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2-Year Swap Rate (DISCONTINUED) (MSWP2)

Observation:

Sep 2016: 1.02  
Updated: Oct 3, 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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(a) 2-Year Swap Rate (DISCONTINUED), Percent, Not Seasonally Adjusted (MSWP2)
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.

2-Year Swap Rate (DISCONTINUED)

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 U.S. recessions
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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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Daily, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted

Related Categories

Interest Rate Swaps Interest Rates Money, Banking, & Finance

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

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More Series from H.15 Selected Interest Rates

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2-Year Swaps H.15 Selected Interest Rates Discontinued Interest Rate Interest Board of Governors Rate Monthly United States of America Not Seasonally Adjusted Nation
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