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3 Year Swap Index
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Gross
|
Yield
|
Modified Duration
|
| Friday, 16th May |
111.96 |
7.61 |
2.60 |
| Thursday, 15th May |
112.09 |
7.56 |
2.60 |
| Wednesday, 14th May |
112.12 |
7.54 |
2.60 |
| Tuesday, 13th May |
112.21 |
7.50 |
2.61 |
| Monday, 12th May |
112.12 |
7.53 |
2.61 |
| Friday, 9th May |
111.99 |
7.55 |
2.62 |
| Thursday, 8th May |
111.90 |
7.57 |
2.62 |
| Wednesday, 7th May |
111.39 |
7.74 |
2.62 |
| Tuesday, 6th May |
111.23 |
7.78 |
2.62 |
| Monday, 5th May |
111.21 |
7.78 |
2.62 |
| Friday, 2nd May |
111.13 |
7.79 |
2.63 |
| Thursday, 1st May |
111.21 |
7.75 |
2.63 |
| Wednesday, 30th April |
111.07 |
7.79 |
2.64 |
| Tuesday, 29th April |
110.94 |
7.85 |
2.56 |
| Monday, 28th April |
110.71 |
7.92 |
2.56 |
| Thursday, 24th April |
110.61 |
7.93 |
2.57 |
| Wednesday, 23rd April |
110.32 |
8.02 |
2.57 |
| Tuesday, 22nd April |
110.40 |
7.98 |
2.58 |
| Monday, 21st April |
110.48 |
7.95 |
2.58 |
| Friday, 18th April |
110.55 |
7.90 |
2.59 |
| Thursday, 17th April |
110.56 |
7.88 |
2.59 |
| Wednesday, 16th April |
110.62 |
7.86 |
2.59 |
| Tuesday, 15th April |
110.44 |
7.91 |
2.60 |
| Monday, 14th April |
110.18 |
7.99 |
2.60 |
| Friday, 11th April |
110.09 |
8.00 |
2.60 |
| Thursday, 10th April |
110.06 |
8.00 |
2.61 |
| Wednesday, 9th April |
110.00 |
8.02 |
2.61 |
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