Research and Publications

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+5+7-2-6) Repo Reverse Repo Term Repo Sale Purchase 1 2 3 4 5 6 7 8 Nov. 5, 2013 384.42 31.60 – 5.60 –2.06 – – 356.36 Nov. 6, 2013 304.89 0.53 – 52.60 19.90 – – 376.86 Nov. 7, 2013 405.00 1.50 – 71.35 41.10 – – 515.95 Nov. 8, 2013 406.13 – – 194.00 –30.63 – – 569.50

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+5+7-2-6) Repo Reverse Repo Term Repo Sale Purchase 1 2 3 4 5 6 7 8 Oct. 28, 2013 407.67 0.15 – 185.02 22.42 – – 614.96 Oct. 29, 2013 407.36 0.47 – 115.45 –3.41 – – 518.93 Oct. 30, 2013 407.25 0.30 – 89.09 4.78 – – 500.82 Oct. 31, 2013 408.62 0.75 – 143.10 2.60 – – 553.57 Nov. 1, 2013 371.56 27.82 385.05 166.02 –57.30 – – 837.51

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+5+7-2-6) Repo Reverse Repo Term Repo Sale Purchase 1 2 3 4 5 6 7 8 Oct. 21, 2013 407.96 0.01 – 451.26 51.10 – – 910.31 Oct. 22, 2013 407.86 0.06 – 338.29 8.90 – – 754.99 Oct. 23, 2013 408.06 5.00 – 315.06 –7.40 – – 710.72 Oct. 24, 2013 407.94 0.26 – 254.20 0.40 – – 662.28 Oct. 25, 2013 408.66 – – 270.29 –25.10 – – 653.85

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+5+7-2-6) Repo Reverse Repo Term Repo Sale Purchase 1 2 3 4 5 6 7 8 Oct. 14, 2013 405.01 0.03 – 311.00 34.40 – – 750.38 Oct. 15, 2013 400.61 0.03 – 270.25 –1.00 – – 669.83 Oct. 17, 2013 405.22 0.03 – 378.89 –6.10 – – 777.98 Oct. 18, 2013 380.40 2.11 195.02 434.18 –36.50 – – 970.99

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+5+7-2-6) Repo Reverse Repo Term Repo Sale Purchase 1 2 3 4 5 6 7 8 Oct. 7, 2013 403.05 0.04 – 678.21 43.40 – – 1,124.62 Oct. 8, 2013 402.66 – – 621.50 –6.30 – 99.74 1,117.60 Oct. 9, 2013 404.98 0.01 – 689.15 –68.30 – – 1,025.82 Oct. 10, 2013 400.98 0.01 – 662.53 78.34 – – 1,141.84 Oct. 11, 2013 404.98 0.03 190.01 429.30 –33.14 – – 99

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/Absorption (-) (1+3+4+6-2-5) Repo Reverse Repo Sale Purchase 1 2 3 4 5 6 7 Sep. 30, 2013 377.41 155.86 915.95 55.66 – – 1,193.16 Oct.1, 2013 391.52 16.20 447.56 2.26 – – 825.14 Oct.3, 2013 405.21 0.50 321.03 -7.92 – – 717.82 Oct.4, 2013 379.68 12.51 387.18 –48.66 – – 705.69

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/Absorption (-) (1+3+4+6-2-5) Repo Reverse Repo Sale Purchase 1 2 3 4 5 6 7 Sep. 23, 2013 402.27 0.21 598.08 46.50 – – 1,046.64 Sep. 24, 2013 402.67 0.15 627.82 3.91 – – 1,034.25 Sep. 25, 2013 404.67 0.17 685.91 –1.33 – – 1,089.08 Sep. 26, 2013 405.22 3.18 613.00 –5.33 – – 1,009.71 Sep. 27, 2013 404.33 20.46 826.58 –54.70 – – 1,155.75

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+6-2-5) Repo Reverse Repo Sale Purchase 1 2 3 4 5 6 7 Sep. 14, 2013 – – 247.50 – – – 247.50 Sep. 16, 2013 399.33 0.13 1,426.81 45.32 – – 1,871.33 Sep. 17, 2013 398.68 0.08 892.25 – – – 1,290.85 Sep. 18, 2013 399.23 1.07 817.72 – – – 1,215.88 Sep. 19, 2013 400.36 0.32 810.84 –1.50 – – 1,209.38 Sep. 20, 2013 390.26 0.34 756.78 –49.52 –

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+6-2-5) Repo Reverse Repo Sale Purchase 1 2 3 4 5 6 7 Sep. 10, 2013 401.22 0.48 651.68 106.60 – – 1,159.02 Sep. 11, 2013 393.59 0.40 736.02 0.20 – – 1,129.41 Sep. 12, 2013 394.49 0.33 725.08 0.70 – – 1,119.94 Sep. 13, 2013 389.90 0.08 1,167.38 –47.37 – – 1,509.83

(` Billion) Date Liquidity Adjustment Facility MSF Standing Liquidity Facilities OMO (Outright) Net Injection (+)/ Absorption (-) (1+3+4+6-2-5) Repo Reverse Repo Sale Purchase 1 2 3 4 5 6 7 Sep. 2, 2013 399.34 1.04 507.85 28.20 - 62.30 996.65 Sep. 3, 2013 393.39 1.05 136.25 -0.45 - - 528.14 Sep. 4, 2013 399.65 0.85 209.31 -0.30 - - 607.81 Sep. 5, 2013 399.15 0.09 245.31 -4.80 - - 639.57 Sep. 6, 2013 389.12 0.15 552.77 -93.10 - - 848.64