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 |
| 01 Sep 2026 | 3,972.31 | 100.00 | 265.73 | 0.40 | 7.72 | 558.68 | 45.09 | 60.00 | 0.00 | 40.00 |
| 02 Sep 2026 | 4,336.11 | 0.16 | 280.77 | 87.42 | 230.02 | 426.42 | 376.38 | 214.89 | 0.59 | 60.00 |
| 03 Sep 2026 | 3,149.16 | 81.23 | 380.00 | 20.26 | 1.48 | 783.27 | 310.00 | 140.24 | 0.00 | 83.00 |
| 04 Sep 2026 | 1,419.77 | 70.49 | 0.00 | 251.84 | 30.07 | 289.57 | 0.00 | 62.50 | 0.00 | 100.00 |
