Research and Publications

(` Billion) Item Week Ended Feb. 3, 2012 Jan. 25, 2013 Feb. 1, 2013 1 2 3 1 Call Money 207.6 281.2 314.1 2 Notice/Term Money 63.9 13.5 110.0 3 CBLO 632.3 776.4 1,150.5 4 Market Repo 374.1 796.0 824.9 5 Repo in Corporate Bond - - 0.8

(` Billion) Item Week Ended Jan. 27, 2012 Jan. 18, 2013 Jan. 25, 2013 1 2 3 1 Call Money 267.2 235.2 281.2 2 Notice/Term Money 90.1 73.1 13.5 3 CBLO 501.1 886.0 776.4 4 Market Repo 343.3 705.0 796.0 5 Repo in Corporate Bond - - -

(` Billion) Item Week Ended Jan. 20, 2012 Jan. 11, 2013 Jan. 18, 2013 1 2 3 1 Call Money 301.3 244.8 235.2 2 Notice/ Term Money 81.2 83.7 73.1 3 CBLO 512.0 806.8 886.0 4 Market Repo 328.4 768.3 705.0 5 Repo in Corporate Bond – – –

(` Billion) Item Week Ended Jan. 13, 2012 Jan. 4, 2013 Jan. 11, 2013 1 2 3 1 Call Money 260.3 295.2 244.8 2 Notice/ Term Money 81.9 83.0 83.7 3 CBLO 544.7 824.9 806.8 4 Market Repo 460.3 650.4 768.3 5 Repo in Corporate Bond - - -

(` Billion) Item Week Ended Jan. 6, 2012 Dec. 28, 2012 Jan. 4, 2013 1 2 3 1 Call Money 252.5 251.8 295.2 2 Notice/ Term Money 73.8 119.5 83.0 3 CBLO 619.4 627.2 824.9 4 Market Repo 276.6 694.1 650.4 5 Repo in Corporate Bond – – –

(` Billion) Item Week Ended Dec. 30, 2011 Dec. 21, 2012 Dec. 28, 2012 1 2 3 1 Call Money 290.8 220.9 251.8 2 Notice/ Term Money 79.1 85.8 119.5 3 CBLO 555.7 678.9 627.2 4 Market Repo 311.4 490.2 694.1 5 Repo in Corporate Bond – 0.5 –

(` Billion) Week Ended Nov. 9, 2012 Nov. 16, 2012 Nov. 23, 2012 Nov. 30, 2012 Dec. 7, 2012 Dec. 14, 2012 Dec. 21, 2012 1 2 3 4 5 6 7 1. Banks (a) Borrowings 99.1 113.9 120.6 125.6 109.9 80.7 116.0 (b) Lendings 119.6 136.6 143.1 150.7 138.3 112.0 149.9 2. Primary Dealers (a) Borrowings 20.5 22.7 22.5 25.1 28.4 31.3 33.9 (b) Lendings — — — — — — — 3. Total (a) Borrowings 119.6 136.6 143.1 150.7 138.3 112.0 149.9 (b) Lendings 119.6 136.6 143.1 150.7 138.3 112.0 149.9 Not

(` Billion) Week Ended Nov. 2, 2012 Nov. 9, 2012 Nov. 16, 2012 Nov. 23, 2012 Nov. 30, 2012 Dec. 7, 2012 Dec. 14, 2012 1 2 3 4 5 6 7 1. Banks (a) Borrowings 124.6 99.1 113.9 120.6 125.6 109.9 80.7 (b) Lendings 141.6 119.6 136.6 143.1 150.7 138.3 112.0 2. Primary Dealers (a) Borrowings 17.0 20.5 22.7 22.5 25.1 28.4 31.3 (b) Lendings — — — — — — — 3. Total (a) Borrowings 141.6 119.6 136.6 143.1 150.7 138.3 112.0 (b) Lendings 141.6 119.6 136.6 143.1 150.7 138.3 112.0 Note

(` Billion) Week Ended Oct. 26, 2012 Nov. 2, 2012 Nov. 9, 2012 Nov. 16, 2012 Nov. 23, 2012 Nov. 30, 2012 Dec. 7, 2012 1 2 3 4 5 6 7 1. Banks (a) Borrowings 141.6 124.6 99.1 113.9 120.6 125.6 109.9 (b) Lendings 152.8 141.6 119.6 136.6 143.1 150.7 138.3 2. Primary Dealers (a) Borrowings 11.2 17.0 20.5 22.7 22.5 25.1 28.4 (b) Lendings — — — — — — — 3. Total (a) Borrowings 152.8 141.6 119.6 136.6 143.1 150.7 138.3 (b) Lendings 152.8 141.6 119.6 136.6 143.1 150.7 138.3 Not

(` Billion) Week Ended Oct. 19, 2012 Oct. 26, 2012 Nov. 2, 2012 Nov. 9, 2012 Nov. 16, 2012 Nov. 23, 2012 Nov. 30, 2012 1 2 3 4 5 6 7 1. Banks (a) Borrowings 134.6 141.6 124.6 99.1 113.9 120.6 125.6 (b) Lendings 146.6 152.8 141.6 119.6 136.6 143.1 150.7 2. Primary Dealers (a) Borrowings 12.0 11.2 17.0 20.5 22.7 22.5 25.1 (b) Lendings — — — — — — — 3. Total (a) Borrowings 146.6 152.8 141.6 119.6 136.6 143.1 150.7 (b) Lendings 146.6 152.8 141.6 119.6 136.6 143.1 150.7 No