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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
1 Oct 2018 1,726.83 201.00 50.13 67.05 75.35 18.25 0.00 0.00 0.00 0.00
2 Oct 2018 1,983.17 0.00 50.22 135.40 150.05 216.89 0.45 0.00 65.00 20.00
3 Oct 2018 1,549.65 246.83 59.55 0.00 65.00 136.92 190.00 0.00 20.00 126.05
4 Oct 2018 1,845.70 224.25 30.00 10.00 273.35 405.00 0.00 0.00 190.00 125.51
5 Oct 2018 1,705.05 130.80 0.23 32.30 0.02 111.94 120.00 20.00 0.00 0.60
8 Oct 2018 996.88 30.00 25.69 40.20 100.00 50.50 170.60 0.00 0.00 5.67
9 Oct 2018 2,327.58 705.08 5.06 15.78 100.06 307.02 140.50 0.00 0.00 0.00
10 Oct 2018 964.17 285.35 320.04 25.63 48.01 360.06 40.00 0.00 6.00 3.51
11 Oct 2018 1,922.31 1.65 35.07 0.05 0.22 51.92 0.00 0.00 4.23 3.00
12 Oct 2018 2,016.78 210.00 0.00 81.11 48.70 283.13 10.60 1.77 6.29 5.00
15 Oct 2018 2,438.26 29.89 80.68 111.37 87.27 275.78 110.00 51.59 0.00 2.70
16 Oct 2018 1,406.62 230.18 100.11 90.75 13.15 131.50 10.00 0.00 0.00 2.13
17 Oct 2018 1,969.60 120.00 90.07 0.03 0.00 25.05 20.00 0.00 0.00 0.00