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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2021-01-19
Percent
Name 2021-01-19 2021-01-18 2020-01-21
Euro
1 Year Tenor, 11:00 A.M. (London Time) 		-0.561 -0.563 -0.393
1 Year Tenor, 12:00 P.M. (London Time) 		-0.558 -0.563 -0.392
2 Year Tenor, 11:00 A.M. (London Time) 		-0.530 -0.535 -0.304
2 Year Tenor, 12:00 P.M. (London Time) 		-0.528 -0.534 -0.302
3 Year Tenor, 11:00 A.M. (London Time) 		-0.510 -0.518 -0.263
3 Year Tenor, 12:00 P.M. (London Time) 		-0.508 -0.518 -0.259
4 Year Tenor, 11:00 A.M. (London Time) 		-0.480 -0.492 -0.215
4 Year Tenor, 12:00 P.M. (London Time) 		-0.478 -0.492 -0.210
5 Year Tenor, 11:00 A.M. (London Time) 		-0.443 -0.457 -0.164
5 Year Tenor, 12:00 P.M. (London Time) 		-0.441 -0.458 -0.158
6 Year Tenor, 11:00 A.M. (London Time) 		-0.403 -0.418 -0.110
6 Year Tenor, 12:00 P.M. (London Time) 		-0.401 -0.419 -0.102
7 Year Tenor, 11:00 A.M. (London Time) 		-0.359 -0.375 -0.052
7 Year Tenor, 12:00 P.M. (London Time) 		-0.358 -0.375 -0.045
8 Year Tenor, 11:00 A.M. (London Time) 		-0.312 -0.328 0.008
8 Year Tenor, 12:00 P.M. (London Time) 		-0.312 -0.329 0.016
9 Year Tenor, 11:00 A.M. (London Time) 		-0.265 -0.281 0.068
9 Year Tenor, 12:00 P.M. (London Time) 		-0.265 -0.282 0.076
10 Year Tenor, 11:00 A.M. (London Time) 		-0.217 -0.233 0.127
10 Year Tenor, 12:00 P.M. (London Time) 		-0.218 -0.234 0.137
12 Year Tenor, 11:00 A.M. (London Time) 		-0.128 -0.145 0.239
12 Year Tenor, 12:00 P.M. (London Time) 		-0.128 -0.145 0.248
15 Year Tenor, 11:00 A.M. (London Time) 		-0.022 -0.039 0.380
15 Year Tenor, 12:00 P.M. (London Time) 		-0.023 -0.040 0.390
20 Year Tenor, 11:00 A.M. (London Time) 		0.066 0.049 0.516
20 Year Tenor, 12:00 P.M. (London Time) 		0.065 0.049 0.526
25 Year Tenor, 11:00 A.M. (London Time) 		0.076 0.057 0.559
25 Year Tenor, 12:00 P.M. (London Time) 		0.075 0.057 0.569
30 Year Tenor, 11:00 A.M. (London Time) 		0.053 0.034 0.559
30 Year Tenor, 12:00 P.M. (London Time) 		0.049 0.033 0.568
British Pound
1 Year Tenor, 11:00 A.M. (London Time) 		-0.028 -0.026 .
2 Year Tenor, 11:00 A.M. (London Time) 		0.071 0.073 0.640
3 Year Tenor, 11:00 A.M. (London Time) 		0.132 0.134 0.654
4 Year Tenor, 11:00 A.M. (London Time) 		0.194 0.196 0.680
5 Year Tenor, 11:00 A.M. (London Time) 		0.256 0.254 0.709
6 Year Tenor, 11:00 A.M. (London Time) 		0.310 0.308 0.736
7 Year Tenor, 11:00 A.M. (London Time) 		0.362 0.358 0.764
8 Year Tenor, 11:00 A.M. (London Time) 		0.412 0.406 0.791
9 Year Tenor, 11:00 A.M. (London Time) 		0.459 0.452 0.819
10 Year Tenor, 11:00 A.M. (London Time) 		0.502 0.493 0.846
12 Year Tenor, 11:00 A.M. (London Time) 		0.571 0.563 0.893
15 Year Tenor, 11:00 A.M. (London Time) 		0.644 0.634 0.941
20 Year Tenor, 11:00 A.M. (London Time) 		0.700 0.691 0.980
25 Year Tenor, 11:00 A.M. (London Time) 		0.712 0.704 0.986
30 Year Tenor, 11:00 A.M. (London Time) 		0.706 0.698 0.983
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time) 		0.196 . 1.709
1 Year Tenor, 3:00 P.M. (London Time) 		0.195 . .
2 Year Tenor, 11:00 A.M. (London Time) 		0.206 . 1.611
3 Year Tenor, 11:00 A.M. (London Time) 		0.272 . .
4 Year Tenor, 11:00 A.M. (London Time) 		0.394 . 1.581
5 Year Tenor, 11:00 A.M. (London Time) 		0.534 . 1.595
6 Year Tenor, 11:00 A.M. (London Time) 		0.676 . 1.618
7 Year Tenor, 11:00 A.M. (London Time) 		0.806 . .
8 Year Tenor, 11:00 A.M. (London Time) 		0.919 . 1.673
9 Year Tenor, 11:00 A.M. (London Time) 		1.019 . 1.703
10 Year Tenor, 11:00 A.M. (London Time) 		1.105 . .
15 Year Tenor, 11:00 A.M. (London Time) 		1.380 . .
20 Year Tenor, 11:00 A.M. (London Time) 		1.506 . .
30 Year Tenor, 11:00 A.M. (London Time) 		1.589 . .
   

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