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SIFMA Municipal Swap Index Curve Data

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SIFMA Municipal Swap Index Curve Data

Volume

100,000 records

Use Cases

Geography

North America (1)
United States of America

Categories

Data Attributes

Attribute Example Description
tenor 5 years 5 year tenor

History

5 years of historical data

Product Description

The SIFMA Municipal Swap Index, formerly the Bond Market Association Index, is a market index composed of tax-exempt variable rate demand obligations (VRDOs). VRDOs are municipal bonds with floating interest rates. The SIFMA index is issued weekly. The SIFMA rate for each interest payment period is equal to the weighted average of the SIFMA index value. Both SIFMA and LIBOR are popular floating rate index. The SIFMA rate represents the average interest rate payable on tax-exempt variable rate demand obligations, while the LIBOR rate represents the interest rate payable on non-tax exempt demand obligations. In general, the SIFMA rate trades as a proportion of LIBOR rate. The coupon rates of many floating rate bonds or floating rate callable bonds refer to SIFMA index. The change of index has quite impact on the bond values. Thus, the SIFMA curve is major used to price various bonds, such as municipal bonds, municipal debts, bond purchase agreements, etc.

Suitable Company Sizes

Small Business
Medium-sized Business
Enterprise

Pricing

Free sample available
FinPricing has not published pricing information for this product yet. You can request detailed pricing information below.

Quality

Self-reported by the provider
market quotes

Delivery

Methods
S3 Bucket
SFTP
Email
UI Export
REST API
SOAP API
Streaming API
Feed API
Frequency
secondly
minutely
hourly
daily
weekly
monthly
quarterly
yearly
real-time
on-demand
Format
.bin
.json
.xml
.csv
.xls
.sql
.txt

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