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2-Year Swap Rate (MSWP2)

Observation:

Aug 2016: 0.98  
Updated: Sep 6, 2016

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Monthly
1Y | 5Y | 10Y | Max
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  EDIT BAR 1
(a) 2-Year Swap Rate, Percent, Not Seasonally Adjusted (MSWP2)
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.

2-Year Swap Rate

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Select a date that will equal 100 for your custom index:

  EDIT BAR 2
(a) 2-Year Swap Rate, Percent, Not Seasonally Adjusted (MSWP2)
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.

2-Year Swap Rate

Select a date that will equal 100 for your custom index:
to

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? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

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Shaded areas indicate US recessions
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NOTES
Title Release Dates
2-Year Swap Rate 2011-03-07 2016-09-06
 
Source    
Board of Governors of the Federal Reserve System (US) 2011-03-07 2016-09-06
 
Release    
H.15 Selected Interest Rates 2011-03-07 2016-09-06
 
Units    
Percent 2011-03-07 2016-09-06
 
Frequency    
Monthly 2011-03-07 2016-09-06
 
Seasonal Adjustment    
Not Seasonally Adjusted 2011-03-07 2016-09-06
 
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 2016-09-06
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Other Formats

Daily, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted

Related Categories

Interest Rate Swaps Interest Rates Money, Banking, & Finance

Sources

More Releases from Board of Governors of the Federal Reserve System (US)

Releases

More Series from H.15 Selected Interest Rates

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swaps 2-year h15 interest rate frb monthly nsa usa nation
RELEASE TABLES

H.15 Selected Interest Rates






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