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Long End Swap Index (7Y & 10Y)
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Gross
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Yield
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Modified Duration
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| Friday, 16th May |
107.43 |
7.43 |
6.14 |
| Thursday, 15th May |
107.52 |
7.41 |
6.15 |
| Wednesday, 14th May |
107.51 |
7.41 |
6.15 |
| Tuesday, 13th May |
107.76 |
7.37 |
6.16 |
| Monday, 12th May |
107.59 |
7.39 |
6.16 |
| Friday, 9th May |
107.39 |
7.41 |
6.16 |
| Thursday, 8th May |
107.47 |
7.39 |
6.17 |
| Wednesday, 7th May |
107.09 |
7.45 |
6.17 |
| Tuesday, 6th May |
106.80 |
7.49 |
6.17 |
| Monday, 5th May |
106.86 |
7.48 |
6.17 |
| Friday, 2nd May |
106.75 |
7.48 |
6.18 |
| Thursday, 1st May |
106.86 |
7.46 |
6.18 |
| Wednesday, 30th April |
106.56 |
7.51 |
6.18 |
| Tuesday, 29th April |
106.60 |
7.50 |
6.09 |
| Monday, 28th April |
106.24 |
7.55 |
6.09 |
| Thursday, 24th April |
106.09 |
7.56 |
6.10 |
| Wednesday, 23rd April |
105.67 |
7.62 |
6.09 |
| Tuesday, 22nd April |
105.77 |
7.60 |
6.10 |
| Monday, 21st April |
105.98 |
7.57 |
6.10 |
| Friday, 18th April |
106.17 |
7.53 |
6.12 |
| Thursday, 17th April |
106.17 |
7.53 |
6.12 |
| Wednesday, 16th April |
106.24 |
7.51 |
6.12 |
| Tuesday, 15th April |
106.10 |
7.53 |
6.12 |
| Monday, 14th April |
105.39 |
7.64 |
6.11 |
| Friday, 11th April |
105.36 |
7.63 |
6.12 |
| Thursday, 10th April |
105.11 |
7.67 |
6.12 |
| Wednesday, 9th April |
104.90 |
7.70 |
6.12 |
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