Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Maturing in over 10 Years: Wednesday Level
SWP10Y • Economic Data from Federal Reserve Economic Data (FRED)
Latest Value
0.00
Year-over-Year Change
N/A%
Date Range
6/14/2006 - 8/6/2025
Summary
Central Bank Liquidity Swaps maturing in over 10 years represent a critical financial instrument for managing international monetary stability and cross-border financial risk. These long-term swap arrangements enable central banks to provide emergency dollar liquidity during global financial stress periods.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
These swaps are sophisticated financial agreements between central banks that allow for the exchange of currencies to manage international financial system liquidity. Economists view these instruments as key indicators of potential global financial system stress and cross-border monetary policy coordination.
Methodology
Data is collected and reported by the Federal Reserve through standardized tracking of central bank swap line agreements and their maturity profiles.
Historical Context
Policymakers and financial regulators use this data to assess potential systemic risks and prepare contingency strategies for international financial market disruptions.
Key Facts
- Long-term swaps help mitigate potential international financial system risks
- Provides emergency currency liquidity across national central banks
- Represents a sophisticated monetary policy coordination mechanism
FAQs
Q: What are Central Bank Liquidity Swaps?
A: These are agreements between central banks to exchange currencies, providing emergency liquidity during financial stress. They help maintain international financial system stability.
Q: Why do central banks use these long-term swaps?
A: Long-term swaps allow central banks to manage potential currency shortages and provide a backstop against global financial market disruptions. They represent a proactive risk management strategy.
Q: How are these swaps calculated?
A: The Federal Reserve tracks these swaps based on their maturity profile, specifically monitoring arrangements maturing in over 10 years. The data reflects the total value and duration of these agreements.
Q: What is the policy significance of these swaps?
A: These swaps demonstrate international monetary policy coordination and provide a mechanism for managing cross-border financial risks. They are a critical tool for preventing potential global financial crises.
Q: How frequently is this data updated?
A: The data is typically updated on a weekly basis, specifically tracking Wednesday-level measurements. This provides a consistent and current view of central bank liquidity arrangements.
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Citation
U.S. Federal Reserve, Assets: Central Bank Liquidity Swaps: Central Bank Liquidity Swaps: Maturing in over 10 Years: Wednesday Level [SWP10Y], retrieved from FRED.
Last Checked: 8/1/2025