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Rate Day Week Month Year
22-Jul-14 21-Jul-14 15-Jul-14 22-Jun-14 22-Jul-13
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 0.306% 0.311% -1 0.301% +0 0.283% +2 0.333% -3
2-Year 0.669% 0.683% -1 0.658% +1 0.600% +7 0.480% +19
3-Year 1.110% 1.132% -2 1.095% +2 1.041% +7 0.761% +35
5-Year This marker indicates the current chart. 1.781% 1.796% -2 1.789% -1 1.769% +1 1.487% +29
7-Year 2.195% 2.201% -1 2.235% -4 2.254% -6 2.100% +10
10-Year 2.588% 2.589% +0 2.658% -7 2.697% -11 2.692% -10
30-Year 3.224% 3.232% -1 3.331% -11 3.392% -17 3.536% -31
 
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