Graph and download economic data for 2-Year Swap Rate (DISCONTINUED) (RIFLDIY02NA) from 2000 to 2015 about swaps, 2-year, interest rate, interest, rate, and USA.

Graph and download economic data for 10-Year Swap Rate (DISCONTINUED) (DSWP10) from 2000-07-03 to 2016-10-28 about swaps, 10-year, interest rate, interest, rate, and USA.

China IRS: Fixed Interest Rate: Overnight SHIBOR: 2 Year data was reported at 2.183 % pa in 30 Dec 2020. This records a decrease from the previous number of 2.230 % pa for 09 Oct 2020. China IRS: Fixed Interest Rate: Overnight SHIBOR: 2 Year data is updated daily, averaging 2.215 % pa from Nov 2010 (Median) to 30 Dec 2020, with 10 observations. The data reached an all-time high of 3.150 % pa in 14 Mar 2012 and a record low of 1.350 % pa in 08 Apr 2020. China IRS: Fixed Interest Rate: Overnight SHIBOR: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate: Daily.

China IRS: Fixed Interest Rate: Over 5 Year Lending Rate: 2 Year data was reported at 8.380 % pa in 04 Feb 2013. This stayed constant from the previous number of 8.380 % pa for 30 Jan 2013. China IRS: Fixed Interest Rate: Over 5 Year Lending Rate: 2 Year data is updated daily, averaging 8.355 % pa from Jun 2011 (Median) to 04 Feb 2013, with 5 observations. The data reached an all-time high of 8.380 % pa in 04 Feb 2013 and a record low of 6.590 % pa in 27 Jun 2012. China IRS: Fixed Interest Rate: Over 5 Year Lending Rate: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate: Daily.

Graph and download economic data for 30-Year Swap Rate (DISCONTINUED) (WSWP30) from 2000-07-07 to 2016-10-28 about swaps, 30-year, interest rate, interest, rate, and USA.

China IRS: Fixed Interest Rate: 5 Year LPR: 2 Year data was reported at 3.450 % pa in Apr 2025. This records a decrease from the previous number of 3.488 % pa for Mar 2025. China IRS: Fixed Interest Rate: 5 Year LPR: 2 Year data is updated monthly, averaging 4.415 % pa from Jan 2021 (Median) to Apr 2025, with 26 observations. The data reached an all-time high of 4.915 % pa in Mar 2021 and a record low of 3.450 % pa in Apr 2025. China IRS: Fixed Interest Rate: 5 Year LPR: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

FinPricing's interest rate curves consists of two categories: market observed swap rate curves and derived yield curves. The swap rate curves contain swap rate curves, basis curves, and OIS curves. The constituents are deposit rates, futures, swap rates, and basis spreads. There are a total of 92 different curves in 34 currencies.

CN: IRS: Fixed Interest Rate: 1 Year Lending Rate: 2 Year data was reported at 2.000 % pa in Oct 2018. This records a decrease from the previous number of 4.424 % pa for Jul 2018. CN: IRS: Fixed Interest Rate: 1 Year Lending Rate: 2 Year data is updated monthly, averaging 4.725 % pa from Apr 2011 (Median) to Oct 2018, with 26 observations. The data reached an all-time high of 8.645 % pa in Apr 2012 and a record low of 2.000 % pa in Oct 2018. CN: IRS: Fixed Interest Rate: 1 Year Lending Rate: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

Bank Bill Swap Rate in Australia decreased to 3.58 percent on Thursday July 3 from 3.59 in the previous day. This dataset includes a chart with historical data for Australia Bank Bill Swap Rate.

The average daily turnover of over the counter (OTC) derivatives traded in France increase between 2001 and 2010, before falling over the following decade. From a peak of over 192.3 billion U.S. dollars in 2010, by 2019 the average daily turnover had fallen to around 119.7 billion U.S. dollars. In all years under consideration the most common instrument traded was interest rate swaps, which accounted for around two thirds of turnover in 2022.

China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 2 Year data was reported at 1.455 % pa in Apr 2025. This records a decrease from the previous number of 1.654 % pa for Mar 2025. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 2 Year data is updated monthly, averaging 2.671 % pa from Dec 2007 (Median) to Apr 2025, with 209 observations. The data reached an all-time high of 4.963 % pa in Jan 2014 and a record low of 1.010 % pa in Jan 2009. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis (DGS2) from 1976-06-01 to 2025-07-01 about 2-year, maturity, Treasury, interest rate, interest, rate, and USA.

China IRS: Fixed Interest Rate: 1 Year LPR: 2 Year data was reported at 2.983 % pa in Mar 2025. This records an increase from the previous number of 2.970 % pa for Dec 2024. China IRS: Fixed Interest Rate: 1 Year LPR: 2 Year data is updated monthly, averaging 3.683 % pa from Jan 2021 (Median) to Mar 2025, with 39 observations. The data reached an all-time high of 4.067 % pa in Mar 2021 and a record low of 2.970 % pa in Dec 2024. China IRS: Fixed Interest Rate: 1 Year LPR: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

Cross currency swap differs from single currency swaps in that the interest rate payments on the two legs are in different currencies. At inception of the trade, the notional principal amounts in the two currencies are usually set to be fair given the spot exchange rate. Contrary to single currency swap, there is an exchange of principals at inception and maturity, or even in each period of the swap.

Cross currency swaps are powerful instruments to transfer assets or liabilities from one currency to another. The market charges for this is a liquidity premium – the cross-currency basis spread. Thus, the market quoted cross-currency basis spreads usually relative to a liquidity benchmark.

For a cross currency trade between one currency and another currency. If there is a higher demand for the currency, the party lending the dollar will ask for a premium. This premium is referred to as the cross currency basis. In general, the cross currency basis is a measure of the dollar shortage in the market. The more negative the basis is, the more severe the shortage.

Cross currency basis is an important element of currency management. To price a cross-currency product, the cross-currency basis spread has to be taken into account by adjusting either discounting or forecasting curves. For domestic currency investor, negative basis can work in their favor when they hedge currency exposures. For foreign investors, however, the basis can increase their hedging cost.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 30-Year Constant Maturity, Quoted on an Investment Basis (DGS30) from 1977-02-15 to 2025-07-02 about 30-year, maturity, Treasury, interest rate, interest, rate, and USA.

China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: Depository Institution: 2 Year data was reported at 1.433 % pa in Feb 2025. This records an increase from the previous number of 1.389 % pa for Dec 2024. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: Depository Institution: 2 Year data is updated monthly, averaging 1.411 % pa from Dec 2024 (Median) to Feb 2025, with 2 observations. The data reached an all-time high of 1.433 % pa in Feb 2025 and a record low of 1.389 % pa in Dec 2024. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: Depository Institution: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

China IRS: Number of Deal: 7 Day Interbank Repo Fixing Rate: 2 Year data was reported at 2,661.000 Unit in Apr 2025. This records an increase from the previous number of 1,579.000 Unit for Mar 2025. China IRS: Number of Deal: 7 Day Interbank Repo Fixing Rate: 2 Year data is updated monthly, averaging 370.000 Unit from Mar 2010 (Median) to Apr 2025, with 182 observations. The data reached an all-time high of 2,661.000 Unit in Apr 2025 and a record low of 38.000 Unit in Dec 2011. China IRS: Number of Deal: 7 Day Interbank Repo Fixing Rate: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Number of Deal.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 5-Year Constant Maturity, Quoted on an Investment Basis (DGS5) from 1962-01-02 to 2025-06-18 about maturity, Treasury, interest rate, interest, 5-year, rate, and USA.

Graph and download economic data for 10-Year Treasury Constant Maturity Minus Federal Funds Rate (T10YFF) from 1962-01-02 to 2025-07-02 about yield curve, spread, 10-year, maturity, Treasury, federal, interest rate, interest, rate, and USA.

CN: IRS: Turnover: 7 Day Interbank Repo Fixing Rate: 2 Year data was reported at 9,475.000 RMB mn in 13 May 2025. This records an increase from the previous number of 9,175.000 RMB mn for 12 May 2025. CN: IRS: Turnover: 7 Day Interbank Repo Fixing Rate: 2 Year data is updated daily, averaging 3,750.000 RMB mn from Apr 2021 (Median) to 13 May 2025, with 988 observations. The data reached an all-time high of 49,280.000 RMB mn in 08 Apr 2025 and a record low of 50.000 RMB mn in 29 Dec 2021. CN: IRS: Turnover: 7 Day Interbank Repo Fixing Rate: 2 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Turnover: Daily.