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Release 2024q4

Released 2026-05-26.

Summary

Initial public release of the interactive site, covering 2002-04 through 2024-10.

  • 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.

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.

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)