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swaps

Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Wednesday Level
Weekly, Not Seasonally Adjusted, SWPT
   
Units Release Dates Observation Period
Millions of Dollars 2010-02-04 to 2010-02-17 2002-12-18 to 2010-02-10
Millions of Dollars 2010-02-18 to 2010-05-12 2002-12-18 to 2010-02-10
Millions of Dollars 2010-05-13 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-10-10 2002-12-18 to 2024-10-09
 
Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Week Average
Weekly, Not Seasonally Adjusted, WCBLSA
   
Units Release Dates Observation Period
Millions of Dollars 2011-07-07 to 2019-08-20 2002-12-18 to 2019-08-14
Millions of U.S. Dollars 2019-08-21 to 2024-10-10 2002-12-18 to 2024-10-09
 
10-Year Swap Rate (DISCONTINUED)
Daily, Not Seasonally Adjusted, DSWP10
   
Units Release Dates Observation Period
Percent 2011-03-16 to 2014-04-01 2000-07-03 to 2014-03-31
Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27
Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28
 
10-Year Swap Rate (DISCONTINUED)
Monthly, Not Seasonally Adjusted, MSWP10
   
Units Release Dates Observation Period
Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016
Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016
 
10-Year Swap Rate (DISCONTINUED)
Weekly, Not Seasonally Adjusted, WSWP10
   
Units Release Dates Observation Period
Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21
Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28
 
10-Year Swap Rate (DISCONTINUED)
Annual, Not Seasonally Adjusted, RIFLDIY10NA
   
Units Release Dates Observation Period
Percent 2022-06-03 to 2022-06-03 2000 to 2015
 
5-Year Swap Rate (DISCONTINUED)
Daily, Not Seasonally Adjusted, DSWP5
   
Units Release Dates Observation Period
Percent 2011-03-16 to 2014-04-01 2000-07-03 to 2014-03-31
Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27
Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28
 
5-Year Swap Rate (DISCONTINUED)
Monthly, Not Seasonally Adjusted, MSWP5
   
Units Release Dates Observation Period
Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016
Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016
 
5-Year Swap Rate (DISCONTINUED)
Weekly, Not Seasonally Adjusted, WSWP5
   
Units Release Dates Observation Period
Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21
Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28
 
5-Year Swap Rate (DISCONTINUED)
Annual, Not Seasonally Adjusted, RIFLDIY05NA
   
Units Release Dates Observation Period
Percent 2022-06-03 to 2022-06-03 2000 to 2015
 
1-Year Swap Rate (DISCONTINUED)
Daily, Not Seasonally Adjusted, DSWP1
   
Units Release Dates Observation Period
Percent 2011-03-16 to 2014-04-01 2000-07-03 to 2014-03-31
Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27
Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28
 
1-Year Swap Rate (DISCONTINUED)
Monthly, Not Seasonally Adjusted, MSWP1
   
Units Release Dates Observation Period
Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016
Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016
 
1-Year Swap Rate (DISCONTINUED)
Weekly, Not Seasonally Adjusted, WSWP1
   
Units Release Dates Observation Period
Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21
Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28
 
1-Year Swap Rate (DISCONTINUED)
Annual, Not Seasonally Adjusted, RIFLDIY01NA
   
Units Release Dates Observation Period
Percent 2022-06-03 to 2022-06-03 2000 to 2015
 
2-Year Swap Rate (DISCONTINUED)
Weekly, Not Seasonally Adjusted, WSWP2
   
Units Release Dates Observation Period
Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21
Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28
 
2-Year Swap Rate (DISCONTINUED)
Daily, Not Seasonally Adjusted, DSWP2
   
Units Release Dates Observation Period
Percent 2011-03-16 to 2014-04-01 2000-07-03 to 2014-03-31
Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27
Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28
 
2-Year Swap Rate (DISCONTINUED)
Monthly, Not Seasonally Adjusted, MSWP2
   
Units Release Dates Observation Period
Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016
Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016
 
2-Year Swap Rate (DISCONTINUED)
Annual, Not Seasonally Adjusted, RIFLDIY02NA
   
Units Release Dates Observation Period
Percent 2022-06-03 to 2022-06-03 2000 to 2015
 
30-Year Swap Rate (DISCONTINUED)
Daily, Not Seasonally Adjusted, DSWP30
   
Units Release Dates Observation Period
Percent 2011-03-16 to 2014-04-01 2000-07-03 to 2014-03-31
Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27
Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28
 
Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Maturing Within 15 Days: Wednesday Level
Weekly, Not Seasonally Adjusted, SWP15
   
Units Release Dates Observation Period
Millions of U.S. Dollars 2019-08-21 to 2024-10-10 2002-12-18 to 2024-10-09
 
30-Year Swap Rate (DISCONTINUED)
Monthly, Not Seasonally Adjusted, MSWP30
   
Units Release Dates Observation Period
Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016
Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016
 
30-Year Swap Rate (DISCONTINUED)
Weekly, Not Seasonally Adjusted, WSWP30
   
Units Release Dates Observation Period
Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21
Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28
 
30-Year Swap Rate (DISCONTINUED)
Annual, Not Seasonally Adjusted, RIFLDIY30NA
   
Units Release Dates Observation Period
Percent 2022-06-03 to 2022-06-03 2000 to 2015
 
Reserve Bank Credit: Central Bank Liquidity Swaps (DISCONTINUED)
Weekly, Not Seasonally Adjusted, WLIQSWP
   
Units Release Dates Observation Period
Billions of Dollars 2009-02-05 to 2015-02-18 2002-12-18 to 2015-02-11
Millions of Dollars 2015-02-19 to 2018-06-13 2002-12-18 to 2018-06-06
Millions of Dollars 2018-06-14 to 2018-06-14 2002-12-18 to 2018-06-13
 

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