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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 2023-06-01 1996-12-31 to 2023-06-01

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 2023-06-01 1996-12-31 to 2023-06-01

15-Year Fixed Rate Conforming Mortgage Index Daily, Not Seasonally Adjusted, OBMMIC15YF
Units Release Dates Observation Period Percent 2020-07-13 to 2023-06-01 2017-01-03 to 2023-06-01

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 2023-06-01 2002-12-18 to 2023-05-31

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 2023-06-01 1996-12-31 to 2023-06-01

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 2023-06-01 2002-12-18 to 2023-05-31

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 2023-06-01 1972-12-31 to 2023-06-01

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 2023-06-01 2002-12-18 to 2023-05-31

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 2023-06-01 1996-12-31 to 2023-06-01

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 2023-06-01 2002-12-18 to 2023-05-31

Supplementary Information: Supplementary Information on Principal Accounts of Commercial Paper Funding Facility: Commercial Paper Held by Commercial Paper Funding Facility LLC, Within 15 Days: Wednesday Level (DISCONTINUED) Weekly, Not Seasonally Adjusted, H0RESPPAACMCD15NWW
Units Release Dates Observation Period Millions of U.S. Dollars 2019-08-22 to 2019-08-22 2002-12-18 to 2010-08-25

15-Day A2/P2 Nonfinancial Commercial Paper Interest Rate Daily, Not Seasonally Adjusted, RIFSPPNA2P2D15NB
Units Release Dates Observation Period Percent 2014-02-20 to 2023-06-02 1998-01-02 to 2023-06-01

Asset-backed securities held by TALF LLC (Face value): within 15 days (DISCONTINUED) Weekly, Not Seasonally Adjusted, ABS15
Units Release Dates Observation Period Millions of Dollars 2010-02-04 to 2014-11-05 2002-12-18 to 2014-10-29 Millions of Dollars 2014-11-06 to 2014-11-06 2002-12-18 to 2014-11-05

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 2023-06-01 2002-12-18 to 2023-05-31

15-Day AA Financial Commercial Paper Interest Rate Daily, Not Seasonally Adjusted, RIFSPPFAAD15NB
Units Release Dates Observation Period Percent 2014-02-20 to 2023-06-02 1997-01-02 to 2023-06-01

Assets: Other: Repurchase Agreements: Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, REP15
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 2023-06-01 2002-12-18 to 2023-05-31

Assets: Liquidity and Credit Facilities: Commercial Paper Held by Commercial Paper Funding Facility LLC, Book Value, Maturing Within 15 Days: Wednesday Level (DISCONTINUED) Weekly, Not Seasonally Adjusted, H41RESPPAAC2MBD15NWW
Units Release Dates Observation Period Millions of U.S. Dollars 2020-06-11 to 2022-07-20 2002-12-18 to 2022-07-13 Millions of U.S. Dollars 2022-07-21 to 2022-07-21 2002-12-18 to 2022-07-20

Commercial Paper Held by Commercial Paper Funding Facility LLC, Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, H41RESPPAAC2MCD15NWW
Units Release Dates Observation Period Millions of U.S. Dollars 2020-04-16 to 2020-06-03 2002-12-18 to 2020-05-27

Assets: Liquidity and Credit Facilities: Loan Participations Held by MS Facilities LLC (Main Street Lending Program), Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, H41RESPPAAELD15NWW
Units Release Dates Observation Period Millions of U.S. Dollars 2020-06-04 to 2023-06-01 2002-12-18 to 2023-05-31

Assets: Liquidity and Credit Facilities: Loans Held by TALF II LLC (Book Value), Maturing Within 15 Days: Wednesday Level Weekly, Not Seasonally Adjusted, H41RESPPAATAL2LD15NWW
Units Release Dates Observation Period Millions of U.S. Dollars 2020-06-18 to 2023-06-01 2002-12-18 to 2023-05-31

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 2023-06-01 2002-12-18 to 2023-05-31

Assets: Liquidity and Credit Facilities: Term Auction Credit: Maturing Within 15 Days: Wednesday Level (DISCONTINUED) Weekly, Not Seasonally Adjusted, RESPPALTD15NWW
Units Release Dates Observation Period Millions of U.S. Dollars 2019-08-22 to 2023-06-01 2002-12-18 to 2023-05-31

15-Day AA Asset-Backed Commercial Paper Interest Rate Daily, Not Seasonally Adjusted, RIFSPPAAAD15NB
Units Release Dates Observation Period Percent 2014-02-20 to 2023-06-02 2001-01-02 to 2023-06-01

15-Day AA Nonfinancial Commercial Paper Interest Rate Daily, Not Seasonally Adjusted, RIFSPPNAAD15NB
Units Release Dates Observation Period Percent 2014-02-20 to 2023-06-02 1997-01-02 to 2023-06-01