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

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.

United States Interest Rate Swaps: Mth Avg: 10 Year data was reported at 3.174 % pa in Nov 2018. This records a decrease from the previous number of 3.205 % pa for Oct 2018. United States Interest Rate Swaps: Mth Avg: 10 Year data is updated monthly, averaging 3.587 % pa from Jul 2000 (Median) to Nov 2018, with 221 observations. The data reached an all-time high of 7.237 % pa in Jul 2000 and a record low of 1.393 % pa in Jul 2016. United States Interest Rate Swaps: Mth Avg: 10 Year data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M014: Interest Rate: Swaps Rates.

United States Interest Rate Swaps: Mth Avg: 5 Year data was reported at 3.085 % pa in Nov 2018. This records a decrease from the previous number of 3.135 % pa for Oct 2018. United States Interest Rate Swaps: Mth Avg: 5 Year data is updated monthly, averaging 2.826 % pa from Jul 2000 (Median) to Nov 2018, with 221 observations. The data reached an all-time high of 7.167 % pa in Jul 2000 and a record low of 0.785 % pa in Nov 2012. United States Interest Rate Swaps: Mth Avg: 5 Year data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M014: Interest Rate: Swaps Rates.

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.

Interest Rate Swaps: Mth Avg: 3 Year data was reported at 3.075 % pa in Nov 2018. This records a decrease from the previous number of 3.112 % pa for Oct 2018. Interest Rate Swaps: Mth Avg: 3 Year data is updated monthly, averaging 2.227 % pa from Jul 2000 (Median) to Nov 2018, with 221 observations. The data reached an all-time high of 7.136 % pa in Jul 2000 and a record low of 0.460 % pa in Nov 2012. Interest Rate Swaps: Mth Avg: 3 Year data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M014: Interest Rate: Swaps Rates.

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.

Graph and download economic data for 3-Year Swap Rate (DISCONTINUED) (RIFLDIY03NA) from 2000 to 2015 about 3-year, swaps, 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.

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.

United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 5 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 Open Interest: CBOT: Financial Futures: Interest Rate Swap: 5 Years data is updated monthly, averaging 7,431.000 Contract from Jun 2002 (Median) to May 2018, with 192 observations. The data reached an all-time high of 68,018.000 Contract in Nov 2008 and a record low of 0.000 Contract in May 2018. United States Open Interest: CBOT: Financial Futures: Interest Rate Swap: 5 Years data remains active status in CEIC and is reported by CME Group. The data is categorized under Global Database’s USA – Table US.Z022: CBOT: Futures: Open Interest.

Graph and download economic data for 1-Year Swap Rate (DISCONTINUED) (RIFLDIY01NA) from 2000 to 2015 about swaps, 1-year, interest rate, interest, rate, and USA.

The SIFMA Municipal Swap Index, formerly the Bond Market Association Index, is a market index composed of tax-exempt variable rate demand obligations (VRDOs). VRDOs are municipal bonds with floating interest rates. The SIFMA index is issued weekly.

The SIFMA rate for each interest payment period is equal to the weighted average of the SIFMA index value. Both SIFMA and LIBOR are popular floating rate index. The SIFMA rate represents the average interest rate payable on tax-exempt variable rate demand obligations, while the LIBOR rate represents the interest rate payable on non-tax exempt demand obligations. In general, the SIFMA rate trades as a proportion of LIBOR rate.

The coupon rates of many floating rate bonds or floating rate callable bonds refer to SIFMA index. The change of index has quite impact on the bond values. Thus, the SIFMA curve is major used to price various bonds, such as municipal bonds, municipal debts, bond purchase agreements, etc.

Graph and download economic data for 7-Year Swap Rate (DISCONTINUED) (RIFLDIY07NA) from 2000 to 2015 about 7-year, swaps, interest rate, interest, rate, and USA.

Global interest rate (gross - gross), for interest rate swaps, total (all currencies), us dollar, total (all maturities), reporting dealers, All countries (total), All countries (total), total (all ratings), total (all sectors), total (all methods), herfindahl index

United States Interest Rate Swaps: Mth Avg: 7 Year data was reported at 3.114 % pa in Nov 2018. This records a decrease from the previous number of 3.160 % pa for Oct 2018. United States Interest Rate Swaps: Mth Avg: 7 Year data is updated monthly, averaging 3.150 % pa from Jul 2000 (Median) to Nov 2018, with 221 observations. The data reached an all-time high of 7.199 % pa in Jul 2000 and a record low of 1.190 % pa in Nov 2012. United States Interest Rate Swaps: Mth Avg: 7 Year data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M014: Interest Rate: Swaps Rates.

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), us dollar, 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.

United States Interest Rate Swaps: Mth Avg: 4 Year data was reported at 3.129 % pa in Oct 2018. This records an increase from the previous number of 3.011 % pa for Sep 2018. United States Interest Rate Swaps: Mth Avg: 4 Year data is updated monthly, averaging 2.572 % pa from Jul 2000 (Median) to Oct 2018, with 220 observations. The data reached an all-time high of 7.151 % pa in Jul 2000 and a record low of 0.601 % pa in Nov 2012. United States Interest Rate Swaps: Mth Avg: 4 Year data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M014: Interest Rate: Swaps Rates.