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Rate Day Week Month Year
26-Sep-16 25-Sep-16 19-Sep-16 27-Aug-16 25-Sep-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 This marker indicates the current chart. 0.921% 0.931% -1 0.949% -3 0.931% -1 0.506% +41
2-Year 0.966% 0.978% -1 1.002% -4 1.063% -10 0.792% +17
3-Year 1.032% 1.051% -2 1.088% -6 1.117% -8 1.042% -1
5-Year 1.135% 1.159% -2 1.220% -8 1.237% -10 1.484% -35
7-Year 1.257% 1.279% -2 1.360% -10 1.338% -8 1.796% -54
10-Year 1.429% 1.450% -2 1.537% -11 1.460% -3 2.122% -69
30-Year 1.752% 1.765% -1 1.867% -12 1.707% +5 2.636% -88
 
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Week Month 1-Year 3-Year
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