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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2019-07-12
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 -0.457 -0.461 -0.308
1 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 -0.456 -0.462 -0.308
2 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 -0.393 -0.396 -0.172
2 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 -0.391 -0.397 -0.171
3 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 -0.351 -0.360 -0.034
3 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 -0.346 -0.358 -0.034
4 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 -0.281 -0.301 0.114
4 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 -0.275 -0.296 0.112
5 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 -0.199 -0.229 0.257
5 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 -0.193 -0.222 0.254
6 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 -0.112 -0.151 0.395
6 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 -0.104 -0.144 0.391
7 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 -0.024 -0.071 0.525
7 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 -0.015 -0.062 0.521
8 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.065 0.013 0.646
8 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.076 0.021 0.643
9 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.154 0.096 0.759
9 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.167 0.106 0.756
10 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.236 0.174 0.860
10 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.250 0.184 0.857
12 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.383 0.313 1.032
12 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.397 0.324 1.028
15 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.555 0.479 1.220
15 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.569 0.490 1.216
20 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.724 0.642 1.389
20 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.738 0.653 1.384
25 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.786 0.699 1.446
25 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.799 0.710 1.441
30 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.800 0.711 1.465
30 Year Tenor, 12:00 P.M. (London Time)
2019-07-12 0.813 0.723 1.460
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.736 . 0.854
2 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.786 0.759 1.036
3 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.807 0.771 1.141
4 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.839 0.797 1.224
5 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.875 0.827 1.293
6 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.909 0.860 1.345
7 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.944 0.891 1.391
8 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 0.979 0.926 1.431
9 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.013 0.959 1.467
10 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.046 0.990 1.499
12 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.103 1.046 1.549
15 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.162 1.105 1.591
20 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.214 1.156 1.617
25 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.226 1.169 1.608
30 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.227 1.168 1.590
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2019-07-11 2.069 . 2.641
1 Year Tenor, 3:00 P.M. (London Time)
. . . .
2 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.886 1.889 2.809
3 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.840 1.839 2.859
4 Year Tenor, 11:00 A.M. (London Time)
2019-07-09 1.828 . 2.899
5 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.863 1.850 2.874
6 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.900 . 2.874
7 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 1.941 1.920 2.877
8 Year Tenor, 11:00 A.M. (London Time)
2019-07-11 1.961 . 2.904
9 Year Tenor, 11:00 A.M. (London Time)
2019-07-09 1.962 . 2.933
10 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 2.068 2.039 2.901
15 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 2.209 2.177 2.930
20 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 2.278 2.244 2.930
30 Year Tenor, 11:00 A.M. (London Time)
2019-07-12 2.313 2.278 2.901
   

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