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Rate Day Week Month Year
27-Jul-16 26-Jul-16 20-Jul-16 27-Jun-16 28-Jul-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 0.867% 0.890% -2 0.800% +7 0.628% +24 0.531% +34
2-Year 0.965% 1.018% -5 0.910% +5 0.730% +23 0.918% +5
3-Year 1.052% 1.068% -2 0.978% +7 0.808% +24 1.255% -20
5-Year 1.176% 1.194% -2 1.115% +6 0.976% +20 1.723% -55
7-Year 1.287% 1.320% -3 1.276% +1 1.114% +17 2.047% -76
10-Year This marker indicates the current chart. 1.449% 1.480% -3 1.450% +0 1.339% +11 2.334% -88
30-Year 1.827% 1.854% -3 1.858% -3 1.814% +1 2.784% -96
 
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Week Month 1-Year 3-Year
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