January 24, 2011

  • TALF Borrower Information file updated
    Revised the entry for borrower number 85, Eaton Vance Limited Duration Income Fund, to reflect the fact that there are no material investors in the borrower.

December 22, 2010

  • TSLF file updated
    The item "Market Value Outstanding" was added to the file. The data in this column reports the market value of all outstanding loans of Treasury securities to each counterparty.

    The file also incorporates minor revisions to the value of Treasury Inflation Protected Securities (TIPS) to incorporate the effect of inflation accruals.

December 2, 2010

  • CPFF.CP file updated
    Column heading "parent/sponsor name" modified to read "parent/sponsor name at time of purchase"

    Data under the new "parent/sponsor name at time of purchase" modified to exclude the effects of acquisitions, mergers, or other changes in corporate status that occurred after the date of purchase.

    A small number of issuer names were revised to match the names of the legal entities within large corporate organizations that sold commercial paper to CPFF LLC.
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Last Update: November 14, 2016