.59%   3,281  
  4,956   0   0   N/A   4,956  
 
European Central Bank		 33,004   33,004   6,152   7-Day, 0.58%   6,152  
  52,433   1,353   25,515   84-Day, 0.58%   76,595  
  0   0   0   N/A   0  
 
Swiss National Bank		 320   320   0   N/A   0  
  75   0   400   84-Day, 0.58%   475  
  Total 99,823   43,712   35,348   N/A   91,459  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    12/28/11 Operations during week ending 01/04/12 01/04/12
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0     0  
  Bank of England 0   0   0     0  
 
Bank of Japan		 9,035   0   0     9,035  
  4,956   0   0     4,956  
 
European Central Bank		 33,004   0   0     33,004  
  52,433   0   0     52,433  
 
Swiss National Bank		 320   0   0     320  
  75   0   0     75  
  Total 99,823   0   0     99,823  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    12/21/11 Operations during week ending 12/28/11 12/28/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 13   13   9,035   15-Day, 0.58%   9,035  
  4,956   0   0   N/A   4,956  
 
European Central Bank		 5,122   5,122   33,004   14-Day, 0.57%   33,004  
  52,433   0   0   N/A   52,433  
  0   0   0   N/A   0  
 
Swiss National Bank		 0   0   320   14-Day, 0.57%   320  
  75   0   0   N/A   75  
  Total 62,599   5,135   42,359   N/A   99,823  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    12/14/11 Operations during week ending 12/21/11 12/21/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 25   25   13   7-day, 0.6%   13  
  200   0   4,756   84-day, 0.61%   4,956  
 
European Central Bank		 1,602   1,602   5,122   7-day, 0.58%   5,122  
  52,433   0   0   N/A   52,433  
  0   0   0   N/A   0  
  Swiss National Bank 75   0   0   N/A   75  
  Total 54,335   1,627   9,891   N/A   62,599  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    12/07/11 Operations during week ending 12/14/11 12/14/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 1   1   25   7-Day, 0.60%   25  
  200   0   0   N/A   200  
 
European Central Bank		 352   352   1,602   7-Day, 0.58%   1,602  
  1,748   0   50,685   84-Day, 0.59%   52,433  
  0   0   0     0  
  Swiss National Bank 0   0   75   84-Day, 0.59%   75  
  Total 2,301   353   52,387   N/A   54,335  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    11/30/11 Operations during week ending 12/07/11 12/07/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 1   1   1   7-Day, 1.08%   1  
  100   0   100   85-Day, 1.12%   200  
 
European Central Bank		 552   552   352   7-Day, 1.08%   352  
  1,748   0   0   N/A   1,748  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 2,401   553   453   N/A   2,301  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    11/23/11 Operations during week ending 11/30/11 11/30/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   1   6-Day, 1.10%   1  
  100   0   0   N/A   100  
 
European Central Bank		 552   552   552   6-Day, 1.08%   552  
  1,748   0   0   N/A   1,748  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 2,400   552   553   N/A   2,401  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    11/16/11 Operations during week ending 11/23/11 11/23/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 1   1   0   N/A   0  
  100   0   0   N/A   100  
 
European Central Bank		 500   500   552   8-Day, 1.08%   552  
  1,748   0   0   N/A   1,748  
          0  
  Swiss National Bank 0   0   0     0  
  Total 2,349   501   552   N/A   2,400  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    11/09/11 Operations during week ending 11/16/11 11/16/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 2   2   1   7-Day, 1.1%   1  
  100   0   0   N/A   100  
 
European Central Bank		 505   505   500   7-Day, 1.08%   500  
  1,353   0   395   84-Day, 1.09%   1,748  
  Swiss National Bank 0   0   0   N/A   0  
  Total 1,960   507   896   N/A   2,349  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    11/02/11 Operations during week ending 11/09/11 11/09/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   2   6-Day, 1.1%   2  
  0   0   100   83-Day, 1.1%   100  
 
European Central Bank		 500   500   505   7-Day, 1.08%   505  
  1,353   0   0   N/A   1,353  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 1,853   500   607   N/A   1,960  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    10/26/11 Operations during week ending 11/02/11 11/02/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 500   500   500   7-Day, 1.07%   500  
  1,353   0   0   N/A   1,353  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 1,853   500   500   N/A   1,853  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    10/19/11 Operations during week ending 10/26/11 10/26/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 500   500   500   7-Day, 1.08%   500  
  1,353   0   0   N/A   1,353  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 1,853   500   500   N/A   1,853  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    10/12/11 Operations during week ending 10/19/11 10/19/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 500   500   500   7-Day, 1.08%   500  
  0   0   1,353   84-Day, 1.09%   1,353  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 500   500   1,853   N/A   1,853  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    10/05/11 Operations during week ending 10/12/11 10/12/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 500   500   500   7-Day, 1.09%   500  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 500   500   500   N/A   500  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    09/28/11 Operations during week ending 10/05/11 10/05/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 500   500   500   7-Day, 1.09%   500  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 500   500   500   N/A   500  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    09/21/11 Operations during week ending 09/28/11 09/28/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 575   575   500   7-day, 1.07%   500  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 575   575   500   N/A   500  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    09/14/11 Operations during week ending 09/21/11 09/21/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   575   7-Day, 1.1%   575  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   575   N/A   575  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    09/07/11 Operations during week ending 09/14/11 09/14/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    08/31/11 Operations during week ending 09/07/11 09/07/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    08/24/11 Operations during week ending 08/31/11 08/31/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 500   500   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 500   500   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    08/17/11 Operations during week ending 08/24/11 08/24/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   500   7-Day, 1.10%   500  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 200   200   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    08/10/11 Operations during week ending 08/17/11 08/17/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   200   7-day, 1.08%   200  
  Total 0   0   200   N/A   200  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    08/03/11 Operations during week ending 08/10/11 08/10/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    07/27/11 Operations during week ending 08/03/11 08/03/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    07/20/11 Operations during week ending 07/27/11 07/27/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    07/13/11 Operations during week ending 07/20/11 07/20/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    07/06/11 Operations during week ending 07/13/11 07/13/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    06/29/11 Operations during week ending 07/06/11 07/06/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    06/22/11 Operations during week ending 06/29/11 06/29/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    06/15/11 Operations during week ending 06/22/11 06/22/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    06/01/11 Operations during week ending 06/08/11 06/08/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    05/25/11 Operations during week ending 06/01/11 06/01/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    05/18/11 Operations during week ending 05/25/11 05/25/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    05/11/11 Operations during week ending 05/18/11 05/18/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    05/04/11 Operations during week ending 05/11/11 05/11/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

    04/27/11 Operations during week ending 05/04/11 05/04/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0  
A Total value of swaps that have settled, but have not yet matured as of, and including, the date at the top of the column.
B Total value of swaps that were unwound during the week. The "week" begins on the business day immediately following the date referenced in A through the week ending date.
C Refers to the total value of swaps which have settled during the week, but have not yet matured.
* Annualized interest rate of the transaction. Only includes terms for transactions referred to in "C".

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    04/20/11 Operations during week ending 04/27/11 04/27/11
  Outstanding (A) Matured (B) Drawn (C) Terms* Outstanding
(A-B+C)		  
  Bank of Canada 0   0   0   N/A   0  
  Bank of England 0   0   0   N/A   0  
 
Bank of Japan		 0   0   0   N/A   0  
  0   0   0   N/A   0  
 
European Central Bank		 0   0   0   N/A   0  
  0   0   0   N/A   0  
  0   0   0   N/A   0  
  Swiss National Bank 0   0   0   N/A   0  
  Total 0   0   0   N/A   0