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Rate Day Week Month Year
30-Oct-14 29-Oct-14 23-Oct-14 30-Sep-14 30-Oct-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 0.314% 0.318% +0 0.305% +1 0.356% -4 0.292% +2
2-Year 0.686% 0.697% -1 0.644% +4 0.811% -13 0.437% +25
3-Year 1.109% 1.122% -1 1.044% +7 1.290% -18 0.705% +40
5-Year 1.736% 1.751% -2 1.670% +7 1.929% -19 1.456% +28
7-Year 2.112% 2.117% -1 2.055% +6 2.299% -19 2.102% +1
10-Year 2.455% 2.455% +0 2.415% +4 2.638% -18 2.681% -23
30-Year This marker indicates the current chart. 3.029% 3.023% +1 3.028% +0 3.191% -16 3.601% -57
 
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