30-2 Year Swap Spread (DISCONTINUED) (I:302YSS)
0.97% for Oct 28 2016
Level Chart
Basic Info
|
30-2 Year Swap Spread (DISCONTINUED) is at 0.97%, compared to 0.96% the previous market day and 1.72% last year. This is lower than the long term average of 2.00%. |
| Report | H.15 Selected Interest Rates |
| Category | Interest Rates |
| Region | United States |
| Source | Federal Reserve |
Stats
| Last Value | 0.97% |
| Latest Period | Oct 28 2016 |
| Last Updated | Oct 31 2016, 16:26 EDT |
| Long Term Average | 2.00% |
| Average Growth Rate | 0.00% |
| Value from The Previous Market Day | 0.96% |
| Change from The Previous Market Day | 1.04% |
| Value from 1 Year Ago | 1.72% |
| Change from 1 Year Ago | -43.60% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
| Notes | The spread between 30 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 | 30 Year Swap Rate (DISCONTINUED) - 2 Year Swap Rate (DISCONTINUED) |
Historical Data
| Date | Value |
|---|---|
| October 28, 2016 | 0.97% |
| October 27, 2016 | 0.96% |
| October 26, 2016 | 0.88% |
| October 25, 2016 | 0.85% |
| October 24, 2016 | 0.88% |
| October 21, 2016 | 0.87% |
| October 20, 2016 | 0.88% |
| October 19, 2016 | 0.92% |
| October 18, 2016 | 0.91% |
| October 17, 2016 | 0.92% |
| October 14, 2016 | 0.90% |
| October 13, 2016 | 0.85% |
| October 12, 2016 | 0.87% |
| October 11, 2016 | 0.83% |
| October 07, 2016 | 0.83% |
| October 06, 2016 | 0.83% |
| October 05, 2016 | 0.83% |
| October 04, 2016 | 0.78% |
| October 03, 2016 | 0.76% |
| September 30, 2016 | 0.77% |
| September 29, 2016 | 0.75% |
| September 28, 2016 | 0.74% |
| September 27, 2016 | 0.74% |
| September 26, 2016 | 0.78% |
| September 23, 2016 | 0.77% |
| Date | Value |
|---|---|
| September 22, 2016 | 0.76% |
| September 21, 2016 | 0.84% |
| September 20, 2016 | 0.82% |
| September 19, 2016 | 0.86% |
| September 16, 2016 | 0.87% |
| September 15, 2016 | 0.90% |
| September 14, 2016 | 0.87% |
| September 13, 2016 | 0.83% |
| September 12, 2016 | 0.82% |
| September 09, 2016 | 0.80% |
| September 08, 2016 | 0.74% |
| September 07, 2016 | 0.72% |
| September 06, 2016 | 0.71% |
| September 02, 2016 | 0.70% |
| September 01, 2016 | 0.68% |
| August 31, 2016 | 0.66% |
| August 30, 2016 | 0.64% |
| August 29, 2016 | 0.64% |
| August 26, 2016 | 0.66% |
| August 25, 2016 | 0.69% |
| August 24, 2016 | 0.70% |
| August 23, 2016 | 0.68% |
| August 22, 2016 | 0.72% |
| August 19, 2016 | 0.77% |
| August 18, 2016 | 0.78% |
Basic Info
|
30-2 Year Swap Spread (DISCONTINUED) is at 0.97%, compared to 0.96% the previous market day and 1.72% last year. This is lower than the long term average of 2.00%. |
| Report | H.15 Selected Interest Rates |
| Category | Interest Rates |
| Region | United States |
| Source | Federal Reserve |
Stats
| Last Value | 0.97% |
| Latest Period | Oct 28 2016 |
| Last Updated | Oct 31 2016, 16:26 EDT |
| Long Term Average | 2.00% |
| Average Growth Rate | 0.00% |
| Value from The Previous Market Day | 0.96% |
| Change from The Previous Market Day | 1.04% |
| Value from 1 Year Ago | 1.72% |
| Change from 1 Year Ago | -43.60% |
| Frequency | Market Daily |
| Unit | Percent |
| Adjustment | N/A |
| Notes | The spread between 30 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 | 30 Year Swap Rate (DISCONTINUED) - 2 Year Swap Rate (DISCONTINUED) |