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Rate Day Week Month Year
24-Aug-16 23-Aug-16 17-Aug-16 25-Jul-16 25-Aug-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 0.919% 0.930% -1 0.905% +1 0.853% +7 0.506% +41
2-Year 0.998% 0.986% +1 0.946% +5 1.016% -2 0.839% +16
3-Year 1.049% 1.055% -1 1.013% +4 1.064% -1 1.098% -5
5-Year 1.158% 1.150% +1 1.142% +2 1.175% -2 1.514% -36
7-Year 1.265% 1.265% +0 1.256% +1 1.324% -6 1.847% -58
10-Year 1.403% 1.411% -1 1.419% -2 1.466% -6 2.137% -73
30-Year This marker indicates the current chart. 1.685% 1.713% -3 1.749% -6 1.842% -16 2.589% -90
 
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Week Month 1-Year 3-Year
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