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Rate Day Week Month Year
19-Jan-18 18-Jan-18 12-Jan-18 20-Dec-17 19-Jan-17
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 2.012% 2.022% -1 1.986% +3 1.867% +15 1.257% +76
2-Year 2.260% 2.256% +0 2.194% +7 2.063% +20 1.521% +74
3-Year 2.366% 2.369% +0 2.299% +7 2.163% +20 1.729% +64
5-Year 2.481% 2.483% +0 2.392% +9 2.272% +21 2.010% +47
7-Year 2.551% 2.559% -1 2.459% +9 2.357% +19 2.186% +37
10-Year This marker indicates the current chart. 2.639% 2.643% +0 2.540% +10 2.461% +18 2.359% +28
30-Year 2.748% 2.743% +0 2.657% +9 2.637% +11 2.580% +17
 
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Week Month 1-Year 3-Year
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