NOTES
| Title | Release Dates | |
|
|
||
| 2-Year Swap Rate | 2011-03-07 | 2016-10-02 |
| 2-Year Swap Rate (DISCONTINUED) | 2016-10-03 | 2016-10-03 |
| Source | ||
|
|
||
| Board of Governors of the Federal Reserve System (US) | 2011-03-07 | 2016-10-03 |
| Release | ||
|
|
||
| H.15 Selected Interest Rates | 2011-03-07 | 2016-10-03 |
| Units | ||
|
|
||
| Percent | 2011-03-07 | 2016-10-03 |
| Frequency | ||
|
|
||
| Monthly | 2011-03-07 | 2016-10-03 |
| Seasonal Adjustment | ||
|
|
||
| Not Seasonally Adjusted | 2011-03-07 | 2016-10-03 |
| Notes | ||
|
|
||
|
Averages of Business Days. 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.
|
2011-03-07 | 2016-10-02 |
|
The Federal Reserve Board has discontinued this series as of October 11, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Averages of Business Days. 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. |
2016-10-03 | 2016-10-03 |
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