- Data through
- 2026-09-30
- Currencies with a full grid
- 27
- Build date
- 2026-10-20
Traded par rates across currencies, from outright trades in the DTCC tape. Each currency page carries the full grid with candles, curve spreads and the tenor distribution; this page is the cross-currency summary for the latest day.
Par-rate grid by currency, latest day
| Currency | 1Y | 2Y | 3Y | 5Y | 7Y | 10Y | 20Y | 30Y | Latest day |
|---|---|---|---|---|---|---|---|---|---|
| USD | 4.56 | 4.61 | 4.79 | 4.62 | 4.58 | 4.49 | 4.87 | 4.66 | 2026-09-30 |
| EUR | 3.26 | 3.43 | 3.13 | 3.50 | 3.41 | 3.45 | 3.42 | 3.43 | 2026-09-30 |
| GBP | 4.65 | 4.78 | 4.76 | 4.85 | 4.44 | 4.94 | not yet reported | 5.13 | 2026-09-30 |
| JPY | 1.77 | 1.95 | 1.90 | 2.51 | 2.65 | 3.30 | 3.49 | 3.65 | 2026-09-30 |
| AUD | 4.97 | 5.19 | 4.95 | 5.06 | 5.31 | 5.19 | not yet reported | not yet reported | 2026-09-30 |
| CAD | 3.23 | 3.51 | 3.45 | 3.52 | 3.63 | 3.59 | 4.05 | 4.01 | 2026-09-29 |
| CHF | 0.51 | 0.49 | not yet reported | 0.61 | not yet reported | 0.92 | not yet reported | not yet reported | 2026-09-30 |
| SEK | 2.71 | 3.18 | not yet reported | 3.24 | not yet reported | 3.42 | not yet reported | not yet reported | 2026-09-30 |
| NZD | 4.27 | 4.00 | not yet reported | 4.41 | not yet reported | 4.68 | not yet reported | not yet reported | 2026-09-30 |
| BRL | not yet reported | 13.34 | 12.96 | not yet reported | not yet reported | not yet reported | not yet reported | not yet reported | 2026-09-30 |
| CLP | 5.01 | 5.19 | 5.35 | 5.71 | 5.82 | 6.03 | not yet reported | not yet reported | 2026-09-30 |
| CNY | 1.43 | 1.45 | 1.43 | 1.49 | not yet reported | not yet reported | not yet reported | not yet reported | 2026-09-30 |
| COP | 12.41 | 11.48 | 11.49 | 11.19 | not yet reported | 11.33 | not yet reported | not yet reported | 2026-09-30 |
| CZK | 4.87 | 4.87 | not yet reported | 4.97 | not yet reported | 5.05 | not yet reported | not yet reported | 2026-09-30 |
| HKD | 4.22 | not yet reported | not yet reported | 4.29 | not yet reported | not yet reported | not yet reported | not yet reported | 2026-09-30 |
| HUF | 5.48 | 5.68 | not yet reported | 5.58 | not yet reported | 5.30 | not yet reported | not yet reported | 2026-09-30 |
| ILS | not yet reported | 3.46 | not yet reported | 3.52 | not yet reported | not yet reported | not yet reported | not yet reported | 2026-09-30 |
| INR | 6.31 | 6.40 | not yet reported | 6.78 | not yet reported | not yet reported | not yet reported | not yet reported | 2026-09-30 |
| KRW | 3.86 | 3.97 | 3.97 | 4.21 | 4.18 | 4.23 | not yet reported | not yet reported | 2026-09-30 |
| MXN | 7.07 | 7.73 | 8.24 | 8.27 | not yet reported | 8.64 | not yet reported | not yet reported | 2026-09-30 |
| MYR | not yet reported | not yet reported | not yet reported | 3.72 | not yet reported | not yet reported | not yet reported | not yet reported | 2026-09-30 |
| NOK | 5.13 | 5.15 | not yet reported | 4.68 | not yet reported | 4.51 | not yet reported | not yet reported | 2026-09-30 |
| PLN | 4.93 | 4.86 | not yet reported | 5.00 | 5.25 | 5.41 | not yet reported | not yet reported | 2026-09-30 |
| SGD | 2.12 | 2.15 | not yet reported | 2.44 | not yet reported | 2.69 | not yet reported | not yet reported | 2026-09-30 |
| THB | not yet reported | 1.49 | not yet reported | 1.86 | not yet reported | 2.31 | not yet reported | not yet reported | 2026-09-30 |
| TWD | 1.95 | 2.13 | not yet reported | 2.39 | not yet reported | 2.69 | not yet reported | not yet reported | 2026-09-30 |
| ZAR | 7.74 | 7.73 | 7.89 | 8.19 | 8.17 | 8.50 | not yet reported | not yet reported | 2026-09-30 |
Volume-weighted average traded fixed rates, percent per year. A blank cell means fewer than three outright trades at that tenor on the latest day; the currency page prints the cell's trade count.
Notional amounts are as publicly disseminated by the swap data repository. A trade larger than the regulatory cap for its asset class is disseminated at the cap value and is flagged in the source data. All notional totals are therefore lower bounds on true traded notional. The share of trades and of disseminated notional that is capped is printed beside each exhibit. Cap thresholds were revised effective 7 October 2024; comparisons across that date partly reflect the change in disclosure, not only in activity.