Title: Central Bank Liquidity Swaps held by the Federal Reserve: All Maturities Series ID: SWPT Source: Board of Governors of the Federal Reserve System (US) Release: H.4.1 Factors Affecting Reserve Balances Seasonal Adjustment: Not Seasonally Adjusted Frequency: Weekly, As of Wednesday Units: Millions of Dollars Date Range: 2002-12-18 to 2017-06-21 Last Updated: 2017-06-22 3:41 PM CDT Notes: The FOMC has authorized temporary reciprocal currency arrangements (central bank liquidity swaps) with certain foreign central banks to help provide liquidity in U.S. dollars to overseas markets. These swaps involve two transactions. First, when the foreign central bank draws on the swap line, it sells a specified amount of its currency to the Federal Reserve in exchange for dollars at the prevailing market exchange rate. The foreign currency that the Federal Reserve acquires is placed in an account for the Federal Reserve at the foreign central bank. This line in the statistical release reports the dollar value of the foreign currency held under these swaps. Second, the dollars that the Federal Reserve provides are deposited in an account for the foreign central bank at the Federal Reserve Bank of New York. At the same time as the draw on the swap line, the Federal Reserve and the foreign central bank enter into a binding agreement for a second transaction in which the foreign central bank is obligated to repurchase the foreign currency at a specified future date at the same exchange rate. At the conclusion of the second transaction, the foreign central bank pays a market-based rate of interest to the Federal Reserve. Central bank liquidity swaps are of various maturities, ranging from overnight to three months. DATE VALUE 2002-12-18 0 2002-12-25 0 2003-01-01 0 2003-01-08 0 2003-01-15 0 2003-01-22 0 2003-01-29 0 2003-02-05 0 2003-02-12 0 2003-02-19 0 2003-02-26 0 2003-03-05 0 2003-03-12 0 2003-03-19 0 2003-03-26 0 2003-04-02 0 2003-04-09 0 2003-04-16 0 2003-04-23 0 2003-04-30 0 2003-05-07 0 2003-05-14 0 2003-05-21 0 2003-05-28 0 2003-06-04 0 2003-06-11 0 2003-06-18 0 2003-06-25 0 2003-07-02 0 2003-07-09 0 2003-07-16 0 2003-07-23 0 2003-07-30 0 2003-08-06 0 2003-08-13 0 2003-08-20 0 2003-08-27 0 2003-09-03 0 2003-09-10 0 2003-09-17 0 2003-09-24 0 2003-10-01 0 2003-10-08 0 2003-10-15 0 2003-10-22 0 2003-10-29 0 2003-11-05 0 2003-11-12 0 2003-11-19 0 2003-11-26 0 2003-12-03 0 2003-12-10 0 2003-12-17 0 2003-12-24 0 2003-12-31 0 2004-01-07 0 2004-01-14 0 2004-01-21 0 2004-01-28 0 2004-02-04 0 2004-02-11 0 2004-02-18 0 2004-02-25 0 2004-03-03 0 2004-03-10 0 2004-03-17 0 2004-03-24 0 2004-03-31 0 2004-04-07 0 2004-04-14 0 2004-04-21 0 2004-04-28 0 2004-05-05 0 2004-05-12 0 2004-05-19 0 2004-05-26 0 2004-06-02 0 2004-06-09 0 2004-06-16 0 2004-06-23 0 2004-06-30 0 2004-07-07 0 2004-07-14 0 2004-07-21 0 2004-07-28 0 2004-08-04 0 2004-08-11 0 2004-08-18 0 2004-08-25 0 2004-09-01 0 2004-09-08 0 2004-09-15 0 2004-09-22 0 2004-09-29 0 2004-10-06 0 2004-10-13 0 2004-10-20 0 2004-10-27 0 2004-11-03 0 2004-11-10 0 2004-11-17 0 2004-11-24 0 2004-12-01 0 2004-12-08 0 2004-12-15 0 2004-12-22 0 2004-12-29 0 2005-01-05 0 2005-01-12 0 2005-01-19 0 2005-01-26 0 2005-02-02 0 2005-02-09 0 2005-02-16 0 2005-02-23 0 2005-03-02 0 2005-03-09 0 2005-03-16 0 2005-03-23 0 2005-03-30 0 2005-04-06 0 2005-04-13 0 2005-04-20 0 2005-04-27 0 2005-05-04 0 2005-05-11 0 2005-05-18 0 2005-05-25 0 2005-06-01 0 2005-06-08 0 2005-06-15 0 2005-06-22 0 2005-06-29 0 2005-07-06 0 2005-07-13 0 2005-07-20 0 2005-07-27 0 2005-08-03 0 2005-08-10 0 2005-08-17 0 2005-08-24 0 2005-08-31 0 2005-09-07 0 2005-09-14 0 2005-09-21 0 2005-09-28 0 2005-10-05 0 2005-10-12 0 2005-10-19 0 2005-10-26 0 2005-11-02 0 2005-11-09 0 2005-11-16 0 2005-11-23 0 2005-11-30 0 2005-12-07 0 2005-12-14 0 2005-12-21 0 2005-12-28 0 2006-01-04 0 2006-01-11 0 2006-01-18 0 2006-01-25 0 2006-02-01 0 2006-02-08 0 2006-02-15 0 2006-02-22 0 2006-03-01 0 2006-03-08 0 2006-03-15 0 2006-03-22 0 2006-03-29 0 2006-04-05 0 2006-04-12 0 2006-04-19 0 2006-04-26 0 2006-05-03 0 2006-05-10 0 2006-05-17 0 2006-05-24 0 2006-05-31 0 2006-06-07 0 2006-06-14 0 2006-06-21 0 2006-06-28 0 2006-07-05 0 2006-07-12 0 2006-07-19 0 2006-07-26 0 2006-08-02 0 2006-08-09 0 2006-08-16 0 2006-08-23 0 2006-08-30 0 2006-09-06 0 2006-09-13 0 2006-09-20 0 2006-09-27 0 2006-10-04 0 2006-10-11 0 2006-10-18 0 2006-10-25 0 2006-11-01 0 2006-11-08 0 2006-11-15 0 2006-11-22 0 2006-11-29 0 2006-12-06 0 2006-12-13 0 2006-12-20 0 2006-12-27 0 2007-01-03 0 2007-01-10 0 2007-01-17 0 2007-01-24 0 2007-01-31 0 2007-02-07 0 2007-02-14 0 2007-02-21 0 2007-02-28 0 2007-03-07 0 2007-03-14 0 2007-03-21 0 2007-03-28 0 2007-04-04 0 2007-04-11 0 2007-04-18 0 2007-04-25 0 2007-05-02 0 2007-05-09 0 2007-05-16 0 2007-05-23 0 2007-05-30 0 2007-06-06 0 2007-06-13 0 2007-06-20 0 2007-06-27 0 2007-07-04 0 2007-07-11 0 2007-07-18 0 2007-07-25 0 2007-08-01 0 2007-08-08 0 2007-08-15 0 2007-08-22 0 2007-08-29 0 2007-09-05 0 2007-09-12 0 2007-09-19 0 2007-09-26 0 2007-10-03 0 2007-10-10 0 2007-10-17 0 2007-10-24 0 2007-10-31 0 2007-11-07 0 2007-11-14 0 2007-11-21 0 2007-11-28 0 2007-12-05 0 2007-12-12 0 2007-12-19 0 2007-12-26 14000 2008-01-02 24000 2008-01-09 24000 2008-01-16 24000 2008-01-23 24000 2008-01-30 24000 2008-02-06 24000 2008-02-13 24000 2008-02-20 10000 2008-02-27 10000 2008-03-05 0 2008-03-12 0 2008-03-19 0 2008-03-26 0 2008-04-02 21000 2008-04-09 21000 2008-04-16 36000 2008-04-23 36000 2008-04-30 36000 2008-05-07 36000 2008-05-14 52000 2008-05-21 52000 2008-05-28 62000 2008-06-04 62000 2008-06-11 62000 2008-06-18 62000 2008-06-25 62000 2008-07-02 62000 2008-07-09 62000 2008-07-16 62000 2008-07-23 62000 2008-07-30 62000 2008-08-06 62000 2008-08-13 62000 2008-08-20 67000 2008-08-27 67000 2008-09-03 62000 2008-09-10 62000 2008-09-17 62000 2008-09-24 141900 2008-10-01 286432 2008-10-08 335184 2008-10-15 406882 2008-10-22 477159 2008-10-29 498860 2008-11-05 528355 2008-11-12 569716 2008-11-19 562090 2008-11-26 475435 2008-12-03 506819 2008-12-10 582575 2008-12-17 583135 2008-12-24 552728 2008-12-31 553728 2009-01-07 538162 2009-01-14 510514 2009-01-21 462796 2009-01-28 465672 2009-02-04 387448 2009-02-11 390829 2009-02-18 375005 2009-02-25 374947 2009-03-04 315211 2009-03-11 312461 2009-03-18 329012 2009-03-25 327778 2009-04-01 308792 2009-04-08 313396 2009-04-15 293533 2009-04-22 282863 2009-04-29 249513 2009-05-06 249302 2009-05-13 246838 2009-05-20 235112 2009-05-27 181647 2009-06-03 175742 2009-06-10 164234 2009-06-17 148563 2009-06-24 119430 2009-07-01 114585 2009-07-08 109144 2009-07-15 111641 2009-07-22 89582 2009-07-29 87738 2009-08-05 76271 2009-08-12 75211 2009-08-19 69141 2009-08-26 60210 2009-09-02 63287 2009-09-09 61607 2009-09-16 61101 2009-09-23 59121 2009-09-30 56756 2009-10-07 49831 2009-10-14 43627 2009-10-21 41637 2009-10-28 32930 2009-11-04 31884 2009-11-11 29088 2009-11-18 28278 2009-11-25 25811 2009-12-02 23038 2009-12-09 16505 2009-12-16 14492 2009-12-23 10272 2009-12-30 10272 2010-01-06 10272 2010-01-13 5895 2010-01-20 1250 2010-01-27 175 2010-02-03 100 2010-02-10 100 2010-02-17 0 2010-02-24 0 2010-03-03 0 2010-03-10 0 2010-03-17 0 2010-03-24 0 2010-03-31 0 2010-04-07 0 2010-04-14 0 2010-04-21 0 2010-04-28 0 2010-05-05 0 2010-05-12 9205 2010-05-19 9205 2010-05-26 1242 2010-06-02 6642 2010-06-09 1242 2010-06-16 1242 2010-06-23 1245 2010-06-30 1245 2010-07-07 1245 2010-07-14 1245 2010-07-21 1246 2010-07-28 1246 2010-08-04 1246 2010-08-11 1246 2010-08-18 434 2010-08-25 39 2010-09-01 44 2010-09-08 64 2010-09-15 61 2010-09-22 61 2010-09-29 61 2010-10-06 61 2010-10-13 60 2010-10-20 560 2010-10-27 60 2010-11-03 60 2010-11-10 60 2010-11-17 65 2010-11-24 60 2010-12-01 60 2010-12-08 60 2010-12-15 60 2010-12-22 75 2010-12-29 75 2011-01-05 75 2011-01-12 70 2011-01-19 70 2011-01-26 70 2011-02-02 70 2011-02-09 70 2011-02-16 70 2011-02-23 70 2011-03-02 70 2011-03-09 0 2011-03-16 0 2011-03-23 0 2011-03-30 0 2011-04-06 0 2011-04-13 0 2011-04-20 0 2011-04-27 0 2011-05-04 0 2011-05-11 0 2011-05-18 0 2011-05-25 0 2011-06-01 0 2011-06-08 0 2011-06-15 0 2011-06-22 0 2011-06-29 0 2011-07-06 0 2011-07-13 0 2011-07-20 0 2011-07-27 0 2011-08-03 0 2011-08-10 0 2011-08-17 200 2011-08-24 500 2011-08-31 0 2011-09-07 0 2011-09-14 0 2011-09-21 575 2011-09-28 500 2011-10-05 500 2011-10-12 500 2011-10-19 1853 2011-10-26 1853 2011-11-02 1853 2011-11-09 1960 2011-11-16 2349 2011-11-23 2400 2011-11-30 2401 2011-12-07 2301 2011-12-14 54335 2011-12-21 62599 2011-12-28 99823 2012-01-04 99823 2012-01-11 91459 2012-01-18 103266 2012-01-25 103171 2012-02-01 104454 2012-02-08 108757 2012-02-15 109088 2012-02-22 107959 2012-02-29 107763 2012-03-07 71386 2012-03-14 64873 2012-03-21 65593 2012-03-28 65068 2012-04-04 46482 2012-04-11 32471 2012-04-18 32371 2012-04-25 31971 2012-05-02 27256 2012-05-09 26656 2012-05-16 26450 2012-05-23 26425 2012-05-30 22168 2012-06-06 22268 2012-06-13 23314 2012-06-20 24215 2012-06-27 27059 2012-07-04 27969 2012-07-11 29708 2012-07-18 30552 2012-07-25 27232 2012-08-01 31022 2012-08-08 30022 2012-08-15 30005 2012-08-22 26484 2012-08-29 25683 2012-09-05 23442 2012-09-12 19446 2012-09-19 14742 2012-09-26 14693 2012-10-03 12551 2012-10-10 12951 2012-10-17 12877 2012-10-24 12177 2012-10-31 12903 2012-11-07 12465 2012-11-14 12121 2012-11-21 12252 2012-11-28 12212 2012-12-05 12181 2012-12-12 12368 2012-12-19 11549 2012-12-26 8889 2013-01-02 8889 2013-01-09 8991 2013-01-16 8070 2013-01-23 8071 2013-01-30 8030 2013-02-06 5192 2013-02-13 5193 2013-02-20 5192 2013-02-27 4194 2013-03-06 8343 2013-03-13 7988 2013-03-20 7965 2013-03-27 8265 2013-04-03 8056 2013-04-10 8751 2013-04-17 7552 2013-04-24 7552 2013-05-01 8576 2013-05-08 7276 2013-05-15 7276 2013-05-22 7277 2013-05-29 1771 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2014-09-10 77 2014-09-17 75 2014-09-24 23 2014-10-01 240 2014-10-08 0 2014-10-15 0 2014-10-22 0 2014-10-29 0 2014-11-05 1 2014-11-12 0 2014-11-19 0 2014-11-26 1 2014-12-03 1 2014-12-10 2 2014-12-17 2 2014-12-24 30 2014-12-31 1528 2015-01-07 1528 2015-01-14 0 2015-01-21 10 2015-01-28 1 2015-02-04 0 2015-02-11 0 2015-02-18 0 2015-02-25 3 2015-03-04 0 2015-03-11 2 2015-03-18 2 2015-03-25 3 2015-04-01 810 2015-04-08 0 2015-04-15 0 2015-04-22 0 2015-04-29 0 2015-05-06 0 2015-05-13 0 2015-05-20 0 2015-05-27 2 2015-06-03 0 2015-06-10 0 2015-06-17 114 2015-06-24 115 2015-07-01 635 2015-07-08 155 2015-07-15 308 2015-07-22 659 2015-07-29 359 2015-08-05 308 2015-08-12 229 2015-08-19 132 2015-08-26 134 2015-09-02 137 2015-09-09 136 2015-09-16 145 2015-09-23 683 2015-09-30 681 2015-10-07 143 2015-10-14 145 2015-10-21 140 2015-10-28 140 2015-11-04 143 2015-11-11 141 2015-11-18 150 2015-11-25 145 2015-12-02 135 2015-12-09 136 2015-12-16 138 2015-12-23 926 2015-12-30 997 2016-01-06 997 2016-01-13 118 2016-01-20 125 2016-01-27 102 2016-02-03 91 2016-02-10 91 2016-02-17 98 2016-02-24 89 2016-03-02 88 2016-03-09 95 2016-03-16 76 2016-03-23 53 2016-03-30 48 2016-04-06 146 2016-04-13 45 2016-04-20 33 2016-04-27 0 2016-05-04 1200 2016-05-11 0 2016-05-18 1006 2016-05-25 1006 2016-06-01 801 2016-06-08 0 2016-06-15 6 2016-06-22 0 2016-06-29 2 2016-07-06 2994 2016-07-13 2220 2016-07-20 185 2016-07-27 180 2016-08-03 930 2016-08-10 575 2016-08-17 105 2016-08-24 22 2016-08-31 1351 2016-09-07 350 2016-09-14 6 2016-09-21 2 2016-09-28 291 2016-10-05 7003 2016-10-12 3220 2016-10-19 180 2016-10-26 3541 2016-11-02 1015 2016-11-09 1000 2016-11-16 971 2016-11-23 201 2016-11-30 1340 2016-12-07 1329 2016-12-14 1476 2016-12-21 4743 2016-12-28 4826 2017-01-04 5563 2017-01-11 2626 2017-01-18 615 2017-01-25 465 2017-02-01 392 2017-02-08 265 2017-02-15 236 2017-02-22 143 2017-03-01 1132 2017-03-08 491 2017-03-15 917 2017-03-22 1019 2017-03-29 1007 2017-04-05 5075 2017-04-12 45 2017-04-19 35 2017-04-26 80 2017-05-03 35 2017-05-10 35 2017-05-17 36 2017-05-24 41 2017-05-31 35 2017-06-07 40 2017-06-14 36 2017-06-21 42