Lecap Index
Created with pipeline LECAPS + BONCAPS•Last update Jun 19, 2026 at 8:44 PM
Dataset Information
Data available from 2024-03-25 to 2026-06-19The first variable is a simple average of the Lecaps and Boncaps effective monthly rate, and the other variable is the effective monthly rate of the Lecap/Boncap that expires the soonest on each date. Bonds expiring in 5 days or less are filtered out for each date beforehand. In %.
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