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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2020-01-20
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 -0.393 -0.394 -0.289
1 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 -0.394 -0.394 -0.288
2 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 -0.304 -0.305 -0.148
2 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 -0.306 -0.306 -0.147
3 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 -0.261 -0.262 -0.042
3 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 -0.264 -0.263 -0.039
4 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 -0.208 -0.213 0.078
4 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 -0.211 -0.213 0.081
5 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 -0.152 -0.159 0.205
5 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 -0.155 -0.158 0.208
6 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 -0.095 -0.102 0.336
6 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 -0.097 -0.101 0.339
7 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 -0.036 -0.042 0.463
7 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 -0.038 -0.041 0.467
8 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.026 0.021 0.586
8 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.025 0.022 0.589
9 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.088 0.084 0.699
9 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.087 0.084 0.703
10 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.149 0.144 0.802
10 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.148 0.145 0.807
12 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.263 0.258 0.978
12 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.262 0.259 0.984
15 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.405 0.400 1.168
15 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.404 0.402 1.173
20 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.542 0.537 1.330
20 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.541 0.539 1.336
25 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.586 0.580 1.380
25 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.584 0.582 1.385
30 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.585 0.579 1.388
30 Year Tenor, 12:00 P.M. (London Time)
2020-01-20 0.584 0.582 1.394
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
. . . .
2 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.626 0.613 1.146
3 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.639 0.627 1.216
4 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.666 0.653 1.276
5 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.696 0.681 1.323
6 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.724 0.709 1.364
7 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.753 0.736 1.400
8 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.783 0.764 1.433
9 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.813 0.791 1.465
10 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.841 0.818 1.495
12 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.889 0.864 1.542
15 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.938 0.911 1.591
20 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.976 0.948 1.633
25 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.985 0.956 1.642
30 Year Tenor, 11:00 A.M. (London Time)
2020-01-20 0.983 0.954 1.640
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2020-01-17 1.732 1.731 2.794
1 Year Tenor, 3:00 P.M. (London Time)
2020-01-17 1.732 1.727 .
2 Year Tenor, 11:00 A.M. (London Time)
2020-01-17 1.651 1.641 2.767
3 Year Tenor, 11:00 A.M. (London Time)
. . . .
4 Year Tenor, 11:00 A.M. (London Time)
2020-01-17 1.636 1.618 2.703
5 Year Tenor, 11:00 A.M. (London Time)
2020-01-17 1.653 1.632 2.707
6 Year Tenor, 11:00 A.M. (London Time)
2020-01-17 1.680 1.654 2.722
7 Year Tenor, 11:00 A.M. (London Time)
. . . .
8 Year Tenor, 11:00 A.M. (London Time)
2020-01-17 1.736 1.706 2.764
9 Year Tenor, 11:00 A.M. (London Time)
2020-01-17 1.766 1.734 2.790
10 Year Tenor, 11:00 A.M. (London Time)
. . . .
15 Year Tenor, 11:00 A.M. (London Time)
. . . .
20 Year Tenor, 11:00 A.M. (London Time)
. . . .
30 Year Tenor, 11:00 A.M. (London Time)
. . . .
   

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