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Short End Swap Index (1Y, 2Y & 3Y)
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Gross
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Yield
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Modified Duration
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| Friday, 16th May |
112.83 |
7.79 |
1.76 |
| Thursday, 15th May |
112.92 |
7.74 |
1.77 |
| Wednesday, 14th May |
112.92 |
7.72 |
1.77 |
| Tuesday, 13th May |
113.00 |
7.67 |
1.77 |
| Monday, 12th May |
112.92 |
7.70 |
1.78 |
| Friday, 9th May |
112.80 |
7.72 |
1.78 |
| Thursday, 8th May |
112.72 |
7.75 |
1.79 |
| Wednesday, 7th May |
112.31 |
7.94 |
1.79 |
| Tuesday, 6th May |
112.19 |
8.00 |
1.79 |
| Monday, 5th May |
112.15 |
8.00 |
1.79 |
| Friday, 2nd May |
112.07 |
8.01 |
1.80 |
| Thursday, 1st May |
112.12 |
7.97 |
1.80 |
| Wednesday, 30th April |
112.02 |
8.01 |
1.80 |
| Tuesday, 29th April |
111.93 |
8.07 |
1.73 |
| Monday, 28th April |
111.77 |
8.14 |
1.73 |
| Thursday, 24th April |
111.66 |
8.15 |
1.74 |
| Wednesday, 23rd April |
111.46 |
8.24 |
1.74 |
| Tuesday, 22nd April |
111.51 |
8.20 |
1.74 |
| Monday, 21st April |
111.55 |
8.17 |
1.75 |
| Friday, 18th April |
111.56 |
8.12 |
1.76 |
| Thursday, 17th April |
111.57 |
8.11 |
1.76 |
| Wednesday, 16th April |
111.59 |
8.08 |
1.76 |
| Tuesday, 15th April |
111.47 |
8.13 |
1.76 |
| Monday, 14th April |
111.31 |
8.20 |
1.76 |
| Friday, 11th April |
111.24 |
8.20 |
1.77 |
| Thursday, 10th April |
111.21 |
8.20 |
1.77 |
| Wednesday, 9th April |
111.17 |
8.21 |
1.78 |
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