Interest Rate Swaps

10-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted, DSWP10

10-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted, MSWP10

10-Year Swap Rate (DISCONTINUED)

Weekly, Not Seasonally Adjusted, WSWP10

5-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted, MSWP5

5-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted, DSWP5

5-Year Swap Rate (DISCONTINUED)

Weekly, Not Seasonally Adjusted, WSWP5

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 3 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1100USD3Y

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 10 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1100USD10Y

2-Year Swap Rate (DISCONTINUED)

Weekly, Not Seasonally Adjusted, WSWP2

2-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted, DSWP2

2-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted, MSWP2

7-Year Swap Rate (DISCONTINUED)

Weekly, Not Seasonally Adjusted, WSWP7

7-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted, DSWP7

7-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted, MSWP7

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 30 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1200EUR30Y

3-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted, DSWP3

3-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted, MSWP3

3-Year Swap Rate (DISCONTINUED)

Weekly, Not Seasonally Adjusted, WSWP3

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 5 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1100USD5Y

1-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted, DSWP1

1-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted, MSWP1

1-Year Swap Rate (DISCONTINUED)

Weekly, Not Seasonally Adjusted, WSWP1

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 2 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1100USD2Y

30-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted, DSWP30

30-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted, MSWP30

30-Year Swap Rate (DISCONTINUED)

Weekly, Not Seasonally Adjusted, WSWP30

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 15 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1200EUR15Y

ICE Swap Rates, 11:00 A.M. (London Time), Based on British Pound, 30 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1100GBP30Y

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 1 Year Tenor

Daily, Not Seasonally Adjusted, ICERATES1100USD1Y

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10-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP10
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

10-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP10
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

10-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP10
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

5-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP5
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

5-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP5
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

5-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP5
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 3 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD3Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-08 2014-08-01 to 2019-11-08

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 10 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD10Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-08 2014-08-01 to 2019-11-08

2-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP2
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

2-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP2
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

2-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP2
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

7-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP7
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

7-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP7
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

7-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP7
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 30 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR30Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-11 2014-08-01 to 2019-11-11

3-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP3
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

3-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP3
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

3-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP3
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 5 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD5Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-08 2014-08-01 to 2019-11-08

1-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP1
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

1-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP1
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

1-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP1
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 2 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD2Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-08 2014-08-01 to 2019-11-08

30-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP30
Units Release Dates Observation Period Percent 2014-04-02 to 2016-10-30 2000-07-03 to 2016-10-27 Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

30-Year Swap Rate (DISCONTINUED) Monthly, Not Seasonally Adjusted, MSWP30
Units Release Dates Observation Period Percent 2011-03-07 to 2016-10-02 Jul 2000 to Aug 2016 Percent 2016-10-03 to 2016-10-03 Jul 2000 to Sep 2016

30-Year Swap Rate (DISCONTINUED) Weekly, Not Seasonally Adjusted, WSWP30
Units Release Dates Observation Period Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21 Percent 2016-10-31 to 2016-10-31 2000-07-07 to 2016-10-28

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 15 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR15Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-11 2014-08-01 to 2019-11-11

ICE Swap Rates, 11:00 A.M. (London Time), Based on British Pound, 30 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100GBP30Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-11 2014-08-01 to 2019-11-11

ICE Swap Rates, 11:00 A.M. (London Time), Based on U.S. Dollar, 1 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD1Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-11-08 2014-08-01 to 2019-11-08