FRED Economic Data | St. Louis Fed

1-Year Swap Rate (DSWP1)


Source(s): Board of Governors of the Federal Reserve System
Release: H.15 Selected Interest Rates  

Description of growth rate formulas  
 
to  
 
Seasonal
Adjustment:
Not Seasonally Adjusted 
Notes: Rate paid by fixed-rate payer on an interest rate swap with maturity of one year. 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. 
Updated: 2014-04-24 3:45 PM CDT 

Note: CSV files do not contain header information.


Subscribe to our newsletter for updates on published research, data news, and latest econ information.
Name:   Email:  
Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo

Click to send us feedback