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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2019-06-07
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 -0.361 -0.383 -0.274
1 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 -0.359 -0.380 -0.274
2 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 -0.287 -0.308 -0.121
2 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 -0.286 -0.306 -0.120
3 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 -0.256 -0.278 0.041
3 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 -0.255 -0.275 0.043
4 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 -0.201 -0.218 0.210
4 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 -0.198 -0.219 0.213
5 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 -0.135 -0.151 0.369
5 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 -0.131 -0.152 0.374
6 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 -0.060 -0.070 0.517
6 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 -0.056 -0.072 0.522
7 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.022 0.016 0.652
7 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.026 0.014 0.657
8 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.107 0.105 0.774
8 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.110 0.102 0.780
9 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.193 0.194 0.885
9 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.196 0.191 0.892
10 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.273 0.278 0.984
10 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.278 0.276 0.991
12 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.419 0.429 1.148
12 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.422 0.427 1.155
15 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.587 0.604 1.324
15 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.591 0.603 1.331
20 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.750 0.772 1.477
20 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.756 0.772 1.483
25 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.814 0.837 1.524
25 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.819 0.836 1.530
30 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.831 0.857 1.532
30 Year Tenor, 12:00 P.M. (London Time)
2019-06-07 0.835 0.855 1.539
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.783 0.779 0.803
2 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.821 0.820 1.022
3 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.834 0.837 1.150
4 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.861 0.866 1.253
5 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.891 0.897 1.333
6 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.922 0.928 1.397
7 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.952 0.959 1.449
8 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 0.983 0.991 1.494
9 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.014 1.023 1.534
10 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.044 1.053 1.570
12 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.098 1.108 1.629
15 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.153 1.164 1.677
20 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.204 1.216 1.706
25 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.219 1.232 1.700
30 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.222 1.237 1.681
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 2.099 2.122 2.579
1 Year Tenor, 3:00 P.M. (London Time)
2019-06-07 2.120 . .
2 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.879 1.893 2.774
3 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.818 1.831 2.857
4 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.818 1.836 2.894
5 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.844 1.869 2.912
6 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.884 1.910 2.929
7 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 1.925 1.953 2.944
8 Year Tenor, 11:00 A.M. (London Time)
2019-06-06 1.996 . 2.994
9 Year Tenor, 11:00 A.M. (London Time)
2019-06-06 2.037 . 3.009
10 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 2.047 2.076 2.991
15 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 2.190 2.214 3.037
20 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 2.256 2.276 3.045
30 Year Tenor, 11:00 A.M. (London Time)
2019-06-07 2.291 2.308 3.010
   

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