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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  
T-Bills   Nonfinl & Finl Posted by CPFF   Mortgage Rates  
US Yield Curve   PRIME COMMERCIAL PAPER  
TIPS   FINANCE PAPER PLACED DIRECTLY  
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 - End of Month 
| (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 mn End of |Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_| 2013.12 e 0.2700 0.3900 0.6900 1.1000 1.5400 2.2500 2.9000 3.8000 2013.11 e 0.2800 0.4000 0.6700 1.0600 1.4700 2.1600 2.8000 3.7200 2013.10 e 0.3100 0.4500 0.7400 1.1200 1.5100 2.1300 2.7400 3.6400 2013.09 e 0.3300 0.5500 0.9200 1.3500 1.7600 2.3900 2.9700 3.7800 2013.08 e 0.3400 0.5200 0.8700 1.2800 1.6800 2.3200 2.9100 3.7400 2013.07 e 0.3500 0.5000 0.8100 1.1900 1.5800 2.2000 2.7700 3.5900 2013.06 e 0.3500 0.4900 0.7400 1.0600 1.3800 1.9200 2.4800 3.3100 2013.05 e 0.3100 0.3900 0.5300 0.7400 1.0000 1.4900 2.0600 3.0300 2013.04 e 0.3200 0.3700 0.4800 0.6500 0.8800 1.3500 1.9000 2.8500 2013.03 e 0.3300 0.4000 0.5300 0.7300 0.9800 1.4800 2.0500 3.0300 2013.02 e 0.3300 0.4100 0.5500 0.7500 1.0000 1.4900 2.0500 3.0100 2013.01 e 0.3300 0.4000 0.5200 0.7000 0.9200 1.3900 1.9300 2.8900 2012.12 e 0.4500 0.5000 0.6000 0.7700 0.9800 1.4100 1.8800 2.6600 2012.11 e 0.3300 0.3800 0.4600 0.6000 0.7800 1.1900 1.6800 2.5500 2012.10 e 0.3300 0.3900 0.4800 0.6300 0.8300 1.2600 1.7700 2.6700 2012.09 e 0.3600 0.3900 0.4700 0.6100 0.8100 1.2500 1.7700 2.6400 2012.08 e 0.4200 0.4600 0.5500 0.7000 0.9000 1.3200 1.7800 2.5500 2012.07 e 0.4500 0.4800 0.5400 0.6700 0.8500 1.2100 1.6300 2.3500 2012.06 e 0.5200 0.5700 0.6500 0.8000 0.9900 1.3600 1.7700 2.4400 2012.05 e 0.5500 0.6100 0.7100 0.8800 1.0900 1.5000 1.9400 2.6500 2012.04 e 0.5200 0.5800 0.7100 0.9300 1.1700 1.6400 2.1300 2.8900 2012.03 e 0.5000 0.5900 0.7500 0.9900 1.2500 1.7400 2.2300 2.9600 2012.02 e 0.5000 0.5600 0.6700 0.8700 1.1000 1.5700 2.0500 2.8000 2012.01 e 0.5800 0.6100 0.7100 0.9200 1.1600 1.6200 2.0700 2.7300 2011.12 e 0.4800 0.7200 1.0500 1.4300 1.7900 2.3700 2.9000 3.6500 2011.11 e 0.6600 0.7000 0.8200 1.0400 1.3000 1.7600 2.1900 2.7700 2011.10 e 0.5700 0.6400 0.8200 1.0900 1.3800 1.8700 2.3100 2.9000 2011.09 e 0.4900 0.5200 0.6500 0.9100 1.1900 1.6900 2.1700 2.9300 2011.08 e 0.4400 0.5000 0.6800 0.9700 1.3100 1.8900 2.4500 3.3100 2011.07 e 0.4300 0.6500 1.0000 1.4200 1.8300 2.5000 3.1100 3.9600 2011.06 e 0.3900 0.6400 1.0200 1.4400 1.8500 2.5000 3.1100 3.9600 2011.05 e 0.3700 0.7300 1.1900 1.6400 2.0500 2.6700 3.2500 4.0500 2011.04 e 0.4100 0.9000 1.4500 1.9300 2.3500 2.9700 3.5200 4.2700 2011.03 e 0.4400 0.8700 1.4000 1.8900 2.3100 2.9600 3.5200 4.2900 2011.02 e 0.4700 0.9600 1.5200 2.0300 2.4600 3.1100 3.6700 4.4200 2011.01 e 0.4600 0.8300 1.3100 1.7800 2.2100 2.8700 3.4500 4.2600 2010.12 e 0.5500 0.9400 1.3700 1.7900 2.1700 2.7400 3.2600 4.0000 2010.11 e 0.4400 0.6500 0.9100 1.2400 1.6100 2.2500 2.8700 3.8400 2010.10 e 0.3800 0.5400 0.7800 1.0900 1.4300 2.0200 2.5800 3.4900 2010.09 e 0.4400 0.6700 0.9700 1.3000 1.6200 2.1600 2.6500 3.4100 2010.08 e 0.4600 0.7000 1.0100 1.3400 1.6700 2.2000 2.6900 3.4500 2010.07 e 0.6000 0.8700 1.2400 1.6300 1.9800 2.5300 3.0100 3.7600 2010.06 e 0.7800 1.1100 1.5200 1.9300 2.2900 2.8200 3.2700 3.9500 2010.05 e 0.7800 1.1900 1.6500 2.0800 2.4600 3.0000 3.4600 4.0900 2010.04 e 0.5900 1.2100 1.8100 2.3200 2.7400 3.3300 3.8200 4.5000 2010.03 e 0.5300 1.1400 1.7400 2.2400 2.6500 3.2400 3.7400 4.4800 2010.02 e 0.5100 1.1200 1.7400 2.2600 2.6800 3.2700 3.7800 4.4800 2010.01 e 0.5300 1.1900 1.8200 2.3400 2.7600 3.3300 3.8200 4.4800 2009.12 e 0.9000 1.4100 1.9300 2.3400 2.6600 3.0900 3.4400 3.8700 2009.11 e 0.5000 1.1300 1.7200 2.1900 2.5600 3.0800 3.5200 4.1900 2009.10 e 0.6200 1.2900 1.8900 2.3400 2.6800 3.1500 3.5300 4.0800 2009.09 e 0.6100 1.2900 1.9100 2.3700 2.7200 3.2000 3.5900 4.0700 2009.08 e 0.7700 1.5200 2.1500 2.6300 2.9800 3.4600 3.8400 4.2800 2009.07 e 0.7800 1.4100 2.0300 2.5200 2.8800 3.3700 3.7600 4.2100 2009.06 t 0.9500 1.6100 2.2600 2.7700 3.1500 3.6300 4.0000 4.3400 2009.05 r 0.9400 1.3500 1.8500 2.2700 2.6000 3.0400 3.4000 3.8400 2009.04 r 1.1900 1.5000 1.8600 2.1700 2.4200 2.7600 3.0500 3.4100 2009.03 r 1.3600 1.6000 1.9300 2.2300 2.4600 2.8000 3.0700 3.3400 2009.02 r 1.3300 1.6200 1.9800 2.2800 2.5200 2.8400 3.1000 3.3100 2009.01 r 1.1500 1.4200 1.7500 1.9900 2.1600 2.4200 2.6600 2.9600 2008.12 r 2.7500 2.9500 3.2500 3.5000 3.7000 3.9900 4.2500 4.5700 2008.11 r 2.1100 2.3000 2.6900 3.0300 3.3000 3.6300 3.8500 3.8300 2008.10 r 2.8600 2.8900 3.2800 3.5800 3.8000 4.0900 4.3100 4.3000 2008.09 r 3.0300 3.2200 3.5200 3.7300 3.8800 4.1100 4.3300 4.6500 2008.08 r 3.0300 3.3900 3.7400 3.9700 4.1300 4.3800 4.6200 4.9500 2008.07 r 3.0900 3.5100 3.8600 4.0800 4.2300 4.4700 4.7000 5.0200 2008.06 r 3.2200 3.6600 4.0000 4.2300 4.3700 4.5800 4.7800 5.1200 2008.05 r 2.8800 3.2300 3.5300 3.7600 3.9300 4.2100 4.4800 4.9200 2008.04 r 2.7100 2.8900 3.1800 3.4500 3.6600 3.9900 4.3000 4.8000 2008.03 r 2.4100 2.5000 2.8200 3.1300 3.3900 3.8000 4.2000 4.7800 2008.02 r 2.6900 2.7800 3.0600 3.3500 3.6100 4.0100 4.4100 4.9900 2008.01 r 3.3300 3.1800 3.3100 3.4900 3.6800 4.0000 4.3300 4.8200 2007.12 p 5.0900 4.9200 4.9200 4.9600 5.0100 5.1200 5.2400 5.4500 2007.11 e 4.4200 4.2000 4.2600 4.3800 4.5000 4.6900 4.8900 5.1800 2007.10 e 4.7900 4.6300 4.6800 4.7600 4.8500 4.9900 5.1400 5.3800 2007.09 e 4.9100 4.7100 4.7300 4.7900 4.8600 5.0000 5.1600 5.4100 2007.08 e 5.0900 4.9700 5.0000 5.0600 5.1300 5.2500 5.3900 5.6200 2007.07 e 5.4000 5.3300 5.3700 5.4200 5.4800 5.5700 5.6800 5.8400 2007.06 e 5.4600 5.4300 5.4600 5.5000 5.5500 5.6200 5.7000 5.8600 2007.05 e 5.3600 5.1700 5.1200 5.1200 5.1400 5.2000 5.2900 5.4800 2007.04 e 5.3000 5.0600 5.0100 5.0200 5.0500 5.1200 5.2100 5.4200 2007.03 e 5.2200 4.9900 4.9200 4.9200 4.9500 5.0100 5.1000 5.2800 2007.02 e 5.3800 5.2200 5.1500 5.1400 5.1500 5.1800 5.2400 5.3700 2007.01 e 5.3800 5.2300 5.1600 5.1500 5.1600 5.1900 5.2500 5.3700 2006.12 e 5.3300 5.2300 5.2100 5.2100 5.2300 5.2700 5.3300 5.4400 2006.11 e 5.3000 5.0900 5.0300 5.0100 5.0200 5.0500 5.1100 5.2300 2006.10 e 5.3700 5.1900 5.1500 5.1500 5.1600 5.2100 5.2600 5.4000 2006.09 e 5.3800 5.1900 5.1300 5.1300 5.1500 5.2000 5.2500 5.3700 2006.08 e 5.4900 5.3500 5.3000 5.3100 5.3300 5.3700 5.4300 5.5400 2006.07 e 5.6600 5.5900 5.5700 5.5800 5.6000 5.6300 5.6800 5.7600 2006.06 e 5.6000 5.5700 5.5600 5.5700 5.5900 5.6200 5.6700 5.7600 2006.05 e 5.4000 5.4000 5.4200 5.4400 5.4800 5.5500 5.6300 5.7700 2006.04 e 5.3300 5.3200 5.3300 5.3500 5.3900 5.4500 5.5200 5.6500 2006.03 e 5.1900 5.1700 5.1600 5.1800 5.1900 5.2200 5.2600 5.3200 2006.02 e 5.0800 5.0600 5.0500 5.0500 5.0600 5.0800 5.0900 5.1300 2006.01 e 4.8500 4.8100 4.8000 4.8100 4.8300 4.8700 4.9200 5.0800 2005.12 e 4.0400 4.2300 4.3400 4.4100 4.4800 4.5900 4.7300 5.0300 2005.11 e 4.7900 4.8400 4.8800 4.9100 4.9400 5.0000 5.0700 5.2700 2005.10 e 4.5800 4.6700 4.7100 4.7500 4.7800 4.8400 4.9300 5.1500 2005.09 e 4.2300 4.3100 4.3600 4.4000 4.4300 4.5200 4.6200 4.9000 2005.08 e 4.2700 4.4200 4.4800 4.5200 4.5600 4.6200 4.7100 4.9300 2005.07 e 4.0800 4.2200 4.3000 4.3600 4.4100 4.4900 4.6000 4.8700 2005.06 e 3.8200 3.9700 4.0500 4.1100 4.1700 4.2700 4.4000 4.7200 2005.05 e 3.7600 4.0000 4.1300 4.2200 4.2900 4.4200 4.5800 4.9400 2005.04 e 3.7400 4.0600 4.2400 4.3600 4.4600 4.6100 4.7900 5.1400 2005.03 e 3.7000 4.1000 4.3100 4.4500 4.5600 4.7300 4.9100 5.2600 2005.02 e 3.3900 3.7200 3.9000 4.0300 4.1400 4.3200 4.5300 4.9500 2005.01 e 3.2200 3.5700 3.7800 3.9500 4.0900 4.3300 4.6100 5.1200 2004.12 e 2.1300 2.7300 3.1900 3.5500 3.8400 4.2700 4.6900 5.3800 2004.11 e 2.8200 3.2200 3.5000 3.7300 3.9300 4.2600 4.6100 5.2500 2004.10 e 2.4800 2.9100 3.2500 3.5300 3.7600 4.1300 4.5200 5.2000 2004.09 e 2.3800 2.8700 3.2500 3.5400 3.7900 4.1700 4.5600 5.2600 2004.08 e 2.2800 2.8700 3.3100 3.6500 3.9300 4.3400 4.7400 5.4200 2004.07 e 2.3400 3.0400 3.5200 3.8800 4.1600 4.5700 4.9600 5.5800 2004.06 e 2.3600 3.1700 3.7100 4.1000 4.4000 4.8300 5.2200 5.8000 2004.05 e 2.0300 2.9000 3.5300 3.9800 4.3300 4.7900 5.2100 5.8000 2004.04 e 1.6300 2.3800 2.9700 3.4300 3.7800 4.2800 4.7500 5.4700 2004.03 e 1.3300 1.8700 2.3800 2.8100 3.1600 3.6800 4.1900 5.0500 2004.02 e 1.4100 2.0500 2.6300 3.0900 3.4500 3.9700 4.4600 5.2500 2004.01 e 1.4200 2.0700 2.6500 3.1100 3.4800 4.0100 4.5000 5.2900 2003.12 e 1.3600 1.9100 2.4800 2.9500 3.3400 3.8900 4.4100 5.2400 2003.11 e 1.5200 2.2300 2.8400 3.3100 3.6700 4.1900 4.6800 5.4200 2003.10 e 1.4200 2.0800 2.6900 3.1900 3.6000 4.1700 4.7000 5.4700 2003.09 e 1.3400 2.0000 2.6500 3.1800 3.6100 4.1900 4.7100 5.4900 2003.08 e 1.4200 2.1500 2.8400 3.3800 3.8200 4.4200 4.9500 5.7100 2003.07 e 1.2100 1.6600 2.2300 2.7300 3.1500 3.7600 4.3200 5.2100 2003.06 e 1.0900 1.4000 1.8000 2.1900 2.5600 3.1100 3.6600 4.6400 2003.05 e 1.2600 1.6000 2.0500 2.4700 2.8400 3.3800 3.9100 4.8100 2003.04 e 1.3600 1.8700 2.4300 2.9000 3.2900 3.8300 4.3400 5.1800 2003.03 e 1.3200 1.8200 2.3600 2.8000 3.1700 3.7000 4.2200 5.1000 2003.02 e 1.4000 1.9000 2.4600 2.9200 3.2900 3.8200 4.3300 5.1700 2003.01 e 1.4800 2.0400 2.6100 3.0700 3.4400 3.9700 4.4700 5.3100 2002.12 e 2.2100 3.0200 3.6100 4.0200 4.3400 4.7900 5.1800 5.8000 2002.11 e 1.6400 2.2600 2.7900 3.2000 3.5200 4.0300 4.5300 5.3700 2002.10 e 1.8100 2.3200 2.8100 3.2000 3.5300 4.0500 4.5400 5.3500 2002.09 e 1.8600 2.3800 2.8400 3.2000 3.5100 3.9900 4.4400 5.2000 2002.08 e 1.9000 2.5100 3.0800 3.5200 3.8800 4.3700 4.8100 5.5400 2002.07 e 2.1400 2.9500 3.5600 3.9900 4.3100 4.7600 5.1700 5.8700 2002.06 e 2.4500 3.3900 3.9700 4.3600 4.6500 5.0600 5.4200 6.0100 2002.05 e 2.6600 3.6500 4.2500 4.6500 4.9300 5.3300 5.6700 6.1700 2002.04 e 2.8000 3.8400 4.4500 4.8500 5.1300 5.5100 5.8300 6.2300 2002.03 e 2.8800 3.9600 4.5800 4.9800 5.2600 5.6400 5.9500 6.3100 2002.02 e 2.4500 3.3900 4.0800 4.5400 4.8700 5.2800 5.6200 6.0800 2002.01 e 2.3700 3.4200 4.1800 4.6600 4.9800 5.3700 5.7100 6.1100 2001.12 e 3.8700 4.3800 4.8000 5.0900 5.3000 5.5700 5.8100 6.2000 2001.11 t 2.4000 3.2000 3.8400 4.2700 4.5700 4.9500 5.2500 5.7400 2001.10 r 2.5200 3.2000 3.8000 4.2100 4.5000 4.9000 5.2400 5.8400 2001.09 r 3.0500 3.6900 4.2000 4.5600 4.8200 5.1800 5.4900 6.0400 2001.08 r 3.7300 4.2700 4.7400 5.0600 5.2900 5.5700 5.8000 6.1800 2001.07 r 3.9900 4.5800 5.0500 5.3600 5.5700 5.8400 6.0500 6.3800 2001.06 r 4.0600 4.6300 5.0800 5.3700 5.5800 5.8500 6.0700 6.4100 2001.05 r 4.2900 4.8000 5.1900 5.4500 5.6400 5.9000 6.1500 6.4900 2001.04 r 4.5100 4.8100 5.1200 5.3300 5.5000 5.7500 6.0000 6.4100 2001.03 p 4.7700 4.9500 5.1700 5.3300 5.4600 5.6500 5.8200 6.1400 2001.02 e 5.1400 5.2800 5.4400 5.5700 5.6800 5.8400 6.0100 6.2900 2001.01 e 5.3800 5.4400 5.5600 5.6600 5.7400 5.8700 6.0200 6.2600 2000.12 e 6.7300 6.7000 6.7200 6.7500 6.7700 6.8300 6.8900 6.9300 2000.11 e 6.6500 6.5800 6.6100 6.6600 6.7000 6.7800 6.8500 6.9100 2000.10 e 6.7000 6.6500 6.6700 6.7000 6.7300 6.8000 6.8800 6.9400 2000.09 e 6.8000 6.7900 6.8100 6.8300 6.8600 6.9200 7.0000 7.0400 2000.08 e 6.9500 6.9800 6.9900 7.0000 7.0200 7.0400 7.0700 7.0500 2000.07 e 7.0500 7.1200 7.1400 7.1500 7.1700 7.2000 7.2400 7.2000 2000.06 e na na na na na na na na