Interbank Swap
| To: |
| Volume (USD mil) | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Overnight | 1 wk | 2 wk | 1 mth | 2 mth | 3 mth | 6 mth | 9 mth | 12 mth | >1 year |
| 03 Aug 2026 | 4,524.82 | 100.05 | 415.27 | 295.52 | 280.14 | 1,075.94 | 20.20 | 431.49 | 0.00 | 7.33 |
| 04 Aug 2026 | 5,265.72 | 250.00 | 425.44 | 102.15 | 2.43 | 658.95 | 510.00 | 360.00 | 15.00 | 200.00 |
| 05 Aug 2026 | 4,074.29 | 200.14 | 1.55 | 494.11 | 167.49 | 409.19 | 550.74 | 275.00 | 0.00 | 98.68 |
| 06 Aug 2026 | 5,557.67 | 905.74 | 151.06 | 847.83 | 8.72 | 294.70 | 306.10 | 147.84 | 0.00 | 0.00 |
| 07 Aug 2026 | 5,264.35 | 322.37 | 203.46 | 281.38 | 2.67 | 220.58 | 189.83 | 35.00 | 0.00 | 120.00 |
| 10 Aug 2026 | 4,589.54 | 300.00 | 0.69 | 2.40 | 150.29 | 728.24 | 171.00 | 225.74 | 25.00 | 45.00 |
| 11 Aug 2026 | 3,254.11 | 0.00 | 55.56 | 100.00 | 0.00 | 309.75 | 75.00 | 375.00 | 0.00 | 0.00 |
| 12 Aug 2026 | 4,356.93 | 50.07 | 0.11 | 186.88 | 80.20 | 299.84 | 450.00 | 190.00 | 0.00 | 220.00 |
| 13 Aug 2026 | 3,213.96 | 201.28 | 286.46 | 0.86 | 210.28 | 465.70 | 525.00 | 120.00 | 0.00 | 90.00 |
| 14 Aug 2026 | 5,274.77 | 0.05 | 320.75 | 163.79 | 80.12 | 156.79 | 241.75 | 285.00 | 0.00 | 0.00 |
