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Rate Day Week Month Year
28-Jan-15 27-Jan-15 21-Jan-15 29-Dec-14 28-Jan-14
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 0.391% 0.391% - 0.351% +4 0.437% -5 0.293% +10
2-Year 0.743% 0.751% -1 0.668% +8 0.903% -16 0.490% +25
3-Year 1.047% 1.048% +0 1.090% -4 1.306% -26 0.875% +17
5-Year 1.439% 1.448% -1 1.430% +1 1.803% -36 1.711% -27
7-Year 1.684% 1.675% +1 1.763% -8 2.081% -40 2.330% -65
10-Year This marker indicates the current chart. 1.909% 1.896% +1 1.926% -2 2.315% -41 2.904% -100
30-Year 2.258% 2.255% +0 2.353% -9 2.723% -47 3.690% -143
 
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