Update: 12/20/2024

Calendar Days ID x fixed rate
252(2)(4) 360(1)
3 12.15 0.00
7 12.17 9.83
10 12.17 8.55
13 12.17 9.24
14 12.19 9.84
21 12.24 10.75
26 12.25 10.69
28 12.26 11.20
31 12.26 10.66
33 12.27 11.09
34 12.27 11.29
42 12.28 11.66
45 12.28 11.25
54 12.49 11.87
59 12.56 11.82
60 12.58 11.95
63 12.64 12.31
69 12.70 12.34
70 12.72 12.44
75 12.73 11.83
84 12.88 12.23
87 12.90 12.02
90 12.95 12.29
91 12.96 12.38
101 13.04 12.32
102 13.06 12.40
116 13.24 12.69
117 13.26 12.76
118 13.28 12.83
123 13.29 12.46
130 13.36 12.58
131 13.38 12.65
133 13.39 12.61
146 13.54 12.81
150 13.57 12.75
153 13.61 12.92
161 13.69 13.08
164 13.70 12.97
175 13.85 13.31
178 13.87 13.20
180 13.90 13.31
182 13.91 13.28
189 13.98 13.38
192 13.99 13.28
193 14.01 13.33
207 14.11 13.50
210 14.14 13.62
215 14.16 13.61
222 14.20 13.68
223 14.21 13.72
224 14.22 13.76
236 14.30 13.82
238 14.32 13.89
241 14.33 13.81
251 14.39 13.98
252 14.40 14.02
255 14.41 13.94
269 14.50 14.07
270 14.51 14.10
272 14.53 14.17
273 14.54 14.20
276 14.54 14.13
284 14.59 14.22
285 14.60 14.25
299 14.65 14.33
300 14.66 14.36
314 14.71 14.44
315 14.71 14.46
318 14.72 14.39
332 14.77 14.47
334 14.78 14.52
336 14.79 14.50
343 14.81 14.54
346 14.81 14.47
360 14.86 14.54
362 14.86 14.59
363 14.87 14.61
364 14.87 14.63
375 14.90 14.56
378 14.90 14.57
390 14.93 14.58
391 14.94 14.60
406 14.97 14.68
420 15.00 14.73
425 15.00 14.60
434 15.02 14.66
451 15.05 14.66
458 15.07 14.68
466 15.08 14.73
467 15.08 14.74
480 15.09 14.70
481 15.09 14.72
510 15.10 14.69
511 15.10 14.70
542 15.11 14.66
544 15.11 14.69
558 15.11 14.71
570 15.10 14.70
600 15.08 14.73
605 15.08 14.72
630 15.06 14.73
634 15.06 14.71
650 15.05 14.73
662 15.04 14.68
663 15.04 14.69
690 15.02 14.66
696 15.02 14.65
720 15.01 14.65
726 15.00 14.65
728 15.00 14.67
745 14.99 14.58
752 14.99 14.58
782 14.97 14.55
787 14.96 14.53
810 14.95 14.55
832 14.94 14.54
840 14.93 14.55
871 14.92 14.50
878 14.91 14.51
900 14.90 14.50
923 14.89 14.52
930 14.89 14.52
962 14.87 14.51
969 14.87 14.51
990 14.86 14.52
1015 14.85 14.52
1020 14.85 14.51
1050 14.82 14.48
1061 14.82 14.44
1081 14.80 14.43
1109 14.78 14.43
1110 14.78 14.43
1140 14.75 14.44
1152 14.74 14.42
1172 14.73 14.38
1200 14.71 14.37
1242 14.69 14.32
1291 14.67 14.31
1334 14.65 14.32
1382 14.63 14.30
1427 14.60 14.25
1440 14.59 14.23
1474 14.56 14.19
1518 14.53 14.16
1564 14.51 14.13
1607 14.49 14.12
1655 14.47 14.10
1685 14.46 14.11
1699 14.45 14.11
1746 14.43 14.09
1792 14.42 14.07
1802 14.42 14.04
1839 14.40 14.03
1883 14.38 14.03
1928 14.36 13.99
1972 14.34 13.97
2019 14.32 13.95
2064 14.30 13.95
2159 14.26 13.92
2160 14.26 13.93
2204 14.24 13.90
2250 14.23 13.89
2337 14.20 13.85
2429 14.16 13.83
2520 14.14 13.83
2523 14.13 13.82
2569 14.12 13.80
2614 14.11 13.77
2705 14.08 13.75
2796 14.05 13.74
2880 14.03 13.71
2888 14.03 13.70
2936 14.01 13.70
2979 14.00 13.69
3069 13.96 13.65
3160 13.93 13.63
3240 13.90 13.60
3253 13.90 13.59
3300 13.88 13.58
3344 13.87 13.58
3433 13.86 13.55
3525 13.84 13.54
3601 13.82 13.53
3618 13.82 13.52
3665 13.81 13.50
3709 13.81 13.50
3798 13.81 13.49
3890 13.80 13.50
3960 13.80 13.49
3983 13.80 13.49
4030 13.79 13.48
4074 13.79 13.48
4164 13.77 13.45
4256 13.75 13.44
4322 13.74 13.43
4350 13.74 13.43
4396 13.73 13.42
4443 13.73 13.42
4529 13.73 13.42
4623 13.73 13.42
4680 13.73 13.42
4714 13.73 13.42
4763 13.73 13.41
4805 13.73 13.42
4896 13.73 13.41
4987 13.73 13.42
5040 13.73 13.42
5079 13.73 13.41
5127 13.73 13.42
5170 13.73 13.42
5260 13.73 13.42
5351 13.73 13.42
5400 13.73 13.43
5444 13.73 13.42
5535 13.73 13.42
5582 13.73 13.42
5625 13.73 13.42
5717 13.73 13.43
5810 13.73 13.43
5901 13.73 13.43
5990 13.73 13.42
6082 13.73 13.43
6177 13.73 13.43
6270 13.73 13.42
6355 13.73 13.42
6447 13.73 13.43
6541 13.73 13.43
6632 13.73 13.43
6720 13.73 13.43
6814 13.73 13.43
6905 13.73 13.43
6996 13.73 13.43
7087 13.73 13.42
7178 13.73 13.43
7200 13.73 13.43
7271 13.73 13.43
7362 13.73 13.43
7451 13.73 13.43
7543 13.73 13.43
7727 13.73 13.42
7908 13.73 13.43
8092 13.73 13.42
8273 13.73 13.42
8461 13.73 13.42
8641 13.73 13.42
8823 13.73 13.42
9000 13.73 13.42
9005 13.73 13.42
9188 13.73 13.43
9369 13.73 13.43
10800 13.73 13.43
11105 13.73 13.42
13023 13.73 13.43

(1) Compound rate for a 360-day year.
(2) Compound rate for a 252-day year.
(3) Linear rate for a 360-day year.
(4) Rate used in the calculation of the credit risk of swaps, as determined by Central Bank Resolution 2399/'97 and Circular 2771/'97.
(5) The corresponding values are obtained based on estimates, and not on arbitrage.
(6) ID x USD spread futures - This curve is generated by interpolation of the ID x USD futures settlement prices.
(7) ID futures - This curve is generated by interpolation of the ID futures settlement prices.