Historical Transaction Data - FEDERAL RESERVE BANK of NEW YORK

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Historical Transaction Data

This page provides detailed transaction information about domestic open market, securities lending, and foreign currency operations. These transaction data are provided in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010, and begin after the date of its enactment (July 21, 2010). Transaction data are released quarterly, with an approximately two-year lag.

Transaction data on discount window borrowings are available on the website of the Board of Governors of the Federal Reserve.

U.S. Treasury Securities
Agency Mortgage-Backed
Securities
Agency Commercial Mortgage-
Backed Securities
Repo & Reverse Repo
Securities Lending
Foreign Exchange
Foreign Sovereign Debt
Euro Repo & Reverse Repo

Outright Purchases and Sales of Treasury Securities

Further information about U.S. Treasury operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.


2022	1st QTR	2nd QTR	No transactions*
2021	1st QTR	2nd QTR	3rd QTR	4th QTR
2020	1st QTR	2nd QTR	3rd QTR	4th QTR
2019	1st QTR	2nd QTR	3rd QTR	4th QTR
2018	1st QTR	2nd QTR	3rd QTR	4th QTR
2017	1st QTR	2nd QTR	3rd QTR	4th QTR
2016	1st QTR	2nd QTR	3rd QTR	4th QTR
2015	No transactions*	No transactions*	No transactions*	No transactions*
2014	1st QTR	2nd QTR	3rd QTR	4th QTR
2013	1st QTR	2nd QTR	3rd QTR	4th QTR
2012	1st QTR	2nd QTR	3rd QTR	4th QTR
2011	1st QTR	2nd QTR	3rd QTR	4th QTR
2010	--	--	3rd QTR**	4th QTR

* No transactions were conducted during this period.

** Data reporting commenced July 22, 2010.

Data elements include:

Trade date: Date upon which the security was bought or sold
Settlement date: At the time of the purchase or sale, the date agreed upon for the delivery of the security and payment of funds
Transaction category: Indicates whether the transaction was a purchase or a sale
Trade amount: Face value of the security purchased or sold, in millions of dollars
Issuer: Entity that issued or guaranteed the security bought or sold by the New York Fed: in all purchases and sales of U.S. Treasury securities, it is the U.S. Treasury (TSY)
Security description: Security type, coupon rate and maturity date associated with the security purchased or sold
CUSIP: A security identifier developed by the Committee on Uniform Security Identification Procedures
Price: Price at which the security was bought or sold, excluding accrued interest (clean price). The price is per 100 par value.
Accrued interest: Accrued interest of the security at the time of transaction, in dollars. Excludes inflation accrual for inflation-indexed securities
Total amount transferred: Total dollar amount transferred in the trade, in millions of dollars. For inflation-indexed securities, amount transferred includes adjustments for inflation effects
Counterparty: Name of the entity that purchased the security from, or sold the security to, the New York Fed

Revisions

March 29, 2013: A small number of counterparty names were revised in the following files to match the names of the legal entities within large corporate organizations that transacted with the New York Fed.

U.S. Treasury Securities file for July 22 to September 30, 2010
U.S. Treasury Securities file for October 1 to December 31, 2010

March 31, 2014: The display of sales data was modified from negative amounts to positive amounts.

U.S. Treasury Securities file for October 1 to December 31, 2011

Outright Purchases and Sales of Agency Mortgage-Backed Securities

Further information about agency MBS operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.

Detailed data on transactions conducted between early 2009 and mid-2010 under the Federal Reserve's initial agency MBS purchase program can be found on the website of the Board of Governors of the Federal Reserve System.


2022	1st QTR	2nd QTR	3rd QTR
2021	1st QTR	2nd QTR	3rd QTR	4th QTR
2020	1st QTR	2nd QTR	3rd QTR	4th QTR
2019	1st QTR	2nd QTR	3rd QTR	4th QTR
2018	1st QTR	2nd QTR	3rd QTR	4th QTR
2017	1st QTR	2nd QTR	3rd QTR	4th QTR
2016	1st QTR	2nd QTR	3rd QTR	4th QTR
2015	1st QTR	2nd QTR	3rd QTR	4th QTR
2014	1st QTR	2nd QTR	3rd QTR	4th QTR
2013	1st QTR	2nd QTR	3rd QTR	4th QTR
2012	1st QTR	2nd QTR	3rd QTR	4th QTR
2011	No transactions*	No transactions*	No transactions*	4th QTR
2010	--	--	No transactions*	No transactions*

* No transactions were conducted during this period.

Data elements include:

Trade date: Date upon which the security was bought or sold
Settlement date: At the time of the purchase or sale, the date agreed upon for the delivery of the security and payment of funds
Transaction category: Indicates whether the transaction was a purchase or a sale
Operation type: Indicates whether the purchase or sale was an outright transaction or part of a coupon swap or dollar roll
Trade amount: At the time of the trade, the current face value of the security purchased or sold, in millions of dollars
Agency: Agency that issued or guaranteed the security purchased or sold by the New York Fed: Fannie Mae (FNMA), Freddie Mac (FHLMC), or Ginnie Mae (GNMA or GNMA2 programs)
Coupon: Rate of interest associated with the mortgage-backed security, in percent
Term: Original term, in years, of the security purchased or sold
CUSIP: A security identifier developed by the Committee on Uniform Security Identification Procedures
Price: Price at which the security was bought or sold. The price is per 100 par value.
Total amount transferred: The dollar amount of the transaction agreed to on trade date, in millions of dollars. The actual amount transferred may differ from the agreed-upon dollar amount of the transaction as a result of: the allowable delivery variance of +/- 0.01%, in accordance with the Securities Industry and Financial Markets Association's Good Delivery Guidelines for To-Be-Announced (TBA) trading of agency MBS; periodic net settlement of purchases and sales; principal paydowns; and accrued interest.
Counterparty: Name of the entity that purchased the security from, or sold the security to, the New York Fed
Notes: Additional information pertaining to the transaction

Outright Purchases and Sales of Agency Commercial Mortgage-Backed Securities

Further information about agency CMBS operations is available here.
Details on transactions since 2020, when the FOMC first directed the New York Fed Desk to purchase agency CMBS, can be downloaded in EXCEL format below.


2022	No transactions*	No transactions*	No transactions*
2021	1st QTR	No transactions*	No transactions*	No transactions*
2020	1st QTR	2nd QTR	3rd QTR	4th QTR

* No transactions were conducted during this period.

Data elements include:

Trade date: Date upon which the security was bought or sold
Settlement date: At the time of the purchase or sale, the date agreed upon for the delivery of the security and payment of funds
Transaction category: Indicates whether the transaction was a purchase or a sale
Operation type: Indicates the purchase or sale was an outright transaction
Trade amount: At the time of the trade, the current face value of the security purchased or sold, in millions of dollars
Agency: Agency that issued or guaranteed the security purchased or sold by the New York Fed: Fannie Mae (FNMA), Freddie Mac (FHLMC), or Ginnie Mae (GNMA or GNMA2 programs)
Coupon: Rate of interest associated with the mortgage-backed security, in percent
Maturity date: Date upon which the loan or securities was scheduled to end
CUSIP: A security identifier developed by the Committee on Uniform Security Identification Procedures
Price: Price at which the security was bought or sold. The price is per 100 par value.
Total amount transferred: The dollar amount of the transaction agreed to on trade date, in millions of dollars. The actual amount transferred may differ from the agreed-upon dollar amount of the transaction as a result of: principal paydowns or accrued interest.
Counterparty: Name of the entity that purchased the security from, or sold the security to, the New York Fed
Notes: Additional information pertaining to the transaction

Repurchase & Reverse Repurchase Transactions

Further information about repurchase & reverse repurchase operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.


2022	1st QTR	2nd QTR	3rd QTR
2021	1st QTR	2nd QTR	3rd QTR	4th QTR
2020	1st QTR	2nd QTR	3rd QTR	4th QTR
2019	1st QTR	2nd QTR	3rd QTR	4th QTR
2018	1st QTR	2nd QTR	3rd QTR	4th QTR
2017	1st QTR	2nd QTR	3rd QTR	4th QTR
2016	1st QTR	2nd QTR	3rd QTR	4th QTR
2015	1st QTR	2nd QTR	3rd QTR	4th QTR
2014	1st QTR	2nd QTR	3rd QTR	4th QTR
2013	1st QTR	2nd QTR	3rd QTR	4th QTR
2012	1st QTR	No transactions*	3rd QTR	4th QTR
2011	1st QTR	2nd QTR	3rd QTR	No transactions*
2010	--	--	3rd QTR**	4th QTR

* No transactions were conducted during this period.

** Data reporting commenced July 22, 2010.

Note: The New York Fed typically settles the repo and reverse repo transactions it conducts through a tri-party arrangement. In a tri-party arrangement, a third party (the tri-party bank) acts as custodian and agent for the buyer and seller. The tri-party agent is responsible for screening and approving eligible securities, as identified by type by the buyer and seller, from the seller's pool of available securities, determining the current market value of the eligible securities, and ensuring every day that a transaction is outstanding that the buyer receives, in its account at the tri-party bank, eligible securities having a market value (based on the market value and agreed-upon margins) at least equal to each outstanding repo trade amount.

Data elements include:

Trade date: Date upon which the OMO was conducted and upon which the details of the repo or reverse repo were agreed
Settlement date: Date upon which the repo or reverse repo started, when funds and securities were initially exchanged
Repurchase date: Date upon which the repo or reverse repo ended, when funds and securities were re-exchanged
Operation amount: Aggregate amount of the temporary OMO in which the repo or reverse repo was executed, in millions of dollars
Transaction category¹: Indicates whether the transaction was a repo or reverse repo
Term: Number of calendar days the repo or reverse repo was outstanding (from settlement date to repurchase date)
Trade amount: Amount of funds paid or received by the New York Fed for the securities subject to the repo or reverse repo, in millions of dollars
Repo rate: Rate for each trade, in percent, implied by the difference between the price at which the securities were bought and sold
Counterparty: Name of the entity that entered into the repo or reverse repo with the New York Fed
Bid Security type²: Type of security for a bid in the repo or reverse repo: U.S. Treasury (Treasury), agency debt (Agency) or agency mortgage-backed securities (Agency MBS)
Amount of securities transferred (in millions, USD) - Treasuries: Market value of the Treasury securities transferred to the repo or reverse repo, purchased or sold by the New York Fed, in millions of dollars
Amount of securities transferred (in millions, USD) - Agency: Market value of the agency debt securities transferred to the repo or reverse repo, purchased or sold by the New York Fed, in millions of dollars
Amount of securities transferred (in millions, USD) - Agency MBS: Market value of the agency MBS securities transferred to the repo or reverse repo, purchased or sold by the New York Fed, in millions of dollars
Amount of cash transferred (in millions, USD)³: Cash transferred to the repo or reverse repo, in millions of dollars

¹ In a repo transaction, the New York Fed purchases securities under an agreement to resell those securities in the future in order to temporarily add reserve balances to the banking system. In a reverse repo, the New York Fed sells securities under an agreement to repurchase those securities in the future in order to temporarily drain reserve balances from the system.
² For “Treasury” bid security types, counterparties may deliver only Treasury securities. For “Agency” bid security types, counterparties have the option to deliver federal agency debt, in addition to Treasury securities. For “Agency MBS” bid security types, counterparties have the option to deliver mortgage-backed securities issued or fully guaranteed by federal agencies, in addition to federal agency debt or Treasury securities.
³ Cash may occasionally be transferred in place of securities to fulfil a bid in a repo operation.

Securities Lending Transactions

Further information about securities lending operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.


2022	1st QTR	2nd QTR	3rd QTR
2021	1st QTR	2nd QTR	3rd QTR	4th QTR
2020	1st QTR	2nd QTR	3rd QTR	4th QTR
2019	1st QTR	2nd QTR	3rd QTR	4th QTR
2018	1st QTR	2nd QTR	3rd QTR	4th QTR
2017	1st QTR	2nd QTR	3rd QTR	4th QTR
2016	1st QTR	2nd QTR	3rd QTR	4th QTR
2015	1st QTR	2nd QTR	3rd QTR	4th QTR
2014	1st QTR	2nd QTR	3rd QTR	4th QTR
2013	1st QTR	2nd QTR	3rd QTR	4th QTR
2012	1st QTR	2nd QTR	3rd QTR	4th QTR
2011	1st QTR	2nd QTR	3rd QTR	4th QTR
2010	--	--	3rd QTR*	4th QTR

* Data reporting commenced July 22, 2010.

Data elements include:

Trade date: Date upon which the loan of Treasury or agency securities was agreed
Settlement date: Start date of the loan of Treasury or agency securities; the initial date on which the loaned Treasury or agency securities and collateral were exchanged
Original maturity date: Date upon which the loan of the Treasury or agency securities was originally scheduled to end
Actual return date: Date upon which all of the Treasury or agency securities lent were returned
Term: Number of calendar days the loan of Treasury or agency securities was outstanding (from settlement date to original maturity date)
Par amount lent: Par value of the loan of Treasury or agency securities, in millions of dollars
Market value of security lent: Market value of the loan of Treasury or agency securities, in millions of dollars
Issuer: Entity that issued or guaranteed the securities lent from the SOMA portfolio: U.S. Treasury (TSY), Fannie Mae (FNMA), Freddie Mac (FHLMC), the Federal Home Loan Banks (FHLB) or Ginnie Mae (GNMA)
Security description: Security type, coupon rate and maturity date associated with the securities lent
CUSIP: A security identifier developed by the Committee on Uniform Security Identification Procedures
Lending fee: Interest rate, in percent, charged to the borrower for the securities lent
Penalty fees: Additional fees assessed in connection with a counterparty's failure to return borrowed securities on the original maturity date, in dollars. Assessed each day at the prevailing general collateral rate, in addition to any applicable fails charge.
Counterparty: Name of the entity that borrowed securities from the SOMA portfolio
Collateral value: Market value of the securities pledged as collateral to secure the loan of Treasury or agency securities, in millions of dollars. Security loans are collateralized against Treasury securities.

Revisions

Securities Lending file for July 22 to September 30, 2010
Securities Lending file for October 1 to December 31, 2010

Foreign Exchange Transactions

Further information about foreign exchange operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.


2022	1st QTR	2nd QTR	3rd QTR
2021	1st QTR	2nd QTR	3rd QTR	4th QTR
2020	1st QTR	2nd QTR	3rd QTR	4th QTR
2019	1st QTR	2nd QTR	3rd QTR	4th QTR
2018	1st QTR	2nd QTR	3rd QTR	4th QTR
2017	1st QTR	2nd QTR	3rd QTR	4th QTR
2016	1st QTR	2nd QTR	3rd QTR	4th QTR
2015	1st QTR	2nd QTR	3rd QTR	4th QTR
2014	1st QTR	2nd QTR	3rd QTR	4th QTR
2013	1st QTR	2nd QTR	3rd QTR	4th QTR
2012	1st QTR	2nd QTR	3rd QTR	4th QTR
2011	1st QTR	2nd QTR	3rd QTR	4th QTR
2010	--	--	3rd QTR*	4th QTR

* Data reporting commenced July 22, 2010.

Data elements include:

Trade date: Date upon which the details of the currency exchange were agreed upon
Settlement date: Date upon which the U.S. dollars and foreign currency were exchanged
Transaction category¹: Indicates whether the transaction is part of a U.S. intervention operation (FX intervention) or a transaction undertaken to accommodate foreign exchange account services provided to the U.S. Treasury and foreign official institutions (customer)
Currency purchased: Currency received by the New York Fed on the settlement date: Australian dollar (AUD), British pound (GBP), Canadian dollar (CAD), euro (EUR), Japanese yen (JPY), Swedish krona (SEK), Swiss franc (CHF), U.S. dollar (USD)
Amount purchased²: Amount of currency received by the New York Fed on the settlement date
Currency sold: Currency delivered by the New York Fed on the settlement date: Australian dollar (AUD), British pound (GBP), Canadian dollar (CAD), euro (EUR), Japanese yen (JPY), Swedish krona (SEK), Swiss franc (CHF), U.S. dollar (USD)
Amount sold²: Amount of currency delivered by the New York Fed on the settlement date
Exchange rate: Rate used to determine the amount of foreign currency or U.S. dollars exchanged in the transaction
Exchange rate units: Units in which the exchange rate is quoted: U.S. dollars per foreign currency or foreign currency per U.S. dollar
Counterparty: Name of the entity that purchased currency from, or sold currency to, the New York Fed

¹ For customer transactions, data pertain to the New York Fed's transactions conducted with foreign exchange dealers in order to fulfill customer requests to buy or sell dollars against foreign currencies.
²When the New York Fed conducts an intervention for the U.S. monetary authorities (the Federal Reserve and the U.S. Department of the Treasury), the reported amounts reflect only that portion of the transaction conducted on behalf of the Federal Reserve.

Revisions

Foreign Exchange file for July 22 to September 30, 2010
Foreign Exchange file for October 1 to December 31, 2010

Outright Purchases and Sales of Foreign Sovereign Debt

Further information about foreign reserves management operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.


2022	1st QTR	2nd QTR	3rd QTR
2021	1st QTR	2nd QTR	3rd QTR	4th QTR
2020	1st QTR	2nd QTR	3rd QTR	4th QTR
2019	No transactions*	2nd QTR	3rd QTR	4th QTR
2018	No transactions*	2nd QTR	No transactions*	4th QTR
2017	1st QTR	2nd QTR	No transactions*	4th QTR
2016	1st QTR	2nd QTR	No transactions*	4th QTR
2015	1st QTR	2nd QTR	3rd QTR	4th QTR
2014	1st QTR	2nd QTR	3rd QTR	4th QTR
2013	1st QTR	2nd QTR	3rd QTR	4th QTR
2012	1st QTR	2nd QTR	3rd QTR	4th QTR
2011	1st QTR	2nd QTR	3rd QTR	4th QTR
2010	--	--	3rd QTR**	4th QTR

* No transactions were conducted during this period.

** Data reporting commenced July 22, 2010.

Data elements include:

Trade date: Date upon which the security was bought or sold
Settlement date: At the time of the purchase or sale, the date agreed upon for the delivery of the security and payment of funds
Transaction category: Indicates whether the transaction was a purchase or a sale
Currency: Foreign currency in which the security is valued: euro (EUR), Japanese yen (JPY)
Trade amount: Face value of the security purchased or sold, in millions of foreign currency units
Issuer: Entity that issued or guaranteed the security purchased or sold by the New York Fed: French government (France), German government (Germany), Japanese government (Japan), Dutch government (Netherlands)
Security description: Security type, coupon rate and maturity date associated with the security purchased or sold
ISIN: A security identifier, the International Securities Identification Number
Price: Price at which the security was bought or sold, excluding accrued interest (clean price). The price is per 100 par value.
Accrued interest: Accrued interest of the security at the time of transaction, in foreign currency units
Total amount transferred: Total amount transferred in the trade, in millions of foreign currency units
Counterparty: Name of the entity that purchased the security from, or sold the security to, the New York Fed

Revisions

December 28, 2012: Display of data under the "accrued interest" column was modified from millions of foreign currency units to the actual amount of foreign currency units.

Foreign Sovereign Debt file for July 22 to September 30, 2010

Foreign Sovereign Debt file for October 1 to December 31, 2010

February 7, 2019: A counterparty name was revised in the following files to match the name of the specific legal entity within the large corporate organization that transacted with the New York Fed.

Foreign Sovereign Debt file for July 1 to September 30, 2013
Foreign Sovereign Debt file for January 1 to March 31, 2014
Foreign Sovereign Debt file for October 1 to December 31, 2014
Foreign Sovereign Debt file for April 1 to June 30, 2015
Foreign Sovereign Debt file for July 1 to September 30, 2015
Foreign Sovereign Debt file for October 1 to December 31, 2015

February 28, 2022: A counterparty name was revised in the following files to match the name of the specific legal entity within the large corporate organization that transacted with the New York Fed.

Foreign Sovereign Debt file for July 1 to September 30, 2019

Euro-denominated Repurchase & Reverse Repurchase Transactions

Further information about foreign reserves management operations is available here.
Details on transactions since 2010 can be downloaded in EXCEL format below.


2022	1st QTR	No transactions*	3rd QTR
2021	1st QTR	2nd QTR	No transactions*	4th QTR
2020	No transactions*	2nd QTR	No transactions*	4th QTR
2019	1st QTR	No transactions*	3rd QTR	No transactions*
2018	1st QTR	No transactions*	3rd QTR	No transactions*
2017	1st QTR	2nd QTR	3rd QTR	4th QTR
2016	1st QTR	2nd QTR	3rd QTR	4th QTR
2015	1st QTR	2nd QTR	3rd QTR	4th QTR
2014	1st QTR	2nd QTR	3rd QTR	4th QTR
2013	1st QTR	2nd QTR	3rd QTR	4th QTR
2012	1st QTR	2nd QTR	3rd QTR	4th QTR
2011	1st QTR	2nd QTR	3rd QTR	4th QTR
2010	--	--	3rd QTR**	4th QTR

* No transactions were conducted during this period.

** Data reporting commenced July 22, 2010.

Note: The New York Fed typically settles the euro-denominated repo and reverse repo transactions it conducts through a tri-party arrangement. In a tri-party arrangement, a third party (the tri-party bank) acts as custodian and agent for the buyer and seller. The tri-party agent is responsible for screening and approving eligible securities, as identified by type by the buyer and seller, from the seller's pool of available securities, determining the current market value of the eligible securities, and ensuring, every day that a transaction is outstanding, that the buyer receives, in its account at the tri-party bank, eligible securities having a market value (based on the market value and agreed upon margins) at least equal to each outstanding repo trade amount.

Data elements include:

Trade date: Date upon which the details of the repo or reverse repo were agreed
Settlement date: Date upon which the repo or reverse repo started, when funds and securities were initially exchanged
Repurchase date: Date upon which the repo or reverse repo ended, when funds and securities were re-exchanged
Transaction category¹: Indicates the type of transaction: in all foreign currency reserve investments, a repo or reverse repo
Term: Number of calendar days the repo or reverse repo was outstanding (from settlement date to repurchase date)
Currency: Denomination of the foreign security and the foreign currency used in the transaction: euro (EUR)
Trade amount: Amount of funds paid by the New York Fed for the securities subject to the repo or reverse repo, in millions of foreign currency units
Repo rate: Rate for each trade, in percent, implied by the difference between the price at which the securities were bought and sold
Counterparty: Name of the entity that entered into the repo or reverse repo with the New York Fed
Security type²: Type of securities that were delivered in the repo or reverse repo. Prior to October 28, 2011: as to any repo transaction, any sovereign debt obligations of six countries. After October 28, 2011: as to each transaction, any sovereign debt obligations of one of six countries, either (1) Belgian sovereign debt obligations, (2) French sovereign debt obligations, (3) German sovereign debt obligations, (4) Italian sovereign debt obligations, (5) Dutch sovereign debt obligations or (6) Spanish sovereign debt obligations. In addition, note that for each of the six baskets, counterparties also had the option to deliver the sovereign debt obligations of the country listed in addition to the sovereign debt obligations of Germany. As to any reverse repo transaction, any sovereign debt obligations of six countries (Belgium, France, Germany, Italy, the Netherlands, Spain).
Amount of securities: Market value of the securities subject to the repo or reverse repo, net of margin and interest accrued on the transaction, purchased by the New York Fed, in millions of foreign currency units

¹In a repo transaction, the New York Fed buys securities under an agreement to resell those securities in the future. In a reverse repo, the New York Fed sells securities under an agreement to repurchase those securities in the future.
²Prior to October 28, 2011, the New York Fed conducted euro repo operations as individual transactions as to which any securities in a single basket of securities consisting of the sovereign debt obligations of six countries were eligible securities. On October 28, 2011, the New York Fed changed its practice such that for each individual transaction, only securities from one of six baskets of securities are eligible securities. The New York Fed selects in advance of the transaction the single basket applicable to the transaction. Each single basket corresponds to the sovereign debt obligations of one of six countries. This technical modification to euro repo operations was made to be more consistent with euro repo market practices.

Revisions

December 28, 2012: Entries for counterparty JP Morgan Securities Plc were revised to JP Morgan Securities Ltd. to match the name of the legal entity at the time of the transaction.

Euro Repurchase Agreements file for July 22 to September 30, 2010

March 29,2013: A small number of counterparty names were revised in the following files to match the names of the legal entities within large corporate organizations that transacted with the New York Fed.

Euro Repurchase Agreements file for July 22 to September 30, 2010
Euro Repurchase Agreements file for October 1 to December 31, 2010

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