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Rate Day Week Month Year
24-Oct-14 23-Oct-14 17-Oct-14 24-Sep-14 24-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 0.300% 0.305% +0 0.308% -1 0.360% -6 0.293% +1
2-Year 0.642% 0.644% +0 0.628% +1 0.805% -16 0.441% +20
3-Year 1.051% 1.044% +1 1.017% +3 1.282% -23 0.713% +34
5-Year 1.672% 1.670% +0 1.610% +6 1.977% -31 1.463% +21
7-Year 2.061% 2.055% +1 1.990% +7 2.349% -29 2.076% -2
10-Year 2.417% 2.415% +0 2.352% +7 2.692% -28 2.677% -26
30-Year This marker indicates the current chart. 3.029% 3.028% +0 2.967% +6 3.260% -23 3.581% -55
 
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