5-1 Year Swap Spread (DISCONTINUED):

0.36% for Oct 28 2016
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5-1 Year Swap Spread is at 0.36%, compared to 0.38% the previous market day and 0.95% last year. This is lower than the long term average of 1.08%.

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5-1 Year Swap Spread (DISCONTINUED) Chart

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5-1 Year Swap Spread (DISCONTINUED) Historical Data

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Export Data Date Range:
Data for this Date Range  
Oct. 28, 2016 0.36%
Oct. 27, 2016 0.38%
Oct. 26, 2016 0.32%
Oct. 25, 2016 0.29%
Oct. 24, 2016 0.31%
Oct. 21, 2016 0.28%
Oct. 20, 2016 0.28%
Oct. 19, 2016 0.29%
Oct. 18, 2016 0.30%
Oct. 17, 2016 0.31%
Oct. 14, 2016 0.30%
Oct. 13, 2016 0.29%
Oct. 12, 2016 0.32%
Oct. 11, 2016 0.30%
Oct. 7, 2016 0.29%
Oct. 6, 2016 0.29%
Oct. 5, 2016 0.29%
Oct. 4, 2016 0.25%
Oct. 3, 2016 0.24%
Sept. 30, 2016 0.22%
Sept. 29, 2016 0.23%
Sept. 28, 2016 0.21%
Sept. 27, 2016 0.21%
Sept. 26, 2016 0.22%
Sept. 23, 2016 0.23%
   
Sept. 22, 2016 0.24%
Sept. 21, 2016 0.28%
Sept. 20, 2016 0.25%
Sept. 19, 2016 0.28%
Sept. 16, 2016 0.27%
Sept. 15, 2016 0.26%
Sept. 14, 2016 0.27%
Sept. 13, 2016 0.26%
Sept. 12, 2016 0.27%
Sept. 9, 2016 0.26%
Sept. 8, 2016 0.22%
Sept. 7, 2016 0.20%
Sept. 6, 2016 0.22%
Sept. 2, 2016 0.27%
Sept. 1, 2016 0.25%
Aug. 31, 2016 0.23%
Aug. 30, 2016 0.24%
Aug. 29, 2016 0.26%
Aug. 26, 2016 0.22%
Aug. 25, 2016 0.23%
Aug. 24, 2016 0.23%
Aug. 23, 2016 0.21%
Aug. 22, 2016 0.23%
Aug. 19, 2016 0.26%
Aug. 18, 2016 0.25%

There is no data for the selected date range.

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5-1 Year Swap Spread (DISCONTINUED) Summary

  • Last Value: 0.36%
  • Latest Period: Oct 28 2016
  • Updated: Oct 31, 2016, 16:25 EDT
  • Next Release:
  • Frequency: Market Daily
  • Unit: Percent
  • Adjustment: N/A
  • Value Previously: 0.38%
  • Change From Previous: -5.26%
  • Value One Year Ago: 0.95%
  • Change From One Year Ago: -62.11%
  • First Period: Jul 03 2000
  • First Value: 0.07%
  • Notes: The spread between 5 year and 1 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: 5 Year Swap Rate (DISCONTINUED) - 1 Year Swap Rate (DISCONTINUED)

I:51YSS Excel Add-In Codes

  • Indicator Code: I:51YSS
  • Indicator Name: =YCI("I:51YSS","name")
  • Latest Value: =YCP("I:51YSS")
  • Last 5 Values: =YCS("I:51YSS",,-4)

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

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