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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 - Avg over 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 Avg over|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_|Jul00_-Dec13_| 2013.12 e 0.2700 0.3860 0.6860 1.1000 1.5360 2.2480 2.8980 3.7980 2013.11 e 0.2785 0.4000 0.6700 1.0585 1.4690 2.1470 2.7865 3.7140 2013.10 e 0.3127 0.4559 0.7455 1.1291 1.5136 2.1409 2.7459 3.6477 2013.09 e 0.3300 0.5540 0.9325 1.3675 1.7735 2.4060 2.9860 3.7920 2013.08 e 0.3383 0.5196 0.8635 1.2783 1.6800 2.3235 2.9100 3.7396 2013.07 e 0.3495 0.5045 0.8059 1.1900 1.5723 2.1891 2.7650 3.5750 2013.06 e 0.3462 0.4905 0.7400 1.0562 1.3767 1.9195 2.4738 3.3081 2013.05 e 0.3100 0.3818 0.5209 0.7300 0.9814 1.4755 2.0445 3.0141 2013.04 e 0.3186 0.3755 0.4841 0.6577 0.8823 1.3568 1.9073 2.8609 2013.03 e 0.3295 0.4023 0.5323 0.7323 0.9791 1.4773 2.0473 3.0218 2013.02 e 0.3305 0.4132 0.5500 0.7537 1.0016 1.4937 2.0547 3.0111 2013.01 e 0.3257 0.3948 0.5114 0.6900 0.9143 1.3757 1.9190 2.8752 2012.12 e 0.3325 0.3830 0.4725 0.6210 0.8180 1.2415 1.7520 2.6635 2012.11 e 0.3300 0.3790 0.4605 0.6010 0.7855 1.1910 1.6855 2.5515 2012.10 e 0.3319 0.3852 0.4752 0.6257 0.8229 1.2557 1.7710 2.6719 2012.09 e 0.3665 0.3970 0.4680 0.6095 0.8120 1.2530 1.7655 2.6385 2012.08 e 0.4174 0.4596 0.5483 0.7048 0.9070 1.3222 1.7843 2.5487 2012.07 e 0.4495 0.4814 0.5467 0.6762 0.8471 1.2119 1.6319 2.3519 2012.06 e 0.5241 0.5700 0.6532 0.8059 0.9941 1.3655 1.7745 2.4436 2012.05 e 0.5527 0.6068 0.7082 0.8823 1.0932 1.5050 1.9482 2.6664 2012.04 e 0.5176 0.5829 0.7176 0.9357 1.1800 1.6538 2.1452 2.8933 2012.03 e 0.4987 0.5913 0.7513 0.9896 1.2461 1.7326 2.2217 2.9604 2012.02 e 0.5040 0.5530 0.6655 0.8635 1.0990 1.5695 2.0490 2.7940 2012.01 e 0.5830 0.6180 0.7240 0.9310 1.1775 1.6355 2.0855 2.7365 2011.12 e 0.6632 0.7168 0.8418 1.0641 1.3141 1.7559 2.1714 2.7473 2011.11 e 0.6562 0.6933 0.8105 1.0357 1.2986 1.7595 2.1924 2.7748 2011.10 e 0.5725 0.6420 0.8195 1.0915 1.3790 1.8600 2.2965 2.8745 2011.09 e 0.4881 0.5124 0.6510 0.9043 1.1924 1.6919 2.1824 2.9514 2011.08 e 0.4404 0.5004 0.6830 0.9813 1.3174 1.8961 2.4617 3.3278 2011.07 e 0.4338 0.6533 1.0057 1.4248 1.8367 2.4962 3.1100 3.9614 2011.06 e 0.3877 0.6341 1.0150 1.4373 1.8482 2.4986 3.1073 3.9559 2011.05 e 0.3667 0.7348 1.1990 1.6481 2.0548 2.6824 3.2533 4.0524 2011.04 e 0.4132 0.8959 1.4477 1.9305 2.3518 2.9718 3.5195 4.2727 2011.03 e 0.4370 0.8704 1.3970 1.8804 2.3100 2.9517 3.5157 4.2870 2011.02 e 0.4768 0.9658 1.5232 2.0242 2.4611 3.1105 3.6737 4.4211 2011.01 e 0.4605 0.8400 1.3135 1.7845 2.2160 2.8760 3.4600 4.2615 2010.12 e 0.5061 0.8417 1.2591 1.7035 2.1265 2.7922 3.3761 4.1322 2010.11 e 0.4360 0.6340 0.8970 1.2315 1.5930 2.2350 2.8610 3.8325 2010.10 e 0.3838 0.5476 0.7871 1.0948 1.4281 2.0138 2.5800 3.4786 2010.09 e 0.4362 0.6705 0.9733 1.3010 1.6214 2.1538 2.6448 3.4057 2010.08 e 0.4573 0.6986 1.0141 1.3450 1.6695 2.2027 2.6991 3.4677 2010.07 e 0.6082 0.8814 1.2495 1.6368 1.9895 2.5368 3.0182 3.7636 2010.06 e 0.7814 1.1173 1.5332 1.9427 2.3055 2.8332 3.2891 3.9632 2010.05 e 0.7700 1.1905 1.6557 2.0924 2.4700 3.0167 3.4786 4.1157 2010.04 e 0.5850 1.2100 1.8150 2.3255 2.7436 3.3273 3.8223 4.5059 2010.03 e 0.5235 1.1322 1.7287 2.2317 2.6404 3.2283 3.7335 4.4748 2010.02 e 0.5110 1.1255 1.7400 2.2575 2.6790 3.2720 3.7805 4.4840 2010.01 e 0.5376 1.2029 1.8362 2.3595 2.7762 3.3476 3.8276 4.4819 2009.12 e 0.5748 1.1970 1.7887 2.2809 2.6709 3.2148 3.6817 4.3139 2009.11 e 0.5058 1.1400 1.7374 2.2074 2.5763 3.0995 3.5395 4.1979 2009.10 e 0.6164 1.2900 1.8850 2.3364 2.6764 3.1445 3.5255 4.0768 2009.09 e 0.6110 1.2938 1.9138 2.3857 2.7348 3.2190 3.6038 4.0890 2009.08 e 0.7719 1.5257 2.1619 2.6338 2.9881 3.4686 3.8495 4.2829 2009.07 e 0.7861 1.4057 2.0261 2.5117 2.8757 3.3648 3.7496 4.2048 2009.06 t 0.9514 1.6027 2.2527 2.7686 3.1505 3.6336 4.0050 4.3486 2009.05 r 0.9419 1.3524 1.8500 2.2662 2.5886 3.0248 3.3876 3.8267 2009.04 r 1.1968 1.4900 1.8450 2.1568 2.4027 2.7455 3.0336 3.3950 2009.03 r 1.3777 1.6145 1.9477 2.2527 2.4868 2.8236 3.0977 3.3577 2009.02 r 1.3325 1.6175 1.9725 2.2780 2.5070 2.8245 3.0825 3.2950 2009.01 r 1.1486 1.4219 1.7462 1.9867 2.1552 2.4114 2.6476 2.9514 2008.12 r 1.6973 1.8409 2.0718 2.2695 2.4218 2.6273 2.7873 2.7832 2008.11 r 2.1153 2.3132 2.7000 3.0532 3.3163 3.6526 3.8774 3.8726 2008.10 r 2.8718 2.9014 3.2859 3.5805 3.7927 4.0827 4.2995 4.3082 2008.09 r 3.0048 3.2019 3.5086 3.7229 3.8662 4.1029 4.3238 4.6490 2008.08 r 3.0364 3.3973 3.7482 3.9768 4.1386 4.3891 4.6232 4.9600 2008.07 r 3.0935 3.5104 3.8613 4.0843 4.2383 4.4752 4.6987 5.0183 2008.06 r 3.2286 3.6752 4.0157 4.2386 4.3814 4.5929 4.7895 5.1357 2008.05 r 2.8832 3.2286 3.5318 3.7618 3.9359 4.2105 4.4805 4.9268 2008.04 r 2.6841 2.8527 3.1441 3.4177 3.6350 3.9664 4.2859 4.7955 2008.03 r 2.4110 2.5043 2.8133 3.1271 3.3924 3.8014 4.1948 4.7762 2008.02 r 2.7010 2.7940 3.0740 3.3595 3.6160 4.0185 4.4095 4.9850 2008.01 r 3.3748 3.2057 3.3271 3.5100 3.6905 4.0110 4.3381 4.8210 2007.12 p 4.3450 4.0485 4.1025 4.2180 4.3400 4.5550 4.7785 5.1135 2007.11 e 4.4430 4.2320 4.2950 4.4090 4.5255 4.7130 4.9100 5.2015 2007.10 e 4.8041 4.6436 4.6923 4.7736 4.8586 4.9991 5.1536 5.3882 2007.09 e 4.9200 4.7170 4.7340 4.7950 4.8675 5.0005 5.1660 5.4070 2007.08 e 5.0996 4.9761 5.0113 5.0739 5.1404 5.2678 5.4065 5.6317 2007.07 e 5.4076 5.3443 5.3805 5.4362 5.4914 5.5795 5.6833 5.8452 2007.06 e 5.4573 5.4286 5.4555 5.4945 5.5359 5.6077 5.6914 5.8532 2007.05 e 5.3523 5.1614 5.1059 5.1082 5.1305 5.1859 5.2745 5.4664 2007.04 e 5.2938 5.0567 5.0014 5.0124 5.0424 5.1105 5.2090 5.4110 2007.03 e 5.2235 4.9861 4.9191 4.9204 4.9443 5.0026 5.0913 5.2709 2007.02 e 5.3921 5.2326 5.1653 5.1526 5.1611 5.1947 5.2521 5.3832 2007.01 e 5.3714 5.2190 5.1519 5.1405 5.1495 5.1795 5.2314 5.3600 2006.12 e 5.2576 5.0300 4.9538 4.9410 4.9514 4.9857 5.0457 5.1886 2006.11 e 5.3105 5.0990 5.0338 5.0224 5.0305 5.0633 5.1157 5.2371 2006.10 e 5.3671 5.1938 5.1495 5.1495 5.1657 5.2090 5.2633 5.4019 2006.09 e 5.3848 5.1995 5.1438 5.1448 5.1633 5.2071 5.2610 5.3762 2006.08 e 5.4978 5.3557 5.3091 5.3183 5.3387 5.3813 5.4387 5.5535 2006.07 e 5.6700 5.6065 5.5855 5.5970 5.6155 5.6505 5.6995 5.7725 2006.06 e 5.5941 5.5577 5.5500 5.5623 5.5827 5.6168 5.6645 5.7518 2006.05 e 5.3977 5.4009 5.4150 5.4441 5.4827 5.5527 5.6355 5.7686 2006.04 e 5.3305 5.3219 5.3262 5.3543 5.3881 5.4443 5.5167 5.6386 2006.03 e 5.1835 5.1635 5.1557 5.1704 5.1887 5.2178 5.2535 5.3091 2006.02 e 5.0742 5.0547 5.0463 5.0511 5.0637 5.0774 5.0932 5.1384 2006.01 e 4.8400 4.8010 4.7910 4.8040 4.8250 4.8600 4.9135 5.0700 2005.12 e 4.8000 4.8259 4.8455 4.8714 4.8986 4.9391 5.0027 5.1859 2005.11 e 4.7848 4.8452 4.8814 4.9138 4.9476 5.0005 5.0786 5.2729 2005.10 e 4.5715 4.6625 4.7060 4.7415 4.7760 4.8345 4.9200 5.1415 2005.09 e 4.2176 4.3010 4.3490 4.3848 4.4238 4.5038 4.6148 4.8933 2005.08 e 4.2713 4.4274 4.4922 4.5348 4.5717 4.6330 4.7200 4.9400 2005.07 e 4.0719 4.2167 4.2924 4.3490 4.3990 4.4833 4.5957 4.8690 2005.06 e 3.8182 3.9727 4.0564 4.1173 4.1750 4.2705 4.4055 4.7245 2005.05 e 3.7567 4.0038 4.1348 4.2224 4.2976 4.4262 4.5895 4.9433 2005.04 e 3.7377 4.0636 4.2441 4.3664 4.4636 4.6182 4.7977 5.1486 2005.03 e 3.6961 4.0943 4.3070 4.4509 4.5626 4.7248 4.9109 5.2596 2005.02 e 3.3753 3.7068 3.8858 4.0158 4.1247 4.3047 4.5216 4.9384 2005.01 e 3.2115 3.5700 3.7770 3.9465 4.0935 4.3385 4.6150 5.1315 2004.12 e 2.9865 3.3530 3.5935 3.8000 3.9852 4.2930 4.6335 5.2596 2004.11 e 2.8000 3.1975 3.4745 3.7105 3.9160 4.2475 4.5975 5.2430 2004.10 e 2.4795 2.9095 3.2514 3.5310 3.7600 4.1319 4.5148 5.1990 2004.09 e 2.3686 2.8590 3.2386 3.5357 3.7805 4.1671 4.5576 5.2571 2004.08 e 2.2905 2.8905 3.3318 3.6727 3.9477 4.3577 4.7600 5.4291 2004.07 e 2.3455 3.0573 3.5345 3.8927 4.1745 4.5836 4.9764 5.5918 2004.06 e 2.3550 3.1677 3.7123 4.1082 4.4091 4.8377 5.2323 5.8123 2004.05 e 2.0176 2.8890 3.5176 3.9748 4.3195 4.7852 5.2029 5.7914 2004.04 e 1.6073 2.3414 2.9300 3.3882 3.7464 4.2495 4.7227 5.4459 2004.03 e 1.3317 1.8713 2.3883 2.8152 3.1630 3.6883 4.1970 5.0478 2004.02 e 1.4125 2.0585 2.6395 3.0940 3.4555 3.9750 4.4680 5.2525 2004.01 e 1.4167 2.0681 2.6567 3.1186 3.4910 4.0119 4.5090 5.2967 2003.12 e 1.5077 2.2264 2.8277 3.2927 3.6564 4.1614 4.6482 5.3868 2003.11 e 1.5168 2.2305 2.8374 3.3053 3.6747 4.1942 4.6842 5.4195 2003.10 e 1.4114 2.0650 2.6805 3.1795 3.5864 4.1595 4.6927 5.4705 2003.09 e 1.3524 2.0200 2.6790 3.2157 3.6457 4.2329 4.7548 5.5229 2003.08 e 1.4177 2.1423 2.8277 3.3764 3.8200 4.4186 4.9505 5.7114 2003.07 e 1.2043 1.6452 2.1957 2.6909 3.1100 3.7096 4.2778 5.1722 2003.06 e 1.0881 1.3867 1.7862 2.1795 2.5400 3.0952 3.6457 4.6267 2003.05 e 1.2573 1.6050 2.0627 2.4859 2.8495 3.3959 3.9223 4.8195 2003.04 e 1.3714 1.8841 2.4441 2.9127 3.2977 3.8400 4.3509 5.1845 2003.03 e 1.3271 1.8233 2.3548 2.7962 3.1633 3.6948 4.2119 5.0867 2003.02 e 1.4053 1.9074 2.4721 2.9316 3.3016 3.8321 4.3363 5.1742 2003.01 e 1.4833 2.0429 2.6124 3.0652 3.4324 3.9629 4.4700 5.3086 2002.12 e 1.6124 2.2381 2.7981 3.2081 3.5362 4.0500 4.5362 5.3495 2002.11 e 1.6355 2.2515 2.7825 3.1845 3.5125 4.0260 4.5240 5.3660 2002.10 e 1.8209 2.3259 2.8127 3.2027 3.5305 4.0491 4.5355 5.3441 2002.09 e 1.8730 2.3950 2.8575 3.2205 3.5235 4.0110 4.4570 5.2055 2002.08 e 1.8961 2.5135 3.0813 3.5217 3.8852 4.3804 4.8139 5.5409 2002.07 e 2.1550 2.9650 3.5773 4.0027 4.3232 4.7732 5.1809 5.8777 2002.06 e 2.4557 3.3919 3.9752 4.3662 4.6543 5.0629 5.4286 6.0157 2002.05 e 2.6582 3.6573 4.2555 4.6514 4.9395 5.3405 5.6768 6.1700 2002.04 e 2.8182 3.8609 4.4677 4.8673 5.1477 5.5318 5.8500 6.2386 2002.03 e 2.8773 3.9459 4.5682 4.9705 5.2527 5.6318 5.9409 6.2982 2002.02 e 2.4500 3.3911 4.0847 4.5500 4.8795 5.2947 5.6363 6.0858 2002.01 e 2.3610 3.4095 4.1710 4.6490 4.9719 5.3652 5.7024 6.1048 2001.12 e 2.5055 3.5850 4.3355 4.7970 5.1060 5.4885 5.8015 6.1880 2001.11 t 2.3885 3.1720 3.8090 4.2435 4.5430 4.9195 5.2220 5.7205 2001.10 r 2.5336 3.2205 3.8109 4.2200 4.5132 4.9100 5.2459 5.8500 2001.09 r 3.0794 3.7135 4.2306 4.5835 4.8441 5.2024 5.5088 6.0559 2001.08 r 3.7365 4.2813 4.7496 5.0696 5.2952 5.5774 5.8074 6.1883 2001.07 r 4.0081 4.6071 5.0762 5.3824 5.5919 5.8557 6.0714 6.3948 2001.06 r 4.0600 4.6323 5.0773 5.3709 5.5755 5.8432 6.0700 6.4114 2001.05 r 4.2950 4.7936 5.1855 5.4427 5.6309 5.8918 6.1427 6.4868 2001.04 r 4.5295 4.8181 5.1200 5.3314 5.4967 5.7471 5.9924 6.4081 2001.03 p 4.7822 4.9639 5.1783 5.3409 5.4678 5.6574 5.8278 6.1457 2001.02 e 5.1600 5.2895 5.4532 5.5847 5.6895 5.8558 6.0168 6.2942 2001.01 e 5.4081 5.4514 5.5652 5.6629 5.7429 5.8695 6.0167 6.2581 2000.12 e 6.2248 6.1110 6.1214 6.1552 6.1862 6.2452 6.3148 6.4476 2000.11 e 6.6557 6.5886 6.6205 6.6686 6.7133 6.7867 6.8624 6.9219 2000.10 e 6.7052 6.6524 6.6652 6.6957 6.7290 6.7986 6.8819 6.9500 2000.09 e 6.8071 6.8033 6.8167 6.8419 6.8695 6.9314 7.0010 7.0414 2000.08 e 6.9522 6.9852 6.9970 7.0104 7.0261 7.0526 7.0852 7.0613 2000.07 e 7.0595 7.1245 7.1410 7.1555 7.1715 7.2035 7.2410 7.2050 2000.06 e na na na na na na na na