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5-Year Swap Rate (DSWP5)

Observation:

2016-09-26: 1.16  
Updated: 3:46 PM CDT

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily
1Y | 5Y | 10Y | Max
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(a) 5-Year Swap Rate, Percent, Not Seasonally Adjusted (DSWP5)
Rate paid by fixed-rate payer on an interest rate swap with maturity of five 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.

5-Year Swap Rate

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NOTES

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

Release: H.15 Selected Interest Rates  

Notes:

Rate paid by fixed-rate payer on an interest rate swap with maturity of five 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), 5-Year Swap Rate [DSWP5], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DSWP5, September 27, 2016.

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Monthly, Not Seasonally Adjusted

Weekly, Not Seasonally Adjusted

Related Categories

Interest Rate Swaps Interest Rates Money, Banking, & Finance

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swaps 5-year h15 rate daily interest rate frb nsa usa nation
RELEASE TABLES

H.15 Selected Interest Rates






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