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Rate Day Week Month Year
22-Apr-14 21-Apr-14 15-Apr-14 23-Mar-14 22-Apr-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 0.261% 0.258% +0 0.254% +1 0.284% -2 0.365% -10
2-Year 0.546% 0.532% +1 0.507% +4 0.560% -1 0.357% +19
3-Year 1.012% 0.999% +1 0.938% +7 0.999% +1 0.485% +53
5-Year 1.829% 1.823% +1 1.728% +10 1.800% +3 0.860% +97
7-Year 2.365% 2.352% +1 2.266% +10 2.359% +1 1.343% +102
10-Year This marker indicates the current chart. 2.826% 2.826% - 2.752% +7 2.861% -4 1.862% +96
30-Year 3.487% 3.510% -2 3.457% +3 3.582% -9 2.792% +70
 
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