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Mid Curve Swap Index (3Y - 7Y incl.)
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Gross
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Yield
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Modified Duration
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| Friday, 16th May |
110.36 |
7.51 |
3.84 |
| Thursday, 15th May |
110.50 |
7.47 |
3.85 |
| Wednesday, 14th May |
110.51 |
7.46 |
3.85 |
| Tuesday, 13th May |
110.66 |
7.42 |
3.85 |
| Monday, 12th May |
110.56 |
7.44 |
3.86 |
| Friday, 9th May |
110.40 |
7.46 |
3.86 |
| Thursday, 8th May |
110.38 |
7.46 |
3.87 |
| Wednesday, 7th May |
109.91 |
7.57 |
3.87 |
| Tuesday, 6th May |
109.69 |
7.61 |
3.87 |
| Monday, 5th May |
109.69 |
7.61 |
3.87 |
| Friday, 2nd May |
109.60 |
7.61 |
3.88 |
| Thursday, 1st May |
109.71 |
7.58 |
3.88 |
| Wednesday, 30th April |
109.51 |
7.62 |
3.88 |
| Tuesday, 29th April |
109.42 |
7.65 |
3.80 |
| Monday, 28th April |
109.11 |
7.72 |
3.80 |
| Thursday, 24th April |
109.00 |
7.73 |
3.81 |
| Wednesday, 23rd April |
108.67 |
7.80 |
3.81 |
| Tuesday, 22nd April |
108.75 |
7.77 |
3.81 |
| Monday, 21st April |
108.88 |
7.74 |
3.81 |
| Friday, 18th April |
108.99 |
7.69 |
3.82 |
| Thursday, 17th April |
109.00 |
7.69 |
3.83 |
| Wednesday, 16th April |
109.08 |
7.66 |
3.83 |
| Tuesday, 15th April |
108.90 |
7.70 |
3.83 |
| Monday, 14th April |
108.48 |
7.80 |
3.83 |
| Friday, 11th April |
108.39 |
7.80 |
3.84 |
| Thursday, 10th April |
108.29 |
7.82 |
3.84 |
| Wednesday, 9th April |
108.18 |
7.84 |
3.84 |
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