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LOANS TO THE CPFF LLC - DATA

Daily Transaction Details


Loan date Maturity date Interest rate Loan amount
10/27/2008 1/26/2009 1.50% 52,681.2
10/28/2008 1/26/2009 1.50% 35,540.3
10/29/2008 1/27/2009 1.50% 56,556.0
10/30/2008 1/28/2009 1.00% 41,221.7
10/31/2008 1/29/2009 1.00% 40,472.9
11/3/2008 1/30/2009 1.00% 8,891.0
11/4/2008 2/2/2009 1.00% 2,086.7
11/5/2008 2/3/2009 1.00% 5,674.3
11/6/2008 2/4/2009 1.00% 1,032.5
11/7/2008 2/5/2009 1.00% 2,579.1
11/10/2008 2/9/2009 1.00% 6,315.5
11/12/2008 2/10/2009 1.00% 3,886.2
11/13/2008 2/11/2009 1.00% 3,620.2
11/14/2008 2/12/2009 1.00% 3,167.4
11/17/2008 2/17/2009 1.00% 2,971.5
11/18/2008 2/17/2009 1.00% 1,190.3
11/19/2008 2/17/2009 1.00% 2,460.3
11/20/2008 2/18/2009 1.00% 4,200.4
11/21/2008 2/19/2009 1.00% 840.0
11/24/2008 2/23/2009 1.00% 12,450.1
11/25/2008 2/23/2009 1.00% 1,140.9
11/26/2008 2/24/2009 1.00% 4,370.2
11/28/2008 2/26/2009 1.00% 1,168.8
12/1/2008 2/27/2009 1.00% 1,262.8
12/2/2008 3/2/2009 1.00% 5,766.7
12/3/2008 3/3/2009 1.00% 1,415.7
12/4/2008 3/4/2009 1.00% 590.2
12/5/2008 3/5/2009 1.00% 2,382.7
12/8/2008 3/9/2009 1.00% 3,642.7
12/9/2008 3/9/2009 1.00% 569.5
12/10/2008 3/10/2009 1.00% 1,146.4
12/11/2008 3/11/2009 1.00% 441.4
12/12/2008 3/12/2009 1.00% 1,166.9
12/15/2008 3/16/2009 1.00% 1,155.7
12/16/2008 3/16/2009 1.00% 2,139.9
12/17/2008 3/17/2009 0.25% 1,323.7
12/18/2008 3/18/2009 0.25% 2,803.0
12/19/2008 3/19/2009 0.25% 2,127.5
12/22/2008 3/23/2009 0.25% 2,723.8
12/23/2008 3/23/2009 0.25% 2,278.3
12/24/2008 3/24/2009 0.25% 2,670.2
12/26/2008 3/26/2009 0.25% 0.6
12/29/2008 3/30/2009 0.25% 425.0
12/30/2008 3/30/2009 0.25% 1,307.3
12/31/2008 3/31/2009 0.25% 542.0
1/2/2009 4/2/2009 0.25% 26.2
1/5/2009 4/6/2009 0.25% 63.2
1/7/2009 4/7/2009 0.25% 5.7
1/8/2009 4/8/2009 0.25% 14.1
1/9/2009 4/9/2009 0.25% 25.4
1/12/2009 4/13/2009 0.25% 3.2
1/13/2009 4/13/2009 0.25% 38.7
1/14/2009 4/14/2009 0.25% 1.0
1/15/2009 4/15/2009 0.25% 14,922.5
1/16/2009 4/16/2009 0.25% 1.0
1/20/2009 4/20/2009 0.25% 531.5
1/21/2009 4/21/2009 0.25% 144.5
1/22/2009 4/22/2009 0.25% 122.2
1/23/2009 4/23/2009 0.25% 621.9
1/26/2009 4/27/2009 0.25% 33,006.5
1/27/2009* 4/27/2009 0.25% 25,525.9
1/28/2009 4/28/2009 0.25% 24,732.7
1/29/2009 4/29/2009 0.25% 32,708.3
1/30/2009 4/30/2009 0.25% 32,946.0
2/2/2009 5/4/2009 0.25% 1,927.4
2/3/2009 5/4/2009 0.25% 638.0
2/4/2009 5/5/2009 0.25% 501.9
2/5/2009 5/6/2009 0.25% 1,537.6
2/6/2009 5/7/2009 0.25% 965.7
2/9/2009 5/11/2009 0.25% 3,374.8
2/10/2009 5/11/2009 0.25% 1,836.1
2/11/2009 5/12/2009 0.25% 1,315.2
2/12/2009 5/13/2009 0.25% 2,586.8
2/13/2009 5/14/2009 0.25% 697.9
2/17/2009 5/18/2009 0.25% 2,786.4
2/18/2009 5/19/2009 0.25% 5,269.8
2/19/2009 5/20/2009 0.25% 1,271.5
2/20/2009 5/21/2009 0.25% 1,088.8
2/23/2009 5/26/2009 0.25% 4,347.0
2/24/2009 5/26/2009 0.25% 3,593.8
2/25/2009 5/26/2009 0.25% 2,230.5
2/26/2009 5/27/2009 0.25% 1,014.7
2/27/2009 5/28/2009 0.25% 2,070.2
3/2/2009 5/29/2009 0.25% 3,411.4
3/3/2009 6/1/2009 0.25% 751.5
3/4/2009 6/2/2009 0.25% 1,628.4
3/5/2009 6/3/2009 0.25% 1,355.0
3/6/2009 6/4/2009 0.25% 297.6
3/9/2009 6/8/2009 0.25% 4,516.0
3/10/2009 6/8/2009 0.25% 826.8
3/11/2009 6/9/2009 0.25% 623.8
3/12/2009 6/10/2009 0.25% 840.1
3/13/2009 6/11/2009 0.25% 438.6
3/16/2009 6/15/2009 0.25% 4,112.5
3/17/2009 6/15/2009 0.25% 417.6
3/18/2009 6/16/2009 0.25% 2,502.2
3/19/2009 6/17/2009 0.25% 1,931.1
3/20/2009 6/18/2009 0.25% 1,459.2
3/23/2009 6/22/2009 0.25% 1,435.9
3/24/2009 6/22/2009 0.25% 3,299.5
3/25/2009 6/23/2009 0.25% 2,132.5
3/26/2009 6/24/2009 0.25% 368.8
3/27/2009 6/25/2009 0.25% 915.9
3/30/2009 6/29/2009 0.25% 1,165.9
3/31/2009 6/29/2009 0.25% 6,944.9
4/1/2009 6/30/2009 0.25% 1,152.4
4/2/2009 7/1/2009 0.25% 377.6
4/6/2009 7/6/2009 0.25% 1,074.5
4/9/2009 7/8/2009 0.25% 806.7
4/13/2009 7/13/2009 0.25% 49.7
4/14/2009 7/13/2009 0.25% 793.4
4/15/2009 7/14/2009 0.25% 411.7
4/16/2009 7/15/2009 0.25% 1,658.6
4/17/2009 7/16/2009 0.25% 159.2
4/20/2009 7/20/2009 0.25% 775.3
4/21/2009 7/20/2009 0.25% 1,690.5
4/22/2009 7/21/2009 0.25% 357.6
4/27/2009 7/27/2009 0.25% 29,460.9
4/28/2009 7/27/2009 0.25% 9,947.7
4/29/2009 7/28/2009 0.25% 16,294.0
4/30/2009 7/29/2009 0.25% 14,697.2
5/1/2009 7/30/2009 0.25% 213.3
5/4/2009 7/31/2009 0.25% 2,478.8
5/5/2009 8/3/2009 0.25% 2,849.4
5/6/2009 8/4/2009 0.25% 3,908.0
5/7/2009 8/5/2009 0.25% 1,181.7
5/11/2009 8/10/2009 0.25% 1,919.2
5/12/2009 8/10/2009 0.25% 691.3
5/13/2009 8/11/2009 0.25% 917.6
5/14/2009 8/12/2009 0.25% 12.2
5/18/2009 8/17/2009 0.25% 727.1
5/19/2009 8/17/2009 0.25% 2,341.1
5/20/2009 8/18/2009 0.25% 714.1
5/21/2009 8/19/2009 0.25% 698.8
5/26/2009 8/24/2009 0.25% 3,170.4
5/27/2009 8/25/2009 0.25% 612.2
5/28/2009 8/26/2009 0.25% 1,000.9
5/29/2009 8/27/2009 0.25% 496.0
6/2/2009 8/31/2009 0.25% 838.4
6/3/2009 9/1/2009 0.25% 30.0
6/4/2009 9/2/2009 0.25% 24.9
6/8/2009 9/8/2009 0.25% 1,838.9
6/9/2009 9/8/2009 0.25% 548.5
6/10/2009 9/8/2009 0.25% 401.7
6/11/2009 9/9/2009 0.25% 248.0
6/15/2009 9/14/2009 0.25% 877.6
6/17/2009 9/15/2009 0.25% 1,827.3
6/22/2009 9/21/2009 0.25% 59.5
6/24/2009 9/22/2009 0.25% 498.5
6/29/2009 9/28/2009 0.25% 361.0
6/30/2009 9/28/2009 0.25% 726.2
7/1/2009 9/29/2009 0.25% 59.5
7/15/2009 10/13/2009 0.25% 992.0
7/20/2009 10/19/2009 0.25% 1,695.5
7/27/2009 10/26/2009 0.25% 12,936.4
7/28/2009 10/26/2009 0.25% 3,623.4
7/29/2009 10/27/2009 0.25% 11,264.0
7/31/2009 10/29/2009 0.25% 1,495.5
8/3/2009 10/30/2009 0.25% 1,635.9
8/4/2009 11/2/2009 0.25% 647.3
8/5/2009 11/3/2009 0.25% 679.5
8/6/2009 11/4/2009 0.25% 99.2
8/10/2009 11/9/2009 0.25% 297.6
8/17/2009 11/16/2009 0.25% 141.9
8/25/2009 11/23/2009 0.25% 14.0
9/1/2009 11/30/2009 0.25% 30.0
9/8/2009 12/7/2009 0.25% 1,021.0
10/19/2009 1/19/2010 0.25% 997.0
10/26/2009 1/25/2010 0.25% 7,134.4
10/27/2009 1/25/2010 0.25% 273.8
11/9/2009 2/8/2010 0.25% 99.2
11/12/2009 2/10/2010 0.25% 869.9
1/25/2010 4/26/2010 0.25% 2,942.4

* 189.4 of this amount was repaid early on 2/5/2009 because an issuer had exceeded its CPFF limit.
Outstanding Loan and Collateral Balance as of Activity Dates
Outstanding principal amount CPFF commercial paper holdings, net CPFF other investments
52,681.2 52,004.7 683.9
88,221.5 87,457.2 782.1
144,777.5 143,914.4 894.0
185,999.2 185,058.3 993.2
226,472.1 225,470.9 1,075.7
235,363.1 234,406.9 1,093.2
237,449.8 236,510.5 1,099.4
243,124.2 242,197.0 1,107.9
244,156.7 243,243.9 1,119.7
246,735.7 245,891.2 1,123.1
253,051.2 252,244.3 1,134.3
256,937.4 256,144.0 1,142.8
260,557.6 259,779.8 1,154.8
263,725.0 263,015.1 1,162.5
266,696.5 266,005.0 1,169.6
267,886.8 267,219.9 1,175.5
270,347.1 269,702.0 1,176.9
274,547.5 273,889.7 1,218.5
275,387.6 274,799.4 1,228.3
287,837.6 287,252.4 1,252.8
288,978.5 288,419.9 1,253.7
293,348.7 292,833.8 1,260.3
294,517.5 294,088.8 1,263.5
295,780.3 295,376.8 1,266.3
301,547.1 301,158.2 1,280.1
302,962.8 302,596.4 1,283.4
303,553.0 303,216.4 1,285.0
305,935.7 305,682.8 1,287.7
309,578.4 309,354.2 1,288.1
310,147.9 309,952.2 1,288.8
311,294.3 311,124.0 1,289.8
311,735.6 311,615.9 1,267.3
312,902.5 312,869.8 1,267.9
314,058.2 314,031.4 1,291.2
316,198.1 316,197.5 1,294.6
317,521.9 317,547.7 1,294.8
320,324.8 320,356.7 1,321.8
322,452.3 322,529.8 1,323.8
325,176.1 325,319.2 1,331.7
327,454.4 327,628.1 1,331.9
330,124.6 330,353.4 1,332.5
330,125.2 330,452.6 1,332.7
330,550.2 330,902.7 1,332.1
331,857.5 332,239.5 1,333.4
332,399.5 332,825.8 1,275.8
332,425.6 332,915.7 1,276.0
332,488.8 333,069.8 1,276.3
332,494.6 333,133.1 1,276.4
332,508.6 333,180.6 1,276.5
332,534.0 333,297.0 1,276.8
332,537.3 333,330.3 1,277.2
332,576.0 333,399.2 1,277.4
332,577.0 333,427.5 1,277.4
347,499.5 348,379.0 1,284.8
347,500.5 348,504.1 1,285.0
348,032.0 349,066.5 1,285.2
348,176.5 349,239.0 1,285.2
348,298.7 349,395.3 1,285.3
348,920.6 350,110.6 1,285.6
293,705.6 294,286.9 1,591.8
262,675.6 262,921.3 1,741.6
246,186.6 246,172.7 1,918.3
238,422.0 238,173.0 2,075.9
262,477.1 262,158.8 2,168.6
262,317.7 262,032.2 2,174.9
257,281.4 256,982.5 2,196.1
256,750.8 256,464.4 2,199.8
255,519.9 255,240.7 2,210.9
256,485.6 256,271.6 2,202.0
253,544.9 253,316.0 2,221.4
251,494.8 251,258.8 2,242.7
249,189.8 248,950.5 2,255.3
248,609.3 248,376.3 2,263.3
249,307.2 249,159.6 2,263.8
245,471.4 245,299.0 2,292.8
246,540.8 246,349.9 2,321.0
246,972.3 246,799.9 2,321.9
248,061.0 247,952.2 2,322.5
238,817.1 238,651.7 2,369.9
238,040.7 237,866.7 2,388.4
240,271.2 240,109.7 2,393.8
240,117.2 239,972.8 2,397.7
240,924.6 240,811.7 2,404.2
238,569.2 238,474.3 2,413.8
237,905.0 237,824.3 2,416.9
238,943.1 238,875.7 2,420.0
237,915.4 237,852.4 2,433.7
238,213.0 238,212.3 2,433.9
238,516.8 238,501.1 2,459.5
238,197.2 238,193.7 2,465.3
238,379.6 238,389.8 2,468.2
238,052.8 238,077.7 2,474.8
238,491.4 238,577.6 2,476.2
239,308.3 239,392.8 2,490.8
238,402.2 238,497.3 2,500.2
238,101.4 238,190.4 2,522.3
237,905.0 238,001.0 2,537.9
239,364.2 239,521.9 2,539.1
235,798.0 235,935.5 2,576.9
236,427.4 236,561.5 2,599.3
238,559.9 238,711.7 2,599.3
238,928.1 239,103.7 2,599.5
239,843.9 240,082.2 2,598.3
239,277.5 239,524.1 2,609.9
245,680.4 245,940.7 2,619.8
246,832.9 247,111.5 2,619.8
247,184.3 247,487.3 2,620.3
248,195.6 248,581.7 2,623.8
248,957.1 249,472.7 2,624.9
248,964.9 249,502.0 2,625.2
249,757.2 250,316.0 2,625.4
235,246.5 235,769.5 2,669.9
236,904.0 237,448.8 2,672.7
237,063.2 237,671.7 2,673.1
237,307.0 237,931.6 2,678.1
238,853.0 239,494.3 2,683.1
239,088.5 239,746.5 2,684.6
209,584.4 209,966.1 3,032.3
194,799.3 195,064.4 3,151.4
178,385.0 178,496.4 3,299.1
160,136.2 160,105.4 3,440.1
160,349.4 160,366.1 3,440.5
160,262.8 160,278.1 3,456.3
162,610.3 162,623.7 3,474.0
164,980.7 164,991.2 3,489.0
165,196.7 165,219.1 3,496.4
161,905.1 161,958.7 3,516.8
161,281.1 161,340.8 3,526.2
159,611.9 159,666.5 3,542.4
158,926.3 158,994.1 3,548.3
156,866.9 156,983.1 3,561.9
153,938.3 154,034.6 3,593.7
153,380.9 153,479.0 3,603.7
152,990.9 153,098.9 3,611.9
145,990.0 146,114.1 3,666.6
145,587.4 145,718.4 3,671.0
144,518.1 144,658.0 3,678.9
141,602.7 141,763.1 3,700.1
140,061.4 140,237.9 3,712.1
138,736.4 138,914.4 3,720.3
138,463.7 138,656.6 3,722.8
134,959.8 135,172.4 3,757.1
134,884.6 135,107.0 3,761.0
134,446.2 134,672.9 3,767.1
134,255.6 134,498.0 3,768.4
130,603.1 130,866.4 3,800.6
127,997.2 128,250.0 3,832.3
121,862.0 122,141.9 3,871.1
119,859.2 120,139.4 3,892.3
111,193.5 111,474.7 3,952.0
110,767.2 111,050.9 3,952.1
110,449.2 110,738.7 3,953.5
106,646.6 107,071.9 3,981.6
105,717.1 106,187.3 3,996.8
78,887.4 79,168.6 4,240.6
66,216.8 66,433.4 4,303.9
62,783.5 62,910.5 4,389.8
61,586.9 61,719.0 4,402.9
60,373.4 60,507.3 4,424.5
57,112.8 57,218.8 4,442.7
56,610.5 56,712.2 4,451.2
56,709.7 56,816.3 4,451.4
54,396.8 54,502.2 4,470.7
50,540.7 50,644.9 4,502.2
45,359.2 45,456.8 4,538.5
43,023.8 43,133.1 4,551.6
41,230.8 41,341.9 4,570.2
34,882.7 34,813.7 4,608.0
25,457.4 25,291.5 4,724.9
14,467.2 14,238.4 4,783.6
9,711.4 9,483.6 4,811.0
10,581.3 10,360.1 4,811.4
3,911.4 3,784.7 4,868.3

eeded its CPFF limit.


y Dates
Net portfolio holdings of the CPFF LLC
52,688.5
88,239.4
144,808.4
186,051.5
226,546.6
235,500.1
237,609.9
243,304.9
244,363.6
247,014.3
253,378.6
257,286.8
260,934.6
264,177.6
267,174.6
268,395.4
270,879.0
275,108.2
276,027.7
288,505.2
289,673.6
294,094.1
295,352.3
296,643.1
302,438.3
303,879.8
304,501.4
306,970.5
310,642.3
311,241.0
312,413.8
312,883.2
314,137.6
315,322.7
317,492.1
318,842.5
321,678.6
323,853.5
326,650.9
328,959.9
331,685.9
331,785.3
332,234.7
333,573.0
334,101.6
334,191.7
334,346.1
334,409.6
334,457.1
334,573.8
334,607.5
334,676.6
334,704.9
349,663.8
349,789.1
350,351.7
350,524.2
350,680.6
351,396.1
295,878.7
264,662.9
248,091.0
240,248.9
264,327.4
264,207.1
259,178.6
258,664.3
257,451.5
258,473.6
255,537.4
253,501.5
251,205.8
250,639.6
251,423.4
247,591.8
248,670.9
249,121.8
250,274.7
241,021.6
240,255.1
242,503.4
242,370.5
243,215.9
240,888.1
240,241.2
241,295.7
240,286.1
240,646.2
240,960.6
240,659.0
240,858.0
240,552.5
241,053.7
241,883.6
240,997.5
240,712.7
240,538.9
242,061.1
238,512.4
239,160.8
241,311.0
241,703.2
242,680.5
242,133.9
248,560.5
249,731.3
250,107.7
251,205.6
252,097.6
252,127.1
252,941.3
238,439.4
240,121.5
240,344.8
240,609.8
242,177.3
242,431.1
212,998.4
198,215.9
181,795.5
163,545.4
163,806.6
163,734.3
166,097.7
168,480.2
168,715.5
165,475.6
164,866.9
163,208.9
162,542.4
160,545.0
157,628.3
157,082.8
156,710.8
149,780.7
149,389.4
148,336.8
145,463.1
143,950.0
142,634.7
142,379.4
138,929.5
138,868.0
138,440.1
138,266.4
134,667.0
132,082.3
126,013.0
124,031.7
115,426.7
115,003.0
114,692.2
111,053.4
110,184.1
83,409.2
70,737.3
67,300.3
66,122.0
64,931.8
61,661.5
61,163.5
61,267.7
58,973.0
55,147.1
49,995.3
47,684.7
45,912.2
39,421.7
30,016.4
19,022.0
14,294.6
15,171.5
8,653.0
LOANS TO THE CPFF LLC - DEFINITIONS
Loan date
Maturity date
Interest rate
Loan amount
Outstanding principal amount
CPFF commercial paper holdings, net
CPFF other investments

Net portfolio holdings of the CPFF LLC

Technical Notes
The date upon which individual loans were extended by the FRBNY to the CPFF LLC.
The date upon which principal and interest were due to be repaid to the FRBNY.
Annual interest rate associated with the loan, in percent.
Principal amount of loan, in millions of dollars.
Total principal balance of CPFF borrowings from the FRBNY, as of that date, in millions of dollars.
Commercial paper held by the CPFF LLC, at amortized cost, net of unearned registration and credit enhancement fees, in millions of dollar
The dollar value of the investments of interest income, credit enhancement fees, and registration fees, as of that date, in millions of dollar
Sum of CPFF commercial paper holdings, net and CPFF other investments. Differences between this field and the sum of its components a
were secured by all of the assets of the LLC, in millions of dollars.

Among more than a thousand CPFF transactions, there was one instance in which an issuer was found to have sold CP to the facility in an
this case, the Federal Reserve took steps to ensure that the issuer promptly returned its borrowing through CPFF to levels consistent with
and the CPFF LLC would have had recourse to the issuer had there been a default.

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