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 Oct 2026 | 4,029.98 | 180.17 | 265.05 | 248.56 | 390.00 | 710.01 | 302.50 | 0.00 | 0.00 | 24.46 |
| 02 Oct 2026 | 5,186.42 | 0.00 | 27.31 | 122.33 | 2.69 | 441.00 | 393.00 | 95.00 | 0.00 | 100.00 |
| 05 Oct 2026 | 4,801.57 | 202.89 | 0.92 | 305.08 | 1.59 | 603.71 | 125.00 | 230.00 | 124.00 | 0.00 |
| 06 Oct 2026 | 4,465.77 | 335.00 | 4.56 | 575.36 | 775.49 | 65.28 | 230.00 | 280.00 | 0.00 | 110.00 |
| 07 Oct 2026 | 4,014.48 | 400.68 | 788.61 | 400.66 | 2.33 | 67.94 | 155.30 | 103.43 | 25.00 | 50.00 |
| 08 Oct 2026 | 3,623.42 | 300.04 | 107.30 | 456.23 | 206.87 | 342.84 | 249.67 | 105.00 | 20.00 | 170.00 |
| 09 Oct 2026 | 1,516.67 | 100.25 | 50.19 | 153.05 | 270.38 | 100.52 | 408.20 | 547.54 | 10.20 | 0.00 |
| 12 Oct 2026 | 1,662.69 | 1.27 | 107.33 | 204.20 | 1.39 | 594.94 | 312.00 | 199.99 | 50.30 | 0.00 |
| 13 Oct 2026 | 4,266.20 | 31.56 | 426.99 | 5.49 | 23.63 | 108.23 | 100.00 | 357.30 | 65.00 | 0.00 |
| 14 Oct 2026 | 5,065.71 | 0.00 | 1.73 | 558.99 | 50.71 | 376.62 | 50.00 | 263.70 | 45.00 | 50.00 |
| 15 Oct 2026 | 4,767.32 | 184.44 | 18.84 | 454.65 | 100.40 | 1,099.30 | 465.00 | 180.00 | 25.00 | 294.71 |
| 16 Oct 2026 | 2,207.59 | 148.21 | 201.46 | 605.87 | 300.85 | 578.93 | 187.00 | 157.69 | 0.00 | 50.00 |
