Interest Rate SwapStatistics for Interest Rate Swap(Monthly)
Statistics for Interest Rate Swap(Monthly)
The number and notional of cleared trades and the number and notional of outstanding cleared trades in statistics data file for Oct. 2024 or before are calculated on one-sided basis (based on original trade). The counting method for the files from Nov. 2024 onward has been changed to Cleared Contracts basis. So, please be careful when using the files.