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Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year (SWP911Y)

Observation:

2016-09-21: 0  
Updated: Sep 22, 2016

Units:

Millions of Dollars,
Not Seasonally Adjusted

Frequency:

Weekly,
As of Wednesday
1Y | 5Y | 10Y | Max
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(a) Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year, Millions of Dollars, Not Seasonally Adjusted (SWP911Y)
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.

Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year

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(a) Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year, Millions of Dollars, Not Seasonally Adjusted (SWP911Y)
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.

Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year

Select a date that will equal 100 for your custom index:
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Finally, you can change the units of your new series.

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NOTES
Title Release Dates
Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year 2010-02-04 2010-02-17
Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year (DISCONTINUED) 2010-02-18 2010-05-12
Central Bank Liquidity Swaps held by the Federal Reserve: Maturing in 91 days to 1 year 2010-05-13 2016-09-22
 
Source    
Board of Governors of the Federal Reserve System (US) 2010-02-04 2016-09-22
 
Release    
H.4.1 Factors Affecting Reserve Balances 2010-02-04 2016-09-22
 
Units    
Millions of Dollars 2010-02-04 2016-09-22
 
Frequency    
Weekly, As of Wednesday 2010-02-04 2016-09-22
 
Seasonal Adjustment    
Not Seasonally Adjusted 2010-02-04 2016-09-22
 
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.

2010-05-13 2016-09-22
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H.4.1 Factors Affecting Reserve Balances






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