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All Swaps Index (1Y – 10Y incl.)
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Gross
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Yield
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Modified Duration
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| Friday, 16th May |
110.63 |
7.53 |
3.57 |
| Thursday, 15th May |
110.74 |
7.50 |
3.58 |
| Wednesday, 14th May |
110.74 |
7.49 |
3.58 |
| Tuesday, 13th May |
110.89 |
7.45 |
3.58 |
| Monday, 12th May |
110.78 |
7.47 |
3.59 |
| Friday, 9th May |
110.62 |
7.49 |
3.59 |
| Thursday, 8th May |
110.61 |
7.49 |
3.60 |
| Wednesday, 7th May |
110.19 |
7.59 |
3.60 |
| Tuesday, 6th May |
109.99 |
7.64 |
3.60 |
| Monday, 5th May |
109.99 |
7.63 |
3.60 |
| Friday, 2nd May |
109.90 |
7.64 |
3.61 |
| Thursday, 1st May |
109.98 |
7.61 |
3.61 |
| Wednesday, 30th April |
109.80 |
7.65 |
3.61 |
| Tuesday, 29th April |
109.74 |
7.67 |
3.53 |
| Monday, 28th April |
109.48 |
7.73 |
3.53 |
| Thursday, 24th April |
109.36 |
7.74 |
3.54 |
| Wednesday, 23rd April |
109.06 |
7.81 |
3.54 |
| Tuesday, 22nd April |
109.13 |
7.79 |
3.54 |
| Monday, 21st April |
109.24 |
7.75 |
3.55 |
| Friday, 18th April |
109.34 |
7.71 |
3.56 |
| Thursday, 17th April |
109.34 |
7.70 |
3.56 |
| Wednesday, 16th April |
109.40 |
7.68 |
3.57 |
| Tuesday, 15th April |
109.25 |
7.71 |
3.57 |
| Monday, 14th April |
108.86 |
7.81 |
3.56 |
| Friday, 11th April |
108.79 |
7.81 |
3.57 |
| Thursday, 10th April |
108.68 |
7.83 |
3.57 |
| Wednesday, 9th April |
108.57 |
7.85 |
3.57 |
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