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Rate Day Week Month Year
26-May-16 25-May-16 19-May-16 26-Apr-16 27-May-15
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 0.872% 0.872% - 0.848% +2 0.802% +7 0.500% +37
2-Year 1.057% 1.057% - 1.006% +5 0.960% +10 0.886% +17
3-Year 1.180% 1.178% +0 1.134% +5 1.100% +8 1.201% -2
5-Year 1.365% 1.365% - 1.329% +4 1.338% +3 1.670% -31
7-Year 1.520% 1.515% +0 1.494% +3 1.548% -3 1.937% -42
10-Year This marker indicates the current chart. 1.715% 1.715% - 1.704% +1 1.784% -7 2.209% -49
30-Year 2.160% 2.160% - 2.148% +1 2.272% -11 2.612% -45
 
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Week Month 1-Year 3-Year
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