Averages of Business Days. Rate paid by fixed-rate payer on an interest rate swap with maturity of seven 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.
Release: H.15 Selected Interest Rates
Board of Governors of the Federal Reserve System (US), 7-Year Swap Rate [MSWP7], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/MSWP7, May 30, 2016.