Home > Releases > H.15 Selected Interest Rates > 2Year Swap Rate (DISCONTINUED)
2Year Swap Rate (DISCONTINUED) (MSWP2)
Observation:
Sep 2016: 1.02 (+ more)Updated: Oct 3, 2016
Sep 2016:  1.02  
Aug 2016:  0.98  
Jul 2016:  0.87  
Jun 2016:  0.87  
May 2016:  0.95 
Units:
Percent,Not Seasonally Adjusted
Frequency:
Monthly2Year Swap Rate
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Averages of Business Days. Rate paid by fixedrate payer on an interest rate swap with maturity of two years. International Swaps and Derivatives Association (ISDA®) midmarket 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.
2Year Swap Rate (DISCONTINUED)
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? []
For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a  b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, , *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, ab, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
Finally, you can change the units of your new series.
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Title  Release Dates  


2Year Swap Rate  20110307  20161002 
2Year Swap Rate (DISCONTINUED)  20161003  20161003 
Source  


Board of Governors of the Federal Reserve System (US)  20110307  20161003 
Release  


H.15 Selected Interest Rates  20110307  20161003 
Units  


Percent  20110307  20161003 
Frequency  


Monthly  20110307  20161003 
Seasonal Adjustment  


Not Seasonally Adjusted  20110307  20161003 
Notes  


Averages of Business Days. Rate paid by fixedrate payer on an interest rate swap with maturity of two years. International Swaps and Derivatives Association (ISDA®) midmarket 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.

20110307  20161002 
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 fixedrate payer on an interest rate swap with maturity of two years. International Swaps and Derivatives Association (ISDA®) midmarket 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. 
20161003  20161003 
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