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Rate Day Week Month Year
20-Mar-19 19-Mar-19 13-Mar-19 18-Feb-19 20-Mar-18
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Interest Rate Swaps - ISDA Mid-Market Par Swap Rates
1-Year 2.612% 2.615% +0 2.619% -1 2.659% -5 2.415% +20
2-Year 2.558% 2.578% -2 2.582% -2 2.651% -9 2.650% -9
3-Year 2.493% 2.515% -2 2.526% -3 2.602% -11 2.758% -27
5-Year 2.462% 2.485% -2 2.500% -4 2.585% -12 2.841% -38
7-Year 2.504% 2.530% -3 2.546% -4 2.628% -12 2.884% -38
10-Year 2.600% 2.625% -3 2.638% -4 2.703% -10 2.934% -33
30-Year This marker indicates the current chart. 2.771% 2.794% -2 2.808% -4 2.826% -6 2.982% -21
 
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