H41: Revaluation of the net portfolio holdings of Maiden Lane LLCs and the TALF fair value adjustment

Published on July 28, 2011

For release at 4:30 P.M. EDT July 28, 2011 The weekly average values, shown in table 1, reflect the June 30, 2011, quarterly updates to the fair values of the net portfolio holdings of Maiden Lane LLC, Maiden Lane II LLC, and Maiden Lane III LLC, and the fair value adjustment of the Term Asset-Backed Securities Loan Facility, or TALF, which is included in "Other Federal Reserve assets." The amounts for the first six days of this reporting week are based on the values as of March 31, 2011, and the amounts for the last day of the reporting week are based on the values as of June 30, 2011.

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CP: Correction to 7-day AA Financial Commercial Paper Rate for July 19

July 20, 2011
On July 20, the 7-day AA financial rate for July 19 was erroneously posted as 0.70. The correct rate is 0.07. After noticing the error, the Commercial Paper release was updated with the correct rate, as was the DDP database. We apologize for any inconvenience this may have caused.

CP: Revisions to Commercial Paper Outstanding

August 11, 2011
On August 11, 2011, the Federal Reserve Board released revisions to the values of seasonally adjusted and not seasonally adjusted commercial paper outstanding levels based on updated issuer information. The revisions affect weekly and monthly outstanding data from October 2010 to August 2011 and include year-end outstanding and maturity distribution of outstanding commercial paper.