NOTE: THIS DATA FILE WILL CHANGE! To improve accessibility of data for all users, we will convert this file from a text format to an html table by the end of June 2024. Title: 2-Year Swap Rate (DISCONTINUED) Series ID: WSWP2 Source: Board of Governors of the Federal Reserve System (US) Release: H.15 Selected Interest Rates Seasonal Adjustment: Not Seasonally Adjusted Frequency: Weekly, Ending Friday Units: Percent Date Range: 2000-07-07 to 2016-10-28 Last Updated: 2016-10-31 3:45 PM CDT Notes: 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. DATE VALUE 2000-07-07 7.10 2000-07-14 7.11 2000-07-21 7.17 2000-07-28 7.09 2000-08-04 7.05 2000-08-11 6.95 2000-08-18 7.00 2000-08-25 6.95 2000-09-01 6.94 2000-09-08 6.85 2000-09-15 6.82 2000-09-22 6.76 2000-09-29 6.74 2000-10-06 6.73 2000-10-13 6.68 2000-10-20 6.60 2000-10-27 6.60 2000-11-03 6.63 2000-11-10 6.65 2000-11-17 6.58 2000-11-24 6.55 2000-12-01 6.46 2000-12-08 6.24 2000-12-15 6.14 2000-12-22 5.92 2000-12-29 5.86 2001-01-05 5.56 2001-01-12 5.39 2001-01-19 5.45 2001-01-26 5.44 2001-02-02 5.29 2001-02-09 5.32 2001-02-16 5.35 2001-02-23 5.28 2001-03-02 5.08 2001-03-09 5.09 2001-03-16 4.97 2001-03-23 4.83 2001-03-30 4.88 2001-04-06 4.79 2001-04-13 4.80 2001-04-20 4.89 2001-04-27 4.75 2001-05-04 4.80 2001-05-11 4.67 2001-05-18 4.84 2001-05-25 4.87 2001-06-01 4.81 2001-06-08 4.73 2001-06-15 4.64 2001-06-22 4.53 2001-06-29 4.63 2001-07-06 4.79 2001-07-13 4.66 2001-07-20 4.56 2001-07-27 4.46 2001-08-03 4.37 2001-08-10 4.33 2001-08-17 4.26 2001-08-24 4.26 2001-08-31 4.17 2001-09-07 4.19 2001-09-14 3.82 2001-09-21 3.53 2001-09-28 3.38 2001-10-05 3.26 2001-10-12 3.27 2001-10-19 3.25 2001-10-26 3.18 2001-11-02 2.95 2001-11-09 2.83 2001-11-16 3.16 2001-11-23 3.46 2001-11-30 3.50 2001-12-07 3.47 2001-12-14 3.49 2001-12-21 3.61 2001-12-28 3.67 2002-01-04 3.61 2002-01-11 3.43 2002-01-18 3.21 2002-01-25 3.44 2002-02-01 3.49 2002-02-08 3.36 2002-02-15 3.40 2002-02-22 3.36 2002-03-01 3.44 2002-03-08 3.73 2002-03-15 3.98 2002-03-22 4.10 2002-03-29 4.13 2002-04-05 4.03 2002-04-12 3.88 2002-04-19 3.82 2002-04-26 3.72 2002-05-03 3.63 2002-05-10 3.64 2002-05-17 3.74 2002-05-24 3.64 2002-05-31 3.62 2002-06-07 3.54 2002-06-14 3.47 2002-06-21 3.30 2002-06-28 3.23 2002-07-05 3.20 2002-07-12 3.06 2002-07-19 2.94 2002-07-26 2.74 2002-08-02 2.68 2002-08-09 2.44 2002-08-16 2.51 2002-08-23 2.56 2002-08-30 2.53 2002-09-06 2.34 2002-09-13 2.49 2002-09-20 2.40 2002-09-27 2.33 2002-10-04 2.17 2002-10-11 2.19 2002-10-18 2.48 2002-10-25 2.54 2002-11-01 2.17 2002-11-08 2.18 2002-11-15 2.17 2002-11-22 2.31 2002-11-29 2.42 2002-12-06 2.37 2002-12-13 2.20 2002-12-20 2.16 2002-12-27 2.04 2003-01-03 2.00 2003-01-10 2.10 2003-01-17 2.06 2003-01-24 1.97 2003-01-31 2.00 2003-02-07 1.98 2003-02-14 1.90 2003-02-21 1.87 2003-02-28 1.84 2003-03-07 1.72 2003-03-14 1.70 2003-03-21 1.97 2003-03-28 1.92 2003-04-04 1.80 2003-04-11 1.88 2003-04-18 1.94 2003-04-25 1.89 2003-05-02 1.78 2003-05-09 1.69 2003-05-16 1.62 2003-05-23 1.51 2003-05-30 1.52 2003-06-06 1.45 2003-06-13 1.32 2003-06-20 1.37 2003-06-27 1.43 2003-07-04 1.52 2003-07-11 1.55 2003-07-18 1.64 2003-07-25 1.73 2003-08-01 1.91 2003-08-08 2.06 2003-08-15 2.10 2003-08-22 2.17 2003-08-29 2.27 2003-09-05 2.25 2003-09-12 1.99 2003-09-19 1.93 2003-09-26 1.94 2003-10-03 1.83 2003-10-10 1.97 2003-10-17 2.12 2003-10-24 2.20 2003-10-31 2.17 2003-11-07 2.28 2003-11-14 2.28 2003-11-21 2.13 2003-11-28 2.25 2003-12-05 2.38 2003-12-12 2.22 2003-12-19 2.16 2003-12-26 2.17 2004-01-02 2.19 2004-01-09 2.16 2004-01-16 1.97 2004-01-23 1.99 2004-01-30 2.09 2004-02-06 2.12 2004-02-13 2.08 2004-02-20 2.01 2004-02-27 1.99 2004-03-05 2.00 2004-03-12 1.80 2004-03-19 1.82 2004-03-26 1.81 2004-04-02 1.97 2004-04-09 2.19 2004-04-16 2.33 2004-04-23 2.46 2004-04-30 2.61 2004-05-07 2.73 2004-05-14 2.99 2004-05-21 2.93 2004-05-28 2.94 2004-06-04 3.04 2004-06-11 3.14 2004-06-18 3.24 2004-06-25 3.18 2004-07-02 3.15 2004-07-09 2.95 2004-07-16 2.99 2004-07-23 3.06 2004-07-30 3.17 2004-08-06 2.99 2004-08-13 2.85 2004-08-20 2.82 2004-08-27 2.86 2004-09-03 2.83 2004-09-10 2.90 2004-09-17 2.85 2004-09-24 2.85 2004-10-01 2.93 2004-10-08 3.00 2004-10-15 2.86 2004-10-22 2.87 2004-10-29 2.89 2004-11-05 3.00 2004-11-12 3.20 2004-11-19 3.27 2004-11-26 3.35 2004-12-03 3.38 2004-12-10 3.29 2004-12-17 3.35 2004-12-24 3.43 2004-12-31 3.46 2005-01-07 3.52 2005-01-14 3.58 2005-01-21 3.59 2005-01-28 3.59 2005-02-04 3.64 2005-02-11 3.64 2005-02-18 3.73 2005-02-25 3.84 2005-03-04 3.93 2005-03-11 4.02 2005-03-18 4.10 2005-03-25 4.20 2005-04-01 4.25 2005-04-08 4.15 2005-04-15 4.10 2005-04-22 3.95 2005-04-29 4.01 2005-05-06 4.01 2005-05-13 4.05 2005-05-20 3.97 2005-05-27 3.99 2005-06-03 3.86 2005-06-10 3.95 2005-06-17 4.06 2005-06-24 4.00 2005-07-01 3.98 2005-07-08 4.11 2005-07-15 4.19 2005-07-22 4.27 2005-07-29 4.34 2005-08-05 4.42 2005-08-12 4.49 2005-08-19 4.42 2005-08-26 4.40 2005-09-02 4.24 2005-09-09 4.21 2005-09-16 4.26 2005-09-23 4.33 2005-09-30 4.50 2005-10-07 4.60 2005-10-14 4.66 2005-10-21 4.66 2005-10-28 4.73 2005-11-04 4.86 2005-11-11 4.89 2005-11-18 4.86 2005-11-25 4.78 2005-12-02 4.82 2005-12-09 4.87 2005-12-16 4.85 2005-12-23 4.86 2005-12-30 4.82 2006-01-06 4.78 2006-01-13 4.80 2006-01-20 4.76 2006-01-27 4.84 2006-02-03 4.96 2006-02-10 5.03 2006-02-17 5.08 2006-02-24 5.10 2006-03-03 5.12 2006-03-10 5.20 2006-03-17 5.14 2006-03-24 5.14 2006-03-31 5.22 2006-04-07 5.28 2006-04-14 5.34 2006-04-21 5.32 2006-04-28 5.35 2006-05-05 5.39 2006-05-12 5.42 2006-05-19 5.40 2006-05-26 5.38 2006-06-02 5.42 2006-06-09 5.43 2006-06-16 5.52 2006-06-23 5.67 2006-06-30 5.70 2006-07-07 5.69 2006-07-14 5.63 2006-07-21 5.58 2006-07-28 5.51 2006-08-04 5.41 2006-08-11 5.39 2006-08-18 5.36 2006-08-25 5.30 2006-09-01 5.25 2006-09-08 5.23 2006-09-15 5.25 2006-09-22 5.21 2006-09-29 5.08 2006-10-06 5.07 2006-10-13 5.23 2006-10-20 5.24 2006-10-27 5.26 2006-11-03 5.11 2006-11-10 5.14 2006-11-17 5.11 2006-11-24 5.08 2006-12-01 4.98 2006-12-08 4.91 2006-12-15 5.02 2006-12-22 5.08 2006-12-29 5.13 2007-01-05 5.12 2007-01-12 5.17 2007-01-19 5.25 2007-01-26 5.29 2007-02-02 5.32 2007-02-09 5.26 2007-02-16 5.24 2007-02-23 5.20 2007-03-02 5.07 2007-03-09 4.98 2007-03-16 4.99 2007-03-23 4.99 2007-03-30 4.97 2007-04-06 5.04 2007-04-13 5.12 2007-04-20 5.07 2007-04-27 5.03 2007-05-04 5.08 2007-05-11 5.09 2007-05-18 5.16 2007-05-25 5.25 2007-06-01 5.33 2007-06-08 5.43 2007-06-15 5.49 2007-06-22 5.45 2007-06-29 5.38 2007-07-06 5.40 2007-07-13 5.41 2007-07-20 5.36 2007-07-27 5.25 2007-08-03 5.09 2007-08-10 5.06 2007-08-17 4.97 2007-08-24 4.89 2007-08-31 4.87 2007-09-07 4.79 2007-09-14 4.70 2007-09-21 4.71 2007-09-28 4.65 2007-10-05 4.70 2007-10-12 4.82 2007-10-19 4.69 2007-10-26 4.45 2007-11-02 4.45 2007-11-09 4.37 2007-11-16 4.25 2007-11-23 4.11 2007-11-30 3.98 2007-12-07 3.93 2007-12-14 4.09 2007-12-21 4.02 2007-12-28 3.98 2008-01-04 3.68 2008-01-11 3.48 2008-01-18 3.14 2008-01-25 2.76 2008-02-01 2.88 2008-02-08 2.73 2008-02-15 2.72 2008-02-22 2.86 2008-02-29 2.82 2008-03-07 2.60 2008-03-14 2.53 2008-03-21 2.30 2008-03-28 2.55 2008-04-04 2.63 2008-04-11 2.63 2008-04-18 2.87 2008-04-25 3.15 2008-05-02 3.18 2008-05-09 3.12 2008-05-16 3.21 2008-05-23 3.20 2008-05-30 3.44 2008-06-06 3.35 2008-06-13 3.75 2008-06-20 3.85 2008-06-27 3.72 2008-07-04 3.54 2008-07-11 3.42 2008-07-18 3.41 2008-07-25 3.66 2008-08-01 3.49 2008-08-08 3.46 2008-08-15 3.40 2008-08-22 3.35 2008-08-29 3.35 2008-09-05 3.22 2008-09-12 3.16 2008-09-19 2.97 2008-09-26 3.47 2008-10-03 3.29 2008-10-10 2.94 2008-10-17 3.00 2008-10-24 2.70 2008-10-31 2.72 2008-11-07 2.52 2008-11-14 2.31 2008-11-21 2.18 2008-11-28 2.17 2008-12-05 2.02 2008-12-12 1.98 2008-12-19 1.64 2008-12-26 1.57 2009-01-02 1.47 2009-01-09 1.45 2009-01-16 1.31 2009-01-23 1.41 2009-01-30 1.50 2009-02-06 1.63 2009-02-13 1.59 2009-02-20 1.59 2009-02-27 1.65 2009-03-06 1.64 2009-03-13 1.74 2009-03-20 1.58 2009-03-27 1.50 2009-04-03 1.42 2009-04-10 1.52 2009-04-17 1.46 2009-04-24 1.56 2009-05-01 1.49 2009-05-08 1.46 2009-05-15 1.32 2009-05-22 1.23 2009-05-29 1.35 2009-06-05 1.46 2009-06-12 1.79 2009-06-19 1.65 2009-06-26 1.57 2009-07-03 1.48 2009-07-10 1.31 2009-07-17 1.39 2009-07-24 1.42 2009-07-31 1.50 2009-08-07 1.65 2009-08-14 1.58 2009-08-21 1.44 2009-08-28 1.43 2009-09-04 1.30 2009-09-11 1.24 2009-09-18 1.31 2009-09-25 1.30 2009-10-02 1.28 2009-10-09 1.25 2009-10-16 1.30 2009-10-23 1.33 2009-10-30 1.32 2009-11-06 1.26 2009-11-13 1.17 2009-11-20 1.06 2009-11-27 1.04 2009-12-04 1.07 2009-12-11 1.14 2009-12-18 1.17 2009-12-25 1.25 2010-01-01 1.40 2010-01-08 1.31 2010-01-15 1.18 2010-01-22 1.14 2010-01-29 1.12 2010-02-05 1.12 2010-02-12 1.12 2010-02-19 1.15 2010-02-26 1.10 2010-03-05 1.08 2010-03-12 1.13 2010-03-19 1.14 2010-03-26 1.18 2010-04-02 1.23 2010-04-09 1.25 2010-04-16 1.18 2010-04-23 1.18 2010-04-30 1.22 2010-05-07 1.21 2010-05-14 1.14 2010-05-21 1.13 2010-05-28 1.26 2010-06-04 1.23 2010-06-11 1.16 2010-06-18 1.10 2010-06-25 1.04 2010-07-02 0.98 2010-07-09 0.96 2010-07-16 0.91 2010-07-23 0.81 2010-07-30 0.80 2010-08-06 0.72 2010-08-13 0.72 2010-08-20 0.68 2010-08-27 0.68 2010-09-03 0.68 2010-09-10 0.72 2010-09-17 0.70 2010-09-24 0.64 2010-10-01 0.61 2010-10-08 0.56 2010-10-15 0.53 2010-10-22 0.53 2010-10-29 0.54 2010-11-05 0.50 2010-11-12 0.64 2010-11-19 0.70 2010-11-26 0.70 2010-12-03 0.77 2010-12-10 0.77 2010-12-17 0.88 2010-12-24 0.84 2010-12-31 0.89 2011-01-07 0.86 2011-01-14 0.83 2011-01-21 0.83 2011-01-28 0.83 2011-02-04 0.87 2011-02-11 1.01 2011-02-18 1.03 2011-02-25 0.92 2011-03-04 0.90 2011-03-11 0.88 2011-03-18 0.78 2011-03-25 0.86 2011-04-01 0.98 2011-04-08 0.98 2011-04-15 0.93 2011-04-22 0.83 2011-04-29 0.81 2011-05-06 0.76 2011-05-13 0.74 2011-05-20 0.73 2011-05-27 0.70 2011-06-03 0.64 2011-06-10 0.61 2011-06-17 0.63 2011-06-24 0.63 2011-07-01 0.70 2011-07-08 0.68 2011-07-15 0.64 2011-07-22 0.65 2011-07-29 0.62 2011-08-05 0.56 2011-08-12 0.47 2011-08-19 0.45 2011-08-26 0.51 2011-09-02 0.50 2011-09-09 0.52 2011-09-16 0.52 2011-09-23 0.49 2011-09-30 0.54 2011-10-07 0.63 2011-10-14 0.67 2011-10-21 0.64 2011-10-28 0.63 2011-11-04 0.58 2011-11-11 0.62 2011-11-18 0.74 2011-11-25 0.80 2011-12-02 0.72 2011-12-09 0.67 2011-12-16 0.70 2011-12-23 0.75 2011-12-30 0.77 2012-01-06 0.72 2012-01-13 0.62 2012-01-20 0.58 2012-01-27 0.56 2012-02-03 0.51 2012-02-10 0.53 2012-02-17 0.58 2012-02-24 0.60 2012-03-02 0.56 2012-03-09 0.56 2012-03-16 0.61 2012-03-23 0.63 2012-03-30 0.58 2012-04-06 0.61 2012-04-13 0.58 2012-04-20 0.57 2012-04-27 0.57 2012-05-04 0.55 2012-05-11 0.58 2012-05-18 0.65 2012-05-25 0.64 2012-06-01 0.62 2012-06-08 0.59 2012-06-15 0.58 2012-06-22 0.54 2012-06-29 0.55 2012-07-06 0.53 2012-07-13 0.50 2012-07-20 0.46 2012-07-27 0.45 2012-08-03 0.43 2012-08-10 0.46 2012-08-17 0.48 2012-08-24 0.47 2012-08-31 0.43 2012-09-07 0.40 2012-09-14 0.39 2012-09-21 0.38 2012-09-28 0.40 2012-10-05 0.38 2012-10-12 0.38 2012-10-19 0.38 2012-10-26 0.40 2012-11-02 0.39 2012-11-09 0.37 2012-11-16 0.37 2012-11-23 0.39 2012-11-30 0.39 2012-12-07 0.36 2012-12-14 0.36 2012-12-21 0.39 2012-12-28 0.41 2013-01-04 0.39 2013-01-11 0.39 2013-01-18 0.38 2013-01-25 0.40 2013-02-01 0.43 2013-02-08 0.41 2013-02-15 0.42 2013-02-22 0.41 2013-03-01 0.39 2013-03-08 0.38 2013-03-15 0.40 2013-03-22 0.41 2013-03-29 0.42 2013-04-05 0.39 2013-04-12 0.37 2013-04-19 0.37 2013-04-26 0.36 2013-05-03 0.35 2013-05-10 0.36 2013-05-17 0.38 2013-05-24 0.39 2013-05-31 0.46 2013-06-07 0.46 2013-06-14 0.48 2013-06-21 0.46 2013-06-28 0.55 2013-07-05 0.53 2013-07-12 0.52 2013-07-19 0.49 2013-07-26 0.49 2013-08-02 0.49 2013-08-09 0.48 2013-08-16 0.51 2013-08-23 0.55 2013-08-30 0.55 2013-09-06 0.62 2013-09-13 0.60 2013-09-20 0.52 2013-09-27 0.48 2013-10-04 0.46 2013-10-11 0.48 2013-10-18 0.47 2013-10-25 0.44 2013-11-01 0.43 2013-11-08 0.42 2013-11-15 0.41 2013-11-22 0.38 2013-11-29 0.38 2013-12-06 0.39 2013-12-13 0.41 2013-12-20 0.43 2013-12-27 0.49 2014-01-03 0.49 2014-01-10 0.51 2014-01-17 0.50 2014-01-24 0.51 2014-01-31 0.48 2014-02-07 0.44 2014-02-14 0.45 2014-02-21 0.45 2014-02-28 0.45 2014-03-07 0.47 2014-03-14 0.50 2014-03-21 0.52 2014-03-28 0.57 2014-04-04 0.56 2014-04-11 0.51 2014-04-18 0.52 2014-04-25 0.54 2014-05-02 0.55 2014-05-09 0.54 2014-05-16 0.51 2014-05-23 0.50 2014-05-30 0.50 2014-06-06 0.53 2014-06-13 0.58 2014-06-20 0.62 2014-06-27 0.60 2014-07-04 0.61 2014-07-11 0.64 2014-07-18 0.66 2014-07-25 0.68 2014-08-01 0.72 2014-08-08 0.68 2014-08-15 0.65 2014-08-22 0.68 2014-08-29 0.72 2014-09-05 0.74 2014-09-12 0.77 2014-09-19 0.79 2014-09-26 0.80 2014-10-03 0.81 2014-10-10 0.76 2014-10-17 0.62 2014-10-24 0.63 2014-10-31 0.67 2014-11-07 0.73 2014-11-14 0.74 2014-11-21 0.73 2014-11-28 0.72 2014-12-05 0.76 2014-12-12 0.83 2014-12-19 0.82 2014-12-26 0.92 2015-01-02 0.89 2015-01-09 0.85 2015-01-16 0.74 2015-01-23 0.73 2015-01-30 0.75 2015-02-06 0.78 2015-02-13 0.90 2015-02-20 0.91 2015-02-27 0.88 2015-03-06 0.92 2015-03-13 0.94 2015-03-20 0.90 2015-03-27 0.84 2015-04-03 0.81 2015-04-10 0.79 2015-04-17 0.78 2015-04-24 0.80 2015-05-01 0.82 2015-05-08 0.87 2015-05-15 0.84 2015-05-22 0.85 2015-05-29 0.88 2015-06-05 0.91 2015-06-12 0.98 2015-06-19 0.94 2015-06-26 0.92 2015-07-03 0.91 2015-07-10 0.84 2015-07-17 0.91 2015-07-24 0.95 2015-07-31 0.92 2015-08-07 0.94 2015-08-14 0.93 2015-08-21 0.92 2015-08-28 0.82 2015-09-04 0.85 2015-09-11 0.86 2015-09-18 0.87 2015-09-25 0.80 2015-10-02 0.75 2015-10-09 0.75 2015-10-16 0.72 2015-10-23 0.73 2015-10-30 0.79 2015-11-06 0.91 2015-11-13 0.97 2015-11-20 0.95 2015-11-27 0.98 2015-12-04 1.01 2015-12-11 1.04 2015-12-18 1.06 2015-12-25 1.12 2016-01-01 1.16 2016-01-08 1.11 2016-01-15 0.98 2016-01-22 0.90 2016-01-29 0.91 2016-02-05 0.82 2016-02-12 0.75 2016-02-19 0.80 2016-02-26 0.80 2016-03-04 0.89 2016-03-11 0.96 2016-03-18 0.99 2016-03-25 0.96 2016-04-01 0.91 2016-04-08 0.85 2016-04-15 0.87 2016-04-22 0.91 2016-04-29 0.95 2016-05-06 0.89 2016-05-13 0.87 2016-05-20 0.97 2016-05-27 1.04 2016-06-03 1.02 2016-06-10 0.92 2016-06-17 0.85 2016-06-24 0.86 2016-07-01 0.74 2016-07-08 0.76 2016-07-15 0.85 2016-07-22 0.93 2016-07-29 0.95 2016-08-05 0.93 2016-08-12 0.98 2016-08-19 0.98 2016-08-26 1.00 2016-09-02 1.04 2016-09-09 1.01 2016-09-16 1.02 2016-09-23 1.03 2016-09-30 1.00 2016-10-07 1.06 2016-10-14 1.09 2016-10-21 1.05 2016-10-28 1.09