Everything you need for fixed income research and monitoring.
Interest Rate Swap rates captured at the close of the Taipei business day. The rates represent the market-standard fixed rate payable in exchange for a floating benchmark across various maturities. Serving as the backbone for yield curve construction, these indicators are essential for managing interest rate exposure, pricing debt instruments, and performing daily Mark-to-Market valuations.
Index value can be retrieved via Cbonds add-in for Excel using the formula CbondsIndexValue(219623, date)
Cbonds add-in| Index | Current value | Date |
|---|---|---|
| IRS TWD (Quaterly Money vs 3M TAIBOR) 6M | 1.7175 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 1Y | 1.8492 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 2Y | 2.0559 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 3Y | 2.175 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 4Y | 2.2525 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 5Y | 2.2959 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 7Y | 2.4083 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 10Y | 2.5508 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 12Y | 2.6863 % | 29/07/2026 |
| IRS TWD (Quaterly Money vs 3M TAIBOR) 15Y | 2.835 % | 29/07/2026 |
Bond Screener