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2 Year Swap Index
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Gross
|
Yield
|
Modified Duration
|
| Friday, 16th May |
112.68 |
7.82 |
1.78 |
| Thursday, 15th May |
112.78 |
7.76 |
1.79 |
| Wednesday, 14th May |
112.79 |
7.74 |
1.79 |
| Tuesday, 13th May |
112.87 |
7.69 |
1.79 |
| Monday, 12th May |
112.78 |
7.73 |
1.79 |
| Friday, 9th May |
112.66 |
7.75 |
1.80 |
| Thursday, 8th May |
112.58 |
7.78 |
1.80 |
| Wednesday, 7th May |
112.14 |
7.98 |
1.80 |
| Tuesday, 6th May |
111.99 |
8.04 |
1.81 |
| Monday, 5th May |
111.96 |
8.05 |
1.81 |
| Friday, 2nd May |
111.88 |
8.05 |
1.82 |
| Thursday, 1st May |
111.93 |
8.02 |
1.82 |
| Wednesday, 30th April |
111.83 |
8.05 |
1.82 |
| Tuesday, 29th April |
111.73 |
8.12 |
1.75 |
| Monday, 28th April |
111.58 |
8.19 |
1.75 |
| Thursday, 24th April |
111.48 |
8.19 |
1.76 |
| Wednesday, 23rd April |
111.25 |
8.30 |
1.76 |
| Tuesday, 22nd April |
111.32 |
8.25 |
1.77 |
| Monday, 21st April |
111.37 |
8.21 |
1.77 |
| Friday, 18th April |
111.39 |
8.16 |
1.78 |
| Thursday, 17th April |
111.40 |
8.14 |
1.78 |
| Wednesday, 16th April |
111.44 |
8.11 |
1.78 |
| Tuesday, 15th April |
111.31 |
8.16 |
1.79 |
| Monday, 14th April |
111.15 |
8.24 |
1.79 |
| Friday, 11th April |
111.08 |
8.23 |
1.80 |
| Thursday, 10th April |
111.05 |
8.24 |
1.80 |
| Wednesday, 9th April |
111.00 |
8.25 |
1.80 |
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