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5 Year Swap Index
|
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|
|
Gross
|
Yield
|
Modified Duration
|
| Friday, 16th May |
110.13 |
7.50 |
4.07 |
| Thursday, 15th May |
110.27 |
7.46 |
4.07 |
| Wednesday, 14th May |
110.27 |
7.46 |
4.08 |
| Tuesday, 13th May |
110.43 |
7.42 |
4.08 |
| Monday, 12th May |
110.34 |
7.43 |
4.08 |
| Friday, 9th May |
110.18 |
7.45 |
4.09 |
| Thursday, 8th May |
110.17 |
7.45 |
4.09 |
| Wednesday, 7th May |
109.74 |
7.54 |
4.09 |
| Tuesday, 6th May |
109.49 |
7.59 |
4.09 |
| Monday, 5th May |
109.50 |
7.58 |
4.10 |
| Friday, 2nd May |
109.43 |
7.59 |
4.10 |
| Thursday, 1st May |
109.55 |
7.56 |
4.11 |
| Wednesday, 30th April |
109.33 |
7.60 |
4.11 |
| Tuesday, 29th April |
109.23 |
7.62 |
4.02 |
| Monday, 28th April |
108.90 |
7.69 |
4.02 |
| Thursday, 24th April |
108.78 |
7.70 |
4.03 |
| Wednesday, 23rd April |
108.45 |
7.77 |
4.03 |
| Tuesday, 22nd April |
108.55 |
7.74 |
4.03 |
| Monday, 21st April |
108.69 |
7.70 |
4.04 |
| Friday, 18th April |
108.83 |
7.66 |
4.05 |
| Thursday, 17th April |
108.84 |
7.65 |
4.05 |
| Wednesday, 16th April |
108.93 |
7.63 |
4.05 |
| Tuesday, 15th April |
108.72 |
7.67 |
4.06 |
| Monday, 14th April |
108.27 |
7.77 |
4.05 |
| Friday, 11th April |
108.16 |
7.78 |
4.06 |
| Thursday, 10th April |
108.05 |
7.79 |
4.06 |
| Wednesday, 9th April |
107.95 |
7.81 |
4.06 |
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