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ICE Swap Rates, Release Date: 2021-12-31


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64 Series Revisions

Daily, Not Seasonally Adjusted, ICERATES1100USD5Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.35
 
Daily, Not Seasonally Adjusted, ICERATES1100USD10Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.563
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR5Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.015
 
Daily, Not Seasonally Adjusted, ICERATES1100USD3Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.156
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR10Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.282
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR30Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.451
 
Daily, Not Seasonally Adjusted, ICERATES1100USD1Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 0.528
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.148
 
Daily, Not Seasonally Adjusted, ICERATES1100USD2Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 0.925
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR20Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.518
 
Daily, Not Seasonally Adjusted, ICERATES1100USD4Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.274
 
Daily, Not Seasonally Adjusted, ICERATES1100USD30Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.719
 
Daily, Not Seasonally Adjusted, ICERATES1100USD7Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.455
 
Daily, Not Seasonally Adjusted, ICERATES1100USD20Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.742
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR7Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.124
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR15Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.473
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR1Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 -0.505
 
Daily, Not Seasonally Adjusted, ICERATES1100USD8Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.496
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR25Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.498
 
Daily, Not Seasonally Adjusted, ICERATES1100USD15Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.685
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR2Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 -0.288
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR3Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 -0.132
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR25Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.491
 
Daily, Not Seasonally Adjusted, ICERATES1500USD1Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.533
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.328
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR10Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.29
 
Daily, Not Seasonally Adjusted, ICERATES1100USD6Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.407
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.241
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR8Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.178
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR1Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 -0.507
 
Daily, Not Seasonally Adjusted, ICERATES1100USD9Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 1.53
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.232
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR5Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.005
 
Daily, Not Seasonally Adjusted, ICESPREADS1100USD10Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 0.066
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.216
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR3Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 -0.132
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR6Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.07
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR20Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.524
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR30Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.445
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.847
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR9Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.228
 
Daily, Not Seasonally Adjusted, ICESPREADS1100USD2Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 0.2
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.191
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.3
 
Daily, Not Seasonally Adjusted, ICESPREADS1100USD5Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 0.098
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR4Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 -0.051
 
Daily, Not Seasonally Adjusted, ICERATES1200EUR2Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 -0.288
 
Daily, Not Seasonally Adjusted, ICESPREADS1100USD3Y
Units # of New/Revised Obs. Last Observation
Percent 1 2021-12-31 0.209
 
Daily, Not Seasonally Adjusted, ICERATES1100EUR8Y
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 0.17
 
Units # of New/Revised Obs. Last Observation
Percent 0   2021-12-30 1.338
 

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