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A common request we have from users of ResolutionPro is where to find market data to calculate mark-to-markets of interest rate swaps and other derivative products. Here are a couple sites where you can find free market data for swap rates.
- US Federal Reserve - the H15 report publishes end of day, par swap rates for USD swaps.
- Swap-Rates.com - Good source for historic rates, no longer has current rates unfortunately. Has GBP, EUR and USD rates.
- Xignite.com - Not free but affordable, and they have swap rates for most countries not just G7. They also have a 30 day trial.
- Current USD Swap Rates - current USD swap rates.
- FT.com - a good source of a wide variety of historic and current rates.
- Often central banks will also publish swap rates for their respective countries.
If you have other suggestions for sources, please mention them in the comments.
edit: we update this article from time to time to reflect changes in sources and new ones we find.
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