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Rate Day Week Month Year
3-Jul-15 2-Jul-15 26-Jun-15 3-Jun-15 3-Jul-14
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 0.502% 0.502% - 0.523% -2 0.500% +0 0.297% +21
2-Year 0.901% 0.901% - 0.877% +2 0.903% +0 0.640% +26
3-Year 1.256% 1.256% +0 1.307% -5 1.273% -2 1.088% +17
5-Year 1.786% 1.787% +0 1.761% +3 1.821% -4 1.813% -3
7-Year 2.158% 2.158% +0 2.227% -7 2.129% +3 2.285% -13
10-Year 2.490% 2.490% +0 2.450% +4 2.446% +4 2.732% -24
30-Year This marker indicates the current chart. 2.982% 2.982% +0 2.909% +7 2.882% +10 3.430% -45
 
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