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 |
| 07 Sep 2026 | 2,308.77 | 90.00 | 85.58 | 120.04 | 109.39 | 956.04 | 180.00 | 3.00 | 6.00 | 1.00 |
| 08 Sep 2026 | 3,584.07 | 0.38 | 30.97 | 6.36 | 100.00 | 1,362.00 | 540.07 | 40.00 | 0.00 | 7.40 |
| 09 Sep 2026 | 4,045.62 | 0.20 | 83.11 | 392.21 | 146.95 | 389.97 | 382.06 | 50.00 | 0.00 | 0.00 |
| 10 Sep 2026 | 4,620.21 | 0.00 | 2.46 | 307.66 | 80.51 | 670.30 | 20.00 | 185.00 | 0.00 | 250.00 |
| 11 Sep 2026 | 4,543.57 | 166.52 | 7.58 | 242.27 | 233.13 | 262.61 | 110.14 | 114.00 | 0.00 | 0.00 |
| 14 Sep 2026 | 4,523.05 | 111.00 | 9.60 | 406.39 | 7.04 | 292.33 | 171.49 | 53.70 | 0.00 | 50.00 |
| 15 Sep 2026 | 4,141.07 | 146.85 | 1.20 | 307.24 | 2.25 | 1,071.02 | 410.00 | 70.00 | 0.00 | 0.00 |
| 17 Sep 2026 | 4,989.06 | 400.05 | 0.93 | 703.27 | 50.42 | 278.07 | 510.30 | 0.10 | 0.00 | 70.00 |
| 18 Sep 2026 | 5,179.45 | 16.00 | 400.18 | 250.25 | 71.25 | 1,592.18 | 250.65 | 0.00 | 0.00 | 200.00 |
| 21 Sep 2026 | 5,985.30 | 370.75 | 222.04 | 158.66 | 140.00 | 570.12 | 190.00 | 7.33 | 0.00 | 140.00 |
| 22 Sep 2026 | 3,531.24 | 484.00 | 0.00 | 635.00 | 347.35 | 891.19 | 400.31 | 335.00 | 0.00 | 70.00 |
| 23 Sep 2026 | 3,216.81 | 213.03 | 221.43 | 521.11 | 19.45 | 711.25 | 295.15 | 150.00 | 0.00 | 115.00 |
| 24 Sep 2026 | 3,083.32 | 0.05 | 270.03 | 875.78 | 90.00 | 1,102.73 | 1,265.15 | 158.10 | 0.00 | 103.00 |
| 25 Sep 2026 | 3,551.48 | 40.00 | 315.51 | 202.13 | 132.79 | 1,042.18 | 67.18 | 50.14 | 0.00 | 140.00 |
