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Units Release Dates Observation Period

Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

Units Release Dates Observation Period

Percent 2020-07-13 to 2024-05-17 2017-01-03 to 2024-05-17

Units Release Dates Observation Period

Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

Units Release Dates Observation Period

Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Units Release Dates Observation Period

Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

Units Release Dates Observation Period

Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20
Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31
Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01
Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03
Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

Units Release Dates Observation Period

Index 2014-04-17 to 2017-10-20 1972-12-31 to 2017-10-20
Index 2017-10-21 to 2020-01-01 1972-12-31 to 2019-12-31
Index 2020-01-02 to 2020-05-03 1972-12-31 to 2020-05-01
Index 2020-05-04 to 2024-01-03 1972-12-31 to 2024-01-03
Index 2024-01-04 to 2024-05-17 1972-12-31 to 2024-05-17

Units Release Dates Observation Period

Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Units Release Dates Observation Period

Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Units Release Dates Observation Period

Millions of Dollars 2010-02-04 to 2010-02-17 2002-12-18 to 2010-02-10
Millions of Dollars 2010-02-18 to 2010-05-12 2002-12-18 to 2010-02-10
Millions of Dollars 2010-05-13 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Units Release Dates Observation Period

Percent 2014-02-20 to 2024-05-20 1998-01-02 to 2024-05-17

Units Release Dates Observation Period

Millions of U.S. Dollars 2019-08-22 to 2020-06-10 2002-12-18 to 2020-06-03
Millions of U.S. Dollars 2020-06-11 to 2024-05-16 2002-12-18 to 2024-05-15

Units Release Dates Observation Period

Index 2014-04-17 to 2017-10-20 1976-03-31 to 2017-10-20
Index 2017-10-21 to 2020-01-01 1976-03-31 to 2019-12-31
Index 2020-01-02 to 2020-05-03 1976-03-31 to 2020-05-01
Index 2020-05-04 to 2024-01-03 1976-03-31 to 2024-01-03
Index 2024-01-04 to 2024-05-17 1976-03-31 to 2024-05-17

Units Release Dates Observation Period

Percent 2014-02-20 to 2024-05-16 1997-01-02 to 2024-05-15

Units Release Dates Observation Period

Percent 2014-02-20 to 2024-05-20 1997-01-02 to 2024-05-17

Units Release Dates Observation Period

Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Units Release Dates Observation Period

Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

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ICE BofA 15+ Year US Corporate Index Effective Yield Daily, Not Seasonally Adjusted, BAMLC8A0C15PYEY
Units Release Dates Observation Period Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20 Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31 Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01 Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03 Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

15-Year Fixed Rate Conforming Mortgage Index Daily, Not Seasonally Adjusted, OBMMIC15YF
Units Release Dates Observation Period Percent 2020-07-13 to 2024-05-17 2017-01-03 to 2024-05-17

ICE BofA 10-15 Year US Corporate Index Effective Yield Daily, Not Seasonally Adjusted, BAMLC7A0C1015YEY
Units Release Dates Observation Period Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20 Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31 Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01 Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03 Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

Assets: Securities Held Outright: U.S. Treasury Securities: Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, TREAS15
Units Release Dates Observation Period Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14 Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

ICE BofA 15+ Year US Corporate Index Option-Adjusted Spread Daily, Not Seasonally Adjusted, BAMLC8A0C15PY
Units Release Dates Observation Period Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20 Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31 Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01 Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03 Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

ICE BofA 10-15 Year US Corporate Index Option-Adjusted Spread Daily, Not Seasonally Adjusted, BAMLC7A0C1015Y
Units Release Dates Observation Period Percent 2014-04-17 to 2017-10-20 1996-12-31 to 2017-10-20 Percent 2017-10-21 to 2020-01-01 1996-12-31 to 2019-12-31 Percent 2020-01-02 to 2020-05-03 1996-12-31 to 2020-05-01 Percent 2020-05-04 to 2024-01-03 1996-12-31 to 2024-01-03 Percent 2024-01-04 to 2024-05-17 1996-12-31 to 2024-05-17

ICE BofA 15+ Year US Corporate Index Total Return Index Value Daily, Not Seasonally Adjusted, BAMLCC8A015PYTRIV
Units Release Dates Observation Period Index 2014-04-17 to 2017-10-20 1972-12-31 to 2017-10-20 Index 2017-10-21 to 2020-01-01 1972-12-31 to 2019-12-31 Index 2020-01-02 to 2020-05-03 1972-12-31 to 2020-05-01 Index 2020-05-04 to 2024-01-03 1972-12-31 to 2024-01-03 Index 2024-01-04 to 2024-05-17 1972-12-31 to 2024-05-17

Liabilities and Capital: Liabilities: Reverse Repurchase Agreements: Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, RREP15
Units Release Dates Observation Period Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14 Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Assets: Liquidity and Credit Facilities: Loans: Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, OTHL15
Units Release Dates Observation Period Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14 Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, SWP15
Units Release Dates Observation Period Millions of Dollars 2010-02-04 to 2010-02-17 2002-12-18 to 2010-02-10 Millions of Dollars 2010-02-18 to 2010-05-12 2002-12-18 to 2010-02-10 Millions of Dollars 2010-05-13 to 2019-08-20 2002-12-18 to 2019-08-14 Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

15-Day A2/P2 Nonfinancial Commercial Paper Interest Rate Daily, Not Seasonally Adjusted, RIFSPPNA2P2D15NB
Units Release Dates Observation Period Percent 2014-02-20 to 2024-05-20 1998-01-02 to 2024-05-17

Assets: Securities Held Outright: U.S. Treasury Securities: Maturing Within 15 Days: Change in Wednesday Level from Previous Wednesday Level Weekly, Not Seasonally Adjusted, RESPPALGUMD15XCH1NWW
Units Release Dates Observation Period Millions of U.S. Dollars 2019-08-22 to 2020-06-10 2002-12-18 to 2020-06-03 Millions of U.S. Dollars 2020-06-11 to 2024-05-16 2002-12-18 to 2024-05-15

ICE BofA 10-15 Year US Corporate Index Total Return Index Value Daily, Not Seasonally Adjusted, BAMLCC7A01015YTRIV
Units Release Dates Observation Period Index 2014-04-17 to 2017-10-20 1976-03-31 to 2017-10-20 Index 2017-10-21 to 2020-01-01 1976-03-31 to 2019-12-31 Index 2020-01-02 to 2020-05-03 1976-03-31 to 2020-05-01 Index 2020-05-04 to 2024-01-03 1976-03-31 to 2024-01-03 Index 2024-01-04 to 2024-05-17 1976-03-31 to 2024-05-17

15-Day AA Financial Commercial Paper Interest Rate Daily, Not Seasonally Adjusted, RIFSPPFAAD15NB
Units Release Dates Observation Period Percent 2014-02-20 to 2024-05-16 1997-01-02 to 2024-05-15

15-Day AA Nonfinancial Commercial Paper Interest Rate Daily, Not Seasonally Adjusted, RIFSPPNAAD15NB
Units Release Dates Observation Period Percent 2014-02-20 to 2024-05-20 1997-01-02 to 2024-05-17

Assets: Securities Held Outright: Federal Agency Debt Securities: Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, FEDD15
Units Release Dates Observation Period Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14 Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15

Assets: Securities Held Outright: Mortgage-Backed Securities: Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, MBS15
Units Release Dates Observation Period Millions of Dollars 2010-02-04 to 2019-08-20 2002-12-18 to 2019-08-14 Millions of U.S. Dollars 2019-08-21 to 2024-05-16 2002-12-18 to 2024-05-15