Finance
29 columns
350 rows
8 formats

SWIFT MT320 Single Currency Interest Rate Derivative

This dataset provides detailed confirmations for single currency interest rate derivatives, including swaps, caps, floors, and collars, with comprehensive contract terms, payment schedules, and fixing details. It enables robust tracking, analysis, and reconciliation of derivative transactions between financial institutions, supporting compliance, risk management, and operational efficiency.

last updated 29 Oct 2025
by GoMask

The brief that made it

Regulatory reporting and compliance for OTC derivatives

Sample rows

preview · 8 of 350 rows · all 29 columns

transaction_idstring	derivative_typestring	notional_amountfloat	floating_leg_indexstring	trade_datedate	value_datedate	maturity_datedate	counterparty_namestring	counterparty_bicstring	own_institution_namestring	own_institution_bicstring	currencystring	fixed_leg_ratefloat	floating_leg_spreadfloat	payment_frequencystring	first_payment_datedate	last_payment_datedate	day_count_conventionstring	fixing_datedate	fixing_methodstring	cap_ratefloat	floor_ratefloat	collar_upper_ratefloat	collar_lower_ratefloat	payment_schedule_referencestring	confirmation_statusstring	confirmation_datedate	termination_clausestring	remarksstring
B9J2Q1W8X3L4F5R6V7H0	swap	350000000	SOFR	2021-03-15	2021-03-16	2031-03-16	Morgan Stanley Bank Plc	MSBANKLXXX	BNP Paribas SA	BNPPFRPPXXX	USD	3.85	0.37	quarterly	2021-06-16	2031-03-16	ACT/360	2021-06-10	screen rate	blank	blank	blank	blank	PSCHED-1165	confirmed	2021-03-16	Callable after 5 years at issuer's discretion.	Long-term USD swap for institutional exposure.
V0K7D2L9N8X3J6B5S1Q4	cap	2500000	EURIBOR	2022-05-05	2022-05-05	2027-05-05	Deutsche Bank AG	DEUTDEFFXXX	Wells Fargo Bank NA	WFBIUS6SXXX	EUR	blank	0.45	semi-annual	2022-11-05	2027-05-05	ACT/365	2022-10-28	agreed rate	1.75	blank	blank	blank	PSCHED-1201	confirmed	2022-05-06	Early exercise with fee after third payment.	Corporate Euro cap, SME client hedging rates.
T6R2Q0Z8K1F3J9V7L5M4	swap	120000000	TONAR	2020-01-14	2020-01-16	2030-01-16	Sumitomo Mitsui Trust Bank	SMTBJPJTXXX	Bank of America NA	BOFAUS3NXXX	JPY	0.74	0.08	annual	2021-01-16	2030-01-16	ACT/365	2021-01-10	other	blank	blank	blank	blank	blank	confirmed	2020-01-17	Early termination allowed after 7 years.	Japanese Yen swap, legacy contract.
F2L6J9R5V3S1N8Q0K7B4	floor	8500000	SOFR	2021-11-02	2021-11-04	2026-11-04	Societe Generale SA	SOGEFRPPXXX	Standard Chartered Bank	SCBLGB2LXXX	USD	blank	0.72	quarterly	2022-02-04	2026-11-04	30/360	2022-01-31	screen rate	blank	0.65	blank	blank	PSCHED-1053	confirmed	2021-11-05	blank	SME hedging USD, floor protection on floating rate.
P7K4R6V2N1J8Q0L5F3B9	collar	15500000	JIBAR	2023-04-22	2023-04-23	2028-04-23	Banco Santander SA	BSCHESMMXXX	NatWest Markets Plc	NWBKGB2LXXX	ZAR	blank	0.33	semi-annual	2023-10-23	2028-04-23	ACT/ACT	2023-10-19	agreed rate	blank	blank	3.25	1.45	PSCHED-1122	confirmed	2023-04-24	Termination conditional on JIBAR exceeding upper rate.	Emerging market collar, South African pension fund.
S3B8J2K4V7N9F1L6Q0R5	swap	430000000	CDOR	2022-08-10	2022-08-12	2027-08-12	Mitsubishi UFJ Trust Bank	MUTBJPJTXXX	Royal Bank of Canada	ROYCCAT2XXX	CAD	4.28	0.42	annual	2023-08-12	2027-08-12	ACT/365	2023-08-08	screen rate	blank	blank	blank	blank	blank	confirmed	2022-08-13	Callable after 3 years if CDOR falls below 2%.	Large CAD swap, Canadian institutional investor.
L0M7V3N9F5B2J8K4R1Q6	floor	5500000	SONIA	2023-02-01	2023-02-01	2028-02-01	Barclays Bank Plc	BARCGB22XXX	Credit Agricole SA	AGRIFRPPXXX	GBP	blank	1.15	quarterly	2023-05-01	2028-02-01	ACT/360	2023-04-27	agreed rate	blank	0.95	blank	blank	PSCHED-1174	pending	blank	Early termination allowed after 2 years.	UK SME client, GBP floor for interest rate protection.
N5F2L8K6J4R3V0B9Q7S1	swap	780000000	EURIBOR	2019-06-17	2019-06-19	2029-06-19	Industrial Bank of Korea	IBKOKRSEXXX	UBS Switzerland AG	UBSWCHZHXXX	EUR	2.55	0.41	semi-annual	2019-12-19	2029-06-19	30/360	2019-12-15	screen rate	blank	blank	blank	blank	PSCHED-1097	confirmed	2019-06-20	Callable at par after 8 years.	Long-term EUR swap, sovereign client.
Q2B9V1J7L4N8F3K5R6S0	collar	32000000	EIBOR	2022-01-05	2022-01-06	2027-01-06	Saudi National Bank	SNBASAJEXXX	Bank of Montreal	BOFMCAM2XXX	AED	blank	0.23	quarterly	2022-04-06	2027-01-06	ACT/360	2022-04-01	screen rate	blank	blank	2.75	1.18	blank	confirmed	2022-01-07	Conditional on index crossing lower bound.	Middle East collar, regional pension fund.
K4J7N6B9L2R3F5V8Q1S0	cap	1200000	CIBOR	2020-09-13	2020-09-13	2025-09-13	Danske Bank A/S	DABADKKKXXX	State Street Bank	SBOSUS3NXXX	DKK	blank	0.39	semi-annual	2021-03-13	2025-09-13	30/360	2021-03-07	other	2.1	blank	blank	blank	PSCHED-1008	confirmed	2020-09-14	Exercise option after 2 years.	Danish SME, cap for rate protection.
W9B2L4F7K6J1N8Q3S5V0	swap	90000000	CDI	2023-05-18	2023-05-20	2033-05-20	Banco do Brasil SA	BRASBRRJSBR	HSBC Bank Plc	HBUKGB4BXXX	BRL	7.5	1.05	quarterly	2023-08-20	2033-05-20	ACT/360	2023-08-17	screen rate	blank	blank	blank	blank	blank	confirmed	2023-05-21	blank	Large BRL swap, sovereign hedging inflation risk.
B4F7K2L9V1J3N6Q8R0S5	swap	1000000000	EURIBOR	2022-04-09	2022-04-09	2027-04-09	ING Bank NV	INGBNL2AXXX	Rabobank Nederland	RABONL2UXXX	EUR	3.1	0.5	annual	2023-04-09	2027-04-09	ACT/365	2023-04-04	screen rate	blank	blank	blank	blank	PSCHED-1184	confirmed	2022-04-10	Callable at par after 5 years.	Euro swap, very large institutional client.
J2K4N8F3B9V6Q1L7R5S0	cap	700000	STIBOR	2021-07-23	2021-07-25	2024-07-25	Swedbank AB	SWEDSESSXXX	Handelsbanken AB	HANDSESSXXX	SEK	blank	0.22	quarterly	2021-10-25	2024-07-25	ACT/365	2021-10-22	screen rate	0.75	blank	blank	blank	blank	confirmed	2021-07-26	blank	Swedish SME, cap instrument for interest rate hedge.
D6R2Q9B8N1J4V7F3K0L5	collar	14500000	IBR	2020-02-14	2020-02-15	2025-02-15	Banco de Bogota SA	BBOGCOBBXXX	Citibank NA	CITIUS33XXX	COP	blank	0.27	semi-annual	2020-08-15	2025-02-15	ACT/365	2020-08-10	screen rate	blank	blank	2.18	1.02	PSCHED-1015	confirmed	2020-02-16	Conditional on IBR exceeding collar rates.	Colombian pension fund, collar for emerging market risk.
G8V1B6J2K4N9F3L7Q0R5	swap	210000000	SONIA	2022-07-12	2022-07-13	2032-07-13	Bank of China Ltd	BKCHCNBJXXX	Santander UK Plc	ABBYGB2LXXX	GBP	5.45	0.31	annual	2023-07-13	2032-07-13	ACT/365	2023-07-08	screen rate	blank	blank	blank	blank	blank	confirmed	2022-07-14	Early termination allowed after 6 years.	GBP swap, Bank of China institutional deal.
M9K4R7V2N1J8Q5L6F3B0	collar	48000000	JIBAR	2021-12-20	2021-12-21	2026-12-21	FirstRand Bank Ltd	FIRNZAJJXXX	JPMorgan Chase Bank	CHASUS33XXX	ZAR	blank	0.41	quarterly	2022-03-21	2026-12-21	ACT/ACT	2022-03-17	screen rate	blank	blank	2.98	1.79	PSCHED-1140	confirmed	2021-12-22	Termination conditional on index breaching upper rate.	South African collar, retirement sector risk management.
A1N9J8K4L7V5F2Q3R0S6	swap	950000000	SOFR	2020-04-16	2020-04-17	2030-04-17	Bank of New York Mellon	IRVTUS3NXXX	MUFG Bank Ltd	BOTKJPJTXXX	USD	6.12	0.29	quarterly	2020-07-17	2030-04-17	ACT/360	2020-07-13	screen rate	blank	blank	blank	blank	PSCHED-1067	confirmed	2020-04-18	Callable after 5 years at issuer's discretion.	USD swap, very large institutional exposure.
Z6B1K3L9F7J8N2V4Q0R5	swap	250000000	LIBOR	2022-09-21	2022-09-23	2032-09-23	Banco Nacional de Panama	BNPAPAPAXXX	Scotiabank	NOSCCATTXXX	USD	4.45	0.35	annual	2023-09-23	2032-09-23	ACT/360	2023-09-18	screen rate	blank	blank	blank	blank	blank	pending	blank	blank	USD swap, Central American institutional client.
C5J9K4B8F2V7N1L6Q0R3	swap	97000000	SOR	2023-03-12	2023-03-13	2028-03-13	Maybank Malaysia Berhad	MBBEMYKLXXX	OCBC Bank	OCBCSGSGXXX	SGD	2.83	0.49	quarterly	2023-06-13	2028-03-13	ACT/360	2023-06-09	screen rate	blank	blank	blank	blank	PSCHED-1212	confirmed	2023-03-14	Callable after year 4 if SOR exceeds 4%.	Singapore swap, regional bank deal.
E7N5K3V9B1F2J8Q4L0R6	cap	3000000	TAB	2021-06-10	2021-06-11	2031-06-11	Banco de Chile	BCHICLRMXXX	Credit Suisse AG	CRESCHZZXXX	CLP	blank	0.21	semi-annual	2021-12-11	2031-06-11	ACT/365	2021-12-07	agreed rate	1.25	blank	blank	blank	blank	confirmed	2021-06-12	Option to exercise after fifth payment.	Chilean corporate cap, local currency hedge.

What the 350 rows show

from the 350-row sample

Swap (derivative type) stands out: mean notional_amount is 348,876,631, against 13,697,308 for the rest.

27,000,000median notional_amount
3fixing methods
3confirmation statuses
4payment frequencies
4day count conventions
29currencies

Mean notional_amount by derivative_type350 rows

notional_amount350 rows, in bands of 200M

Median 27,000,000, from 0.01 to 1,050,000,000.

floating_leg_index343 rows with a value · 7 left blank

EURIBOR71
SOFR47
LIBOR36
SOR23
SONIA20
JIBAR19
CDOR19
IBR18
MOSPRIME17
TONAR16

29 columns by typefrom the column list below

string 15
float 7
date 7

Columns

29 columns in three groups

blueprint · 29 columns
column	type	description	example
Text 15 columns
`transaction_id`	string	Unique identifier for the SWIFT MT320 confirmation transaction.unique	B9J2Q1W8X3L4F5R6V7H0
`counterparty_name`	string	Name of the counterparty institution.	Morgan Stanley Bank Plc
`counterparty_bic`	string	Bank Identifier Code (BIC) of the counterparty.	MSBANKLXXX
`own_institution_name`	string	Name of the reporting institution.	BNP Paribas SA
`own_institution_bic`	string	Bank Identifier Code (BIC) of the reporting institution.	BNPPFRPPXXX
`derivative_type`	string	Type of interest rate derivative (swap, cap, floor, collar).swap · cap · floor · collar	swap
`currency`	string	ISO currency code for the transaction.	USD
`floating_leg_index`	string	Reference index for the floating leg (e.g., LIBOR, EURIBOR).optional	SOFR
`payment_frequency`	string	Frequency of interest payments (e.g., quarterly, semi-annual, annual).monthly · quarterly · semi-annual · annual	quarterly
`day_count_convention`	string	Day count convention used for interest calculation (e.g., ACT/360, ACT/365, 30/360).ACT/360 · ACT/365 · 30/360 · ACT/ACT	ACT/360
`fixing_method`	string	Method used for fixing the floating rate (e.g., screen rate, agreed rate).screen rate · agreed rate · other · optional	screen rate
`payment_schedule_reference`	string	Reference ID for the detailed payment schedule (if stored elsewhere).optional	PSCHED-1165
`termination_clause`	string	Details of any early termination provisions.optional	Callable after 3 years.
`confirmation_status`	string	Status of the confirmation (pending, confirmed, rejected).pending · confirmed · rejected	confirmed
`remarks`	string	Additional notes or comments regarding the transaction.optional	Long-term USD swap for in…
Numbers 7 columns
`notional_amount`	float	Principal amount on which interest payments are calculated.0.01 or more	350000000
`fixed_leg_rate`	float	Fixed interest rate for the fixed leg (if applicable).0 or more · optional	3.85
`floating_leg_spread`	float	Spread added to the floating leg index rate.optional	0.37
`cap_rate`	float	Maximum interest rate applicable for cap instruments.0 or more · optional	1.75
`floor_rate`	float	Minimum interest rate applicable for floor instruments.0 or more · optional	0.65
`collar_upper_rate`	float	Upper rate limit for collar instruments.0 or more · optional	3.25
`collar_lower_rate`	float	Lower rate limit for collar instruments.0 or more · optional	1.45
Dates and times 7 columns
`trade_date`	date	Date the interest rate derivative trade was executed.	2021-03-15
`value_date`	date	Date the transaction becomes effective (settlement date).	2021-03-16
`maturity_date`	date	Date the derivative contract matures.	2031-03-16
`first_payment_date`	date	Date of the first interest payment.	2021-06-16
`last_payment_date`	date	Date of the last interest payment.	2031-03-16
`fixing_date`	date	Date on which the floating rate is fixed for the next period.optional	2021-06-10
`confirmation_date`	date	Date the confirmation was finalized.optional	2021-03-16

Use it for

A finance dashboard
Notional_amount by derivative_type and a breakdown of floating_leg_index. Excel, Power BI or Tableau.
Why do the 179 swap rows have a mean notional_amount of 348,876,631?
A root-cause class exercise
Hand out the rows and one question. The answer is in the data, not in the brief.
Transactions350
B9J2Q1W8X3L4F5R6V7H0350000000swap
V0K7D2L9N8X3J6B5S1Q42500000cap
T6R2Q0Z8K1F3J9V7L5M4120000000swap
A software demo
Believable transactions with trade_date, value_date and maturity_date to fill a screen in front of a buyer.

This dataset350 rows29 columns

Yours1,000 rows29 columns

blueprint · swift-mt320-single-currency-interest-rate-derivative

Behind this dataset

Same schema. As many rows as you need.

These 350 rows came out of a blueprint — 29 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

Unique transaction reference
Trade date and effective date
Maturity date specified
Notional amount and currency
Party A pays fixed/floating
Party B pays fixed/floating
Fixed rate percentage
Floating rate index (LIBOR, SOFR)

Rows1,000 rows10,000 rows100,000 rows1,000,000 rows

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-mt320-single-currency-interest-rate-derivative

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Sample rows

What the 350 rows show

Columns

Use it for

A finance dashboard

A root-cause class exercise

A software demo

Make it yours.

Same schema. As many rows as you need.

More in Finance

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