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Rate Day Week Month Year
27-Aug-14 26-Aug-14 20-Aug-14 28-Jul-14 27-Aug-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 0.328% 0.329% +0 0.320% +1 0.323% +1 0.335% -1
2-Year 0.702% 0.740% -4 0.699% +0 0.747% -5 0.558% +14
3-Year 1.145% 1.156% -1 1.127% +2 1.160% -1 0.902% +24
5-Year This marker indicates the current chart. 1.782% 1.800% -2 1.792% -1 1.831% -5 1.706% +8
7-Year 2.153% 2.178% -3 2.194% -4 2.228% -8 2.327% -17
10-Year 2.505% 2.537% -3 2.587% -8 2.607% -10 2.897% -39
30-Year 3.086% 3.138% -5 3.206% -12 3.224% -14 3.691% -61
 
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