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Title:               2-Year Swap Rate (DISCONTINUED)
Series ID:           MSWP2
Source:              Board of Governors of the Federal Reserve System (US)
Release:             H.15 Selected Interest Rates
Seasonal Adjustment: Not Seasonally Adjusted
Frequency:           Monthly
Units:               Percent
Date Range:          2000-07-01 to 2016-09-01
Last Updated:        2016-10-03 3:47 PM CDT
Notes:               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.

DATE       VALUE
2000-07-01  7.12
2000-08-01  6.98
2000-09-01  6.79
2000-10-01  6.65
2000-11-01  6.58
2000-12-01  6.06
2001-01-01  5.44
2001-02-01  5.28
2001-03-01  4.95
2001-04-01  4.81
2001-05-01  4.80
2001-06-01  4.63
2001-07-01  4.58
2001-08-01  4.27
2001-09-01  3.69
2001-10-01  3.20
2001-11-01  3.20
2001-12-01  3.56
2002-01-01  3.42
2002-02-01  3.39
2002-03-01  3.96
2002-04-01  3.84
2002-05-01  3.65
2002-06-01  3.39
2002-07-01  2.95
2002-08-01  2.51
2002-09-01  2.38
2002-10-01  2.32
2002-11-01  2.26
2002-12-01  2.17
2003-01-01  2.04
2003-02-01  1.90
2003-03-01  1.82
2003-04-01  1.87
2003-05-01  1.60
2003-06-01  1.40
2003-07-01  1.66
2003-08-01  2.15
2003-09-01  2.00
2003-10-01  2.08
2003-11-01  2.23
2003-12-01  2.22
2004-01-01  2.07
2004-02-01  2.05
2004-03-01  1.87
2004-04-01  2.38
2004-05-01  2.90
2004-06-01  3.17
2004-07-01  3.04
2004-08-01  2.87
2004-09-01  2.87
2004-10-01  2.91
2004-11-01  3.22
2004-12-01  3.38
2005-01-01  3.57
2005-02-01  3.72
2005-03-01  4.10
2005-04-01  4.06
2005-05-01  4.00
2005-06-01  3.97
2005-07-01  4.22
2005-08-01  4.42
2005-09-01  4.31
2005-10-01  4.67
2005-11-01  4.84
2005-12-01  4.85
2006-01-01  4.81
2006-02-01  5.06
2006-03-01  5.17
2006-04-01  5.32
2006-05-01  5.40
2006-06-01  5.57
2006-07-01  5.59
2006-08-01  5.35
2006-09-01  5.19
2006-10-01  5.19
2006-11-01  5.09
2006-12-01  5.02
2007-01-01  5.23
2007-02-01  5.22
2007-03-01  4.99
2007-04-01  5.06
2007-05-01  5.17
2007-06-01  5.43
2007-07-01  5.33
2007-08-01  4.97
2007-09-01  4.71
2007-10-01  4.63
2007-11-01  4.20
2007-12-01  4.00
2008-01-01  3.18
2008-02-01  2.78
2008-03-01  2.50
2008-04-01  2.89
2008-05-01  3.23
2008-06-01  3.66
2008-07-01  3.51
2008-08-01  3.39
2008-09-01  3.22
2008-10-01  2.89
2008-11-01  2.30
2008-12-01  1.76
2009-01-01  1.42
2009-02-01  1.62
2009-03-01  1.60
2009-04-01  1.50
2009-05-01  1.35
2009-06-01  1.61
2009-07-01  1.41
2009-08-01  1.52
2009-09-01  1.29
2009-10-01  1.29
2009-11-01  1.13
2009-12-01  1.20
2010-01-01  1.19
2010-02-01  1.12
2010-03-01  1.14
2010-04-01  1.21
2010-05-01  1.19
2010-06-01  1.11
2010-07-01  0.87
2010-08-01  0.70
2010-09-01  0.67
2010-10-01  0.54
2010-11-01  0.65
2010-12-01  0.84
2011-01-01  0.83
2011-02-01  0.96
2011-03-01  0.87
2011-04-01  0.90
2011-05-01  0.73
2011-06-01  0.64
2011-07-01  0.65
2011-08-01  0.50
2011-09-01  0.52
2011-10-01  0.64
2011-11-01  0.70
2011-12-01  0.71
2012-01-01  0.61
2012-02-01  0.56
2012-03-01  0.59
2012-04-01  0.58
2012-05-01  0.61
2012-06-01  0.57
2012-07-01  0.48
2012-08-01  0.46
2012-09-01  0.39
2012-10-01  0.39
2012-11-01  0.38
2012-12-01  0.38
2013-01-01  0.40
2013-02-01  0.41
2013-03-01  0.40
2013-04-01  0.37
2013-05-01  0.39
2013-06-01  0.49
2013-07-01  0.50
2013-08-01  0.52
2013-09-01  0.55
2013-10-01  0.45
2013-11-01  0.40
2013-12-01  0.43
2014-01-01  0.50
2014-02-01  0.45
2014-03-01  0.52
2014-04-01  0.53
2014-05-01  0.52
2014-06-01  0.58
2014-07-01  0.67
2014-08-01  0.68
2014-09-01  0.78
2014-10-01  0.69
2014-11-01  0.73
2014-12-01  0.84
2015-01-01  0.77
2015-02-01  0.87
2015-03-01  0.89
2015-04-01  0.79
2015-05-01  0.86
2015-06-01  0.93
2015-07-01  0.91
2015-08-01  0.90
2015-09-01  0.83
2015-10-01  0.75
2015-11-01  0.95
2015-12-01  1.08
2016-01-01  0.98
2016-02-01  0.80
2016-03-01  0.95
2016-04-01  0.90
2016-05-01  0.95
2016-06-01  0.87
2016-07-01  0.87
2016-08-01  0.98
2016-09-01  1.02