Swap Rate Indices over time interactive chart
The Swap Rate Indices over time interactive chart displays historical trends, as well as daily updates, of our swap rate indices for EUR and USD across multiple tenors. The Y-axis represents the swap rate index (in percentage terms), while the X-axis shows the time progression over the selected period.
The chart illustrates the evolution of the swap rate fixings over time. Users can interact with the chart by applying filters for currency, time period, and tenor, enabling comparative analysis of rate movements. Hover functionality provides precise data points for each tenor over time.
The chart monitors swap rate fixings movements over time and the index can be used for risk management, pricing, and market analysis purposes.
Swap Rate index description
Parameta Solutions Swap Rate indices provide market participants with daily measures representing the mid-rate of interest rate swaps across multiple tenors, calculated at a specific daily fixing time using tick-level indicative data sourced from ICAP. We provide this index in two currencies: USD and EUR.
Swap Rate Index objective and key features
- The objective of the indices is to provide a transparent daily measure representing the mid-market rate calculated at 11:00 AM (local time) for standard swap tenors.
- Parameta’s Swap Rate indices may be used for valuation, settlement of derivative contracts, benchmark construction, and risk management
Learn more about Parameta Solutions’ USD Swap Rate Index downloading the factsheet: