Skip to main content

Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2019-08-09
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.530 -0.520 -0.281
1 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.532 -0.523 -0.282
2 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.508 -0.493 -0.144
2 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.507 -0.494 -0.145
3 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.506 -0.490 -0.006
3 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.503 -0.491 -0.005
4 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.479 -0.462 0.141
4 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.477 -0.464 0.140
5 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.438 -0.420 0.285
5 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.433 -0.421 0.283
6 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.383 -0.367 0.425
6 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.378 -0.368 0.422
7 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.322 -0.308 0.556
7 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.317 -0.309 0.553
8 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.257 -0.245 0.679
8 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.250 -0.246 0.677
9 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.191 -0.180 0.792
9 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.184 -0.182 0.792
10 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.127 -0.119 0.893
10 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.120 -0.120 0.894
12 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 -0.009 -0.006 1.065
12 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 -0.002 -0.007 1.064
15 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.134 0.131 1.250
15 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 0.141 0.129 1.249
20 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.276 0.268 1.415
20 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 0.283 0.266 1.415
25 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.327 0.316 1.472
25 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 0.334 0.315 1.471
30 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.334 0.320 1.488
30 Year Tenor, 12:00 P.M. (London Time)
2019-08-09 0.341 0.318 1.487
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
2019-08-01 0.674 0.683 0.930
2 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.645 0.664 1.078
3 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.614 0.634 1.174
4 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.600 0.622 1.254
5 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.598 0.621 1.322
6 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.605 0.627 1.375
7 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.618 0.641 1.422
8 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.636 0.661 1.463
9 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.658 0.684 1.500
10 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.680 0.709 1.531
12 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.725 0.752 1.582
15 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.777 0.804 1.624
20 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.827 0.855 1.652
25 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.843 0.870 1.646
30 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 0.848 0.877 1.630
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)
2019-08-02 1.966 . 2.672
2 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.598 1.602 2.804
3 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.510 1.516 2.857
4 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.475 . 2.876
5 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.471 1.490 2.884
6 Year Tenor, 11:00 A.M. (London Time)
2019-08-06 1.502 . 2.980
7 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.503 1.534 2.902
8 Year Tenor, 11:00 A.M. (London Time)
2019-08-02 1.690 1.816 3.001
9 Year Tenor, 11:00 A.M. (London Time)
2019-08-02 1.722 1.848 3.014
10 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.588 1.631 2.939
15 Year Tenor, 11:00 A.M. (London Time)
2019-08-08 1.759 . 3.035
20 Year Tenor, 11:00 A.M. (London Time)
2019-08-08 1.827 . 3.042
30 Year Tenor, 11:00 A.M. (London Time)
2019-08-09 1.797 1.864 2.969
   

Subscribe to the FRED newsletter


Follow us

Back to Top
Click to send us feedback