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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2019-08-13
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.536 -0.538 -0.287
1 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.536 -0.532 -0.287
2 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.513 -0.514 -0.148
2 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.514 -0.510 -0.149
3 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.511 -0.511 -0.013
3 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.512 -0.507 -0.014
4 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.487 -0.486 0.133
4 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.488 -0.480 0.132
5 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.446 -0.443 0.274
5 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.449 -0.437 0.274
6 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.397 -0.388 0.412
6 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.400 -0.385 0.412
7 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.340 -0.328 0.543
7 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.343 -0.323 0.544
8 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.277 -0.261 0.665
8 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.280 -0.261 0.666
9 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.213 -0.194 0.778
9 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.216 -0.194 0.779
10 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.152 -0.130 0.881
10 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.156 -0.128 0.881
12 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 -0.043 -0.012 1.052
12 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 -0.047 -0.012 1.053
15 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.089 0.128 1.237
15 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 0.085 0.129 1.238
20 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.219 0.267 1.403
20 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 0.216 0.267 1.402
25 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.266 0.317 1.459
25 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 0.262 0.317 1.457
30 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.268 0.323 1.475
30 Year Tenor, 12:00 P.M. (London Time)
2019-08-13 0.265 0.322 1.473
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
. . . .
2 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.617 0.631 1.086
3 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.582 0.601 1.184
4 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.572 0.591 1.264
5 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.573 0.596 1.332
6 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.583 0.605 1.385
7 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.600 0.623 1.430
8 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.620 0.644 1.474
9 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.643 0.669 1.511
10 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.667 0.694 1.543
12 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.713 0.739 1.593
15 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.767 0.794 1.635
20 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.819 0.850 1.660
25 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.837 0.870 1.655
30 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 0.844 0.878 1.640
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.835 . .
1 Year Tenor, 3:00 P.M. (London Time)
. . . .
2 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 1.650 1.577 2.821
3 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 1.564 1.485 2.874
4 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 1.522 1.445 2.891
5 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 1.510 1.436 2.899
6 Year Tenor, 11:00 A.M. (London Time)
2019-08-12 1.447 . 2.890
7 Year Tenor, 11:00 A.M. (London Time)
2019-08-12 1.467 1.503 2.900
8 Year Tenor, 11:00 A.M. (London Time)
2019-08-12 1.493 . 2.912
9 Year Tenor, 11:00 A.M. (London Time)
2019-08-12 1.521 . 2.924
10 Year Tenor, 11:00 A.M. (London Time)
2019-08-13 1.587 1.551 2.956
15 Year Tenor, 11:00 A.M. (London Time)
2019-08-12 1.669 . 2.982
20 Year Tenor, 11:00 A.M. (London Time)
2019-08-12 1.732 . 2.991
30 Year Tenor, 11:00 A.M. (London Time)
2019-08-12 1.765 1.797 2.969
   

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