FTSE EUR Swap Rate

Trusted EUR swap rate benchmark for use as a reference rate in financial products

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  1. Overview
  2. Key Resources
  3. Features and Benefits
  4. Access Rates
  5. Research and Insights

The FTSE EUR Swap Rate represents the fixed leg of EUR-denominated interest rate swaps that reference EURIBOR for their floating leg. The FTSE EUR Swap Rate comprises fifteen forward-looking tenors:

  • 1–10 years
  • 12 years
  • 15 years
  • 20 years
  • 25 years
  • 30 years

The input data is sourced from an electronic institutional platform and published daily at or around 11:15am CET.

Useful Links

Key resources

Features & Benefits

Trusted Rates Provider

Access EUR Swap Rate benchmark from a globally recognized source.

Robust data process

Reliable methodology and stringent validations support accurate and consistent rate.

Transparent operational framework

Documented determination steps promote usability.

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Complete this form to access the rates.

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Find our data

The rate is available on RIC codes that are available via LSEG D&A products such as LSEG Workspace.
 

FTSE EUR Swap Rate – All tenors

EURSWAP11H=RFTB

FTSE EUR Swap Rate – 1 year

EURSWAP11H1Y=RFTB

FTSE EUR Swap Rate – 2 years

EURSWAP11H2Y=RFTB

FTSE EUR Swap Rate – 3 years

EURSWAP11H3Y=RFTB

FTSE EUR Swap Rate – 4 years

EURSWAP11H4Y=RFTB

FTSE EUR Swap Rate – 5 years

EURSWAP11H5Y=RFTB

FTSE EUR Swap Rate – 6 years

EURSWAP11H6Y=RFTB

FTSE EUR Swap Rate – 7 years

EURSWAP11H7Y=RFTB

FTSE EUR Swap Rate – 8 years

EURSWAP11H8Y=RFTB

FTSE EUR Swap Rate – 9 years

EURSWAP11H9Y=RFTB

FTSE EUR Swap Rate – 10 years

EURSWAP11H10Y=RFTB

FTSE EUR Swap Rate – 12 years

EURSWAP11H12Y=RFTB

FTSE EUR Swap Rate – 15 years

EURSWAP11H15Y=RFTB

FTSE EUR Swap Rate – 20 years

EURSWAP11H20Y=RFTB

FTSE EUR Swap Rate – 25 years

EURSWAP11H25Y=RFTB

FTSE EUR Swap Rate – 30 years

EURSWAP11H30Y=RFTB

Research and Insights

Product profile

Term €STR

Our profile of Term €STR answers questions on Euro rate reform and regulatory expectations.
•
10 min

Term €STR webinar

Taking the temperature on eurozone interest rate benchmark reform

Join LSEG, LCH and the LMA for a conversation on global interest rate benchmark reform, how reform is taking shape in the eurozone and what next.
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Webinar

Euro risk free rates in the loan market: Guidance on real world application

The working group on euro risk-free rates recommends that market participants include a forward-looking €STR term rate-based fallback into specific segments of the loan and trade finance market. Join us for a discussion about industry progress on adoption of the working group’s recommendations in the European loan market.

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Sanae Takaichi: Can the rock star of Japanese politics drum to the beat of the markets?

Takaichi’s supermajority boosts Japan fiscal stimulus, equities and defence spending — but BOJ tightening reshapes the Abenomics playbook.
• David McNay & Alex Nae
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2 min

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Indexing private markets

New FTSE StepStone indices adjust private market fund valuations to reflect cash flows and public market movements, helping index users gain more up-to-date insights into this asset class.
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5 min

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Ascendant Asia, uncertain Europe and cautious North America: digging into our sustainable investment survey

Asia leads sustainable investing growth, Europe pauses, US recalibrates. Key ESG and green bond trends from 415 global asset owners.
• Lee Clements
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11 min