Report of Selected Money Market Rates (U.S. branches and agencies of foreign banks)

FR 2420

Effective JANUARY 15, 2016

DRAFT

Part A: Federal Funds
Sequence
Number
MDRM
SMMRN186

Dollar
Amount
(Millions)
MDRM
SMMRN187

Trade Date
(YYYYMMDD)

Settlement Date
(YYYYMMDD)

Maturity Date
(YYYYMMDD)

Interest Rate
(0.00000)

Counterparty
Type

MDRM
SMMRT140

MDRM
SMMRG886

MDRM
SMMR9914

MDRM
SMMR7333

MDRM
SMMRT141

1
2
3
4
5
6

Part AA: Selected Borrowings from Non-exempt Entities
Sequence
Number
MDRM
SMMRN186
1
2
3
4
5
6

Dollar
Amount
(Millions)
MDRM
SMMRN187

Trade Date
(YYYYMMDD)

Settlement Date
(YYYYMMDD)

Maturity Date
(YYYYMMDD)

Interest Rate
(0.00000)

Counterparty
Type

MDRM
SMMRT140

MDRM
SMMRG886

MDRM
SMMR9914

MDRM
SMMR7333

MDRM
SMMRT141

FR 2420

Effective JANUARY 15, 2016

DRAFT

Part B: Eurodollars
Sequence
Number
MDRM
SMMRN186

Dollar
Amount
(Millions)
MDRM
SMMRN187

Trade Date
(YYYYMMDD)

Settlement Date
(YYYYMMDD)

Maturity Date
(YYYYMMDD)

Interest Rate
(0.00000)

Counterparty
Type

Office Identifier

MDRM
SMMRT140

MDRM
SMMRG886

MDRM
SMMR9914

MDRM
SMMR7333

MDRM
SMMRT141

MDRM
SMMRT142

1
2
3
4
5
6

Part C: Time Deposits and Certificates of Deposit (CDs)
Sequence
Number
MDRM
SMMRN186
1
2
3
4
5
6

Dollar
Amount
(Millions)
MDRM
SMMRN187

Trade Date
(YYYYMMDD)
MDRM
SMMRT140

Settlement
Date
(YYYYMMDD)
MDRM
SMMRG886

Maturity Date
(YYYYMMDD)

Interest Rate
(0.00000)

Spread
(0.00)

Floating or Fixed
Rate

Step-Up
Indicator

Reset Period

Reference Rate
(If Floating)

Negotiable

Embedded
Options

Counterparty
Type

MDRM
SMMR9914

MDRM
SMMR7333

MDRM
SMMRT143

MDRM
SMMRN189

MDRM
SMMRT144

MDRM
SMMRN190

MDRM
SMMRN191

MDRM
SMMRN192

MDRM
SMMRT145

MDRM
SMMRT141