ALFRED Graph (WSWP2)
Ending Friday | Updated: May 6, 2013
Observation:
2013-05-03: 0.35 (+ more)Updated: May 6, 2013
2013-05-03: | 0.35 | |
2013-04-26: | 0.36 | |
2013-04-19: | 0.37 | |
2013-04-12: | 0.37 | |
2013-04-05: | 0.39 |
Units:
Percent,Not Seasonally Adjusted
Frequency:
Weekly,Ending Friday
2-Year Swap Rate
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For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
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2-Year Swap Rate
Customize data:
Write a custom formula to transform one or more series or combine two or more series.
You can begin by adding a series to combine with your existing series.
Now create a custom formula to combine or transform the series.
Need help? []
For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a - b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, -, *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, a-b, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
Finally, you can change the units of your new series.
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Data in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Title | Release Dates | |
|
||
2-Year Swap Rate | 2011-03-14 | 2016-10-30 |
2-Year Swap Rate (DISCONTINUED) | 2016-10-31 | 2016-10-31 |
Source | ||
|
||
Board of Governors of the Federal Reserve System (US) | 2011-03-14 | 2016-10-31 |
Release | ||
|
||
H.15 Selected Interest Rates | 2011-03-14 | 2016-10-31 |
Units | ||
|
||
Percent | 2011-03-14 | 2016-10-31 |
Frequency | ||
|
||
Weekly, Ending Friday | 2011-03-14 | 2016-10-31 |
Seasonal Adjustment | ||
|
||
Not Seasonally Adjusted | 2011-03-14 | 2016-10-31 |
Notes | ||
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||
Rate paid by fixed-rate payer on an interest rate swap with maturity of two 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.
|
2011-03-14 | 2016-10-30 |
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 two 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. |
2016-10-31 | 2016-10-31 |
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