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Rate Day Week Month Year
28-Jul-15 27-Jul-15 21-Jul-15 27-Jun-15 28-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 0.556% 0.541% +1 0.495% +6 0.513% +4 0.313% +24
2-Year 0.930% 0.926% +0 0.928% +0 0.711% +22 0.747% +18
3-Year 1.267% 1.267% +0 1.261% +1 1.307% -4 1.160% +11
5-Year 1.755% 1.749% +1 1.751% +0 1.761% -1 1.831% -8
7-Year 2.084% 2.075% +1 2.097% -1 2.227% -14 2.228% -14
10-Year This marker indicates the current chart. 2.399% 2.381% +2 2.394% +1 2.450% -5 2.607% -21
30-Year 2.848% 2.820% +3 2.849% +0 2.909% -6 3.224% -38
 
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Week Month 1-Year 3-Year
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