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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2020-10-22
Percent
Name 2020-10-22 2020-10-21 2019-10-24
Euro
1 Year Tenor, 11:00 A.M. (London Time)
-0.532 -0.532 -0.436
1 Year Tenor, 12:00 P.M. (London Time)
-0.535 -0.534 -0.435
2 Year Tenor, 11:00 A.M. (London Time)
-0.519 -0.518 -0.371
2 Year Tenor, 12:00 P.M. (London Time)
-0.520 -0.522 -0.368
3 Year Tenor, 11:00 A.M. (London Time)
-0.514 -0.512 -0.349
3 Year Tenor, 12:00 P.M. (London Time)
-0.514 -0.517 -0.345
4 Year Tenor, 11:00 A.M. (London Time)
-0.491 -0.489 -0.313
4 Year Tenor, 12:00 P.M. (London Time)
-0.493 -0.494 -0.307
5 Year Tenor, 11:00 A.M. (London Time)
-0.461 -0.460 -0.273
5 Year Tenor, 12:00 P.M. (London Time)
-0.464 -0.465 -0.265
6 Year Tenor, 11:00 A.M. (London Time)
-0.425 -0.424 -0.222
6 Year Tenor, 12:00 P.M. (London Time)
-0.429 -0.431 -0.213
7 Year Tenor, 11:00 A.M. (London Time)
-0.385 -0.384 -0.168
7 Year Tenor, 12:00 P.M. (London Time)
-0.389 -0.392 -0.157
8 Year Tenor, 11:00 A.M. (London Time)
-0.342 -0.341 -0.108
8 Year Tenor, 12:00 P.M. (London Time)
-0.346 -0.350 -0.096
9 Year Tenor, 11:00 A.M. (London Time)
-0.298 -0.296 -0.048
9 Year Tenor, 12:00 P.M. (London Time)
-0.301 -0.306 -0.035
10 Year Tenor, 11:00 A.M. (London Time)
-0.252 -0.250 0.012
10 Year Tenor, 12:00 P.M. (London Time)
-0.255 -0.260 0.026
12 Year Tenor, 11:00 A.M. (London Time)
-0.166 -0.166 0.120
12 Year Tenor, 12:00 P.M. (London Time)
-0.169 -0.176 0.135
15 Year Tenor, 11:00 A.M. (London Time)
-0.066 -0.065 0.253
15 Year Tenor, 12:00 P.M. (London Time)
-0.067 -0.076 0.269
20 Year Tenor, 11:00 A.M. (London Time)
0.011 0.009 0.374
20 Year Tenor, 12:00 P.M. (London Time)
0.010 -0.001 0.393
25 Year Tenor, 11:00 A.M. (London Time)
0.010 0.007 0.413
25 Year Tenor, 12:00 P.M. (London Time)
0.008 -0.004 0.431
30 Year Tenor, 11:00 A.M. (London Time)
-0.019 -0.022 0.411
30 Year Tenor, 12:00 P.M. (London Time)
-0.020 -0.033 0.431
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
0.022 0.010 0.745
2 Year Tenor, 11:00 A.M. (London Time)
0.071 0.055 0.798
3 Year Tenor, 11:00 A.M. (London Time)
0.119 0.099 0.800
4 Year Tenor, 11:00 A.M. (London Time)
0.169 0.145 0.808
5 Year Tenor, 11:00 A.M. (London Time)
0.219 0.192 0.818
6 Year Tenor, 11:00 A.M. (London Time)
0.266 0.236 0.830
7 Year Tenor, 11:00 A.M. (London Time)
0.312 0.280 0.846
8 Year Tenor, 11:00 A.M. (London Time)
0.358 0.323 0.863
9 Year Tenor, 11:00 A.M. (London Time)
0.401 0.363 0.882
10 Year Tenor, 11:00 A.M. (London Time)
0.440 0.400 0.901
12 Year Tenor, 11:00 A.M. (London Time)
0.503 0.460 0.936
15 Year Tenor, 11:00 A.M. (London Time)
0.565 0.521 0.973
20 Year Tenor, 11:00 A.M. (London Time)
0.623 0.575 1.004
25 Year Tenor, 11:00 A.M. (London Time)
0.639 0.589 1.012
30 Year Tenor, 11:00 A.M. (London Time)
0.636 0.585 1.015
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
0.209 0.208 1.720
1 Year Tenor, 3:00 P.M. (London Time)
0.210 0.207 1.739
2 Year Tenor, 11:00 A.M. (London Time)
0.235 0.234 1.590
3 Year Tenor, 11:00 A.M. (London Time)
0.281 0.274 1.548
4 Year Tenor, 11:00 A.M. (London Time)
0.348 0.340 1.536
5 Year Tenor, 11:00 A.M. (London Time)
0.437 0.424 1.538
6 Year Tenor, 11:00 A.M. (London Time)
0.531 0.513 .
7 Year Tenor, 11:00 A.M. (London Time)
0.622 0.601 1.574
8 Year Tenor, 11:00 A.M. (London Time)
0.709 0.683 .
9 Year Tenor, 11:00 A.M. (London Time)
0.789 0.761 .
10 Year Tenor, 11:00 A.M. (London Time)
0.861 0.831 1.658
15 Year Tenor, 11:00 A.M. (London Time)
1.102 1.065 .
20 Year Tenor, 11:00 A.M. (London Time)
1.223 1.185 .
30 Year Tenor, 11:00 A.M. (London Time)
1.296 1.256 1.848
   

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