Print       Share


Interbank Swap

    To:                         

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 2020 2,142.41 57.30 104.05 230.11 186.76 197.26 155.00 55.00 84.00 0.00
2 Oct 2020 2,163.54 325.12 20.20 100.23 0.06 135.50 82.59 0.00 150.00 10.00
5 Oct 2020 1,801.67 50.01 133.29 10.00 50.00 0.88 50.00 0.00 0.00 0.00
6 Oct 2020 2,094.96 200.10 102.16 0.25 391.89 371.74 0.14 0.00 40.00 294.62
7 Oct 2020 1,899.87 100.33 2.27 402.38 421.16 444.30 29.29 0.43 0.00 10.00
8 Oct 2020 2,120.45 205.51 165.00 180.00 330.22 264.77 170.00 0.00 0.00 0.00
9 Oct 2020 1,157.67 55.59 58.00 0.54 0.39 166.49 245.00 70.00 90.00 20.00
12 Oct 2020 1,358.81 0.50 3.05 0.49 11.59 0.69 120.00 0.00 0.00 1.10
13 Oct 2020 2,489.81 25.35 4.37 358.22 145.54 101.01 188.97 0.00 0.00 30.00
14 Oct 2020 2,513.37 80.35 51.16 52.12 130.19 547.76 200.11 140.00 0.00 110.00
15 Oct 2020 2,500.25 320.45 3.46 14.40 60.95 158.03 35.00 0.00 0.00 80.00
16 Oct 2020 1,654.35 250.00 193.58 6.24 193.71 752.26 80.07 20.22 30.18 0.00
19 Oct 2020 2,030.69 1.66 3.42 56.99 190.20 32.21 131.66 2.00 0.00 0.00
20 Oct 2020 1,713.04 134.70 161.04 70.29 65.25 79.80 113.00 0.00 50.00 0.00
21 Oct 2020 1,870.04 161.09 220.00 80.73 51.08 40.58 77.00 0.00 0.00 0.00
22 Oct 2020 1,632.04 390.41 4.53 60.00 37.75 187.99 160.40 0.00 0.00 0.00