Interest Rate Swaps

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27

nation usa nsa frb interest rate daily rate h15 10-year swaps

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate h15 weekly 10-year swaps

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 10-year swaps

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 5-year swaps

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27

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

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate h15 weekly 5-year swaps

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27

nation usa nsa frb interest rate daily rate h15 swaps 3-year

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 swaps 3-year

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate h15 weekly swaps 3-year

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27

nation usa nsa frb interest rate daily rate h15 30-year swaps

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 30-year swaps

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate h15 weekly 30-year swaps

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate h15 weekly 2-year swaps

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27

nation usa nsa frb interest rate daily rate h15 2-year swaps

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 2-year swaps

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate rate h15 weekly swaps 7-year

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27

nation usa nsa frb interest rate daily rate h15 swaps 7-year

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 swaps 7-year

Units Release Dates Observation Period

Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27

nation usa nsa frb interest rate daily rate h15 1-year swaps

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 1-year swaps

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate h15 weekly 1-year swaps

Units Release Dates Observation Period

Percent 2011-03-16 to 2016-09-28 2000-07-03 to 2016-09-27

nation usa nsa frb interest rate daily rate h15 swaps 4-years

Units Release Dates Observation Period

Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016

nation usa nsa monthly frb interest rate h15 swaps

Units Release Dates Observation Period

Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23

nation usa nsa frb interest rate h15 weekly swaps

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10-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP10
Units Release Dates Observation Period Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 10-year swaps

10-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP10
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate h15 weekly 10-year swaps

10-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP10
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 10-year swaps

5-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP5
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 5-year swaps

5-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP5
Units Release Dates Observation Period Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 5-year swaps

5-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP5
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate h15 weekly 5-year swaps

3-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP3
Units Release Dates Observation Period Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 swaps 3-year

3-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP3
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 swaps 3-year

3-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP3
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate h15 weekly swaps 3-year

30-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP30
Units Release Dates Observation Period Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 30-year swaps

30-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP30
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 30-year swaps

30-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP30
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate h15 weekly 30-year swaps

2-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP2
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate h15 weekly 2-year swaps

2-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP2
Units Release Dates Observation Period Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 2-year swaps

2-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP2
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 2-year swaps

7-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP7
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate rate h15 weekly swaps 7-year

7-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP7
Units Release Dates Observation Period Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 swaps 7-year

7-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP7
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 swaps 7-year

1-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP1
Units Release Dates Observation Period Percent 2014-04-02 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 1-year swaps

1-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP1
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 1-year swaps

1-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP1
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate h15 weekly 1-year swaps

4-Year Swap Rate Daily, Not Seasonally Adjusted, DSWP4
Units Release Dates Observation Period Percent 2011-03-16 to 2016-09-28 2000-07-03 to 2016-09-27 nation usa nsa frb interest rate daily rate h15 swaps 4-years

4-Year Swap Rate Monthly, Not Seasonally Adjusted, MSWP4
Units Release Dates Observation Period Percent 2011-03-07 to 2016-09-06 Jul 2000 to Aug 2016 nation usa nsa monthly frb interest rate h15 swaps

4-Year Swap Rate Weekly, Not Seasonally Adjusted, WSWP4
Units Release Dates Observation Period Percent 2011-03-14 to 2016-09-26 2000-07-07 to 2016-09-23 nation usa nsa frb interest rate h15 weekly swaps