FTSE EUR Swap Rate

Trusted EUR swap rate data for precise institutional execution

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

The FTSE EUR Swap Rate is a prototype that’s representative of the fixed leg of EUR-denominated interest rate swaps that reference EURIBOR for their floating leg. The FTSE EUR Swap Rate prototype 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.

Prototype Status

This rate is currently provided for review and assessment only. It is not administered in compliance with UK/EU Benchmark Regulations or IOSCO Principles and must not be used as a reference in financial products.

Useful Links

Key resources

Features & Benefits

Trusted Rates Provider

Access benchmark EUR swap rates from a globally recognized source.

Robust data process

Reliable methodologies and stringent validations support accurate and consistent rate inputs.

Transparent operational framework

Documented determination steps promote stability.

Access Rates

Complete this form to access the rates.

By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

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.
Watch on demand Opens in a new tab

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.

Access the video Opens in a new tab

Research

APAC Financial Markets Spotlight – February 2026

Equity momentum extends into 2026

Research

Global Equity Insights - February 2026

Global equities lack decisive leadership. Multiple market drivers may sustain shifts in regional and industry leadership.

Research

Digital Asset Chartbook – Quarterly index analysis

The Digital Asset Chartbook provides a clear, data driven view of Q4 2025 performance across the digital asset landscape—including Bitcoin, Top 10, Digi 50, crypto sectors, staking, and more.