10-2 Year Swap Spread (DISCONTINUED):

0.61% for Oct 28 2016
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10-2 Year Swap Spread is at 0.61%, compared to 0.60% the previous market day and 1.24% last year. This is lower than the long term average of 1.48%.

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10-2 Year Swap Spread (DISCONTINUED) Chart

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10-2 Year Swap Spread (DISCONTINUED) Historical Data

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Export Data Date Range:
Data for this Date Range  
Oct. 28, 2016 0.61%
Oct. 27, 2016 0.60%
Oct. 26, 2016 0.54%
Oct. 25, 2016 0.51%
Oct. 24, 2016 0.53%
Oct. 21, 2016 0.52%
Oct. 20, 2016 0.53%
Oct. 19, 2016 0.55%
Oct. 18, 2016 0.55%
Oct. 17, 2016 0.56%
Oct. 14, 2016 0.54%
Oct. 13, 2016 0.51%
Oct. 12, 2016 0.53%
Oct. 11, 2016 0.49%
Oct. 7, 2016 0.49%
Oct. 6, 2016 0.50%
Oct. 5, 2016 0.49%
Oct. 4, 2016 0.45%
Oct. 3, 2016 0.44%
Sept. 30, 2016 0.44%
Sept. 29, 2016 0.43%
Sept. 28, 2016 0.42%
Sept. 27, 2016 0.41%
Sept. 26, 2016 0.44%
Sept. 23, 2016 0.44%
   
Sept. 22, 2016 0.44%
Sept. 21, 2016 0.49%
Sept. 20, 2016 0.48%
Sept. 19, 2016 0.50%
Sept. 16, 2016 0.51%
Sept. 15, 2016 0.53%
Sept. 14, 2016 0.52%
Sept. 13, 2016 0.49%
Sept. 12, 2016 0.49%
Sept. 9, 2016 0.46%
Sept. 8, 2016 0.42%
Sept. 7, 2016 0.41%
Sept. 6, 2016 0.42%
Sept. 2, 2016 0.43%
Sept. 1, 2016 0.41%
Aug. 31, 2016 0.39%
Aug. 30, 2016 0.39%
Aug. 29, 2016 0.39%
Aug. 26, 2016 0.39%
Aug. 25, 2016 0.41%
Aug. 24, 2016 0.42%
Aug. 23, 2016 0.39%
Aug. 22, 2016 0.41%
Aug. 19, 2016 0.45%
Aug. 18, 2016 0.46%

There is no data for the selected date range.

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10-2 Year Swap Spread (DISCONTINUED) Summary

  • Last Value: 0.61%
  • Latest Period: Oct 28 2016
  • Updated: Oct 31, 2016, 16:26 EDT
  • Next Release:
  • Frequency: Market Daily
  • Unit: Percent
  • Adjustment: N/A
  • Value Previously: 0.60%
  • Change From Previous: 1.67%
  • Value One Year Ago: 1.24%
  • Change From One Year Ago: -50.81%
  • First Period: Jul 03 2000
  • First Value: 0.08%
  • Notes: The spread between 10 year and 2 year swap rates. Based on rates for three-month LIBOR to a Fixed Rate Payer. Rates collected at 11:00 a.m. Eastern time by ICAP plc
  • Formula: 10 Year Swap Rate (DISCONTINUED) - 2 Year Swap Rate (DISCONTINUED)

I:102YSS Excel Add-In Codes

  • Indicator Code: I:102YSS
  • Indicator Name: =YCI("I:102YSS","name")
  • Latest Value: =YCP("I:102YSS")
  • Last 5 Values: =YCS("I:102YSS",,-4)

To find the codes for any of our financial metrics, see our Complete Reference of Metric Codes.

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