This statistic presents the financial instruments deployed by companies in the United States to hedge interest rate risk in the United States in 2015. In that year, ** percent of the U.S. organizations used forwards to hedge interest rate risks.

Belgium Credit Institutions: Cons: Derivatives: CA: DA: Hedging: Interest Rate data was reported at 7,486.000 EUR mn in Dec 2024. This records a decrease from the previous number of 8,009.000 EUR mn for Sep 2024. Belgium Credit Institutions: Cons: Derivatives: CA: DA: Hedging: Interest Rate data is updated quarterly, averaging 6,594.000 EUR mn from Jun 2006 (Median) to Dec 2024, with 75 observations. The data reached an all-time high of 13,958.000 EUR mn in Sep 2023 and a record low of 1,204.000 EUR mn in Sep 2006. Belgium Credit Institutions: Cons: Derivatives: CA: DA: Hedging: Interest Rate data remains active status in CEIC and is reported by National Bank of Belgium. The data is categorized under Global Database’s Belgium – Table BE.KB006: Credit Institutions: Derivatives: by IFRS.

Graph and download economic data for 10-Year Swap Rate (DISCONTINUED) (RIFLDIY10NA) from 2000 to 2015 about swaps, 10-year, interest rate, interest, rate, and USA.

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

United States Turnover: CBOT: Financial Futures: Interest Rate Swap: 10 Years data was reported at 0.000 Contract in May 2018. This stayed constant from the previous number of 0.000 Contract for Apr 2018. United States Turnover: CBOT: Financial Futures: Interest Rate Swap: 10 Years data is updated monthly, averaging 26,040.500 Contract from Oct 2001 (Median) to May 2018, with 200 observations. The data reached an all-time high of 209,087.000 Contract in Jun 2009 and a record low of 0.000 Contract in May 2018. United States Turnover: CBOT: Financial Futures: Interest Rate Swap: 10 Years data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s United States – Table US.Z021: CBOT: Futures: Turnover.

Belgium Credit Institutions: Cons: Derivatives: NA: Hedging: Interest Rate: Fair Value Hedges data was reported at 524,116.000 EUR mn in Dec 2024. This records an increase from the previous number of 503,949.000 EUR mn for Sep 2024. Belgium Credit Institutions: Cons: Derivatives: NA: Hedging: Interest Rate: Fair Value Hedges data is updated quarterly, averaging 212,148.000 EUR mn from Jun 2006 (Median) to Dec 2024, with 75 observations. The data reached an all-time high of 524,116.000 EUR mn in Dec 2024 and a record low of 97,522.000 EUR mn in Jun 2006. Belgium Credit Institutions: Cons: Derivatives: NA: Hedging: Interest Rate: Fair Value Hedges data remains active status in CEIC and is reported by National Bank of Belgium. The data is categorized under Global Database’s Belgium – Table BE.KB006: Credit Institutions: Derivatives: by IFRS.

Download Historical Swap-Interest Rate 5 Yr (Pit) Futures Data. CQG daily, 1 minute, tick, and level 1 data from 1899.

Graph and download economic data for 30-Year Swap Rate (DISCONTINUED) (RIFLDIY30NA) from 2000 to 2015 about swaps, 30-year, interest rate, interest, rate, and USA.

Tick (Bids | Asks | Trades | Settle) sample data for Swap-Interest Rate 5 Yr (Pit) IR timestamped in Chicago time

This dataset offers end-of-day (EoD) pricing for a wide range of financial derivatives, including securities and interest rate futures. It focuses on key benchmarks such as SONIA (Sterling Overnight Index Average), SOFR (Secured Overnight Financing Rate), and €STR (Euro Short-Term Rate), covering major currencies: USD, GBP, and EUR as well as others. The data is crucial for financial institutions, analysts, and traders involved in interest rate hedging and risk management.

Key features of the dataset include:

End-of-Day Prices: Daily closing prices for interest rate futures across multiple currencies. Interest Rate Benchmarks: Data on SONIA, SOFR, and €STR futures, reflecting short-term interest rate movements. Cross-Currency Data: Pricing for USD, GBP, and EUR-denominated futures, allowing cross-market comparisons and analysis. Trading Volume & Open Interest: Insights into market activity and outstanding contract positions. This dataset supports accurate risk assessment, financial modeling, and investment strategy development in the global derivatives market.

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The average daily turnover of over-the-counter (OTC) derivatives traded on in Germany fluctuated between 2001 and 2022, ranging from a peak of over *** billion U.S. dollars in 2022 down from a low of **** billion in 2016. The most common instrument traded also varied, with interest rate swaps growing dramatically in 2022.

Tick (trades only) sample data for Swap-Interest Rate 5 Yr (Pit) IR timestamped in Chicago time

Intraday 1 minute sample data for Swap-Interest Rate 5 Yr (Pit) IR timestamped in Chicago time

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.

This document provides information on Interest Rate Swap Valuation Summary as of June 30th, 2011.

Download Historical Swap Interest Rate 10 Yr (Pit) Futures Data. CQG daily, 1 minute, tick, and level 1 data from 1899.

Belgium Credit Institutions: Cons: Derivatives: CA: DL: Hedging: Interest Rate: Fair Value Hedges data was reported at 10,358.000 EUR mn in Dec 2024. This records a decrease from the previous number of 10,594.000 EUR mn for Sep 2024. Belgium Credit Institutions: Cons: Derivatives: CA: DL: Hedging: Interest Rate: Fair Value Hedges data is updated quarterly, averaging 10,162.000 EUR mn from Jun 2006 (Median) to Dec 2024, with 75 observations. The data reached an all-time high of 16,095.000 EUR mn in Mar 2015 and a record low of 366.000 EUR mn in Jun 2007. Belgium Credit Institutions: Cons: Derivatives: CA: DL: Hedging: Interest Rate: Fair Value Hedges data remains active status in CEIC and is reported by National Bank of Belgium. The data is categorized under Global Database’s Belgium – Table BE.KB006: Credit Institutions: Derivatives: by IFRS.

Belgium Credit Institutions: Cons: Derivatives: CA: DA: Hedging: Interest Rate: Fair Value Hedges data was reported at 7,482.000 EUR mn in Dec 2024. This records a decrease from the previous number of 7,997.000 EUR mn for Sep 2024. Belgium Credit Institutions: Cons: Derivatives: CA: DA: Hedging: Interest Rate: Fair Value Hedges data is updated quarterly, averaging 3,619.000 EUR mn from Jun 2006 (Median) to Dec 2024, with 75 observations. The data reached an all-time high of 13,902.000 EUR mn in Sep 2023 and a record low of 440.000 EUR mn in Sep 2006. Belgium Credit Institutions: Cons: Derivatives: CA: DA: Hedging: Interest Rate: Fair Value Hedges data remains active status in CEIC and is reported by National Bank of Belgium. The data is categorized under Global Database’s Belgium – Table BE.KB006: Credit Institutions: Derivatives: by IFRS.

Belgium Credit Institutions: Cons: Derivatives: NA: Hedging: Interest Rate: Cash Flow Hedges data was reported at 17,005.000 EUR mn in Dec 2024. This records a decrease from the previous number of 18,357.000 EUR mn for Sep 2024. Belgium Credit Institutions: Cons: Derivatives: NA: Hedging: Interest Rate: Cash Flow Hedges data is updated quarterly, averaging 93,535.000 EUR mn from Jun 2006 (Median) to Dec 2024, with 75 observations. The data reached an all-time high of 240,955.000 EUR mn in Mar 2007 and a record low of 2,265.000 EUR mn in Jun 2015. Belgium Credit Institutions: Cons: Derivatives: NA: Hedging: Interest Rate: Cash Flow Hedges data remains active status in CEIC and is reported by National Bank of Belgium. The data is categorized under Global Database’s Belgium – Table BE.KB006: Credit Institutions: Derivatives: by IFRS.

Graph and download economic data for 5-Year Swap Rate (DISCONTINUED) (RIFLDIY05NA) from 2000 to 2015 about swaps, interest rate, interest, 5-year, rate, and USA.