January 31, 2017 -- In October 2016, our traditional source for interest rate swaps (the FRB H.15 statistical release) terminated its coverage on short notice. Our negotiations with alternate data providers are ongoing, and we expect to announce replacement time series by the end of 2017Q1; watch this space for updates. [UPDATED March 30, 2017] We now carry the "ICE Swap Rate" dataset as a replacement.
|