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Interbank Swap

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Date Volume (USD mil)
Overnight 1 wk 2 wk 1 mth 2 mth 3 mth 6 mth 9 mth 12 mth >1 year
2 Jul 2018 1,825.66 0.00 0.00 121.96 120.00 0.00 0.00 0.00 25.00 0.00
3 Jul 2018 888.02 725.04 258.00 131.08 50.87 890.08 70.00 60.00 25.00 0.00
4 Jul 2018 714.26 0.00 0.01 120.42 0.00 23.50 0.00 0.00 25.00 0.00
5 Jul 2018 1,578.51 103.25 300.09 36.19 62.17 100.00 2.52 0.00 15.00 0.50
6 Jul 2018 1,480.83 18.56 161.52 130.05 0.00 114.52 0.00 0.00 95.00 4.36
9 Jul 2018 1,442.48 1.44 0.05 110.08 0.10 101.02 35.34 0.00 25.00 0.00
10 Jul 2018 1,779.51 16.96 86.83 230.09 20.09 327.57 101.63 0.00 10.00 0.00
11 Jul 2018 1,346.52 0.00 302.21 90.16 56.00 70.14 200.00 5.01 35.00 0.00
12 Jul 2018 1,111.54 52.00 2.18 64.71 39.80 4.08 73.00 0.00 85.00 6.00
13 Jul 2018 1,202.74 176.00 65.10 58.24 10.02 0.00 0.00 0.00 28.96 0.00
16 Jul 2018 667.18 95.00 0.00 0.32 10.00 0.71 13.96 0.00 0.00 560.73
17 Jul 2018 970.07 248.00 22.13 430.06 0.00 250.90 65.00 56.54 50.00 30.00
18 Jul 2018 1,379.24 160.54 0.25 156.50 14.00 52.01 0.03 2.00 1.00 4.50
19 Jul 2018 663.79 0.51 30.57 3.63 11.40 280.10 0.00 4.00 30.00 15.00