30-7 Year Swap Spread (DISCONTINUED) (I:307YSS)
0.55% for Oct 28 2016
Level Chart
Basic Info
30-7 Year Swap Spread (DISCONTINUED) is at 0.55%, compared to 0.54% the previous market day and 0.76% last year. This is lower than the long term average of 0.86%. |
Report | H.15 Selected Interest Rates |
Category | Interest Rates |
Region | United States |
Source | Federal Reserve |
Stats
Last Value | 0.55% |
Latest Period | Oct 28 2016 |
Last Updated | Mar 3 2022, 16:54 EST |
Long Term Average | 0.86% |
Average Growth Rate | 42.92% |
Value from The Previous Market Day | 0.54% |
Change from The Previous Market Day | 1.85% |
Value from 1 Year Ago | 0.76% |
Change from 1 Year Ago | -27.63% |
Frequency | Market Daily |
Unit | Percent |
Adjustment | N/A |
Notes | The spread between 30 year and 7 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) - 7 Year Swap Rate (DISCONTINUED) |
Historical Data
Date | Value |
---|---|
October 28, 2016 | 0.55% |
October 27, 2016 | 0.54% |
October 26, 2016 | 0.51% |
October 25, 2016 | 0.51% |
October 24, 2016 | 0.53% |
October 21, 2016 | 0.52% |
October 20, 2016 | 0.53% |
October 19, 2016 | 0.55% |
October 18, 2016 | 0.54% |
October 17, 2016 | 0.54% |
October 14, 2016 | 0.54% |
October 13, 2016 | 0.51% |
October 12, 2016 | 0.51% |
October 11, 2016 | 0.50% |
October 07, 2016 | 0.50% |
October 06, 2016 | 0.50% |
October 05, 2016 | 0.50% |
October 04, 2016 | 0.48% |
October 03, 2016 | 0.47% |
September 30, 2016 | 0.49% |
September 29, 2016 | 0.47% |
September 28, 2016 | 0.47% |
September 27, 2016 | 0.48% |
September 26, 2016 | 0.50% |
September 23, 2016 | 0.49% |
Date | Value |
---|---|
September 22, 2016 | 0.48% |
September 21, 2016 | 0.51% |
September 20, 2016 | 0.51% |
September 19, 2016 | 0.53% |
September 16, 2016 | 0.53% |
September 15, 2016 | 0.55% |
September 14, 2016 | 0.53% |
September 13, 2016 | 0.50% |
September 12, 2016 | 0.49% |
September 09, 2016 | 0.49% |
September 08, 2016 | 0.46% |
September 07, 2016 | 0.45% |
September 06, 2016 | 0.44% |
September 02, 2016 | 0.40% |
September 01, 2016 | 0.40% |
August 31, 2016 | 0.40% |
August 30, 2016 | 0.38% |
August 29, 2016 | 0.37% |
August 26, 2016 | 0.40% |
August 25, 2016 | 0.42% |
August 24, 2016 | 0.42% |
August 23, 2016 | 0.42% |
August 22, 2016 | 0.45% |
August 19, 2016 | 0.47% |
August 18, 2016 | 0.48% |
Basic Info
30-7 Year Swap Spread (DISCONTINUED) is at 0.55%, compared to 0.54% the previous market day and 0.76% last year. This is lower than the long term average of 0.86%. |
Report | H.15 Selected Interest Rates |
Category | Interest Rates |
Region | United States |
Source | Federal Reserve |
Stats
Last Value | 0.55% |
Latest Period | Oct 28 2016 |
Last Updated | Mar 3 2022, 16:54 EST |
Long Term Average | 0.86% |
Average Growth Rate | 42.92% |
Value from The Previous Market Day | 0.54% |
Change from The Previous Market Day | 1.85% |
Value from 1 Year Ago | 0.76% |
Change from 1 Year Ago | -27.63% |
Frequency | Market Daily |
Unit | Percent |
Adjustment | N/A |
Notes | The spread between 30 year and 7 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) - 7 Year Swap Rate (DISCONTINUED) |