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St. Louis Fed Home

Home > Categories > Money, Banking, & Finance > Interest Rates > Interest Rate Swaps

Interest Rate Swaps

107 Series Revisions

Popularity
Last Release Date
Last Observation
First Release Date
First Observation
Title
Series ID
Frequency
Units
Seas Adj

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

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 2019-08-16 2014-08-01 to 2019-08-16

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, 3 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1100USD3Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-08-16 2014-08-01 to 2019-08-16

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) 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

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

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 2019-08-16 2014-08-01 to 2019-08-16

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) 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

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

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 2019-08-16 2014-08-01 to 2019-08-16

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 1 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR1Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-08-15 2014-08-01 to 2019-08-15

ICE Swap Rates, 12:00 P.M. (London Time), Based on Euros, 5 Year Tenor Daily, Not Seasonally Adjusted, ICERATES1200EUR5Y
Units Release Dates Observation Period Percent 2019-02-28 to 2019-08-16 2014-08-01 to 2019-08-16

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 2019-08-16 2014-08-01 to 2019-08-16

4-Year Swap Rate (DISCONTINUED) Daily, Not Seasonally Adjusted, DSWP4
Units Release Dates Observation Period Percent 2016-10-31 to 2016-10-31 2000-07-03 to 2016-10-28

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