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2-Year Swap Rate (DISCONTINUED) (WSWP2)

Observations

2016-10-28: 1.09
Updated: Oct 31, 2016 3:45 PM CDT
2016-10-28:  1.09  
2016-10-21:  1.05  
2016-10-14:  1.09  
2016-10-07:  1.06  
2016-09-30:  1.00  

Units:

Percent,
Not Seasonally Adjusted

Frequency:

Weekly,
Ending Friday

Fullscreen

Notes

Title Release Dates
2-Year Swap Rate 2011-03-14 2016-10-30
2-Year Swap Rate (DISCONTINUED) 2016-10-31 2016-10-31
 
Source    
Board of Governors of the Federal Reserve System (US) 2011-03-14 2016-10-31
 
Release    
H.15 Selected Interest Rates 2011-03-14 2016-10-31
 
Units    
Percent 2011-03-14 2016-10-31
 
Frequency    
Weekly, Ending Friday 2011-03-14 2016-10-31
 
Seasonal Adjustment    
Not Seasonally Adjusted 2011-03-14 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.

2011-03-14 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

Daily, Not Seasonally Adjusted

2-Year Swap Rate (DISCONTINUED)

Daily, Not Seasonally Adjusted Monthly, 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 Weekly Discontinued Interest Rate Interest Board of Governors Rate Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America