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Rate Day Week Month Year
19-Oct-17 18-Oct-17 12-Oct-17 19-Sep-17 19-Oct-16
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 1.598% 1.593% +1 1.582% +2 1.507% +9 0.982% +62
2-Year 1.793% 1.813% -2 1.777% +2 1.665% +13 1.027% +77
3-Year 1.904% 1.934% -3 1.888% +2 1.760% +14 1.123% +78
5-Year 2.043% 2.073% -3 2.025% +2 1.916% +13 1.234% +81
7-Year 2.156% 2.185% -3 2.144% +1 2.054% +10 1.375% +78
10-Year This marker indicates the current chart. 2.287% 2.316% -3 2.282% +1 2.209% +8 1.577% +71
30-Year 2.519% 2.547% -3 2.529% -1 2.480% +4 1.926% +59
 
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Week Month 1-Year 3-Year
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