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Interest Rate Swaps


107 Series Revisions

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)
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
 
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
 
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
 
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
 
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 2019-06-18 2014-08-01 to 2019-06-18
 
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
 
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
 
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
 
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, 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 2019-06-18 2014-08-01 to 2019-06-18
 
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 2019-06-18 2014-08-01 to 2019-06-18
 
4-Year Swap Rate (DISCONTINUED)
Daily, Not Seasonally Adjusted, DSWP4
Units Release Dates Observation Period
Percent 2011-03-16 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
 
4-Year Swap Rate (DISCONTINUED)
Monthly, Not Seasonally Adjusted, MSWP4
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
 
4-Year Swap Rate
Weekly, Not Seasonally Adjusted, WSWP4
Units Release Dates Observation Period
Percent 2011-03-14 to 2016-10-30 2000-07-07 to 2016-10-21
 

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