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2-Year Swap Rate (DISCONTINUED) (DSWP2)

Observations

2016-10-28: 1.10
Updated: Oct 31, 2016 3:35 PM CDT
2016-10-28:  1.10  
2016-10-27:  1.11  
2016-10-26:  1.10  
2016-10-25:  1.08  
2016-10-24:  1.08  

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Daily

Fullscreen

Notes

Title Release Dates
2-Year Swap Rate 2011-03-16 2016-10-30
2-Year Swap Rate (DISCONTINUED) 2016-10-31 2016-10-31
 
Source    
Board of Governors of the Federal Reserve System (US) 2011-03-16 2016-10-31
 
Release    
H.15 Selected Interest Rates 2011-03-16 2016-10-31
 
Units    
Percent 2011-03-16 2016-10-31
 
Frequency    
Daily 2011-03-16 2016-10-31
 
Seasonal Adjustment    
Not Seasonally Adjusted 2011-03-16 2016-10-31
 
Notes    
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.

2011-03-16 2016-10-30
The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html.
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.

2016-10-31 2016-10-31

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2-Year Swap Rate

Weekly, Not Seasonally Adjusted

2-Year Swap Rate (DISCONTINUED)

Monthly, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted

Related Categories

Interest Rate Swaps Interest Rates Money, Banking, & Finance

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Tags

Swaps 2-Year H.15 Selected Interest Rates Discontinued Daily Interest Rate Interest Board of Governors Rate Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America