SWIFT MT305 Forward Rate Agreement
This dataset provides comprehensive details for Forward Rate Agreement (FRA) transactions, including notional amounts, key dates, parties involved, rates, and settlement terms, as standardized in SWIFT MT305 confirmations. It is highly valuable for financial institutions, risk managers, and regulators seeking to analyze, audit, or automate the lifecycle of FRA contracts and their settlements.
Sample rows
preview · 8 of 302 rows · all 18 columns| fra_idstring | settlement_methodstring | agreed_ratefloat | reference_ratestring | trade_datedate | value_datedate | maturity_datedate | fixing_datedate | notional_amountfloat | currencystring | settlement_amountfloat | buyer_partystring | buyer_party_identifierstring | seller_partystring | seller_party_identifierstring | statusstring | confirmation_datedate | commentsstring |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FRA-Q7K9WX2 | cash | 3.26 | USD SOFR | 2023-02-15 | 2023-03-01 | 2023-09-01 | 2023-08-15 | 5000000 | USD | 81230.19 | First National Trust Company | 213800ABCD1234567F | Global Interbank Finance Ltd | 549300XYZ9876543DC | settled | 2023-02-15 | Standard FRA contract, major counterparties. |
| FRA-H8J4TBG | cash | 1.15 | EURIBOR | 2022-11-10 | 2022-11-20 | 2023-05-20 | 2023-05-10 | 250000 | EUR | 2900.45 | European Asset Management Group | 213800EUROPE00123 | Continental Securities AG | 549300CONTINENTAL1 | settled | 2022-11-11 | Mid-size European deal, EURIBOR reference. |
| FRA-X9V6LQP | cash | 2.87 | USD LIBOR | 2024-01-03 | 2024-01-15 | 2024-07-15 | 2024-07-05 | 10000000 | USD | 101900.84 | Americas Investment Holdings LLC | 213800AMERIHOLDLLC1 | North Atlantic Capital Corp | 549300NORTHATLANTIC | settled | 2024-01-03 | Large USD contract, LIBOR benchmark. |
| FRA-K2B7MCF | cash | 1.89 | SONIA | 2023-03-20 | 2023-04-01 | 2023-10-01 | 2023-09-15 | 1250000 | GBP | 14250.47 | London Premier Wealth PLC | 213800LONPREMWEALTH | UK Institutional Funding Ltd | 549300UKFUNDSPLTD1 | settled | 2023-03-21 | UK market FRA, SONIA reference. |
| FRA-P5R2SXE | cash | 0 | USD SOFR | 2023-12-22 | 2024-01-10 | 2024-07-10 | 2024-06-20 | 100 | USD | 0 | Nano Capital Advisors | 213800NANOCAP12345 | Micro Asset Management LLC | 549300MICROASSETLLC | settled | 2023-12-23 | Boundary case: min notional, zero rate. |
| FRA-W8N3DZT | cash | 0.75 | CHF SARON | 2022-07-14 | 2022-07-31 | 2023-01-31 | 2023-01-15 | 750000 | CHF | 4300.21 | Swiss Portfolio Partners AG | 213800SWISSPARTNER | Geneva Banking Group | 549300GENEVABANKG | settled | 2022-07-15 | Swiss market, SARON reference, mid-size. |
| FRA-T6J7QXE | cash | 5.47 | USD LIBOR | 2021-08-10 | 2021-08-20 | 2022-08-20 | 2022-08-10 | 9999999999 | USD | 399999.99 | Global Mega Fund Ltd | 213800GLOBALMEGAFUND | World Sovereign Trust | 549300WORLDSOVEREIGN | settled | 2021-08-11 | Extreme notional, giga scale transaction. |
| FRA-E2C4VJM | physical | 0.23 | JPY TIBOR | 2023-06-23 | 2023-07-01 | 2023-10-01 | 2023-09-20 | 1500000 | JPY | 421.89 | Tokyo Investment Management | 213800TOKYOINVMGMT1 | Pacific Asia Securities Co | 549300PACIFICASIA | settled | 2023-06-23 | Physical settlement requested, Japan region. |
| FRA-S3L5KQZ | cash | 1.12 | SGD SOR | 2024-04-11 | 2024-04-21 | 2025-04-21 | 2025-04-07 | 2000000 | SGD | 2300.71 | Singapore Wealth Advisors | 213800SGWEALTHADV1 | Asia Pacific Trust Co | 549300ASIAPACTRUST | settled | 2024-04-12 | SGD contract, SOR reference, Asia region. |
| FRA-M9X2RLF | cash | 0.95 | NZD BKBM | 2022-09-20 | 2022-10-01 | 2023-04-01 | 2023-03-20 | 50000 | NZD | 475.15 | Auckland Portfolio Services | 213800NZAUCKLANDPS1 | New Zealand Financial Ltd | 549300NZFINANCELTD1 | settled | 2022-09-21 | New Zealand region, BKBM reference. |
| FRA-J5G1PNF | cash | 1.67 | USD SOFR | 2021-04-03 | 2021-04-13 | 2022-04-13 | 2022-04-03 | 1000000 | USD | 16700 | Midwest Equity Partners LLC | 213800MIDWESTEQLLC1 | Great Lakes Capital Inc | 549300GREATLAKESCAP | settled | 2021-04-04 | Standard US FRA, SOFR benchmark. |
| FRA-F8T3WYL | cash | 2.12 | AUD BBSW | 2023-05-11 | 2023-05-21 | 2024-05-21 | 2024-05-07 | 3500000 | AUD | 7420.25 | Sydney Strategic Investors | 213800SYDSTRATINV1 | Australian Capital Finance | 549300AUSCAPFINLTD | settled | 2023-05-12 | Australian market, BBSW reference. |
| FRA-O3B6YKE | cash | 0.55 | USD LIBOR | 2022-02-17 | 2022-03-01 | 2022-09-01 | 2022-08-15 | 100000 | USD | 550 | East Coast Treasury LLC | 213800EASTCOASTTRLL | Atlantic Investment PLC | 549300ATLANTICINVPL | settled | 2022-02-18 | Small notional, US region, LIBOR. |
| FRA-N2H5TCB | cash | 1.09 | SONIA | 2023-11-28 | 2023-12-15 | 2024-06-15 | 2024-06-01 | 600000 | GBP | 6540 | Manchester Financial Group | 213800MANFINGROUP1 | London Securities Plc | 549300LONSECPLC123 | settled | 2023-11-29 | UK region, small FRA, SONIA. |
| FRA-D7A3VQN | cash | 1.57 | EURIBOR | 2024-02-18 | 2024-02-23 | 2024-08-23 | 2024-08-10 | 2500000 | EUR | 39250 | Frankfurt Investment Services | 213800FRANKINVSRVC1 | Munich Capital Management | 549300MUNCHCAPMGMT1 | settled | 2024-02-19 | German region, mid-size FRA. |
| FRA-U6K8RJP | cash | 0.89 | CHF SARON | 2023-09-05 | 2023-09-20 | 2024-03-20 | 2024-03-10 | 850000 | CHF | 7565 | Zurich Advisory Group | 213800ZURICHADVISRY | Swiss Institutional Trust | 549300SWISSINSTTRST | settled | 2023-09-06 | Swiss region, SARON reference. |
| FRA-R2P4BLK | cash | 0.75 | USD SOFR | 2023-08-14 | 2023-08-28 | 2024-02-28 | 2024-02-14 | 100000 | USD | 750 | Bay Area Capital LLC | 213800BAYAREACAPLLC | West Coast Holdings | 549300WESTCOASTHLD | settled | 2023-08-15 | Small US contract, SOFR reference. |
| FRA-L1W6MJS | cash | 4.02 | USD LIBOR | 2024-06-11 | 2024-06-21 | 2025-06-21 | 2025-06-07 | 6500000 | USD | 261300 | Northern Hemisphere Trust | 213800NORTHHEMTRUST | Western Trust Holdings | 549300WESTTRUSTHOLD | settled | 2024-06-12 | Large US contract, LIBOR benchmark. |
| FRA-B8Z4DLC | cash | 3.09 | USD SOFR | 2023-05-14 | 2023-05-20 | 2024-05-20 | 2024-05-01 | 12000000 | USD | 119999.99 | Delta Asset Group Inc | 213800DELTAASSETGRP | Eastern Trust Management | 549300EASTTRUSTMGMT | settled | 2023-05-15 | High notional, US region, SOFR. |
| FRA-Y7G3KWD | cash | 0.1 | SONIA | 2021-03-22 | 2021-04-01 | 2021-10-01 | 2021-09-15 | 1 | GBP | 0.01 | Small Cap UK Investment | 213800SMALLUKCAP123 | Nano Financial Trust | 549300NANOFINTRUST | settled | 2021-03-23 | Micro notional, edge case transaction. |
What the 302 rows show
from the 302-row sample- 2.0median agreed_
rate - 2statuses
- 8currencies
- 1,200,000median notional_
amount - 6,351median settlement_
amount
Median 2.0, from 0.0 to 100.0.
- string 10
- float 3
- date 5
Columns
18 columns in three groups| column | type | description | example |
|---|---|---|---|
| Text 10 columns | |||
fra_id | string | Unique identifier for the Forward Rate Agreement transactionunique | FRA-Q7K9WX2 |
currency | string | ISO 4217 currency code for the notional amount8 currencies | USD |
reference_rate | string | Name or code of the interest rate benchmark (e.g., LIBOR, EURIBOR)9 rates | USD SOFR |
settlement_method | string | Method of settlement (e.g., cash, physical)cash · physical | cash |
buyer_party | string | Legal name of the buyer party in the FRA transaction | Nano Capital Advisors |
buyer_party_identifier | string | Unique identifier for the buyer party (e.g., LEI, BIC) | 213800ABCD1234567F |
seller_party | string | Legal name of the seller party in the FRA transaction | Geneva Banking Group |
seller_party_identifier | string | Unique identifier for the seller party (e.g., LEI, BIC) | 549300XYZ9876543DC |
status | string | Current status of the FRA transactionconfirmed · pending · settled · cancelled | settled |
comments | string | Additional notes or comments about the transactionoptional | Large notional, US-UK. |
| Numbers 3 columns | |||
notional_amount | float | Principal amount for the FRA contract0.01 or more | 5000000 |
agreed_rate | float | Interest rate agreed for the FRA contract (percentage, e.g., 2.75)0 to 100 | 3.26 |
settlement_amount | float | Amount to be settled at maturity based on the difference between agreed and reference ratesoptional | 81230.19 |
| Dates and times 5 columns | |||
trade_date | date | Date on which the FRA transaction was agreed | 2023-02-15 |
value_date | date | Date when the notional amount starts accruing interest (start of FRA period) | 2023-03-01 |
maturity_date | date | Date when the FRA period ends and settlement occurs | 2023-09-01 |
fixing_date | date | Date on which the reference rate is determined for settlement | 2023-08-15 |
confirmation_date | date | Date on which the transaction was confirmedoptional | 2023-02-15 |
Use it for
A finance dashboard
Agreed_
rate by settlement_ method and a breakdown of reference_ rate. Excel, Power BI or Tableau. What pattern can you find in 302 rows?
A class exercise
Hand out the rows and one question. Everyone works from the same 302 rows.
- Fras302FRA-Q7K9WX23.26cashFRA-H8J4TBG1.15cashFRA-X9V6LQP2.87cash
A software demo
Believable fras with trade_
date, value_ date and maturity_ date to fill a screen in front of a buyer.
This dataset302 rows18 columns
Yours1,000 rows18 columns
blueprint · swift-mt305-forward-rate-agreement
Behind this dataset
Same schema. As many rows as you need.
These 302 rows came out of a blueprint — 18 columns with generation rules behind each one. Open it in Data Factory to retune a column, add your own, wire in foreign keys, and run it at the size you actually need.
Rules it was built with
- Contract reference unique
- Trade date recorded
- Notional amount specified
- Contract period (e.g., 3x6 months)
- Fixed rate agreed
- Reference rate (LIBOR, EURIBOR, SOFR)
- Fixing date specified
- Settlement date calculated
Open the blueprint in Data Factory
1 credit per row. Preview 20 rows free. Buy rows for the full run.
- Exports
- CSV, JSON, JSONL, Parquet, SQL, Excel, TSV, XML
- Licence
- yours to use, including commercially
- API slug
- swift-mt305-forward-rate-agreement