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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2020-07-28
Percent
Name 2020-07-28 2020-07-27 2019-07-30
Euro
1 Year Tenor, 11:00 A.M. (London Time)
-0.463 -0.454 -0.486
1 Year Tenor, 12:00 P.M. (London Time)
-0.462 -0.458 -0.487
2 Year Tenor, 11:00 A.M. (London Time)
-0.402 -0.394 -0.436
2 Year Tenor, 12:00 P.M. (London Time)
-0.405 -0.395 -0.436
3 Year Tenor, 11:00 A.M. (London Time)
-0.404 -0.393 -0.420
3 Year Tenor, 12:00 P.M. (London Time)
-0.407 -0.396 -0.420
4 Year Tenor, 11:00 A.M. (London Time)
-0.394 -0.382 -0.377
4 Year Tenor, 12:00 P.M. (London Time)
-0.398 -0.386 -0.376
5 Year Tenor, 11:00 A.M. (London Time)
-0.377 -0.362 -0.318
5 Year Tenor, 12:00 P.M. (London Time)
-0.381 -0.366 -0.318
6 Year Tenor, 11:00 A.M. (London Time)
-0.356 -0.338 -0.252
6 Year Tenor, 12:00 P.M. (London Time)
-0.358 -0.343 -0.252
7 Year Tenor, 11:00 A.M. (London Time)
-0.328 -0.309 -0.181
7 Year Tenor, 12:00 P.M. (London Time)
-0.330 -0.314 -0.181
8 Year Tenor, 11:00 A.M. (London Time)
-0.296 -0.276 -0.104
8 Year Tenor, 12:00 P.M. (London Time)
-0.298 -0.282 -0.105
9 Year Tenor, 11:00 A.M. (London Time)
-0.263 -0.241 -0.027
9 Year Tenor, 12:00 P.M. (London Time)
-0.265 -0.248 -0.028
10 Year Tenor, 11:00 A.M. (London Time)
-0.227 -0.203 0.045
10 Year Tenor, 12:00 P.M. (London Time)
-0.228 -0.210 0.044
12 Year Tenor, 11:00 A.M. (London Time)
-0.157 -0.130 0.180
12 Year Tenor, 12:00 P.M. (London Time)
-0.158 -0.138 0.178
15 Year Tenor, 11:00 A.M. (London Time)
-0.071 -0.042 0.341
15 Year Tenor, 12:00 P.M. (London Time)
-0.071 -0.050 0.339
20 Year Tenor, 11:00 A.M. (London Time)
-0.013 0.018 0.503
20 Year Tenor, 12:00 P.M. (London Time)
-0.014 0.009 0.501
25 Year Tenor, 11:00 A.M. (London Time)
-0.028 0.005 0.563
25 Year Tenor, 12:00 P.M. (London Time)
-0.029 -0.005 0.561
30 Year Tenor, 11:00 A.M. (London Time)
-0.067 -0.033 0.578
30 Year Tenor, 12:00 P.M. (London Time)
-0.068 -0.043 0.575
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
0.062 0.056 .
2 Year Tenor, 11:00 A.M. (London Time)
0.107 0.100 0.680
3 Year Tenor, 11:00 A.M. (London Time)
0.117 0.110 0.671
4 Year Tenor, 11:00 A.M. (London Time)
0.139 0.135 0.687
5 Year Tenor, 11:00 A.M. (London Time)
0.166 0.164 0.714
6 Year Tenor, 11:00 A.M. (London Time)
0.196 0.195 0.743
7 Year Tenor, 11:00 A.M. (London Time)
0.226 0.226 0.777
8 Year Tenor, 11:00 A.M. (London Time)
0.256 0.258 0.812
9 Year Tenor, 11:00 A.M. (London Time)
0.285 0.288 0.848
10 Year Tenor, 11:00 A.M. (London Time)
0.311 0.315 0.883
12 Year Tenor, 11:00 A.M. (London Time)
0.355 0.360 0.946
15 Year Tenor, 11:00 A.M. (London Time)
0.400 0.404 1.016
20 Year Tenor, 11:00 A.M. (London Time)
0.434 0.435 1.082
25 Year Tenor, 11:00 A.M. (London Time)
0.441 0.440 1.107
30 Year Tenor, 11:00 A.M. (London Time)
0.434 0.433 1.117
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
0.244 0.241 2.071
1 Year Tenor, 3:00 P.M. (London Time)
0.244 0.244 2.067
2 Year Tenor, 11:00 A.M. (London Time)
0.215 0.212 1.885
3 Year Tenor, 11:00 A.M. (London Time)
0.222 0.221 1.819
4 Year Tenor, 11:00 A.M. (London Time)
0.253 0.252 1.802
5 Year Tenor, 11:00 A.M. (London Time)
0.304 0.304 1.812
6 Year Tenor, 11:00 A.M. (London Time)
0.366 0.364 .
7 Year Tenor, 11:00 A.M. (London Time)
0.428 0.424 .
8 Year Tenor, 11:00 A.M. (London Time)
0.484 0.480 .
9 Year Tenor, 11:00 A.M. (London Time)
0.536 0.531 .
10 Year Tenor, 11:00 A.M. (London Time)
0.580 0.576 1.983
15 Year Tenor, 11:00 A.M. (London Time)
0.726 0.719 .
20 Year Tenor, 11:00 A.M. (London Time)
0.798 0.791 .
30 Year Tenor, 11:00 A.M. (London Time)
0.823 0.815 2.218
   

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