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Release Tables:
Swap Rates

   
    2014-08-01    
 
 
    2020-07-03
Percent
Name Period Value Preceding
Period
Year Ago
from Period
Euro
1 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.463 -0.458 -0.468
1 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.466 -0.465 -0.470
2 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.389 -0.383 -0.413
2 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.391 -0.385 -0.415
3 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.392 -0.381 -0.390
3 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.393 -0.383 -0.392
4 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.379 -0.363 -0.347
4 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.379 -0.364 -0.347
5 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.356 -0.336 -0.289
5 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.355 -0.337 -0.288
6 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.328 -0.305 -0.224
6 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.326 -0.306 -0.222
7 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.292 -0.269 -0.152
7 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.291 -0.267 -0.149
8 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.255 -0.230 -0.076
8 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.253 -0.228 -0.072
9 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.215 -0.190 0.002
9 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.213 -0.187 0.006
10 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.174 -0.149 0.076
10 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.172 -0.144 0.080
12 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 -0.095 -0.070 0.213
12 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 -0.092 -0.064 0.216
15 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.001 0.027 0.378
15 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 0.004 0.033 0.381
20 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.072 0.097 0.541
20 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 0.074 0.103 0.540
25 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.066 0.089 0.601
25 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 0.067 0.095 0.600
30 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.034 0.054 0.614
30 Year Tenor, 12:00 P.M. (London Time)
2020-07-03 0.035 0.061 0.613
British Pound
1 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.125 0.131 .
2 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.190 0.189 0.724
3 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.199 0.202 0.720
4 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.222 0.227 0.736
5 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.249 0.255 0.761
6 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.275 0.283 0.788
7 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.301 0.309 0.818
8 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.328 0.336 0.849
9 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.354 0.361 0.880
10 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.376 0.385 0.910
12 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.414 0.422 0.965
15 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.446 0.454 1.026
20 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.464 0.469 1.082
25 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.458 0.463 1.098
30 Year Tenor, 11:00 A.M. (London Time)
2020-07-03 0.441 0.448 1.104
U.S. Dollar
1 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.270 0.267 .
1 Year Tenor, 3:00 P.M. (London Time)
2020-07-01 0.269 0.264 .
2 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.228 0.227 .
3 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.235 0.237 .
4 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.274 0.280 .
5 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.334 0.345 .
6 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.406 0.421 .
7 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.476 0.494 .
8 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.540 0.560 .
9 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.598 0.620 .
10 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.650 0.672 .
15 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.819 0.842 .
20 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.901 0.924 .
30 Year Tenor, 11:00 A.M. (London Time)
2020-07-02 0.940 0.962 .
   

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