Skip to main content

Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2020-05-22
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.371 -0.368 -0.339
1 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.368 -0.366 -0.342
2 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.296 -0.286 -0.248
2 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.297 -0.284 -0.249
3 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.312 -0.299 -0.201
3 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.312 -0.299 -0.201
4 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.307 -0.291 -0.133
4 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.308 -0.295 -0.131
5 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.290 -0.273 -0.052
5 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.292 -0.278 -0.048
6 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.267 -0.252 0.037
6 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.270 -0.256 0.041
7 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.240 -0.227 0.130
7 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.244 -0.230 0.134
8 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.207 -0.198 0.224
8 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.214 -0.200 0.228
9 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.177 -0.165 0.318
9 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.183 -0.168 0.321
10 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.142 -0.131 0.406
10 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.148 -0.134 0.410
12 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.074 -0.068 0.566
12 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.082 -0.069 0.570
15 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.006 0.008 0.751
15 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.002 0.008 0.755
20 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.054 0.052 0.925
20 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 0.047 0.053 0.929
25 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.029 0.025 0.990
25 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 0.022 0.027 0.994
30 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 -0.025 -0.028 1.009
30 Year Tenor, 12:00 P.M. (London Time)
2020-05-22 -0.029 -0.026 1.013
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.185 0.185 0.822
2 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.265 0.279 0.917
3 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.256 . 0.952
4 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.266 . 0.989
5 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.283 . 1.022
6 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.303 . 1.054
7 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.323 . 1.085
8 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.343 . .
9 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.361 . .
10 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.377 0.429 1.176
12 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.401 . .
15 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.415 . 1.278
20 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.410 . 1.322
25 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.390 . .
30 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.362 . 1.328
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2020-05-21 0.293 . 2.421
1 Year Tenor, 3:00 P.M. (London Time)
2020-05-21 0.295 . 2.388
2 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.254 0.254 2.190
3 Year Tenor, 11:00 A.M. (London Time)
2020-05-22 0.263 0.265 2.115
4 Year Tenor, 11:00 A.M. (London Time)
. . . .
5 Year Tenor, 11:00 A.M. (London Time)
2020-05-21 0.364 . 2.133
6 Year Tenor, 11:00 A.M. (London Time)
. . . .
7 Year Tenor, 11:00 A.M. (London Time)
. . . .
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)
2020-05-21 0.649 . 2.285
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)
. . . .
   

Subscribe to the FRED newsletter


Follow us

Back to Top