Skip to content
← All releases

Release 2024q4

Released 2026-05-26.

Summary

Initial public release of the interactive site, covering 2000-01 through 2025-06.

  • Per-currency Parquet partitions plus a pre-aggregated daily summary file for cross-currency views.
  • Government CIP is persisted as a spliced series (cip_govt) computed at build time; the raw IBOR and SOFR legs remain available for the 'show both legs separately' toggle.
  • Break dates are keyed by (currency, tenor) — many currencies have different transition dates per tenor; the manifest's break_dates map carries the full structure.
  • 20y and 30y are in the Parquet files but not selectable in the composer: the G10 panel is structurally thin at those tenors (SEK 20y from 2009, NOK/NZD from 2011, NZD 30y from 2023).
  • Rebuilt twice before public launch: 2026-08-21 (the SOFR leg applies on the break date itself, date >= break date; 103 break-day rows changed) and 2026-08-24 (post-break dates with a missing SOFR observation fall back to the IBOR leg instead of leaving a hole; ~900 rows filled, e.g. COP 1y regained May 2022–Jun 2023). The spliced cip_govt therefore intentionally differs from the source export's own spliced column on those fallback rows; the raw legs (cip_govt_ibor, cip_govt_sofr, rho_*, diff_y) match the export exactly. From public launch onward releases are immutable: any further data change ships as a new version.

Schema changes

  • First release; baseline schema with 12 columns.

Known issues

  • RUB has no recorded cip_govt_break_date for most tenors; cip_govt uses the IBOR leg indefinitely for those tenors.
  • MXN and NZD are missing 30y break dates; same fallback applies.

Manifest snapshot

Row count
1,513,471
Date window
2000-01-03 → 2025-06-30
Currencies
29 (AUD, BRL, CAD, CHF, CLP, CNH, CNY, COP, DKK, EUR, GBP, HUF, IDR, ILS, INR, JPY, KRW, MXN, MYR, NOK, NZD, PEN, PHP, PLN, RUB, SEK, THB, TRY, ZAR)
Tenors
3m, 1y, 2y, 3y, 5y, 7y, 10y, 20y, 30y
Schema version
1
Build warnings
  • Currency MXN is missing cip_govt_break_date for tenors: 30y; those tenors use IBOR leg indefinitely.
  • Currency NZD is missing cip_govt_break_date for tenors: 30y; those tenors use IBOR leg indefinitely.
  • Currency RUB is missing cip_govt_break_date for tenors: 10y, 1y, 20y, 2y, 3y, 5y, 7y; those tenors use IBOR leg indefinitely.
  • Internal-identity violations for cip_govt_sofr: 230 rows differ from (diff_y − rho_sofr)×100 by more than 50 bp (max 176.9 bp; worst PHP 3m 2012-02-16). Served as-is.
  • BRL 20y: break date (2022-01-01) precedes the first cip_govt observation (2023-12-26).
  • BRL 30y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • CNH 20y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • CNH 30y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • CNY 20y: break date (2022-01-01) precedes the first cip_govt observation (2024-03-13).
  • CNY 30y: break date (2022-01-01) precedes the first cip_govt observation (2024-03-13).
  • COP 30y: break date (2022-01-01) precedes the first cip_govt observation (2022-03-28).
  • HUF 30y: break date (2022-01-01) precedes the first cip_govt observation (2025-03-21).
  • IDR 20y: break date (2022-01-01) precedes the first cip_govt observation (2024-10-17).
  • IDR 30y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • INR 20y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • INR 30y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • PHP 20y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • PHP 30y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • RUB 30y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • TRY 20y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • TRY 30y has a break date (2022-01-01) but no cip_govt observations at any date in the source data.
  • Spliced series contain interior gaps longer than one year for: AUD 20y (2120d); CLP 7y (392d); ILS 30y (623d); MXN 10y (504d); MYR 1y (525d); MYR 2y (521d); MYR 3y (522d); MYR 5y (521d); MYR 7y (521d); MYR 10y (525d); MYR 20y (534d); MYR 30y (568d); …

Downloads

Direct links to the Parquet files served from the CDN.

Summary (long-format, all currencies × tenors)
/data/2024q4/summary_daily.parquet
Manifest (release metadata)
/data/2024q4/manifest.json
Per-currency files (29)