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(bps)
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source: Federal Reserve
| Interest Rate Swaps | Private Label Content Add this report to your site (free)
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| ISDA Mid-Market Par Swap Rates | |||||||||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||||||||
| Rate | Day | Week | Month | Year | |||||||||||
| 1-Dec-08 | 30-Nov-08 | 24-Nov-08 | 1-Nov-08 | 2-Dec-07 | |||||||||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
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| 1-Year
|
2.10% | 1.98% | +12 | 2.00% | +10 | 2.57% | -47 | 4.27% | -217 | ||||||
| 2-Year
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2.16% | 2.10% | +6 | 2.12% | +4 | 2.70% | -54 | 3.94% | -178 | ||||||
| 3-Year
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2.41% | 2.36% | +5 | 2.44% | -3 | 3.14% | -73 | 3.98% | -157 | ||||||
| 4-Year
|
2.64% | 2.65% | -1 | 2.72% | -8 | 3.52% | -88 | 4.09% | -145 | ||||||
| 5-Year
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2.86% | 2.86% | - | 2.95% | -9 | 3.78% | -92 | 4.21% | -135 | ||||||
| 7-Year
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3.07% | 3.09% | -2 | 3.20% | -13 | 4.12% | -105 | 4.41% | -134 | ||||||
| 10-Year
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3.18% | 3.21% | -3 | 3.34% | -16 | 4.33% | -115 | 4.61% | -143 | ||||||
| 30-Year
|
3.08% | 3.16% | -8 | 3.16% | -8 | 4.20% | -112 | 4.91% | -183 | ||||||
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source: Federal Reserve
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