Swap Rates
| Date | 2yr | 3yr | 5yr | 10yr |
|---|---|---|---|---|
| 02-Apr-26 | 4.41% | 4.38% | 4.37% | 4.59% |
| 03-Apr-26 | 4.43% | 4.39% | 4.37% | 4.59% |
| 07-Apr-26 | 4.45% | 4.40% | 4.38% | 4.60% |
| 13-Apr-26 | 4.41% | 4.39% | 4.41% | 4.66% |
| 15-Apr-26 | 4.28% | 4.27% | 4.30% | 4.56% |
| 16-Apr-26 | 4.31% | 4.30% | 4.32% | 4.60% |
| 17-Apr-26 | 4.30% | 4.28% | 4.34% | 4.63% |
| 18-Apr-26 | 4.19% | 4.17% | 4.23% | 4.53% |
| 19-Apr-26 | 4.19% | 4.18% | 4.24% | 4.54% |
| 20-Apr-26 | 4.19% | 4.18% | 4.24% | 4.54% |
| 21-Apr-26 | 4.26% | 4.25% | 4.30% | 4.60% |
| 22-Apr-26 | 4.36% | 4.34% | 4.38% | 4.65% |
| 23-Apr-26 | 4.42% | 4.40% | 4.41% | 4.67% |
| 25-Apr-26 | 4.46% | 4.43% | 4.45% | 4.69% |
| 05-May-26 | 4.61% | 4.58% | 4.59% | 4.81% |
| 06-May-26 | 4.48% | 4.45% | 4.47% | 4.71% |
| 07-May-26 | 4.49% | 4.47% | 4.49% | 4.73% |
| 08-May-26 | 4.48% | 4.45% | 4.46% | 4.70% |
| 09-May-26 | 4.48% | 4.46% | 4.46% | 4.70% |
| 10-May-26 | 4.48% | 4.46% | 4.46% | 4.70% |
| 11-May-26 | 4.59% | 4.56% | 4.57% | 4.81% |
| 12-May-26 | 4.64% | 4.62% | 4.64% | 4.87% |
| 13-May-26 | 4.59% | 4.58% | 4.59% | 4.83% |
| 14-May-26 | 4.56% | 4.55% | 4.58% | 4.82% |
| 15-May-26 | 4.67% | 4.68% | 4.70% | 4.95% |
| 16-May-26 | 4.67% | 4.68% | 4.71% | 4.95% |
| 17-May-26 | 4.67% | 4.68% | 4.71% | 4.95% |
| 18-May-26 | 4.61% | 4.61% | 4.62% | 4.85% |
| 19-May-26 | 4.62% | 4.64% | 4.67% | 4.91% |
| 20-May-26 | 4.47% | 4.49% | 4.52% | 4.79% |
| 21-May-26 | 4.47% | 4.46% | 4.51% | 4.77% |
| 22-May-26 | 4.48% | 4.46% | 4.49% | 4.73% |
| 23-May-26 | 4.48% | 4.47% | 4.49% | 4.73% |
| 24-May-26 | 4.48% | 4.47% | 4.49% | 4.73% |
| 25-May-26 | 4.46% | 4.46% | 4.48% | 4.72% |
| 26-May-26 | 4.41% | 4.40% | 4.43% | 4.68% |
| 27-May-26 | 4.37% | 4.37% | 4.41% | 4.67% |
| 28-May-26 | 4.35% | 4.34% | 4.37% | 4.62% |
| 29-May-26 | 4.31% | 4.31% | 4.35% | 4.62% |
| 30-May-26 | 4.31% | 4.31% | 4.36% | 4.63% |
| 31-May-26 | 4.31% | 4.31% | 4.36% | 4.63% |
| 01-Jun-26 | 4.44% | 4.43% | 4.46% | 4.71% |
| 02-Jun-26 | 4.44% | 4.42% | 4.44% | 4.68% |
| 03-Jun-26 | 4.48% | 4.47% | 4.49% | 4.74% |
| 04-Jun-26 | 4.43% | 4.41% | 4.45% | 4.69% |
| 05-Jun-26 | 4.45% | 4.44% | 4.46% | 4.69% |
| 06-Jun-26 | 4.45% | 4.44% | 4.47% | 4.69% |
| 07-Jun-26 | 4.45% | 4.44% | 4.47% | 4.69% |
| 08-Jun-26 | 4.51% | 4.50% | 4.52% | 4.76% |
| 09-Jun-26 | 4.47% | 4.46% | 4.48% | 4.73% |
| 10-Jun-26 | 4.48% | 4.49% | 4.53% | 4.76% |
| 11-Jun-26 | 4.47% | 4.47% | 4.49% | 4.72% |
| 12-Jun-26 | 4.35% | 4.35% | 4.39% | 4.65% |
| 13-Jun-26 | 4.35% | 4.35% | 4.40% | 4.66% |
| 14-Jun-26 | 4.35% | 4.35% | 4.40% | 4.66% |
| 15-Jun-26 | 4.30% | 4.30% | 4.36% | 4.64% |
| 16-Jun-26 | 4.30% | 4.29% | 4.33% | 4.60% |
| 17-Jun-26 | 4.27% | 4.26% | 4.30% | 4.56% |
| 18-Jun-26 | 4.29% | 4.28% | 4.32% | 4.57% |
| 19-Jun-26 | 4.37% | 4.38% | 4.41% | 4.66% |
| 20-Jun-26 | 4.38% | 4.38% | 4.41% | 4.66% |
| 21-Jun-26 | 4.38% | 4.38% | 4.41% | 4.66% |
| 22-Jun-26 | 4.33% | 4.33% | 4.37% | 4.63% |
| 23-Jun-26 | 4.33% | 4.33% | 4.37% | 4.63% |
Current Annual Swap Curve and 1-Year Forward Curve — 23-Jun-26
Interpolated Annual Swap Curve
| Year | Source | Calculation | Rate |
|---|
Derived 1-Year Forward Curve
| Forward | Calculation | Forward |
|---|
The annual swap curve is linearly interpolated from the 2yr, 3yr, 5yr and 10yr swap rates. The 1yr point is flat-extrapolated from the 2yr rate because there is no 1yr rate in the current table. The dotted line shows the compounded 1-year forward rate derived from adjacent annual spot-rate proxies.