Source: Board of Governors of the Federal Reserve System (US)
Release: H.15 Selected Interest Rates
Units:
Frequency:
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 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 (DISCONTINUED) [DSWP5], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DSWP5, July 23, 2017.
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