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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2019-09-10
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.547 -0.543 -0.297
1 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.550 -0.545 -0.297
2 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.518 -0.516 -0.146
2 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.523 -0.519 -0.146
3 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.520 -0.519 0.004
3 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.526 -0.521 0.004
4 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.498 -0.501 0.163
4 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.505 -0.504 0.163
5 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.463 -0.468 0.315
5 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.469 -0.471 0.315
6 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.414 -0.422 0.458
6 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.419 -0.421 0.457
7 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.353 -0.365 0.592
7 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.358 -0.364 0.590
8 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.288 -0.302 0.715
8 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.292 -0.299 0.712
9 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.221 -0.237 0.829
9 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.225 -0.234 0.825
10 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.156 -0.175 0.933
10 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.159 -0.171 0.928
12 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 -0.040 -0.059 1.105
12 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 -0.042 -0.056 1.101
15 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.101 0.079 1.291
15 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 0.098 0.082 1.288
20 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.227 0.206 1.458
20 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 0.226 0.209 1.455
25 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.275 0.253 1.513
25 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 0.272 0.257 1.510
30 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.284 0.264 1.528
30 Year Tenor, 12:00 P.M. (London Time)
2019-09-10 0.281 0.267 1.525
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.722 0.715 0.915
2 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.728 0.709 1.126
3 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.703 0.679 1.230
4 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.688 0.663 1.314
5 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.679 0.656 1.382
6 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.679 0.655 1.436
7 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.684 0.660 1.481
8 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.694 0.668 1.522
9 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.705 0.678 1.559
10 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.717 0.688 1.591
12 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.738 0.707 1.640
15 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.760 0.726 1.683
20 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.776 0.743 1.709
25 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.776 0.743 1.703
30 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 0.775 0.742 1.686
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2019-09-09 1.830 1.791 2.719
1 Year Tenor, 3:00 P.M. (London Time)
2019-09-09 1.817 1.778 2.719
2 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 1.617 1.590 2.922
3 Year Tenor, 11:00 A.M. (London Time)
2019-09-09 1.492 1.423 2.941
4 Year Tenor, 11:00 A.M. (London Time)
2019-09-09 1.449 1.378 2.950
5 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 1.468 1.434 2.986
6 Year Tenor, 11:00 A.M. (London Time)
2019-09-09 1.441 . 2.956
7 Year Tenor, 11:00 A.M. (London Time)
2019-09-09 1.457 1.379 2.963
8 Year Tenor, 11:00 A.M. (London Time)
. . . .
9 Year Tenor, 11:00 A.M. (London Time)
. . . .
10 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 1.557 1.528 3.026
15 Year Tenor, 11:00 A.M. (London Time)
2019-09-04 1.454 . 3.014
20 Year Tenor, 11:00 A.M. (London Time)
2019-09-04 1.511 . 3.025
30 Year Tenor, 11:00 A.M. (London Time)
2019-09-10 1.726 1.708 3.041
   

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