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10 Year Swap Index
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Gross
|
Yield
|
Modified Duration
|
| Friday, 16th May |
106.52 |
7.41 |
6.94 |
| Thursday, 15th May |
106.58 |
7.40 |
6.94 |
| Wednesday, 14th May |
106.56 |
7.40 |
6.95 |
| Tuesday, 13th May |
106.86 |
7.36 |
6.95 |
| Monday, 12th May |
106.67 |
7.38 |
6.95 |
| Friday, 9th May |
106.45 |
7.40 |
6.96 |
| Thursday, 8th May |
106.56 |
7.38 |
6.97 |
| Wednesday, 7th May |
106.19 |
7.43 |
6.97 |
| Tuesday, 6th May |
105.90 |
7.47 |
6.97 |
| Monday, 5th May |
105.99 |
7.45 |
6.97 |
| Friday, 2nd May |
105.88 |
7.46 |
6.98 |
| Thursday, 1st May |
105.99 |
7.44 |
6.98 |
| Wednesday, 30th April |
105.63 |
7.49 |
6.98 |
| Tuesday, 29th April |
105.73 |
7.47 |
6.89 |
| Monday, 28th April |
105.38 |
7.52 |
6.89 |
| Thursday, 24th April |
105.22 |
7.53 |
6.90 |
| Wednesday, 23rd April |
104.76 |
7.59 |
6.89 |
| Tuesday, 22nd April |
104.88 |
7.57 |
6.90 |
| Monday, 21st April |
105.11 |
7.54 |
6.90 |
| Friday, 18th April |
105.34 |
7.49 |
6.92 |
| Thursday, 17th April |
105.32 |
7.49 |
6.92 |
| Wednesday, 16th April |
105.38 |
7.48 |
6.92 |
| Tuesday, 15th April |
105.25 |
7.50 |
6.92 |
| Monday, 14th April |
104.46 |
7.60 |
6.91 |
| Friday, 11th April |
104.45 |
7.60 |
6.92 |
| Thursday, 10th April |
104.16 |
7.63 |
6.92 |
| Wednesday, 9th April |
103.89 |
7.67 |
6.91 |
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