Russia USD/RUB Swap: Overnight: Base Swap Rate data was reported at 87.115 USD/RUB in 25 Feb 2022. This records an increase from the previous number of 80.647 USD/RUB for 24 Feb 2022. Russia USD/RUB Swap: Overnight: Base Swap Rate data is updated daily, averaging 35.939 USD/RUB from Sep 2002 (Median) to 25 Feb 2022, with 4597 observations. The data reached an all-time high of 87.115 USD/RUB in 25 Feb 2022 and a record low of 23.125 USD/RUB in 16 Jul 2008. Russia USD/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.

Russia USD/RUB Swap Rate: NFEA: Yield: 1W data was reported at 15.980 % pa in 30 Mar 2022. This stayed constant from the previous number of 15.980 % pa for 29 Mar 2022. Russia USD/RUB Swap Rate: NFEA: Yield: 1W data is updated daily, averaging 6.458 % pa from Dec 2009 (Median) to 30 Mar 2022, with 3003 observations. The data reached an all-time high of 29.240 % pa in 18 Dec 2014 and a record low of 1.904 % pa in 24 Dec 2010. Russia USD/RUB Swap Rate: NFEA: Yield: 1W data remains active status in CEIC and is reported by Self-regulatory organisation «National Finance Association». The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME004: ForEx Swap Rate: National Foreign Exchange Association (NFEA).

Russia USD/RUB Swap Rate: NFEA: Yield: 2M data was reported at 18.500 % pa in 30 Mar 2022. This stayed constant from the previous number of 18.500 % pa for 29 Mar 2022. Russia USD/RUB Swap Rate: NFEA: Yield: 2M data is updated daily, averaging 6.519 % pa from Dec 2009 (Median) to 30 Mar 2022, with 3004 observations. The data reached an all-time high of 32.070 % pa in 18 Dec 2014 and a record low of 2.415 % pa in 16 Jun 2010. Russia USD/RUB Swap Rate: NFEA: Yield: 2M data remains active status in CEIC and is reported by Self-regulatory organisation «National Finance Association». The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME004: ForEx Swap Rate: National Foreign Exchange Association (NFEA).

This is a dataset of General Obligation, Dormitory Authority of the State of New York, and the New York City Municipal Water Finance Authority Interest Rate Exchange Agreements. This data set provides information on interest rate exchange agreements. Note: Mark-to-Market Values are calculated by a third-party swap adviser.

Russia USD/RUB Swap Rate: NFEA: Yield: 18M data was reported at 26.930 % pa in 30 Mar 2022. This stayed constant from the previous number of 26.930 % pa for 29 Mar 2022. Russia USD/RUB Swap Rate: NFEA: Yield: 18M data is updated daily, averaging 6.730 % pa from Dec 2009 (Median) to 30 Mar 2022, with 3003 observations. The data reached an all-time high of 26.930 % pa in 30 Mar 2022 and a record low of 3.920 % pa in 10 Nov 2020. Russia USD/RUB Swap Rate: NFEA: Yield: 18M data remains active status in CEIC and is reported by Self-regulatory organisation «National Finance Association». The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME004: ForEx Swap Rate: National Foreign Exchange Association (NFEA).

Brazil Swap Rate: Interbank Deposit & Fixed Rate: 30 days data was reported at 6.401 % pa in Jun 2019. This records a decrease from the previous number of 6.402 % pa for May 2019. Brazil Swap Rate: Interbank Deposit & Fixed Rate: 30 days data is updated monthly, averaging 12.110 % pa from Mar 2001 (Median) to Jun 2019, with 220 observations. The data reached an all-time high of 26.770 % pa in Feb 2003 and a record low of 6.305 % pa in Apr 2018. Brazil Swap Rate: Interbank Deposit & Fixed Rate: 30 days data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Brazil Premium Database’s Interest and Foreign Exchange Rates – Table BR.ME001: Interest Rate Swap.

These data are derived from returns submitted to the Australian Prudential Regulation Authority (APRA) by banks authorised under the Banking Act 1959. APRA assumed responsibility for the supervision and regulation of banks on 1 July 1998. Data prior to that date were submitted to the RBA.

Prior to March 2002, banks reported quarterly to APRA on the Off-balance Sheet Business Return. From that date until the end of 2007, banks reported quarterly on ARF 112.2: Capital Adequacy – Off-balance Sheet Business. Following the introduction of a new capital framework (Basel II) on 1 January 2008, the data between March 2008 and March 2011 were reported on either ARF 112.2: Capital Adequacy – Off-balance Sheet Business, ARF 112.2A: Standardised Credit Risk – Off-balance Sheet Exposures, or ARF 118.0: Off-balance Sheet Business, depending on whether the bank had been approved by APRA to use a Basel II advanced approach to credit risk. Following the revocation of Australian Prudential Standard APS150 on 30 June 2011, banks using the advanced approach to credit risk have been required to report data with reference to the Basel II framework. From June 2011, data are reported on ARF 112.2A: Standardised Credit Risk – Off-balance Sheet Exposures, ARF 118.0: Off-balance Sheet Business, or ARF 118.1: Other Off-balance Sheet Exposures, depending on whether the bank has been approved by APRA to use a Basel II advanced approach to credit risk.

‘Consolidated group’, for a locally incorporated bank, refers to the global operations of the bank and its subsidiaries, excluding those involved in insurance, funds management/trustee and non-financial business. For a foreign bank authorised to operate in Australia as a branch, the data relate to the operations of the branch only. Figures are as at the last business day of the quarter and refer to the principal amount (face value) of the transaction.

From March 2002, banks are required to report separately activity in the banking and trading books for interest rate contracts, foreign exchange contracts, and other derivative contracts. Banking and trading book figures are added to produce the data reported in the table. Before March 2002, exposures were netted across the banking and trading books (except credit derivatives). This has necessitated a break in the series.

‘Direct credit substitutes’ covers any irrevocable obligations that carry the same credit risk as a direct extension of credit. This includes the issue of guarantees, confirmation of letters of credit, standby letters of credit serving as financial guarantees for loans, securities and any other financial liabilities, and certain bills endorsed under bill endorsement lines. ‘Direct credit substitutes’ does not include credit derivatives, which are shown separately.

‘Trade- and performance-related items’ covers contingent liabilities arising from trade-related obligations secured against an underlying shipment of goods and any irrevocable obligations to make a payment to a third party if a counterparty fails to perform a contractual non-monetary obligation. This includes documentary letters of credit issued, acceptances on trade bills, shipping guarantees issued, issue of performance bonds, bid bonds, warranties, indemnities, standby letters of credit in relation to a non-monetary obligation of a counterparty under a particular transaction, and any other trade- and performance-related items.

‘Commitments and other non-market-related items’ includes lending of securities or posting of securities as collateral, assets sold with recourse, forward asset purchases, partly paid shares and securities, placements of forward deposits, underwriting facilities, standby lines of credit, redraw facilities, undrawn credit card facilities, and all other non-market-related off-balance sheet items.

‘Interest rate contracts – OTC forwards’ covers single currency over-the-counter interest rate forwards including forward rate agreements.

‘Interest rate contracts – OTC swaps’ covers single currency over-the-counter interest rate swaps.

‘Interest rate contracts – Other’ covers other single currency over-the-counter and exchange-traded interest rate contracts including interest rate options written and purchased.

‘Foreign exchange contracts – OTC forwards’ covers over-the-counter foreign exchange forwards including foreign exchange forward contracts involving gold.

‘Foreign exchange contracts – OTC swaps’ covers over-the-counter foreign exchange swaps including cross currency interest rate swaps and foreign exchange swap contracts involving gold.

‘Foreign exchange contracts – Other’ covers other over-the-counter and exchange-traded foreign exchange contracts including other foreign exchange contracts involving gold.

‘Credit derivatives’ covers all credit derivatives contracts, both where protection is purchased and protection is sold. Banks were required to report credit derivatives exposure to APRA from June 2000 following a change to the Off-balance Sheet Business Return. This has necessitated a break in the series.

‘Other off-balance sheet business’ covers equity contracts including written and purchased options positions, derivatives based on gold and precious metals, base metals, energy and other commodities, and all other derivative activity.

Figures for ‘RBA foreign exchange transactions’, ‘Change in reserve assets due to valuation’ and ‘Total change in reserve assets’ refer to period totals. All other figures are end period values.

‘RBA foreign exchange transactions’, sales (-) and purchases (+), are reported according to the date on which settlement takes place (‘value date’).

‘Market’ transactions are foreign exchange transactions against the Australian dollar (excluding foreign exchange swaps) undertaken by the RBA with authorised foreign exchange dealers in Australia or banks overseas.

‘Australian Government’ transactions are the RBA’s foreign exchange transactions with the Australian Government.

‘Other outright’ transactions include the RBA’s outright transactions with other central banks, international financial institutions which are not intended to affect the exchange rate, clients other than the Australian Government, and interest received on holdings of foreign assets.

‘Swap deliveries’ are RBA foreign exchange swap transactions that settled during the period, excluding swaps conducted with the Federal Reserve as part of the USD Swap Facility. For the period January 1995 until February 1996 ‘Other outright’ includes ‘Swap deliveries’.

‘Official reserve assets’ comprise holdings of ‘Foreign exchange’, ‘Gold’ and ‘Other’ reserve assets, which comprise Special Drawing Rights, Reserve position in the IMF and the net value of swap transactions conducted with the Federal Reserve as part of the USD Swap Facility.

‘Outstanding forward foreign exchange commitments’ mainly reflect market values of the second leg of RBA swap transactions outstanding and, from time to time, outstanding RBA outright forward transactions. Prior to July 2002 contract values are reported.

The sum of ‘Gold’ and ‘Foreign exchange’ may differ from figures reported in the weekly Statement of Liabilities and Assets and the RBA’s Annual Report. From 1 July 1996, foreign currency securities sold under repurchase agreements are retained for accounting purposes as foreign currency investments in the RBA’s balance sheet, in accordance with standard accounting treatment. For the purpose of reporting foreign exchange reserves in this table, however, securities sold under repurchase agreements are excluded. In addition, from 20 December 2006, foreign exchange sales (-) and purchases (+) are reported for accounting purposes according to the date on which they are contracted (‘trade date’). For the purpose of reporting foreign exchange reserves in this table, however, foreign exchange transactions are reported according to the date on which settlement takes place (‘value date’).

Analysis of ‘NYC Quarterly Bond Update: General Obligation, DASNY, and the NYCMW Rate Exchange Agreements’ provided by Analyst-2 (analyst-2.ai), based on source dataset retrieved from https://catalog.data.gov/dataset/e2ddd773-6ac7-42d9-bfd0-2c06bc1b57d0 on 27 January 2022.

--- Dataset description provided by original source is as follows ---

This is a dataset of General Obligation, Dormitory Authority of the State of New York, and the New York City Municipal Water Finance Authority Interest Rate Exchange Agreements.

This data set provides information on outstanding New York city bonds, interest rate exchange agreements, and projected debt service on those bonds.

Note: In the Table "General Obligation, Dormitory Authority of the State of New York, and the New York City Municipal Water Finance Authority Interest Rate Exchange Agreements",*Mark-to-Market Values are calculated by a third party swap adviser, Mohanty Gargiulo LLC.

--- Original source retains full ownership of the source dataset ---

Russia USD/RUB Swap Rate: NFEA: Yield: 3Y data was reported at 29.620 % pa in 30 Mar 2022. This stayed constant from the previous number of 29.620 % pa for 29 Mar 2022. Russia USD/RUB Swap Rate: NFEA: Yield: 3Y data is updated daily, averaging 6.967 % pa from Dec 2009 (Median) to 30 Mar 2022, with 3003 observations. The data reached an all-time high of 29.620 % pa in 30 Mar 2022 and a record low of 4.170 % pa in 15 Jul 2020. Russia USD/RUB Swap Rate: NFEA: Yield: 3Y data remains active status in CEIC and is reported by Self-regulatory organisation «National Finance Association». The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME004: ForEx Swap Rate: National Foreign Exchange Association (NFEA).

Brazil Swap Rate: Interbank Deposit & Fixed Rate: Monthly Average: 120 days data was reported at 6.270 % pa in Jun 2019. This records a decrease from the previous number of 6.410 % pa for May 2019. Brazil Swap Rate: Interbank Deposit & Fixed Rate: Monthly Average: 120 days data is updated monthly, averaging 12.198 % pa from Mar 2001 (Median) to Jun 2019, with 220 observations. The data reached an all-time high of 27.700 % pa in Feb 2003 and a record low of 6.232 % pa in Apr 2018. Brazil Swap Rate: Interbank Deposit & Fixed Rate: Monthly Average: 120 days data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Brazil Premium Database’s Interest and Foreign Exchange Rates – Table BR.ME002: Interest Rate Swap: Monthly Average.

Russia USD/RUB Swap Rate: NFEA: Yield: 5Y data was reported at 33.350 % pa in 30 Mar 2022. This stayed constant from the previous number of 33.350 % pa for 29 Mar 2022. Russia USD/RUB Swap Rate: NFEA: Yield: 5Y data is updated daily, averaging 7.491 % pa from Dec 2009 (Median) to 30 Mar 2022, with 3003 observations. The data reached an all-time high of 33.350 % pa in 30 Mar 2022 and a record low of 4.360 % pa in 24 Jul 2020. Russia USD/RUB Swap Rate: NFEA: Yield: 5Y data remains active status in CEIC and is reported by Self-regulatory organisation «National Finance Association». The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME004: ForEx Swap Rate: National Foreign Exchange Association (NFEA).

Russia USD/RUB Swap Rate: NFEA: Yield: 9M data was reported at 17.900 % pa in 30 Mar 2022. This stayed constant from the previous number of 17.900 % pa for 29 Mar 2022. Russia USD/RUB Swap Rate: NFEA: Yield: 9M data is updated daily, averaging 6.653 % pa from Dec 2009 (Median) to 30 Mar 2022, with 3003 observations. The data reached an all-time high of 24.120 % pa in 01 Mar 2022 and a record low of 3.552 % pa in 18 Apr 2011. Russia USD/RUB Swap Rate: NFEA: Yield: 9M data remains active status in CEIC and is reported by Self-regulatory organisation «National Finance Association». The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME004: ForEx Swap Rate: National Foreign Exchange Association (NFEA).

Russia USD/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 USD/RUB Swap: Overnight: RUB Interest Rate data is updated daily, averaging 8.500 % pa from Sep 2002 (Median) to 25 Feb 2022, with 4597 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 USD/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.

Russia USD/RUB Swap Rate: NFEA: Yield: 4Y data was reported at 31.130 % pa in 30 Mar 2022. This stayed constant from the previous number of 31.130 % pa for 29 Mar 2022. Russia USD/RUB Swap Rate: NFEA: Yield: 4Y data is updated daily, averaging 7.257 % pa from Dec 2009 (Median) to 30 Mar 2022, with 3003 observations. The data reached an all-time high of 31.130 % pa in 30 Mar 2022 and a record low of 4.260 % pa in 24 Jul 2020. Russia USD/RUB Swap Rate: NFEA: Yield: 4Y data remains active status in CEIC and is reported by Self-regulatory organisation «National Finance Association». The data is categorized under High Frequency Database’s Swap Rates – Table RU.ME004: ForEx Swap Rate: National Foreign Exchange Association (NFEA).

Brazil Swap Rate: Interbank Deposit & Fixed Rate: 150 days data was reported at 6.094 % pa in Jun 2019. This records a decrease from the previous number of 6.351 % pa for May 2019. Brazil Swap Rate: Interbank Deposit & Fixed Rate: 150 days data is updated monthly, averaging 10.213 % pa from Dec 2008 (Median) to Jun 2019, with 127 observations. The data reached an all-time high of 15.120 % pa in Dec 2015 and a record low of 6.094 % pa in Jun 2019. Brazil Swap Rate: Interbank Deposit & Fixed Rate: 150 days data remains active status in CEIC and is reported by Central Bank of Brazil. The data is categorized under Brazil Premium Database’s Interest and Foreign Exchange Rates – Table BR.ME001: Interest Rate Swap.

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.

Russia ForEx Swap: Transactions Volume data was reported at 24,113.500 RUB mn in 24 Feb 2022. This records a decrease from the previous number of 41,208.100 RUB mn for 11 Feb 2022. Russia ForEx Swap: Transactions Volume data is updated daily, averaging 42,074.600 RUB mn from Aug 2007 (Median) to 24 Feb 2022, with 676 observations. The data reached an all-time high of 549,736.900 RUB mn in 20 Jan 2009 and a record low of 6.100 RUB mn in 23 Dec 2016. Russia ForEx Swap: Transactions Volume 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.ME003: ForEx Swap Transactions: Bank of Russia: Volume.

Russia USD/RUB Swap: Overnight: USD Interest Rate data was reported at 0.050 % pa in 25 Feb 2022. This stayed constant from the previous number of 0.050 % pa for 24 Feb 2022. Russia USD/RUB Swap: Overnight: USD Interest Rate data is updated daily, averaging 0.250 % pa from Jun 2004 (Median) to 25 Feb 2022, with 4204 observations. The data reached an all-time high of 5.250 % pa in 18 Sep 2007 and a record low of 0.000 % pa in 22 Dec 2016. Russia USD/RUB Swap: Overnight: USD 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.

CN: Foreign Exchange Transaction: RMB/FX: Derivatives: Foreign Exchange and Currency Swaps: Client Market data was reported at 92.144 USD bn in Mar 2025. This records an increase from the previous number of 64.875 USD bn for Feb 2025. CN: Foreign Exchange Transaction: RMB/FX: Derivatives: Foreign Exchange and Currency Swaps: Client Market data is updated monthly, averaging 13.157 USD bn from Jan 2015 (Median) to Mar 2025, with 123 observations. The data reached an all-time high of 92.144 USD bn in Mar 2025 and a record low of 3.716 USD bn in Feb 2018. CN: Foreign Exchange Transaction: RMB/FX: Derivatives: Foreign Exchange and Currency Swaps: Client Market data remains active status in CEIC and is reported by State Administration of Foreign Exchange. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MD: State Administration of Foreign Exchange (SAFE): Foreign Exchange Trading.