Graph and download economic data for ICE Swap Rates, 11:00 A.M. (London Time), Based on Euros, 4 Year Tenor (ICERATES1100EUR4Y) from 2014-08-01 to 2021-12-30 about 4-years, swaps, London, Euro Area, Europe, interest rate, interest, and rate.

Global interest rate (gross - gross), for interest rate swaps, total (all currencies), euro, total (all maturities), non-reporters, All countries (total), All countries (total), total (all ratings), total (all sectors), total (all methods), herfindahl index

Graph and download economic data for ICE Swap Rates, 11:00 A.M. (London Time), Based on Euros, 7 Year Tenor (ICERATES1100EUR7Y) from 2014-08-01 to 2021-12-30 about 7-year, swaps, London, Euro Area, Europe, interest rate, interest, and rate.

The benchmark interest rate In the Euro Area was last recorded at 2.15 percent. This dataset provides - Euro Area Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Russia EUR/RUB Swap: Overnight: EUR Interest Rate data was reported at -0.576 % pa in 25 Feb 2022. This records a decrease from the previous number of -0.575 % pa for 24 Feb 2022. Russia EUR/RUB Swap: Overnight: EUR Interest Rate data is updated daily, averaging 0.000 % pa from Oct 2005 (Median) to 25 Feb 2022, with 3978 observations. The data reached an all-time high of 4.250 % pa in 08 Oct 2008 and a record low of -0.596 % pa in 01 Oct 2021. Russia EUR/RUB Swap: Overnight: EUR Interest Rate data remains active status in CEIC and is reported by Bank of Russia. The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME002: ForEx Swap Transactions: Bank of Russia: Terms.

Get interest rate rate derivatives analytics from LSEG to generate to analyze the performance of swaps, caps, floors and other interest rate derivatives.

Russia EUR/RUB Swap: Overnight: Base Swap Rate data was reported at 96.825 EUR/RUB in 25 Feb 2022. This records an increase from the previous number of 91.359 EUR/RUB for 24 Feb 2022. Russia EUR/RUB Swap: Overnight: Base Swap Rate data is updated daily, averaging 49.417 EUR/RUB from Oct 2005 (Median) to 25 Feb 2022, with 3978 observations. The data reached an all-time high of 96.825 EUR/RUB in 25 Feb 2022 and a record low of 34.084 EUR/RUB in 28 Oct 2008. Russia EUR/RUB Swap: Overnight: Base Swap Rate data remains active status in CEIC and is reported by Bank of Russia. The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME002: ForEx Swap Transactions: Bank of Russia: Terms.

Graph and download economic data for ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 9 Year Tenor (ICERATES1200EUR9Y) from 2014-08-01 to 2021-12-27 about 9-year, swaps, London, Euro Area, Europe, interest rate, interest, and rate.

Global interest rate (net - net), for interest rate swaps, total (all currencies), euro, total (all maturities), other financial institutions, All countries (total), All countries (total), total (all ratings), total (all sectors), total (all methods), outstanding - notional amounts

Global interest rate (net - net), for interest rate swaps, total (all currencies), euro, total (all maturities), reporting dealers, All countries (total), All countries (total), total (all ratings), total (all sectors), total (all methods), outstanding - notional amounts

Interbank Rate In the Euro Area increased to 2.04 percent on Wednesday August 13 from 2.03 in the previous day. This dataset provides - Euro Area Three Month nterbank Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

Japan Tokyo Interbank Offered Rate: Euro-yen: 1 Year data was reported at 0.169 % pa in Nov 2018. This records an increase from the previous number of 0.131 % pa for Oct 2018. Japan Tokyo Interbank Offered Rate: Euro-yen: 1 Year data is updated monthly, averaging 0.294 % pa from Sep 1998 (Median) to Nov 2018, with 243 observations. The data reached an all-time high of 0.995 % pa in Sep 2007 and a record low of 0.075 % pa in Sep 2017. Japan Tokyo Interbank Offered Rate: Euro-yen: 1 Year data remains active status in CEIC and is reported by JBA TIBOR Administration. The data is categorized under Global Database’s Japan – Table JP.M015: Interbank and Swap Rates.

Japan Tokyo Interbank Offered Rate: Euro-yen: 3 Months data was reported at 0.050 % pa in Oct 2018. This stayed constant from the previous number of 0.050 % pa for Sep 2018. Japan Tokyo Interbank Offered Rate: Euro-yen: 3 Months data is updated monthly, averaging 0.189 % pa from Sep 1998 (Median) to Oct 2018, with 242 observations. The data reached an all-time high of 0.884 % pa in Oct 2008 and a record low of 0.050 % pa in Oct 2018. Japan Tokyo Interbank Offered Rate: Euro-yen: 3 Months data remains active status in CEIC and is reported by JBA TIBOR Administration. The data is categorized under Global Database’s Japan – Table JP.M015: Interbank and Swap Rates.

Euro Area - Euro yield curve: Maturity: 5 years was 2.19% in July of 2025, according to the EUROSTAT. Trading Economics provides the current actual value, an historical data chart and related indicators for Euro Area - Euro yield curve: Maturity: 5 years - last updated from the EUROSTAT on August of 2025. Historically, Euro Area - Euro yield curve: Maturity: 5 years reached a record high of 2.78% in October of 2023 and a record low of -0.74% in August of 2021.

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 ***** billion U.S. dollars in 2010, by 2019 the average daily turnover had fallen to around ***** 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.

Global interest rate (net - net), for interest rate swaps, total (all currencies), euro, total (all maturities), non-financial customers, All countries (total), All countries (total), total (all ratings), total (all sectors), total (all methods), outstanding - gross market values

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.

Japan Tokyo Interbank Offered Rate: Euro-yen: 6 Months data was reported at 0.096 % pa in Nov 2018. This stayed constant from the previous number of 0.096 % pa for Oct 2018. Japan Tokyo Interbank Offered Rate: Euro-yen: 6 Months data is updated monthly, averaging 0.267 % pa from Sep 1998 (Median) to Nov 2018, with 243 observations. The data reached an all-time high of 0.915 % pa in Oct 2008 and a record low of 0.082 % pa in Sep 2017. Japan Tokyo Interbank Offered Rate: Euro-yen: 6 Months data remains active status in CEIC and is reported by JBA TIBOR Administration. The data is categorized under Global Database’s Japan – Table JP.M015: Interbank and Swap Rates.

Japan Tokyo Interbank Offered Rate: Euro-yen: 1 Month data was reported at 0.096 % pa in Nov 2018. This stayed constant from the previous number of 0.096 % pa for Oct 2018. Japan Tokyo Interbank Offered Rate: Euro-yen: 1 Month data is updated monthly, averaging 0.134 % pa from Sep 1998 (Median) to Nov 2018, with 243 observations. The data reached an all-time high of 0.852 % pa in Nov 2008 and a record low of 0.027 % pa in Dec 2016. Japan Tokyo Interbank Offered Rate: Euro-yen: 1 Month data remains active status in CEIC and is reported by JBA TIBOR Administration. The data is categorized under Global Database’s Japan – Table JP.M015: Interbank and Swap Rates.

Russia EUR/RUB Swap: Overnight: RUB Interest Rate data was reported at 10.500 % pa in 25 Feb 2022. This stayed constant from the previous number of 10.500 % pa for 24 Feb 2022. Russia EUR/RUB Swap: Overnight: RUB Interest Rate data is updated daily, averaging 8.500 % pa from Oct 2005 (Median) to 25 Feb 2022, with 3978 observations. The data reached an all-time high of 18.000 % pa in 30 Jan 2015 and a record low of 5.250 % pa in 19 Mar 2021. Russia EUR/RUB Swap: Overnight: RUB Interest Rate data remains active status in CEIC and is reported by Bank of Russia. The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME002: ForEx Swap Transactions: Bank of Russia: Terms.