Research and Publications

(` 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 Jan. 28,2013 1,101.80 0.15 - -2.00 - - 1,099.65 Jan. 29,2013 913.10 0.05 - -25.88 - - 887.17 Jan. 30,2013 1,043.40 - - -5.98 - - 1,037.42 Jan. 31,2013 1,041.15 0.05 - -9.00 - - 1,032.10 Feb. 1,2013 1,090.95 - - 7.80 - - 1,098.75

(` 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 Jan. 21, 2013 887.25 0.05 - 3.80 - - 891.00 Jan. 22, 2013 851.00 0.10 - -8.30 - - 842.60 Jan. 23, 2013 955.25 0.05 - 0.80 - - 956.00 Jan. 24, 2013 1,174.25 1.80 1.75 2.40 - - 1,176.60

(` 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 Jan. 14, 2013 968.30 0.10 – 44.00 – – 1,012.20 Jan. 15, 2013 841.20 0.65 – 6.30 – – 846.85 Jan. 16, 2013 842.20 0.05 – –18.20 – – 823.95 Jan. 17, 2013 936.90 0.05 – –6.30 – – 930.55 Jan. 18, 2013 800.95 0.05 – –5.49 – – 795.41

(` 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 Jan. 7, 2013 719.85 - - -10.30 - 78.45 788.00 Jan. 8, 2013 808.65 0.05 - 15.00 - - 823.60 Jan. 9, 2013 825.25 0.50 - 4.00 - - 828.75 Jan. 10, 2013 1,011.25 1.75 5.00 5.30 - - 1,019.80 Jan. 11, 2013 916.70 1.60 - -30.20 - - 884.90

(` 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 Dec. 31, 2012 1,565.45 0.50 17.00 43.70 - 78.99 1,704.64 Jan. 1, 2013 1,502.30 24.30 - -17.20 - - 1,460.80 Jan. 2, 2013 986.30 12.70 - -29.60 - - 944.00 Jan. 3, 2013 972.65 24.05 17.70 -0.40 - - 965.90 Jan. 4, 2013 608.60 9.05 - -3.41 - - 596.14

(` 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 Dec. 24, 2012 1503.90 0.00 - -29.40 - 79.12 1553.62 Dec. 26, 2012 1355.35 1.55 - -3.50 - - 1350.31 Dec. 27, 2012 1309.80 2.45 - -3.07 - - 1304.28 Dec. 28, 2012 1412.80 22.45 - -6.40 - - 1383.95

(` Billion) Date Repo peri od (Day (s)) Repo (Injection) Reverse Repo (Absorption) Net injection (+)/ Absor ption (-) of Liquidity (5-10) MSF Out-standing Amount Bids Received Bids Accepted Cut-off Rate (%) Bids Received Bids Accepted Cut-off Rate (%) Num ber Amount Num ber Amount Num ber Amount Num ber Amount 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Dec. 17, 2012 1 41 1,463.00 41 1,463.00 8.00 1 0.1 1 0.1 7.00 1,462.90 — –1,462.90 Dec. 18, 2012 1 43 1,517.70 43 1,517.70 8.00

(` Billion) Date Repo period (Day (s)) Repo (Injection) Reverse Repo (Absorption) Net injection (+)/ Absor ption (-) of Liquidity (5-10) MSF Outsta nding Amount Bids Received Bids Accepted Cut-off Rate (%) Bids Received Bids Accepted Cut-off Rate (%) Num ber Amount Num ber Amount Num ber Amount Num ber Amount 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Dec. 10, 2012 1 29 907.90 29 907.90 8.00 1 10.00 1 10.00 7.00 897.90 — –897.90 Dec. 11, 2012 1 25 828.05 25 828.05 8.00 1 20.00

(` Billion) Date Repo period (Day (s)) Repo (Injection) Reverse Repo (Absorption) Net injection (+)/ Absor ption (-) of Liquidity (5-10) MSF Out standing Amount Bids Received Bids Accepted Cut- off Rate (%) Bids Received Bids Accepted Cut- off Rate (%) Num ber Amount Num ber Amount Num ber Amount Num ber Amount 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Dec. 3, 2012 1 41 1,133.90 41 1,133.90 8.00 — — — — — 1,133.90 — –1,133.90 Dec. 4, 2012 1 37 944.15 37 944.15 8.00 — — — — — 9

(` Billion) Date Repo period (Day (s)) Repo (Injection) Reverse Repo (Absorption) Net injection (+)/ Absor ption (-)of Liquidity (5-10) MSF Out standing Amount Bids Received Bids Accepted Cut- off Rate (%) Bids Received Bids Accepted Cut- off Rate (%) Num ber Amount Num ber Amount Num ber Amount Num ber Amount 1 2 3 4 5 6 7 8 9 10 11 12 13 14 Nov. 26, 2012 1 41 1,107.10 41 1,107.10 8.00 1 0.05 1 0.05 7.00 1,107.05 — –1,107.05 Nov. 27, 2012 2 37 1,064.55 37 1,064.55 8.