Skip to main content

Home > Releases > H.15 Selected Interest Rates > 2-Year Swap Rate (DISCONTINUED)

2-Year Swap Rate (DISCONTINUED) (MSWP2)

Observations

Sep 2016: 1.02
Updated: Oct 3, 2016 3:47 PM CDT
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:

Monthly

Fullscreen

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

Release Tables

Related Data and Content

Data Suggestions Based On Your Search

Content Suggestions

Other Formats

Daily, Not Seasonally Adjusted Weekly, Not Seasonally Adjusted

Related Categories

Interest Rate Swaps Interest Rates Money, Banking, & Finance

Releases

More Series from H.15 Selected Interest Rates

Tags

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