{
  "version": "2024q4",
  "generated_at": "2026-05-26T18:59:47+00:00",
  "schema_version": 1,
  "row_count": 1513471,
  "date_min": "2000-01-03",
  "date_max": "2025-06-30",
  "currencies": [
    "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"
  ],
  "break_dates": {
    "AUD": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "BRL": {
      "3m": "2022-01-01",
      "1y": "2023-12-26",
      "2y": "2023-12-26",
      "3y": "2023-12-26",
      "5y": "2023-12-26",
      "7y": "2023-12-26",
      "10y": "2023-12-26",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "CAD": {
      "3m": "2022-01-01",
      "1y": "2022-06-06",
      "2y": "2022-06-06",
      "3y": "2022-06-06",
      "5y": "2022-06-06",
      "7y": "2022-06-06",
      "10y": "2022-06-06",
      "20y": "2022-06-06",
      "30y": "2022-06-06"
    },
    "CHF": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "CLP": {
      "3m": "2022-01-01",
      "1y": "2022-02-17",
      "2y": "2022-02-17",
      "3y": "2022-02-17",
      "5y": "2022-02-17",
      "7y": "2022-02-17",
      "10y": "2022-02-17",
      "20y": "2022-02-17",
      "30y": "2022-02-23"
    },
    "CNH": {
      "3m": "2022-01-01",
      "1y": "2022-01-05",
      "2y": "2022-01-05",
      "3y": "2022-01-05",
      "5y": "2022-01-05",
      "7y": "2022-01-05",
      "10y": "2022-01-05",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "CNY": {
      "3m": "2022-01-01",
      "1y": "2022-03-31",
      "2y": "2022-02-22",
      "3y": "2022-02-22",
      "5y": "2022-02-22",
      "7y": "2022-02-22",
      "10y": "2022-02-22",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "COP": {
      "3m": "2022-01-01",
      "1y": "2022-02-17",
      "2y": "2022-02-17",
      "3y": "2022-02-17",
      "5y": "2022-02-17",
      "7y": "2022-02-17",
      "10y": "2022-02-17",
      "20y": "2022-02-28",
      "30y": "2022-01-01"
    },
    "DKK": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "EUR": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "GBP": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "HUF": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "IDR": {
      "3m": "2022-01-01",
      "1y": "2022-02-24",
      "2y": "2022-02-24",
      "3y": "2022-02-24",
      "5y": "2022-02-24",
      "7y": "2022-02-24",
      "10y": "2022-02-24",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "ILS": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-08-25"
    },
    "INR": {
      "3m": "2022-01-01",
      "1y": "2022-02-24",
      "2y": "2022-02-24",
      "3y": "2022-02-24",
      "5y": "2022-02-24",
      "7y": "2022-02-24",
      "10y": "2022-02-23",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "JPY": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "KRW": {
      "3m": "2022-01-01",
      "1y": "2022-01-18",
      "2y": "2022-01-11",
      "3y": "2022-01-12",
      "5y": "2022-01-11",
      "7y": "2022-01-12",
      "10y": "2022-01-11",
      "20y": "2022-01-11",
      "30y": "2022-01-12"
    },
    "MXN": {
      "3m": "2022-01-01",
      "1y": "2022-07-26",
      "2y": "2022-07-26",
      "3y": "2022-07-26",
      "5y": "2022-07-26",
      "7y": "2022-07-26",
      "10y": "2022-01-01",
      "20y": "2022-06-08",
      "30y": null
    },
    "MYR": {
      "3m": "2022-01-01",
      "1y": "2022-01-14",
      "2y": "2022-01-14",
      "3y": "2022-01-14",
      "5y": "2022-01-14",
      "7y": "2022-01-19",
      "10y": "2022-01-19",
      "20y": "2022-01-19",
      "30y": "2023-09-26"
    },
    "NOK": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "NZD": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": null
    },
    "PEN": {
      "3m": "2022-01-01",
      "1y": "2022-04-08",
      "2y": "2022-03-10",
      "3y": "2022-03-10",
      "5y": "2022-03-10",
      "7y": "2022-03-10",
      "10y": "2022-03-10",
      "20y": "2022-04-08",
      "30y": "2022-01-01"
    },
    "PHP": {
      "3m": "2022-01-01",
      "1y": "2022-02-24",
      "2y": "2022-02-24",
      "3y": "2022-02-24",
      "5y": "2022-02-24",
      "7y": "2022-02-24",
      "10y": "2022-02-24",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "PLN": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "RUB": {
      "3m": "2022-01-01",
      "1y": null,
      "2y": null,
      "3y": null,
      "5y": null,
      "7y": null,
      "10y": null,
      "20y": null,
      "30y": "2022-01-01"
    },
    "SEK": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "THB": {
      "3m": "2022-01-01",
      "1y": "2022-01-01",
      "2y": "2022-01-01",
      "3y": "2022-01-01",
      "5y": "2022-01-01",
      "7y": "2022-01-01",
      "10y": "2022-01-01",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "TRY": {
      "3m": "2022-01-01",
      "1y": "2022-01-25",
      "2y": "2022-01-25",
      "3y": "2022-01-25",
      "5y": "2022-01-25",
      "7y": "2022-01-25",
      "10y": "2022-01-25",
      "20y": "2022-01-01",
      "30y": "2022-01-01"
    },
    "ZAR": {
      "3m": "2022-01-01",
      "1y": "2022-02-08",
      "2y": "2022-02-08",
      "3y": "2022-02-08",
      "5y": "2022-02-08",
      "7y": "2022-02-08",
      "10y": "2022-02-08",
      "20y": "2022-02-08",
      "30y": "2022-02-08"
    }
  },
  "coverage": {
    "AUD": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 57683
    },
    "BRL": {
      "date_min": "2000-02-11",
      "date_max": "2025-06-30",
      "row_count": 44618
    },
    "CAD": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 59478
    },
    "CHF": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 59575
    },
    "CLP": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 43895
    },
    "CNH": {
      "date_min": "2010-08-26",
      "date_max": "2025-06-30",
      "row_count": 32898
    },
    "CNY": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 47586
    },
    "COP": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-27",
      "row_count": 47045
    },
    "DKK": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 57700
    },
    "EUR": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 59349
    },
    "GBP": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 59188
    },
    "HUF": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 53086
    },
    "IDR": {
      "date_min": "2001-03-14",
      "date_max": "2025-06-30",
      "row_count": 52314
    },
    "ILS": {
      "date_min": "2000-01-04",
      "date_max": "2025-06-30",
      "row_count": 48063
    },
    "INR": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 58556
    },
    "JPY": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 58794
    },
    "KRW": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 54352
    },
    "MXN": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 51659
    },
    "MYR": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 54323
    },
    "NOK": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 56810
    },
    "NZD": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 54084
    },
    "PEN": {
      "date_min": "2000-07-21",
      "date_max": "2025-06-30",
      "row_count": 43988
    },
    "PHP": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 52258
    },
    "PLN": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 56046
    },
    "RUB": {
      "date_min": "2001-08-09",
      "date_max": "2025-06-30",
      "row_count": 37609
    },
    "SEK": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 56823
    },
    "THB": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 56161
    },
    "TRY": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 40389
    },
    "ZAR": {
      "date_min": "2000-01-03",
      "date_max": "2025-06-30",
      "row_count": 59141
    }
  },
  "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."
  ],
  "files": {
    "summary_daily": "summary_daily.parquet",
    "by_currency": [
      "AUD.parquet",
      "BRL.parquet",
      "CAD.parquet",
      "CHF.parquet",
      "CLP.parquet",
      "CNH.parquet",
      "CNY.parquet",
      "COP.parquet",
      "DKK.parquet",
      "EUR.parquet",
      "GBP.parquet",
      "HUF.parquet",
      "IDR.parquet",
      "ILS.parquet",
      "INR.parquet",
      "JPY.parquet",
      "KRW.parquet",
      "MXN.parquet",
      "MYR.parquet",
      "NOK.parquet",
      "NZD.parquet",
      "PEN.parquet",
      "PHP.parquet",
      "PLN.parquet",
      "RUB.parquet",
      "SEK.parquet",
      "THB.parquet",
      "TRY.parquet",
      "ZAR.parquet"
    ]
  }
}