fx swap activity reports

8/7/2019 FX Swap Activity Reports

1/931


2/931

Daily Swap Facility Activity

Summary

Value Date: 11/3/08

Counterpar ty P ar Lent Out (Dr awings) Par Received (Repayments) Net Change Total Amount Outstanding Limit Undrawn Available

ECB 295,380,900,000

SNB 27,606,000,000BOE 72,065,000,000BOJ 70,168,000,000$

-$RBA 26,670,000,000Bank of Sweden 20,000,000,000$Bank of Denmark 15,000,000,000$Bank of Norway 2,500,000,000$Total 529,389,900,000$

NR

NR NR


3/931

FX Swap Activity Summary - 11/04/08Brian J Candler to: KevinCoffey,DanielleVicente,NYDailyRiskReport,

LawrenceEMize,BrendaLRichards11/04/200805:47PM

Cc:DeborahLeonard,AgataZhang,SusmithaRThomas,PennyLevendis,TimothyFogarty,NYMKTACStaff,KarenVenezia,RichardDzina,AmeliaMoncayo,

CatherineLomax,KevinMHenry,BernadetteKsepka,PeterRoethel,Alejandro

TheattachedspreadsheetdetailsFXswapactivityofthetemporaryswaplineswiththeECB,SNB,BOE,BOJ, RBA,BankofSweden,BankofNorway,andNationalBankofDenmark.

Thanks,

BrianCandlerMarketsGroup-FinancialReporting&ManagementFederalReserveBankofNewYork

[email protected](212)720-2516

NR


4/931


Summary

Value Date: 11/4/08


ECB 294,680,900,000

SNB 27,917,000,000BOE 72,065,000,000BOJ 70,168,000,000$


NR

NR NR


5/931

FX Swap Activity Summary - 11/05/08Brian J Candler to: KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards 11/05/200803:53PMCc:

DeborahLeonard,AgataZhang,SusmithaRThomas,PennyLevendis,TimothyFogarty,NYMKTACStaff,KarenVenezia,RichardDzina,AmeliaMoncayo,



Thanks,



NR


6/931


Summary

Value Date: 11/5/08


ECB 293,680,900,000

SNB 28,421,000,000BOE 71,915,000,000BOJ 70,168,000,000$


NR

NR NR


7/931





Thanks,



NR


8/931


Summary

Value Date: 11/5/08


ECB 308,481,200,000

SNB 22,763,000,000BOE 71,915,000,000BOJ 114,407,000,000$


NR

NRNR


9/931

CORRECTION FX Swap Activity Summary - 11/07/08Brian J Candler to: KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards 11/07/200803:18PMCc:




Thanks,



NR


10/931


Summary

Value Date: 11/7/08


ECB 309,281,200,000

SNB 22,763,000,000BOE 58,520,000,000BOJ 114,407,000,000$


NR

NR NR


11/931





Thanks,



NR


12/931


Summary

Value Date: 11/7/08


ECB 309,281,200,000

SNB 22,763,000,000BOE 58,520,000,000BOJ 114,407,000,000$


NR

NR NR


13/931





Thanks,



NR


14/931


Summary

Value Date: 11/10/08


ECB 308,781,200,000

SNB 22,763,000,000BOE 58,270,000,000BOJ 114,407,000,000$


NR

NR NR


15/931

FX Swap Activity Summary - 11/12/2008Nadia Bogachuk to: KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaL

Richards11/12/200802:14PM

Cc:DeborahLeonard,AgataZhang,SusmithaRThomas,PennyLevendis,TimothyFogarty,NYMKTACStaff,KarenVenezia,

RichardDzina,AmeliaMoncayo,CatherineLomax,KevinMHenry,


Thanks

Regards,

NadiaV.Bogachuk

MarketsGroup-FRMFederalReserveBankofNYNadia.Bogachuk@ny.frb.org212-720-5230

NR


16/931


Summary



ECB 309,081,200,000SNB 22,763,000,000BOE 58,270,000,000BOJ 114,407,000,000$


NR

NR NR


17/931






Thanks

Regards,

NadiaV.Bogachuk


NR


18/931


Summary



ECB 309,065,400,000SNB 21,653,000,000BOE 58,270,000,000BOJ 114,407,000,000$


NR

NRNR


19/931






Thanks

Regards,

NadiaV.BogachukMarketsGroup-FRMFederalReserveBankofNYNadia.Bogachuk@ny.frb.org212-720-5230

NR


20/931


Summary



ECB 309,065,400,000SNB 21,653,000,000BOE 53,120,000,000BOJ 114,407,000,000$


NR

NR NR


21/931


Richards11/17/200810:57AM




Thanks

Regards,

NadiaV.Bogachuk


NR


22/931


Summary



ECB 309,715,400,000SNB 21,653,000,000BOE 53,120,000,000BOJ 114,407,000,000$


NR

NRNR


23/931






Thanks

Regards,

NadiaV.Bogachuk


NR


24/931


Summary



ECB 308,715,400,000SNB 21,653,000,000BOE 53,120,000,000BOJ 114,407,000,000$


NR

NRNR


25/931






Thanks

Regards,

NadiaV.Bogachuk


NR


26/931


Summary



ECB 307,715,400,000SNB 21,653,000,000

BOE 53,120,000,000BOJ 114,407,000,000$


NR

NR N NR


27/931






Thanks

Regards,


NR


28/931


Summary



ECB 252,138,300,000SNB 15,442,000,000

BOE 53,120,000,000BOJ 96,990,000,000$


NR

NR NR


29/931






Thanks

Regards,


NR


30/931


Summary



ECB 252,138,300,000SNB 15,442,000,000

BOE 45,295,000,000BOJ 96,990,000,000$


NR

NR NR


31/931



Cc:DeborahLeonard,AgataZhang,SusmithaRThomas,PennyLevendis,TimothyFogarty,AnneBaum,BrianJCandler,JohnParr,

JosephBurke,JulietAyee-Louie,LindaDavis,MichelaLeone,Maria


Thanks

Regards,


NR


32/931


Summary



ECB 252,138,300,000SNB 15,442,000,000

BOE 45,295,000,000BOJ 96,990,000,000$


NR

NR NR


33/931






Thanks

Regards,


NR


34/931


Summary



ECB 252,138,300,000SNB 15,442,000,000

BOE 45,295,000,000BOJ 96,990,000,000$


NR

NR NR


35/931






Thanks

Regards,


NR


36/931


Summary


Counterpar ty P ar Lent Out Dr awin s Par Received Repa ments Net Chan e Total Amount Outstanding Limit Undrawn Available

ECB 252,138,300,000SNB 15,442,000,000

BOE 45,295,000,000BOJ 96,990,000,000$


NR

NR NR


37/931






Thanks

Regards,


NR


38/931


Summary



ECB 264,112,800,000SNB 20,851,000,000

BOE 54,295,000,000BOJ 96,990,000,000$


NR

NR NR


39/931






Thanks

Regards,


NR


40/931


Summary

Value Date: 12/1/08


ECB 264,112,800,000SNB 20,851,000,000

BOE 54,295,000,000BOJ 96,990,000,000$


NR

NR NR


41/931






Thanks

Regards,


NR


42/931


Summary

Value Date: 12/2/08


ECB 264,112,800,000SNB 20,851,000,000

BOE 54,295,000,000BOJ 96,990,000,000$


NR

NR NR


43/931






Thanks

Regards,


NR


44/931


Summary

Value Date: 12/3/08


ECB 264,112,800,000SNB 20,851,000,000

BOE 54,295,000,000BOJ 96,990,000,000$

-$RBA 21,620,000,000Bank of Sweden 25,000,000,000$Bank of Denmark 15,000,000,000$Bank of Norway 8,950,000,000$Bank of Korea -$

Total 5.06819E+11

NR

NR NR


45/931

CORRECTION: FX Swap Activity Summary - 12/4/08Brian J Candler to: KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards 12/04/200804:48PMCc:



AttachedisaspreadsheetwiththecorrecttotalsthatincludetheBankofKoreatransaction.

Thanks,

BrianCandlerMarketsGroup-FinancialReporting&[email protected](212)720-2516


46/931

FX Swap Activity Summary - 12-04-08Linda Davis to: KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards 12/04/200803:10PMCc:

DeborahLeonard,AgataZhang,SusmithaRThomas,PennyLevendis,TimothyFogarty,AnneBaum,BrianJCandler,JohnParr,


LindaDavisAccountingMarketsGroup212-720-1603


47/931


Summary

Value Date: 12/4/08


ECB 313,563,800,000SNB 16,122,000,000

BOE 54,295,000,000BOJ 127,574,000,000$

-$RBA 21,620,000,000Bank of Sweden 25,000,000,000$Bank of Denmark 15,000,000,000$Bank of Norway 8,950,000,000$Bank of Korea 4,000,000,000$Total 586,124,800,000$

NR

NR NR


48/931


Summary

Value Date: 12/4/08


ECB 313,563,800,000SNB 16,122,000,000

BOE 54,295,000,000BOJ 127,574,000,000$


NR

NRNR


49/931

FX Swap Activity Summary - 12/05/2008Brian J Candler to: KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards 12/05/200811:33AMCc:



Thanks,



50/931


Summary

Value Date: 12/5/08


ECB 313,563,800,000SNB 16,122,000,000

BOE 50,495,000,000127,574,000,000$


NR

NR NR


51/931

FX Swap Activity Summary - 12/08/2008Nadia Bogachuk to:

KevinCoffey,DanielleVicente,NYDaily

RiskReport,LawrenceEMize,BrendaLRichards

12/08/200810:50AM




Thanks

Regards,

NadiaV.BogachukMarketsGroup-FRM

[email protected]

NR


52/931

Fw: FX Swap Activity Summary - 12/03/2008Lawrence E Mize to: JillKCetina 12/08/200810:14AMMymistake.Hereisthefxswapbalanceasof12/3,whichistheamountthatwouldbeincludedintheH.4.1dated12/4.

LawrenceE.MizeFinancialProjectLeaderDivisionofReserveBankOperationsandPaymentSystemsBoardofGovernorsoftheFederalReserveSystem

(202)452-5232FAX(202)452-6474e-mail:[email protected]/BOARD/FRSon12/08/200810:14AM-----

NadiaBogachuk/NY/FRS@FRS12/03/200810:16AM

To KevinCoffey/NY/FRS@FRS,DanielleVicente/NY/FRS@FRS,NYDailyRiskReport/NY/FRS@FRS,LawrenceEMize/BOARD/FRS@BOARD,BrendaL

Richards/BOARD/FRS@BOARDcc DeborahLeonard/NY/FRS@FRS,Agata

Zhang/NY/FRS@FRS,SusmithaRThomas/NY/FRS@FRS,PennyLevendis/NY/FRS@FRS,TimothyFogarty/NY/FRS@FRS,AnneBaum/NY/FRS@FRS,BrianJCandler/NY/FRS,JohnParr/NY/FRS,JosephBurke/NY/FRS@FRS,JulietAyee-Louie/NY/FRS,LindaDavis/NY/FRS,MichelaLeone/NY/FRS,MariaAmbrosio/NY/FRS@FRS,NadiaBogachuk/NY/FRS@FRS,KarenVenezia/NY/FRS@FRS,RichardDzina/NY/FRS@FRS,AmeliaMoncayo/NY/FRS@FRS,

CatherineLomax/NY/FRS@FRS,KevinMHenry/NY/FRS@FRS,BernadetteKsepka/NY/FRS@FRS,PeterRoethel/NY/FRS@FRS,AlejandroLaTorre/NY/FRS@FRS,AmiDalal/NY/FRS@FRS,Annmarie


53/931

Regards,



54/931


Summary

Value Date: 12/3/08


ECB 264,112,800,000SNB 20,851,000,000

BOE 54,295,000,000BOJ 96,990,000,000$-$

RBA 21,620,000,000Bank of Sweden 25,000,000,000$Bank of Denmark 15,000,000,000$Bank of Norway 8,950,000,000$Bank of Korea -$

Total 5.06819E+11

NR

NR NR


55/931


Summary

Value Date: 12/4/08


ECB 313,563,800,000SNB 16,122,000,000

BOE 54,295,000,000BOJ 127,574,000,000$-$

RBA 21,620,000,000Bank of Sweden 25,000,000,000$Bank of Denmark 15,000,000,000$Bank of Norway 8,950,000,000$Bank of Korea 4,000,000,000$Total 586,124,800,000$

NR

NR NR


56/931

Fw: CORRECTION: FX Swap Activity Summary - 12/4/08Lawrence E Mize to: JillKCetina 12/08/200810:08AMHelloJill:

ThisisthereportofFXswapactivityandbalancesfor12/4.

LawrenceE.MizeFinancialProjectLeaderDivisionofReserveBankOperationsandPaymentSystems

BoardofGovernorsoftheFederalReserveSystem(202)452-5232FAX(202)452-6474e-mail:[email protected]/BOARD/FRSon12/08/200810:07AM-----

Brian JCandler/NY/FRS@FRS12/04/200804:48PM


Richards/BOARD/FRS@BOARDcc DeborahLeonard/NY/FRS@FRS,Agata

Zhang/NY/FRS@FRS,SusmithaRThomas/NY/FRS@FRS,PennyLevendis/NY/FRS@FRS,TimothyFogarty/NY/FRS@FRS,NYMKTACStaff,KarenVenezia/NY/FRS@FRS,RichardDzina/NY/FRS@FRS,AmeliaMoncayo/NY/FRS@FRS,CatherineLomax/NY/FRS@FRS,KevinMHenry/NY/FRS@FRS,BernadetteKsepka/NY/FRS@FRS,PeterRoethel/NY/FRS@FRS,AlejandroLaTorre/NY/FRS@FRS,

NYMKTPDMStaffSubject CORRECTION:FXSwapActivitySummary-12/4/08


57/931


Summary

Value Date: 12/8/08


ECB 313,063,800,000SNB 16,122,000,000

BOE 50,495,000,000BOJ 127,574,000,000$-$


NR

NR NR


58/931




12/09/200810:24AM




Thanks

Regards,


[email protected]

NR


59/931


Summary

Value Date: 12/9/08


ECB 313,063,800,000SNB 16,122,000,000

BOE 50,495,000,000BOJ 127,574,000,000$-$


NR

NR NR


60/931




12/10/200810:34AM




Thanks

Regards,


[email protected]

NR


61/931


Summary



ECB 313,813,800,000SNB 16,122,000,000

BOE 50,495,000,000BOJ 127,574,000,000$-$


NR

NR NR


62/931




12/11/200811:16AM



TheattachedspreadsheetdetailsFXswapactivityofthetemporaryswaplineswiththeECB,SNB,BOE,BOJ, RBA,BankofSweden,BankofNorway,BankofKoreaandNationalBankofDenmark.

Thanks

Regards,


[email protected]

NR


63/931


Summary


Counterpar ty P ar Lent Out Dr awin s Par Received Repa ments Net Chan e Total Amount Outstanding Limit Undrawn Available

ECB 297,359,800,000SNB 16,092,000,000

BOE 50,495,000,000 127,574,000,000$-$


NR

NR NR


64/931




12/12/200811:01AM



TheattachedspreadsheetdetailsFXswapactivityofthetemporaryswaplineswiththeECB,SNB,BOE,BOJ, RBA,BankofSweden,BankofNorway,NationalBankofDenmarkandBankofKorea.

Thanks

Regards,


[email protected]

NR


65/931


Summary



ECB 298,559,800,000SNB 16,092,000,000BOE 46,255,000,000BOJ 127,574,000,000$


NR

NR NR


66/931


67/931


Summary



ECB 298,559,800,000SNB 18,166,000,000BOE 46,255,000,000BOJ 127,574,000,000$


NR

NR NR


68/931




12/16/200810:34AM




Thanks

Regards,


[email protected]

NR


69/931


Summary



ECB 299,659,800,000SNB 30,366,000,000BOE 46,255,000,000BOJ 127,574,000,000$


NR

NRNR


70/931




12/17/200811:18AM




Thanks

Regards,

NadiaV.Bogachuk


NR


71/931


Summary



ECB 300,159,800,000SNB 30,366,000,000BOE 46,255,000,000BOJ 127,574,000,000$


NR

NR NR


72/931




12/18/200810:10AM




Thanks

Regards,


[email protected]

NR


73/931


Summary



ECB 277,376,200,000SNB 25,175,000,000BOE 46,255,000,000BOJ 122,716,000,000$


NR

NR NR


74/931




12/19/200810:43AM




Thanks

Regards,


[email protected]

NR


75/931


Summary



ECB 278,376,200,000SNB 25,175,000,000BOE 33,080,000,000

BOJ 122,716,000,000$-$


NR

NR NR


76/931




12/22/200810:36AM




Thanks

Regards,


[email protected]

NR


77/931


Summary



ECB 279,026,200,000SNB 25,175,000,000BOE 33,080,000,000

BOJ 122,716,000,000$-$


NR

NR NR


78/931




12/23/200810:31AM




Thanks

Regards,


[email protected]

NR


79/931


Summary



ECB 290,352,300,000SNB 25,175,000,000BOE 33,080,000,000

BOJ 122,716,000,000$-$


NR

NR NR


80/931




12/24/200809:59AM




Thanks

Regards,


[email protected]

NR


81/931


Summary



ECB 290,352,300,000SNB 25,175,000,000BOE 33,080,000,000

122,716,000,000$-$


NR

NR NR


82/931




12/26/200809:52AM




Thanks

Regards,


[email protected]

NR


83/931


84/931




12/29/200801:16PM




Thanks

Regards,


[email protected]

NR


85/931


Summary



ECB 291,352,300,000SNB 25,175,000,000BOE 33,080,000,000

BOJ 122,716,000,000$-$


NR

NR NR


86/931




12/30/200810:40AM




Thanks

Regards,


[email protected]

NR


87/931


Summary



ECB 291,352,300,000SNB 25,175,000,000BOE 33,080,000,000

BOJ 122,716,000,000$-$


NR

NR NR


88/931




12/31/200810:17AM




Thanks

Regards,


[email protected]

NR


89/931


Summary



ECB 291,352,300,000SNB 25,175,000,000BOE 33,080,000,000

BOJ 122,716,000,000$-$


NR

NR NR


90/931



RiskReport,LawrenceEMize,BrendaLRichards01/02/200901:27PM




Thanks

Regards,


[email protected]

NR


91/931


Summary

Value Date: 1/2/09


ECB 281,717,800,000SNB 25,175,000,000BOE 33,460,000,000

BOJ 122,716,000,000$-$


NR

NR NR


92/931



RiskReport,LawrenceEMize,BrendaLRichards01/05/200910:26AM




Thanks

Regards,


[email protected]

NR


93/931


Summary

Value Date: 1/5/09


ECB 281,717,800,000SNB 23,185,000,000BOE 33,460,000,000

BOJ 118,394,000,000$-$


NR

NR NR


94/931



RiskReport,LawrenceEMize,BrendaLRichards 01/06/200910:08AM




Thanks

Regards,

NadiaV.Bogachuk


NR


95/931


Summary

Value Date: 1/5/09


ECB 281,717,800,000SNB 23,185,000,000BOE 33,460,000,000

BOJ 118,394,000,000$-$


NR

NR NR


96/931







Thanks

Regards,


[email protected]

NR


97/931


Summary

Value Date: 1/7/09


ECB 281,717,800,000SNB 23,185,000,000BOE 33,460,000,000

BOJ 118,394,000,000$-$


NR

NR NR


98/931

D il S F ilit A ti it


99/931


Summary

Value Date: 1/8/09


ECB 268,430,000,000SNB 23,575,000,000BOE 33,460,000,000

BOJ 118,394,000,000$-$


NR

NR NR


100/931

F S c uFXSwapActivitySummary - 0001/09/2009

N g ch kNadiaBogachuk to:






Thanks

Regards,


[email protected]

NR



101/931


Summary

Value Date: 1/9/09

Counterparty Par Lent Out (Drawings) Par Received (Repayments) Net Change Total Amount Outstanding Limit Undrawn Available

ECB 268,430,000,000SNB 23,575,000,000BOE 33,460,000,000

BOJ 118,394,000,000$-$


NR

NRNR


102/931



103/931


Summary

Value Date: 1/12/09


ECB 268,680,000,000SNB 23,575,000,000BOE 33,460,000,000

BOJ 118,394,000,000$ -$RBA 22,830,000,000Bank of Sweden 20,000,000,000$Bank of Denmark 15,000,000,000$Bank of Norway 8,225,000,000$Bank of Korea 10,350,000,000$Total 520,514,000,000$

NR

NRNR


104/931


L a sLindaDavis to:KevinCoffey,DanielleVicente,NYDailyRisk

Report,LawrenceEMize,BrendaLRichards

01/13/200904:31PM



TheattachedspreadsheetdetailsFXswapactivityofthetemporaryswaplineswiththeECB,


NR

Value Date Prior Day


105/931

Value Date Prior Day

1/13/2009 01/12/09

Overnight Term Total Par

Par received Par lent out Net change Outstanding Par received Par lent out Net change Outstanding Yesterday Today Change

NR


106/931


107/931




RiskReport,LawrenceEMize,BrendaLRichards 01/14/200912:07PM




Thanks

Regards,

NadiaV.Bogachuk


NR



108/931

Summary

Value Date: 1/14/09


ECB 268,680,000,000SNB 23,575,000,000BOE 33,460,000,000

BOJ 118,394,000,000$ -$RBA 12,830,000,000Bank of Sweden 20,000,000,000$Bank of Denmark 15,000,000,000$Bank of Norway 8,225,000,000$Bank of Korea 10,350,000,000$Total 510,514,000,000$

NR

NRNR


109/931



KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards

01/15/200911:33AM




Thanks

Regards,


[email protected]

NR


110/931


111/931

FFw:: X FXSwapActivitySummary - 001/15/2009 L ELawrenceEMize to: GregoryLEvans,JillKCetina 01/16/200907:48AM

LawrenceE.MizeFinancialProjectLeaderDivisionofReserveBankOperationsandPaymentSystemsBoardofGovernorsoftheFederalReserveSystem(202)452-5232FAX(202)452-6474e-mail:[email protected]/BOARD/FRSon01/16/200907:47AM-----

aNadiaBogachukBogachuk //// YYNYNY//F SF SFRSFRS@@FRSFRS

01/15/200911:33AM


Richards/BOARD/FRS@BOARDcc DeborahLeonard/NY/FRS@FRS,AgataZhang/NY/FRS@FRS,

SusmithaRThomas/NY/FRS@FRS,PennyLevendis/NY/FRS@FRS,TimothyFogarty/NY/FRS@FRS,AnneBaum/NY/FRS@FRS,BrianJCandler/NY/FRS,JohnParr/NY/FRS,JosephBurke/NY/FRS@FRS,JulietAyee-Louie/NY/FRS,LindaDavis/NY/FRS,MichelaLeone/NY/FRS,MariaAmbrosio/NY/FRS@FRS,NadiaBogachuk/NY/FRS@FRS,KarenVenezia/NY/FRS@FRS,RichardDzina/NY/FRS@FRS,AmeliaMoncayo/NY/FRS@FRS,CatherineLomax/NY/FRS@FRS,KevinMHenry/NY/FRS@FRS,BernadetteKsepka/NY/FRS@FRS,PeterRoethel/NY/FRS@FRS,AlejandroLaTorre/NY/FRS@FRS,AmiDalal/NY/FRS@FRS,AnnmarieRoweStraker/NY/FRS@FRS,AnthonyMaglia/NY/FRS@FRS,AshishBhatia/NY/FRS@FRS,DouglasBennett/NY/FRS@FRS,JamiePfeifer/NY/FRS@FRS,JeffreyMoore/NY/FRS@FRS,JeremyForster/NY/FRS@FRS,MichalLementowski/NY/FRS@FRS,MwangiGitahi/NY/FRS@FRS,SamuelFoxman/NY/FRS@FRS,Susan

McLaughlin/NY/FRS@FRS,YuliyaKhurgin/NY/FRS@FRSSubject FXSwapActivitySummary-1/15/2009


112/931


113/931


N g ch kNadiaBogachuk to:KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards

01/16/200910:37AM




Thanks

Regards,


[email protected]

NR


Summary


114/931

Summary

Value Date: 1/16/09


ECB 250,176,600,000SNB 22,070,036,800BOE 32,853,000,000BOJ 106,391,000,000$


NR

NR

NR


115/931


L a sLindaDavis to:KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize

01/20/200901:17PM



History: Thismessagehasbeenforwarded.


LindaDavisAccountingMarketsGroup

212-720-1603

NR


S


116/931

Summary

Value Date: 1/20/09

Counterparty Par Lent Out (Drawings) Par Received (Repayments) Net Change Total Amount Outstanding

ECB 250,176,600,000SNB 22,070,036,800BOE 32,853,000,000BOJ 106,391,000,000$


NR

NR


117/931

Limit Undrawn AvailableNR


118/931



01/21/200909:50AM




Thanks

Regards,


[email protected]

NR


Summary


119/931

Value Date: 1/21/09


ECB 250,176,600,000SNB 22,070,036,800BOE 32,853,000,000BOJ 106,391,000,000$


NR

NRNR


120/931



01/22/200911:13AM




Thanks

Regards,


[email protected]

NR


Summary


121/931

Value Date: 1/22/09


ECB 252,372,500,000SNB 22,070,036,800BOE 32,853,000,000

106,391,000,000$-$


NR

NRNR


122/931



01/23/200911:27AM




Thanks

Regards,


NR


Summary


123/931

Value Date: 1/23/09


ECB 252,372,500,000SNB 22,070,036,800BOE 32,853,000,000BOJ 106,391,000,000$


NR

NRNR


124/931



01/26/200910:50AM




Thanks

Regards,


NR


Summary


125/931

Value Date: 1/26/09


ECB 252,722,500,000SNB 22,070,036,800BOE 32,853,000,000BOJ 106,391,000,000$


NRNR

NR


126/931



01/27/200910:55AM




Thanks

Regards,


NR


Summary


127/931

Value Date: 1/27/09


ECB 252,722,500,000SNB 22,070,036,800BOE 32,853,000,000

106,391,000,000$


NR

NR

NR


128/931


129/931


130/931


Summary


131/931

Value Date: 1/29/09


ECB 206,372,800,000SNB 20,380,036,800BOE 32,853,000,000BOJ 84,582,000,000$


NR

NRNR


132/931

CO CTCORRECTION: y wap ti aFXSwapActivitySummary - /2901/29/2009

N g ch kNadiaBogachuk to:KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaL

Richards

01/29/200912:00PM




Thanks

Regards,


NR


133/931


134/931



Richards

01/30/200901:50PM




Thanks

Regards,


NR


135/931


136/931


B i J dBrianJCandler to:KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards

02/02/200902:21PM



History: Thismessagehasbeenforwarded.

TheattachedspreadsheetdetailsFXswapactivityofthetemporaryswaplines.

Thanks,



Summary

Value Date: 2/2/09


137/931

Value Date: 2/2/09


ECB 206,372,800,000SNB 20,380,036,800BOE 23,453,000,000BOJ 84,582,000,000$


NR

NRNR


138/931

F S c uFXSwapActivitySummary -2/3/09

M aMichelaLeone to:KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards,NYMKTPDMStaff,

SamuelFoxman

02/03/200902:05PM



TheattachedspreadsheetdetailsFXswapactivityofthetemporaryFCBswaplines.

MichelaMasiLeoneMarketsGroupFederalReserveBankofNewYorkmichela.leone@ny.frb.org212.720.5595


Summary

Value Date: 2/3/09


139/931


ECB 206,372,800,000SNB 20,380,036,800BOE 23,453,000,000BOJ 84,582,000,000$


NR

NRNR


140/931



Richards

02/04/200910:53AM




Thanks

Regards,

NadiaV.BogachukMarketsGroup-FRMFederalReserveBankofNY

[email protected]

NR


Summary

Value Date: 2/4/09


141/931


ECB 206,372,800,000SNB 20,380,036,800BOE 23,453,000,000BOJ 84,582,000,000$


NR

NR

NR


142/931



Richards

02/05/200911:24AM




Thanks

Regards,

NadiaV.BogachukMarketsGroup-FRMFederalReserveBankofNY

[email protected]

NR


Summary

Value Date: 2/5/09


143/931


ECB 204,803,600,000SNB 20,380,036,800BOE 23,453,000,000BOJ 84,582,000,000$


NR

NR

NR


144/931



Richards

02/06/200901:08PM




Thanks

Regards,


[email protected]

NR


Summary

Value Date: 2/6/09


145/931


ECB 205,003,600,000SNB 20,380,036,800BOE 27,453,000,000BOJ 84,582,000,000$


NR

NR

NR


146/931

F S c uFXSwapActivitySummary - e ndResend /92/9/09

L a sLindaDavis to:KevinCoffey,DanielleVicente,NYDailyRiskReport,LawrenceEMize,BrendaLRichards

02/09/200903:37PM





NR


Summary

D


147/931

Value Date: 2/9/09

Counterparty Par Lent Out (Drawings) Par Received (Repayments) Net Change Total Amount Outstanding

ECB 205,303,600,000

SNB 20,380,036,800BOE 27,453,000,000BOJ 84,582,000,000$


NR

NR


148/931

Limit Undrawn Available

NR


149/931


N g ch kNadiaBogachuk to:KevinCoffey,NYDailyRiskReport,LawrenceEMize,BrendaLRichards

02/10/200911:11AM




Thanks

Regards,

NadiaV.BogachukMarketsGroup-FRMFederalReserveBankofNYNadia.Bogachuk@ny.frb.org

212-720-5230

NR


Summary

Value Date: 2/10/09


150/931


ECB 205,303,600,000SNB 20,380,036,800BOE 27,453,000,000BOJ 84,582,000,000$


NR

NR

NR


151/931



02/11/200911:11AM




Thanks

Regards,

NadiaV.BogachukMarketsGroup-FRMFederalReserveBankofNYNadia.Bogachuk@ny.frb.org

212-720-5230

NR


Summary

Value Date: 2/11/09


152/931


ECB 205,753,600,000SNB 20,380,036,800BOE 27,453,000,000BOJ 84,582,000,000$


NR

NRNR

F SFX S A i i S 0002/12/2009


153/931



02/12/200909:51AM




Thanks

Regards,

NadiaV.BogachukMarketsGroup-FRMFederalReserveBankofNYNadia.Bogac

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