Federal Reserve Economic Data: Your trusted data source since 1991

2-Year Swap Rate (DISCONTINUED) (DSWP2)

Observation:

2016-10-28: 1.10 (+ more)   Updated: Oct 31, 2016 3:35 PM CDT
2016-10-28:  1.10  
2016-10-27:  1.11  
2016-10-26:  1.10  
2016-10-25:  1.08  
2016-10-24:  1.08  
View All

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

NOTES

Source: Board of Governors of the Federal Reserve System (US)  

Release: H.15 Selected Interest Rates  

Units:  Percent, Not Seasonally Adjusted

Frequency:  Daily

Notes:

The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html.
Rate paid by fixed-rate payer on an interest rate swap with maturity of two years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), 2-Year Swap Rate (DISCONTINUED) [DSWP2], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DSWP2, May 23, 2024.

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