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Home > Releases > H.15 Selected Interest Rates > 2-Year Swap Rate (DISCONTINUED)
Observation:
Sep 2016: 1.02 (+ more)Sep 2016: | 1.02 | |
Aug 2016: | 0.98 | |
Jul 2016: | 0.87 | |
Jun 2016: | 0.87 | |
May 2016: | 0.95 |
Units:
Percent,Frequency:
MonthlyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Title | Release Dates | |
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2-Year Swap Rate | 2011-03-07 | 2016-10-02 |
2-Year Swap Rate (DISCONTINUED) | 2016-10-03 | 2016-10-03 |
Source | ||
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Board of Governors of the Federal Reserve System (US) | 2011-03-07 | 2016-10-03 |
Release | ||
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H.15 Selected Interest Rates | 2011-03-07 | 2016-10-03 |
Units | ||
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Percent | 2011-03-07 | 2016-10-03 |
Frequency | ||
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Monthly | 2011-03-07 | 2016-10-03 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2011-03-07 | 2016-10-03 |
Notes | ||
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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.
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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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