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Rate Day Week Month Year
17-Nov-17 16-Nov-17 10-Nov-17 18-Oct-17 17-Nov-16
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 1.692% 1.689% +0 1.651% +4 1.593% +10 1.110% +58
2-Year 1.880% 1.891% -1 1.856% +2 1.813% +7 1.280% +60
3-Year 1.991% 1.990% +0 1.970% +2 1.934% +6 1.506% +49
5-Year 2.105% 2.118% -1 2.117% -1 2.073% +3 1.771% +33
7-Year 2.203% 2.225% -2 2.250% -5 2.185% +2 1.966% +24
10-Year This marker indicates the current chart. 2.327% 2.351% -2 2.371% -4 2.316% +1 2.161% +17
30-Year 2.549% 2.573% -2 2.598% -5 2.547% +0 2.455% +9
 
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Week Month 1-Year 3-Year
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