Title: 5-Year Swap Rate (DISCONTINUED) Series ID: WSWP5 Source: Board of Governors of the Federal Reserve System (US) Release: H.15 Selected Interest Rates Seasonal Adjustment: Not Seasonally Adjusted Frequency: Weekly, Ending Friday Units: Percent Date Range: 2000-07-07 to 2016-10-28 Last Updated: 2016-10-31 3:51 PM CDT Notes: The Federal Reserve Board has discontinued this series as of October 31, 2016. More information, including possible alternative series, can be found at http://www.federalreserve.gov/feeds/h15.html. Rate paid by fixed-rate payer on an interest rate swap with maturity of five years. International Swaps and Derivatives Association (ISDA®) mid-market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIX®1. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited. DATE VALUE 2000-07-07 7.12 2000-07-14 7.15 2000-07-21 7.24 2000-07-28 7.14 2000-08-04 7.11 2000-08-11 7.00 2000-08-18 7.04 2000-08-25 6.97 2000-09-01 6.96 2000-09-08 6.88 2000-09-15 6.88 2000-09-22 6.86 2000-09-29 6.82 2000-10-06 6.81 2000-10-13 6.78 2000-10-20 6.68 2000-10-27 6.65 2000-11-03 6.73 2000-11-10 6.79 2000-11-17 6.71 2000-11-24 6.68 2000-12-01 6.57 2000-12-08 6.33 2000-12-15 6.17 2000-12-22 5.98 2000-12-29 5.97 2001-01-05 5.75 2001-01-12 5.65 2001-01-19 5.75 2001-01-26 5.83 2001-02-02 5.67 2001-02-09 5.71 2001-02-16 5.73 2001-02-23 5.71 2001-03-02 5.53 2001-03-09 5.54 2001-03-16 5.47 2001-03-23 5.34 2001-03-30 5.47 2001-04-06 5.41 2001-04-13 5.45 2001-04-20 5.59 2001-04-27 5.51 2001-05-04 5.55 2001-05-11 5.50 2001-05-18 5.73 2001-05-25 5.71 2001-06-01 5.72 2001-06-08 5.62 2001-06-15 5.56 2001-06-22 5.53 2001-06-29 5.60 2001-07-06 5.77 2001-07-13 5.66 2001-07-20 5.53 2001-07-27 5.45 2001-08-03 5.39 2001-08-10 5.39 2001-08-17 5.28 2001-08-24 5.26 2001-08-31 5.15 2001-09-07 5.19 2001-09-14 4.91 2001-09-21 4.72 2001-09-28 4.60 2001-10-05 4.49 2001-10-12 4.58 2001-10-19 4.53 2001-10-26 4.52 2001-11-02 4.30 2001-11-09 4.18 2001-11-16 4.49 2001-11-23 4.87 2001-11-30 4.93 2001-12-07 4.90 2001-12-14 5.08 2001-12-21 5.23 2001-12-28 5.26 2002-01-04 5.18 2002-01-11 5.00 2002-01-18 4.79 2002-01-25 4.98 2002-02-01 5.02 2002-02-08 4.89 2002-02-15 4.90 2002-02-22 4.82 2002-03-01 4.84 2002-03-08 5.07 2002-03-15 5.31 2002-03-22 5.39 2002-03-29 5.39 2002-04-05 5.30 2002-04-12 5.16 2002-04-19 5.12 2002-04-26 5.01 2002-05-03 4.92 2002-05-10 4.97 2002-05-17 5.03 2002-05-24 4.89 2002-05-31 4.84 2002-06-07 4.78 2002-06-14 4.71 2002-06-21 4.56 2002-06-28 4.54 2002-07-05 4.52 2002-07-12 4.41 2002-07-19 4.32 2002-07-26 4.10 2002-08-02 4.12 2002-08-09 3.90 2002-08-16 3.82 2002-08-23 3.89 2002-08-30 3.85 2002-09-06 3.55 2002-09-13 3.65 2002-09-20 3.47 2002-09-27 3.41 2002-10-04 3.33 2002-10-11 3.32 2002-10-18 3.71 2002-10-25 3.80 2002-11-01 3.45 2002-11-08 3.46 2002-11-15 3.40 2002-11-22 3.56 2002-11-29 3.70 2002-12-06 3.68 2002-12-13 3.48 2002-12-20 3.46 2002-12-27 3.34 2003-01-03 3.30 2003-01-10 3.50 2003-01-17 3.49 2003-01-24 3.34 2003-01-31 3.40 2003-02-07 3.40 2003-02-14 3.33 2003-02-21 3.26 2003-02-28 3.16 2003-03-07 3.00 2003-03-14 3.00 2003-03-21 3.35 2003-03-28 3.34 2003-04-04 3.23 2003-04-11 3.30 2003-04-18 3.34 2003-04-25 3.30 2003-05-02 3.19 2003-05-09 3.04 2003-05-16 2.83 2003-05-23 2.66 2003-05-30 2.67 2003-06-06 2.59 2003-06-13 2.43 2003-06-20 2.55 2003-06-27 2.62 2003-07-04 2.78 2003-07-11 2.89 2003-07-18 3.08 2003-07-25 3.35 2003-08-01 3.66 2003-08-08 3.68 2003-08-15 3.81 2003-08-22 3.84 2003-08-29 3.95 2003-09-05 3.97 2003-09-12 3.66 2003-09-19 3.52 2003-09-26 3.48 2003-10-03 3.34 2003-10-10 3.55 2003-10-17 3.69 2003-10-24 3.66 2003-10-31 3.64 2003-11-07 3.78 2003-11-14 3.75 2003-11-21 3.54 2003-11-28 3.64 2003-12-05 3.81 2003-12-12 3.64 2003-12-19 3.57 2003-12-26 3.61 2004-01-02 3.68 2004-01-09 3.63 2004-01-16 3.36 2004-01-23 3.36 2004-01-30 3.51 2004-02-06 3.52 2004-02-13 3.47 2004-02-20 3.41 2004-02-27 3.39 2004-03-05 3.39 2004-03-12 3.07 2004-03-19 3.07 2004-03-26 3.07 2004-04-02 3.28 2004-04-09 3.59 2004-04-16 3.77 2004-04-23 3.88 2004-04-30 4.01 2004-05-07 4.18 2004-05-14 4.46 2004-05-21 4.35 2004-05-28 4.31 2004-06-04 4.37 2004-06-11 4.45 2004-06-18 4.43 2004-06-25 4.36 2004-07-02 4.30 2004-07-09 4.11 2004-07-16 4.12 2004-07-23 4.13 2004-07-30 4.26 2004-08-06 4.08 2004-08-13 3.92 2004-08-20 3.86 2004-08-27 3.89 2004-09-03 3.84 2004-09-10 3.87 2004-09-17 3.79 2004-09-24 3.71 2004-10-01 3.77 2004-10-08 3.89 2004-10-15 3.75 2004-10-22 3.70 2004-10-29 3.69 2004-11-05 3.80 2004-11-12 3.95 2004-11-19 3.95 2004-11-26 3.98 2004-12-03 4.09 2004-12-10 3.93 2004-12-17 3.92 2004-12-24 3.98 2004-12-31 4.06 2005-01-07 4.08 2005-01-14 4.11 2005-01-21 4.09 2005-01-28 4.08 2005-02-04 4.10 2005-02-11 4.04 2005-02-18 4.14 2005-02-25 4.26 2005-03-04 4.38 2005-03-11 4.49 2005-03-18 4.57 2005-03-25 4.67 2005-04-01 4.71 2005-04-08 4.58 2005-04-15 4.52 2005-04-22 4.34 2005-04-29 4.36 2005-05-06 4.34 2005-05-13 4.36 2005-05-20 4.26 2005-05-27 4.23 2005-06-03 4.07 2005-06-10 4.15 2005-06-17 4.29 2005-06-24 4.19 2005-07-01 4.15 2005-07-08 4.29 2005-07-15 4.38 2005-07-22 4.46 2005-07-29 4.51 2005-08-05 4.60 2005-08-12 4.67 2005-08-19 4.55 2005-08-26 4.51 2005-09-02 4.35 2005-09-09 4.35 2005-09-16 4.39 2005-09-23 4.46 2005-09-30 4.60 2005-10-07 4.70 2005-10-14 4.78 2005-10-21 4.78 2005-10-28 4.85 2005-11-04 5.00 2005-11-11 5.01 2005-11-18 4.95 2005-11-25 4.86 2005-12-02 4.91 2005-12-09 4.96 2005-12-16 4.92 2005-12-23 4.91 2005-12-30 4.85 2006-01-06 4.81 2006-01-13 4.82 2006-01-20 4.77 2006-01-27 4.87 2006-02-03 5.00 2006-02-10 5.04 2006-02-17 5.09 2006-02-24 5.09 2006-03-03 5.12 2006-03-10 5.24 2006-03-17 5.17 2006-03-24 5.16 2006-03-31 5.25 2006-04-07 5.32 2006-04-14 5.39 2006-04-21 5.41 2006-04-28 5.43 2006-05-05 5.49 2006-05-12 5.50 2006-05-19 5.48 2006-05-26 5.45 2006-06-02 5.49 2006-06-09 5.46 2006-06-16 5.53 2006-06-23 5.68 2006-06-30 5.73 2006-07-07 5.70 2006-07-14 5.63 2006-07-21 5.59 2006-07-28 5.51 2006-08-04 5.42 2006-08-11 5.38 2006-08-18 5.34 2006-08-25 5.26 2006-09-01 5.23 2006-09-08 5.21 2006-09-15 5.21 2006-09-22 5.17 2006-09-29 5.03 2006-10-06 5.04 2006-10-13 5.21 2006-10-20 5.22 2006-10-27 5.22 2006-11-03 5.07 2006-11-10 5.09 2006-11-17 5.04 2006-11-24 4.99 2006-12-01 4.89 2006-12-08 4.83 2006-12-15 4.92 2006-12-22 4.99 2006-12-29 5.06 2007-01-05 5.05 2007-01-12 5.10 2007-01-19 5.18 2007-01-26 5.22 2007-02-02 5.27 2007-02-09 5.18 2007-02-16 5.17 2007-02-23 5.12 2007-03-02 5.01 2007-03-09 4.94 2007-03-16 4.94 2007-03-23 4.95 2007-03-30 4.95 2007-04-06 5.03 2007-04-13 5.11 2007-04-20 5.05 2007-04-27 5.01 2007-05-04 5.04 2007-05-11 5.03 2007-05-18 5.12 2007-05-25 5.25 2007-06-01 5.34 2007-06-08 5.49 2007-06-15 5.63 2007-06-22 5.57 2007-06-29 5.52 2007-07-06 5.53 2007-07-13 5.57 2007-07-20 5.51 2007-07-27 5.39 2007-08-03 5.26 2007-08-10 5.21 2007-08-17 5.17 2007-08-24 5.07 2007-08-31 4.98 2007-09-07 4.88 2007-09-14 4.78 2007-09-21 4.89 2007-09-28 4.91 2007-10-05 4.90 2007-10-12 5.01 2007-10-19 4.90 2007-10-26 4.69 2007-11-02 4.70 2007-11-09 4.66 2007-11-16 4.57 2007-11-23 4.42 2007-11-30 4.26 2007-12-07 4.18 2007-12-14 4.39 2007-12-21 4.32 2007-12-28 4.37 2008-01-04 4.05 2008-01-11 3.87 2008-01-18 3.62 2008-01-25 3.38 2008-02-01 3.53 2008-02-08 3.48 2008-02-15 3.57 2008-02-22 3.75 2008-02-29 3.69 2008-03-07 3.50 2008-03-14 3.45 2008-03-21 3.20 2008-03-28 3.41 2008-04-04 3.48 2008-04-11 3.45 2008-04-18 3.67 2008-04-25 3.84 2008-05-02 3.86 2008-05-09 3.85 2008-05-16 3.89 2008-05-23 3.90 2008-05-30 4.18 2008-06-06 4.13 2008-06-13 4.42 2008-06-20 4.53 2008-06-27 4.42 2008-07-04 4.25 2008-07-11 4.14 2008-07-18 4.15 2008-07-25 4.39 2008-08-01 4.24 2008-08-08 4.22 2008-08-15 4.15 2008-08-22 4.09 2008-08-29 4.06 2008-09-05 3.89 2008-09-12 3.80 2008-09-19 3.66 2008-09-26 4.12 2008-10-03 3.94 2008-10-10 3.73 2008-10-17 4.02 2008-10-24 3.64 2008-10-31 3.75 2008-11-07 3.65 2008-11-14 3.44 2008-11-21 3.11 2008-11-28 2.94 2008-12-05 2.60 2008-12-12 2.58 2008-12-19 2.15 2008-12-26 2.15 2009-01-02 2.10 2009-01-09 2.18 2009-01-16 1.97 2009-01-23 2.15 2009-01-30 2.32 2009-02-06 2.51 2009-02-13 2.52 2009-02-20 2.45 2009-02-27 2.58 2009-03-06 2.58 2009-03-13 2.60 2009-03-20 2.43 2009-03-27 2.33 2009-04-03 2.26 2009-04-10 2.44 2009-04-17 2.36 2009-04-24 2.47 2009-05-01 2.53 2009-05-08 2.60 2009-05-15 2.49 2009-05-22 2.51 2009-05-29 2.84 2009-06-05 3.06 2009-06-12 3.38 2009-06-19 3.16 2009-06-26 3.08 2009-07-03 2.93 2009-07-10 2.73 2009-07-17 2.85 2009-07-24 2.92 2009-07-31 3.01 2009-08-07 3.14 2009-08-14 3.06 2009-08-21 2.86 2009-08-28 2.89 2009-09-04 2.72 2009-09-11 2.69 2009-09-18 2.77 2009-09-25 2.76 2009-10-02 2.62 2009-10-09 2.59 2009-10-16 2.69 2009-10-23 2.72 2009-10-30 2.77 2009-11-06 2.71 2009-11-13 2.62 2009-11-20 2.49 2009-11-27 2.45 2009-12-04 2.44 2009-12-11 2.56 2009-12-18 2.67 2009-12-25 2.83 2010-01-01 2.97 2010-01-08 2.89 2010-01-15 2.77 2010-01-22 2.70 2010-01-29 2.68 2010-02-05 2.67 2010-02-12 2.65 2010-02-19 2.72 2010-02-26 2.67 2010-03-05 2.59 2010-03-12 2.65 2010-03-19 2.64 2010-03-26 2.67 2010-04-02 2.78 2010-04-09 2.84 2010-04-16 2.72 2010-04-23 2.69 2010-04-30 2.69 2010-05-07 2.56 2010-05-14 2.51 2010-05-21 2.36 2010-05-28 2.40 2010-06-04 2.43 2010-06-11 2.35 2010-06-18 2.32 2010-06-25 2.21 2010-07-02 2.07 2010-07-09 2.07 2010-07-16 2.04 2010-07-23 1.89 2010-07-30 1.91 2010-08-06 1.75 2010-08-13 1.69 2010-08-20 1.63 2010-08-27 1.61 2010-09-03 1.64 2010-09-10 1.68 2010-09-17 1.67 2010-09-24 1.60 2010-10-01 1.51 2010-10-08 1.44 2010-10-15 1.40 2010-10-22 1.37 2010-10-29 1.47 2010-11-05 1.39 2010-11-12 1.51 2010-11-19 1.75 2010-11-26 1.72 2010-12-03 1.83 2010-12-10 2.00 2010-12-17 2.25 2010-12-24 2.15 2010-12-31 2.28 2011-01-07 2.24 2011-01-14 2.17 2011-01-21 2.21 2011-01-28 2.22 2011-02-04 2.32 2011-02-11 2.55 2011-02-18 2.54 2011-02-25 2.39 2011-03-04 2.39 2011-03-11 2.35 2011-03-18 2.15 2011-03-25 2.28 2011-04-01 2.44 2011-04-08 2.47 2011-04-15 2.40 2011-04-22 2.28 2011-04-29 2.22 2011-05-06 2.11 2011-05-13 2.06 2011-05-20 2.04 2011-05-27 1.99 2011-06-03 1.88 2011-06-10 1.83 2011-06-17 1.86 2011-06-24 1.82 2011-07-01 1.93 2011-07-08 1.96 2011-07-15 1.81 2011-07-22 1.80 2011-07-29 1.75 2011-08-05 1.51 2011-08-12 1.32 2011-08-19 1.19 2011-08-26 1.25 2011-09-02 1.25 2011-09-09 1.18 2011-09-16 1.20 2011-09-23 1.14 2011-09-30 1.24 2011-10-07 1.30 2011-10-14 1.45 2011-10-21 1.41 2011-10-28 1.40 2011-11-04 1.25 2011-11-11 1.24 2011-11-18 1.33 2011-11-25 1.34 2011-12-02 1.36 2011-12-09 1.28 2011-12-16 1.25 2011-12-23 1.29 2011-12-30 1.31 2012-01-06 1.25 2012-01-13 1.17 2012-01-20 1.15 2012-01-27 1.16 2012-02-03 1.01 2012-02-10 1.10 2012-02-17 1.11 2012-02-24 1.17 2012-03-02 1.12 2012-03-09 1.12 2012-03-16 1.27 2012-03-23 1.38 2012-03-30 1.27 2012-04-06 1.26 2012-04-13 1.17 2012-04-20 1.14 2012-04-27 1.14 2012-05-04 1.10 2012-05-11 1.08 2012-05-18 1.10 2012-05-25 1.10 2012-06-01 1.02 2012-06-08 1.02 2012-06-15 1.00 2012-06-22 0.98 2012-06-29 0.97 2012-07-06 0.92 2012-07-13 0.87 2012-07-20 0.83 2012-07-27 0.80 2012-08-03 0.82 2012-08-10 0.91 2012-08-17 0.96 2012-08-24 0.94 2012-08-31 0.85 2012-09-07 0.80 2012-09-14 0.83 2012-09-21 0.82 2012-09-28 0.79 2012-10-05 0.77 2012-10-12 0.80 2012-10-19 0.84 2012-10-26 0.88 2012-11-02 0.83 2012-11-09 0.78 2012-11-16 0.76 2012-11-23 0.80 2012-11-30 0.78 2012-12-07 0.75 2012-12-14 0.78 2012-12-21 0.86 2012-12-28 0.87 2013-01-04 0.88 2013-01-11 0.91 2013-01-18 0.88 2013-01-25 0.92 2013-02-01 1.02 2013-02-08 1.00 2013-02-15 1.03 2013-02-22 1.01 2013-03-01 0.94 2013-03-08 0.96 2013-03-15 1.03 2013-03-22 0.97 2013-03-29 0.97 2013-04-05 0.92 2013-04-12 0.88 2013-04-19 0.86 2013-04-26 0.86 2013-05-03 0.83 2013-05-10 0.92 2013-05-17 0.97 2013-05-24 1.03 2013-05-31 1.21 2013-06-07 1.22 2013-06-14 1.30 2013-06-21 1.36 2013-06-28 1.64 2013-07-05 1.61 2013-07-12 1.64 2013-07-19 1.52 2013-07-26 1.54 2013-08-02 1.58 2013-08-09 1.56 2013-08-16 1.65 2013-08-23 1.79 2013-08-30 1.76 2013-09-06 1.90 2013-09-13 1.88 2013-09-20 1.74 2013-09-27 1.58 2013-10-04 1.55 2013-10-11 1.57 2013-10-18 1.55 2013-10-25 1.45 2013-11-01 1.45 2013-11-08 1.49 2013-11-15 1.50 2013-11-22 1.44 2013-11-29 1.46 2013-12-06 1.54 2013-12-13 1.58 2013-12-20 1.63 2013-12-27 1.77 2014-01-03 1.77 2014-01-10 1.78 2014-01-17 1.73 2014-01-24 1.73 2014-01-31 1.66 2014-02-07 1.59 2014-02-14 1.63 2014-02-21 1.63 2014-02-28 1.62 2014-03-07 1.64 2014-03-14 1.68 2014-03-21 1.72 2014-03-28 1.81 2014-04-04 1.84 2014-04-11 1.74 2014-04-18 1.75 2014-04-25 1.81 2014-05-02 1.79 2014-05-09 1.74 2014-05-16 1.67 2014-05-23 1.63 2014-05-30 1.59 2014-06-06 1.70 2014-06-13 1.77 2014-06-20 1.79 2014-06-27 1.74 2014-07-04 1.75 2014-07-11 1.78 2014-07-18 1.78 2014-07-25 1.79 2014-08-01 1.85 2014-08-08 1.79 2014-08-15 1.74 2014-08-22 1.77 2014-08-29 1.79 2014-09-05 1.82 2014-09-12 1.89 2014-09-19 1.97 2014-09-26 1.94 2014-10-03 1.91 2014-10-10 1.81 2014-10-17 1.57 2014-10-24 1.63 2014-10-31 1.70 2014-11-07 1.78 2014-11-14 1.77 2014-11-21 1.76 2014-11-28 1.71 2014-12-05 1.73 2014-12-12 1.75 2014-12-19 1.73 2014-12-26 1.84 2015-01-02 1.78 2015-01-09 1.63 2015-01-16 1.48 2015-01-23 1.46 2015-01-30 1.45 2015-02-06 1.47 2015-02-13 1.66 2015-02-20 1.72 2015-02-27 1.67 2015-03-06 1.76 2015-03-13 1.76 2015-03-20 1.66 2015-03-27 1.56 2015-04-03 1.53 2015-04-10 1.52 2015-04-17 1.49 2015-04-24 1.50 2015-05-01 1.58 2015-05-08 1.68 2015-05-15 1.67 2015-05-22 1.68 2015-05-29 1.67 2015-06-05 1.77 2015-06-12 1.87 2015-06-19 1.80 2015-06-26 1.83 2015-07-03 1.80 2015-07-10 1.71 2015-07-17 1.79 2015-07-24 1.79 2015-07-31 1.73 2015-08-07 1.72 2015-08-14 1.68 2015-08-21 1.65 2015-08-28 1.56 2015-09-04 1.59 2015-09-11 1.59 2015-09-18 1.60 2015-09-25 1.50 2015-10-02 1.39 2015-10-09 1.41 2015-10-16 1.36 2015-10-23 1.39 2015-10-30 1.44 2015-11-06 1.58 2015-11-13 1.66 2015-11-20 1.60 2015-11-27 1.59 2015-12-04 1.60 2015-12-11 1.62 2015-12-18 1.65 2015-12-25 1.69 2016-01-01 1.73 2016-01-08 1.63 2016-01-15 1.46 2016-01-22 1.37 2016-01-29 1.38 2016-02-05 1.25 2016-02-12 1.12 2016-02-19 1.16 2016-02-26 1.12 2016-03-04 1.24 2016-03-11 1.32 2016-03-18 1.37 2016-03-25 1.32 2016-04-01 1.26 2016-04-08 1.16 2016-04-15 1.18 2016-04-22 1.25 2016-04-29 1.31 2016-05-06 1.22 2016-05-13 1.17 2016-05-20 1.27 2016-05-27 1.35 2016-06-03 1.31 2016-06-10 1.19 2016-06-17 1.09 2016-06-24 1.15 2016-07-01 0.98 2016-07-08 0.96 2016-07-15 1.05 2016-07-22 1.14 2016-07-29 1.14 2016-08-05 1.11 2016-08-12 1.15 2016-08-19 1.16 2016-08-26 1.16 2016-09-02 1.21 2016-09-09 1.17 2016-09-16 1.21 2016-09-23 1.22 2016-09-30 1.16 2016-10-07 1.26 2016-10-14 1.30 2016-10-21 1.26 2016-10-28 1.33