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Rate Day Week Month Year
5-Feb-16 4-Feb-16 29-Jan-16 6-Jan-16 5-Feb-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 0.645% 0.691% -5 0.739% -9 0.796% -15 0.425% +22
2-Year 0.796% 0.748% +5 0.844% -5 1.076% -28 0.875% -8
3-Year This marker indicates the current chart. 0.922% 0.872% +5 0.989% -7 1.281% -36 1.194% -27
5-Year 1.193% 1.149% +4 1.298% -11 1.590% -40 1.601% -41
7-Year 1.449% 1.402% +5 1.539% -9 1.817% -37 1.833% -38
10-Year 1.711% 1.671% +4 1.801% -9 2.078% -37 2.033% -32
30-Year 2.209% 2.164% +4 2.294% -8 2.528% -32 2.374% -17
 
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Week Month 1-Year 3-Year
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