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Rate Day Week Month Year
2-Dec-16 1-Dec-16 25-Nov-16 2-Nov-16 3-Dec-15
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 1.131% 1.120% +1 1.136% +0 0.977% +15 0.721% +41
2-Year 1.352% 1.360% -1 1.347% +0 1.045% +31 1.007% +35
3-Year This marker indicates the current chart. 1.573% 1.581% -1 1.560% +1 1.130% +44 1.252% +32
5-Year 1.862% 1.879% -2 1.837% +3 1.265% +60 1.652% +21
7-Year 2.057% 2.067% -1 2.018% +4 1.420% +64 1.915% +14
10-Year 2.248% 2.257% -1 2.189% +6 1.631% +62 2.177% +7
30-Year 2.497% 2.509% -1 2.428% +7 1.985% +51 2.634% -14
 
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Week Month 1-Year 3-Year
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