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Rate Day Week Month Year
24-Apr-15 23-Apr-15 17-Apr-15 25-Mar-15 24-Apr-14
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 0.462% 0.462% - 0.446% +2 0.465% +0 0.263% +20
2-Year 0.778% 0.798% -2 0.781% +0 0.853% -7 0.540% +24
3-Year 1.079% 1.088% -1 1.055% +2 1.160% -8 1.004% +8
5-Year 1.502% 1.512% -1 1.488% +1 1.569% -7 1.817% -32
7-Year 1.764% 1.777% -1 1.395% +37 1.817% -5 2.355% -59
10-Year This marker indicates the current chart. 1.988% 2.008% -2 1.969% +2 2.043% -6 2.789% -80
30-Year 2.373% 2.373% - 2.364% +1 2.357% +2 3.444% -107
 
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Week Month 1-Year 3-Year
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