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Data Delay: Cross-country - Swap rates and spreads [Jun 2019] [UPDATED]
Wednesday, 03 Jul 2019 15:17 ET
By Phillip Thorne
Summary
5 June 2019 -- We are experiencing an interruption in the "ICE Swap Rate" dataset for swaps denominated in GBP, EUR and USD (64 daily series), which impacts our USD swap spread supplements (eight daily series); at present, the series end at 31 May. (Updated 3 July 2019.)
Detail

Our process to download swap rate data from ICE Benchmark Administration (IBA) has been interrupted; this is an unplanned consequence of our large-scale computing maintenance over the weekend of 31 May. The impacted series are the same as in the September 2018 situation (different cause, same effect).

Corrective efforts are under way. You may watch this space for an update, or configure a triggered basket that will execute when the pertinent series add a data point.

Update, 3 July 2019

We have resolved the data connection error, and all ICE swap rate inputs (IR%SWUSD^^Y11UD.IWRLD) and calculated swap spreads (IRSWP?YSPD.IUSA) are now updated. Note that the one- and 20-year tenors were reported with ND values for 1 July and 2 July, respectively.

See also

Updates

  • 6 Jun - Initial version
  • 3 Jul - Resolution
Other
Related ReleaseH.15 Selected Interest Rates [D, W, M]
SourceU.S. Board of Governors of the Federal Reserve System (FRB)
FrequencyBusiness Daily
GeographyUnited States
Catalog
Upcoming
Release DateReference date
24 Jul 201923 Jul 2019
25 Jul 201924 Jul 2019
26 Jul 201925 Jul 2019
29 Jul 201926 Jul 2019
30 Jul 201929 Jul 2019
31 Jul 201930 Jul 2019
01 Aug 201931 Jul 2019
02 Aug 201901 Aug 2019
05 Aug 201902 Aug 2019
06 Aug 201905 Aug 2019
07 Aug 201906 Aug 2019
08 Aug 201907 Aug 2019
09 Aug 201908 Aug 2019
12 Aug 201909 Aug 2019
13 Aug 201912 Aug 2019
14 Aug 201913 Aug 2019
15 Aug 201914 Aug 2019
16 Aug 201915 Aug 2019
Related ReleaseICE Swap Rate
SourceICE Benchmark Administration Limited (IBA)
FrequencyBusiness Daily
GeographyWorld
Upcoming
Release DateReference date
24 Jul 201924 Jul 2019
25 Jul 201925 Jul 2019
26 Jul 201926 Jul 2019
29 Jul 201929 Jul 2019
30 Jul 201930 Jul 2019
31 Jul 201931 Jul 2019
01 Aug 201901 Aug 2019
02 Aug 201902 Aug 2019
05 Aug 201905 Aug 2019
06 Aug 201906 Aug 2019
07 Aug 201907 Aug 2019
08 Aug 201908 Aug 2019
09 Aug 201909 Aug 2019
12 Aug 201912 Aug 2019