The data behind the valuation
Curves & archive.
Explore the latest OIS observations or select an available dated snapshot. See the source, inspect the method, and take the data with you.
Curve observations
| Tenor | Rate (%) | Basis points | Records | Close records* | Method |
|---|
Reading the data
- Rate: the stored tenor par rate in percent. 4.25% equals 425 basis points.
- Records: accepted transaction records within a tenor bucket. These are not a count of all market trades.
- Close / thin close: a median from the configured close window. Thin close indicates fewer observations than the selected anchor threshold.
- Derived / all-day: an estimated rate using other tenors and earlier observations, or an all-day median.
- Settlement: a clearing-house price; transaction counts do not apply.
*Older pipeline versions report zero close records when fewer than three qualify. Zero does not establish that no trade occurred.
Sources & reproducibility
USD and EUR: DTCC public transaction reports. GBP, JPY and CHF: Eurex Clearing settlement prices.
The current USD pipeline excludes flagged upfront-fee records and accepts effective dates within five calendar days of the report date. It uses notional-weighted medians from 19:00–21:00 UTC, with derived and all-day fallbacks. Methodology can differ across older snapshots.
Exports preserve the stored JSON. Storage may be updated by later pipeline runs; a dated key is not evidence of an immutable original publication. Full reproducibility also requires the source files and the pricing code version.
Use the API
Read an available dated snapshot:
GET /api/curves/USD?date=2026-03-19
A missing snapshot returns HTTP 404. The endpoint never substitutes another date.
Need an earlier date?
The USD archive begins on 19 March 2026. Earlier dates have no stored CheckMySwap snapshot. A historical reconstruction requires a separate, documented process.
Ask about historical data →