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Short-Mid Curve Swap Index (1Y – 5Y incl.)
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Gross
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Yield
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Modified Duration
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| Friday, 16th May |
111.93 |
7.63 |
2.54 |
| Thursday, 15th May |
112.04 |
7.59 |
2.55 |
| Wednesday, 14th May |
112.05 |
7.57 |
2.55 |
| Tuesday, 13th May |
112.15 |
7.53 |
2.55 |
| Monday, 12th May |
112.07 |
7.55 |
2.56 |
| Friday, 9th May |
111.93 |
7.57 |
2.56 |
| Thursday, 8th May |
111.88 |
7.58 |
2.57 |
| Wednesday, 7th May |
111.44 |
7.73 |
2.57 |
| Tuesday, 6th May |
111.28 |
7.78 |
2.57 |
| Monday, 5th May |
111.26 |
7.78 |
2.57 |
| Friday, 2nd May |
111.17 |
7.78 |
2.58 |
| Thursday, 1st May |
111.25 |
7.75 |
2.58 |
| Wednesday, 30th April |
111.11 |
7.79 |
2.58 |
| Tuesday, 29th April |
111.01 |
7.83 |
2.50 |
| Monday, 28th April |
110.79 |
7.90 |
2.51 |
| Thursday, 24th April |
110.68 |
7.91 |
2.52 |
| Wednesday, 23rd April |
110.43 |
7.99 |
2.52 |
| Tuesday, 22nd April |
110.49 |
7.96 |
2.52 |
| Monday, 21st April |
110.57 |
7.92 |
2.52 |
| Friday, 18th April |
110.62 |
7.88 |
2.53 |
| Thursday, 17th April |
110.63 |
7.87 |
2.54 |
| Wednesday, 16th April |
110.68 |
7.84 |
2.54 |
| Tuesday, 15th April |
110.53 |
7.89 |
2.54 |
| Monday, 14th April |
110.27 |
7.97 |
2.54 |
| Friday, 11th April |
110.18 |
7.98 |
2.55 |
| Thursday, 10th April |
110.13 |
7.99 |
2.55 |
| Wednesday, 9th April |
110.07 |
8.00 |
2.55 |
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