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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2021-10-12
Percent
Name 2021-10-12 2021-10-11 2020-10-13
Euro
1 Year Tenor, 11:00 A.M. (London Time)
-0.517 -0.515 -0.533
1 Year Tenor, 12:00 P.M. (London Time)
-0.519 -0.517 -0.533
2 Year Tenor, 11:00 A.M. (London Time)
-0.394 -0.397 -0.508
2 Year Tenor, 12:00 P.M. (London Time)
-0.400 -0.397 -0.508
3 Year Tenor, 11:00 A.M. (London Time)
-0.294 -0.300 -0.501
3 Year Tenor, 12:00 P.M. (London Time)
-0.302 -0.299 -0.500
4 Year Tenor, 11:00 A.M. (London Time)
-0.199 -0.208 -0.480
4 Year Tenor, 12:00 P.M. (London Time)
-0.208 -0.207 -0.479
5 Year Tenor, 11:00 A.M. (London Time)
-0.110 -0.119 -0.451
5 Year Tenor, 12:00 P.M. (London Time)
-0.117 -0.117 -0.448
6 Year Tenor, 11:00 A.M. (London Time)
-0.025 -0.037 -0.416
6 Year Tenor, 12:00 P.M. (London Time)
-0.033 -0.034 -0.413
7 Year Tenor, 11:00 A.M. (London Time)
0.055 0.042 -0.375
7 Year Tenor, 12:00 P.M. (London Time)
0.047 0.045 -0.372
8 Year Tenor, 11:00 A.M. (London Time)
0.131 0.117 -0.331
8 Year Tenor, 12:00 P.M. (London Time)
0.123 0.121 -0.328
9 Year Tenor, 11:00 A.M. (London Time)
0.202 0.188 -0.286
9 Year Tenor, 12:00 P.M. (London Time)
0.194 0.192 -0.283
10 Year Tenor, 11:00 A.M. (London Time)
0.269 0.255 -0.240
10 Year Tenor, 12:00 P.M. (London Time)
0.260 0.259 -0.236
12 Year Tenor, 11:00 A.M. (London Time)
0.385 0.372 -0.153
12 Year Tenor, 12:00 P.M. (London Time)
0.376 0.376 -0.150
15 Year Tenor, 11:00 A.M. (London Time)
0.516 0.501 -0.050
15 Year Tenor, 12:00 P.M. (London Time)
0.507 0.507 -0.047
20 Year Tenor, 11:00 A.M. (London Time)
0.620 0.605 0.029
20 Year Tenor, 12:00 P.M. (London Time)
0.612 0.612 0.034
25 Year Tenor, 11:00 A.M. (London Time)
0.637 0.621 0.030
25 Year Tenor, 12:00 P.M. (London Time)
0.628 0.629 0.035
30 Year Tenor, 11:00 A.M. (London Time)
0.613 0.597 0.002
30 Year Tenor, 12:00 P.M. (London Time)
0.601 0.605 0.009
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
0.563 0.558 0.024
2 Year Tenor, 11:00 A.M. (London Time)
0.892 0.883 0.072
3 Year Tenor, 11:00 A.M. (London Time)
1.012 1.012 0.116
4 Year Tenor, 11:00 A.M. (London Time)
1.079 1.091 0.165
5 Year Tenor, 11:00 A.M. (London Time)
1.127 1.147 0.212
6 Year Tenor, 11:00 A.M. (London Time)
1.170 1.197 0.260
7 Year Tenor, 11:00 A.M. (London Time)
1.209 1.239 0.305
8 Year Tenor, 11:00 A.M. (London Time)
1.246 1.278 0.350
9 Year Tenor, 11:00 A.M. (London Time)
1.280 1.313 0.394
10 Year Tenor, 11:00 A.M. (London Time)
1.310 1.343 0.433
12 Year Tenor, 11:00 A.M. (London Time)
1.356 1.390 0.498
15 Year Tenor, 11:00 A.M. (London Time)
1.397 1.433 0.565
20 Year Tenor, 11:00 A.M. (London Time)
1.409 1.446 0.624
25 Year Tenor, 11:00 A.M. (London Time)
1.395 1.434 0.640
30 Year Tenor, 11:00 A.M. (London Time)
1.368 1.409 0.640
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
0.193 . 0.218
1 Year Tenor, 3:00 P.M. (London Time)
0.198 . 0.218
2 Year Tenor, 11:00 A.M. (London Time)
0.460 . 0.230
3 Year Tenor, 11:00 A.M. (London Time)
0.758 . 0.260
4 Year Tenor, 11:00 A.M. (London Time)
0.988 . 0.312
5 Year Tenor, 11:00 A.M. (London Time)
1.160 . 0.382
6 Year Tenor, 11:00 A.M. (London Time)
1.300 . 0.463
7 Year Tenor, 11:00 A.M. (London Time)
1.411 . 0.547
8 Year Tenor, 11:00 A.M. (London Time)
1.497 . 0.627
9 Year Tenor, 11:00 A.M. (London Time)
1.566 . 0.703
10 Year Tenor, 11:00 A.M. (London Time)
1.625 . 0.771
15 Year Tenor, 11:00 A.M. (London Time)
1.803 . 1.004
20 Year Tenor, 11:00 A.M. (London Time)
1.878 . 1.123
30 Year Tenor, 11:00 A.M. (London Time)
1.894 . 1.195
   

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