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1 Year Swap Index
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|
Gross
|
Yield
|
Modified Duration
|
| Friday, 16th May |
113.84 |
8.25 |
0.91 |
| Thursday, 15th May |
113.88 |
8.19 |
0.91 |
| Wednesday, 14th May |
113.86 |
8.18 |
0.91 |
| Tuesday, 13th May |
113.89 |
8.12 |
0.92 |
| Monday, 12th May |
113.84 |
8.16 |
0.92 |
| Friday, 9th May |
113.74 |
8.18 |
0.93 |
| Thursday, 8th May |
113.69 |
8.20 |
0.93 |
| Wednesday, 7th May |
113.40 |
8.45 |
0.93 |
| Tuesday, 6th May |
113.33 |
8.49 |
0.93 |
| Monday, 5th May |
113.28 |
8.51 |
0.94 |
| Friday, 2nd May |
113.20 |
8.52 |
0.94 |
| Thursday, 1st May |
113.21 |
8.48 |
0.95 |
| Wednesday, 30th April |
113.15 |
8.51 |
0.95 |
| Tuesday, 29th April |
113.10 |
8.61 |
0.87 |
| Monday, 28th April |
113.01 |
8.68 |
0.87 |
| Thursday, 24th April |
112.89 |
8.70 |
0.88 |
| Wednesday, 23rd April |
112.81 |
8.75 |
0.88 |
| Tuesday, 22nd April |
112.81 |
8.73 |
0.89 |
| Monday, 21st April |
112.79 |
8.71 |
0.89 |
| Friday, 18th April |
112.74 |
8.69 |
0.90 |
| Thursday, 17th April |
112.73 |
8.67 |
0.90 |
| Wednesday, 16th April |
112.72 |
8.66 |
0.90 |
| Tuesday, 15th April |
112.66 |
8.69 |
0.90 |
| Monday, 14th April |
112.62 |
8.71 |
0.91 |
| Friday, 11th April |
112.56 |
8.69 |
0.92 |
| Thursday, 10th April |
112.53 |
8.69 |
0.92 |
| Wednesday, 9th April |
112.51 |
8.69 |
0.92 |
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