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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2019-10-15
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.465 -0.474 -0.284
1 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.468 -0.476 -0.287
2 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.409 -0.422 -0.098
2 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.413 -0.422 -0.102
3 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.397 -0.410 0.082
3 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.401 -0.409 0.076
4 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.370 -0.379 0.259
4 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.371 -0.381 0.253
5 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.333 -0.339 0.420
5 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.331 -0.343 0.416
6 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.286 -0.289 0.570
6 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.284 -0.294 0.566
7 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.231 -0.232 0.707
7 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.230 -0.239 0.703
8 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.171 -0.170 0.831
8 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.170 -0.178 0.826
9 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.109 -0.106 0.942
9 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.107 -0.116 0.937
10 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 -0.049 -0.045 1.043
10 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 -0.047 -0.055 1.037
12 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.064 0.068 1.210
12 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 0.065 0.057 1.205
15 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.198 0.204 1.387
15 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 0.200 0.193 1.383
20 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.322 0.329 1.540
20 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 0.324 0.317 1.536
25 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.362 0.369 1.585
25 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 0.363 0.355 1.582
30 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.361 0.368 1.593
30 Year Tenor, 12:00 P.M. (London Time)
2019-10-15 0.364 0.356 1.589
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
2019-10-14 0.715 . 0.938
2 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.752 0.746 1.171
3 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.745 0.738 1.302
4 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.747 0.737 1.400
5 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.753 0.740 1.477
6 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.760 0.745 1.540
7 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.771 0.754 1.593
8 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.785 0.767 1.638
9 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.801 0.781 1.679
10 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.816 0.796 1.715
12 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.845 0.824 1.770
15 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.874 0.853 1.820
20 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.896 0.877 1.855
25 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.896 0.875 1.855
30 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 0.893 0.873 1.844
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 1.795 . 2.845
1 Year Tenor, 3:00 P.M. (London Time)
2019-10-15 1.799 . 2.842
2 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 1.660 . 3.065
3 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 1.604 . 3.132
4 Year Tenor, 11:00 A.M. (London Time)
2019-10-08 1.345 1.355 3.168
5 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 1.576 . 3.159
6 Year Tenor, 11:00 A.M. (London Time)
2019-10-10 1.468 . 3.154
7 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 1.602 . 3.183
8 Year Tenor, 11:00 A.M. (London Time)
2019-10-07 1.399 . .
9 Year Tenor, 11:00 A.M. (London Time)
2019-10-07 1.424 . .
10 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 1.677 . 3.227
15 Year Tenor, 11:00 A.M. (London Time)
2019-10-07 1.548 . .
20 Year Tenor, 11:00 A.M. (London Time)
2019-10-07 1.604 . .
30 Year Tenor, 11:00 A.M. (London Time)
2019-10-15 1.847 . 3.259
   

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