Download a Custom Table of Swap Rates

Our Customised Swaps Download feature lets you generate a table of current swap rates tailored to your chosen tenors and payment frequencies.

Step 1: Navigate to Swap Rates

1. Choose "Interest Rate Curves" from the navigation bar.

2. Select Your Currency from the available options (e.g., EUR, USD).

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Step 2: Open the Customisation Settings

1. In the Swap Rates Table, locate the Download button.

2. Click the Settings Cog next to the Download button.

1. A popup will appear, allowing you to customise your download.

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Step 3: Customise Your Swap Rate Table

1. Choose Your Tenors:

   • Select the specific tenors you want (e.g., 1Y, 5Y, 10Y) or select the full range.

2. Set Data Orientation:

   • Choose whether the data will appear in a horizontal (columns) or vertical (rows) layout in Excel.

3. (Optional) Adjust Advanced Settings:

   • Fixed Leg Frequency: Set how often payments occur on the fixed leg (e.g., 1M, 3M, 6M, or 12M).

   • Floating Leg Frequency: Adjust the payment frequency for the floating leg (based on the reference rate, e.g., 6M EURIBOR).

   • Eg for a semi-annual vs semi-annual 6M EURIBOR swap select the following

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Step 4: Download Your Custom Table

Once you’ve configured your settings, click the Download button to generate your table. The Excel file will reflect your selected tenors, layout, and advanced settings.

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Default Download Option

If you don’t customise the settings, the download will provide the raw swap rate data with default configurations (e.g., standard tenors and 6M EURIBOR Annual fixed vs 6M floating frequency).

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