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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
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Related ReleaseICE Swap Rate
SourceICE Benchmark Administration Limited (IBA)
FrequencyBusiness Daily
GeographyWorld
Upcoming
Release DateReference date
09 Dec 201909 Dec 2019
10 Dec 201910 Dec 2019
11 Dec 201911 Dec 2019
12 Dec 201912 Dec 2019
13 Dec 201913 Dec 2019
16 Dec 201916 Dec 2019
17 Dec 201917 Dec 2019