Kilambi News
Tuesday, October 20, 2026

Swaps weekly review

The dated weekly review of swaps flow, traded rates and index spreads.

Data as of swap tape through 2026-09-30

One issue per week, on final chain state. Figures in an issue are revised when a later build corrects the underlying chains, under the revision policy stated on the method page.

Swaps week of 2026-09-28

Swaps week of 2026-09-21

Swaps week of 2026-09-14

Swaps week of 2026-09-07

Swaps week of 2026-08-31