Interest Rate Swaps

MacroVar analyzes the interest rate swaps market to monitor market expectations in regards to rate hikes/cuts, the market and economic outlook. The swap curve reflects LIBOR expectations and bank credit, hence it is a powerful indicator of current conditions in the fixed income markets.

Interest Rate Swaps Data
Date1 Year2 Year3 Year5 Year7 Year10 Year30 Year
20/07/20210,001900,002900,004700,007700,009900,012100,01570
19/07/20210,001900,003000,004700,007600,009700,011700,01510
16/07/20210,001800,003200,005500,008700,010900,013000,01640
15/07/20210,001800,003200,005500,008800,011000,013100,01660
14/07/20210,001800,003300,005500,009000,011400,013700,01720
13/07/20210,001900,003500,005700,009100,011400,013600,01710
12/07/20210,001900,003200,005500,009000,011400,013700,01730
09/07/20210,001900,003100,005300,008800,011300,013600,01720
08/07/20210,001800,003000,005000,008400,010700,012900,01640
07/07/20210,001800,003100,005300,008700,010900,013000,01630

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