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US Interest Rates :
Fed Funds, Discount Rate   Swap Rates   PRIVATE BANKERS' ACCEPTANCES  
Commercial Paper Finl & Nonfinl   Corporates Aaa Baa   TREASURY BILL AUCTION HIGH - DISCOUNT BASIS  
CDs   State / Local   AUCTION HIGH BILL RATE BY ISSUE DATE  
EuroDollar Deposit Rate   Conventional mortgages   US Govt LT Avgs  
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Frequency :
Day
  Avg over ...days in -->
week
mon
qtr
year
  Value on last day of -->
week
mon
qtr
year
Download  Swap Rates CSV file  obs:0
Column (1) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of one year. Code RIFLDIY01_N 40 Column (2) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of two year. Code RIFLDIY02_N 41 Column (3) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of three year. Code RIFLDIY03_N 42 Column (4) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of four year. Code RIFLDIY04_N 43 Column (5) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of five year. Code RIFLDIY05_N 44 Column (6) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of seven year. Code RIFLDIY07_N 45 Column (7) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of ten year. Code RIFLDIY10_N 46 Column (8) : Rate paid by fixed-rate payer on an interest rate swap with; maturity of thirty year. Code RIFLDIY30_N 47
EconStats does not guarantee the accuracy of this data. 20131210
   USA     Swap Rates - Avg over Year 
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | | 1-year swap | 2-year swap | 3-year swap | 4-year swap | 5-year swap | 7-year swap |10-year swap |30-year swap | | rate | rate | rate | rate | rate | rate | rate | rate | | USA Int | USA Int | USA Int | USA Int | USA Int | USA Int | USA Int | USA Int | | Rates | Rates | Rates | Rates | Rates | Rates | Rates | Rates | |RIFLDIY01_N |RIFLDIY02_N |RIFLDIY03_N |RIFLDIY04_N |RIFLDIY05_N |RIFLDIY07_N |RIFLDIY10_N |RIFLDIY30_N | year Avg over|__2000_-2013_|__2000_-2013_|__2000_-2013_|__2000_-2013_|__2000_-2013_|__2000_-2013_|__2000_-2013_|__2000_-2013_| 2013 e 0.3236 0.4437 0.6695 0.9710 1.2918 1.8552 2.4326 3.3339 2012 e 0.4520 0.5024 0.6015 0.7732 0.9847 1.4141 1.8866 2.6604 2011 e 0.4822 0.7193 1.0554 1.4297 1.7938 2.3746 2.9077 3.6544 2010 e 0.5457 0.9395 1.3768 1.7969 2.1739 2.7503 3.2625 4.0109 2009 r 0.9013 1.4135 1.9291 2.3415 2.6546 3.0854 3.4383 3.8664 2008 r 2.7639 2.9600 3.2646 3.5150 3.7073 3.9978 4.2616 4.5888 2007 r 5.0987 4.9278 4.9250 4.9680 5.0219 5.1220 5.2424 5.4488 2006 e 5.3298 5.2360 5.2090 5.2174 5.2373 5.2767 5.3299 5.4388 2005 e 4.0326 4.2304 4.3368 4.4149 4.4827 4.5936 4.7337 5.0382 2004 e 2.1188 2.7231 3.1899 3.5541 3.8462 4.2778 4.6980 5.3859 2003 e 1.3597 1.9117 2.4784 2.9499 3.3377 3.8901 4.4115 5.2403 2002 e 2.2219 3.0338 3.6239 4.0373 4.3508 4.7973 5.1941 5.8031 2001 r 3.8909 4.3906 4.8102 5.0953 5.2999 5.5752 5.8161 6.2037 2000 e 6.7350 6.7119 6.7280 6.7554 6.7834 6.8369 6.8980 6.9377 1999 e na na na na na na na na