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3-Year Swap Rate (WSWP3)

Source(s): Board of Governors of the Federal Reserve System (US)
Release: H.15 Selected Interest Rates  

Description of growth rate formulas  
Not Seasonally Adjusted 
Notes: Rate paid by fixed-rate payer on an interest rate swap with maturity of three 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. 
Updated: 2015-10-05 3:51 PM CDT 

Note: CSV files do not contain header information.

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