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Rate Day Week Month Year
31-Jul-14 30-Jul-14 24-Jul-14 1-Jul-14 31-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 This marker indicates the current chart. 0.335% 0.341% -1 0.313% +2 0.287% +5 0.329% +1
2-Year 0.725% 0.738% -1 0.694% +3 0.584% +14 0.484% +24
3-Year 1.196% 1.198% +0 1.142% +5 1.013% +18 0.778% +42
5-Year 1.889% 1.892% +0 1.817% +7 1.733% +16 1.552% +34
7-Year 2.314% 2.299% +1 2.234% +8 2.217% +10 2.186% +13
10-Year 2.706% 2.687% +2 2.627% +8 2.666% +4 2.774% -7
30-Year 3.304% 3.290% +1 3.264% +4 3.367% -6 3.617% -31
 
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