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Rate Day Week Month Year
16-Sep-14 15-Sep-14 9-Sep-14 17-Aug-14 16-Sep-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 0.356% 0.357% +0 0.356% - 0.294% +6 0.321% +4
2-Year 0.776% 0.774% +0 0.776% +0 0.627% +15 0.546% +23
3-Year 1.243% 1.251% -1 1.271% -3 1.047% +20 0.946% +30
5-Year 1.936% 1.944% -1 1.895% +4 1.699% +24 1.794% +14
7-Year 2.350% 2.357% -1 2.281% +7 2.105% +25 2.429% -8
10-Year This marker indicates the current chart. 2.732% 2.730% +0 2.635% +10 2.491% +24 3.021% -29
30-Year 3.351% 3.341% +1 3.215% +14 3.107% +24 3.860% -51
 
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