Graph and download economic data for 7-Year Swap Rate (DISCONTINUED) (WSWP7) from 2000-07-07 to 2016-10-28 about 7-year, swaps, interest rate, interest, rate, and USA.

Japan Interest Rate Swap: Yen: 7 Year data was reported at 0.135 % pa in Nov 2018. This records a decrease from the previous number of 0.191 % pa for Oct 2018. Japan Interest Rate Swap: Yen: 7 Year data is updated monthly, averaging 0.785 % pa from Nov 2000 (Median) to Nov 2018, with 217 observations. The data reached an all-time high of 1.884 % pa in Apr 2006 and a record low of -0.120 % pa in Jun 2016. Japan Interest Rate Swap: Yen: 7 Year data remains active status in CEIC and is reported by Sumitomo Mitsui Trust Bank. The data is categorized under Global Database’s Japan – Table JP.M015: Interbank and Swap Rates.

View market daily updates and historical trends for 7 Year Swap Rate (DISCONTINUED). from United States. Source: Federal Reserve. Track economic data with…

United States Interest Rate Swaps: Mth Avg: 10 Year data was reported at 3.174 % pa in Nov 2018. This records a decrease from the previous number of 3.205 % pa for Oct 2018. United States Interest Rate Swaps: Mth Avg: 10 Year data is updated monthly, averaging 3.587 % pa from Jul 2000 (Median) to Nov 2018, with 221 observations. The data reached an all-time high of 7.237 % pa in Jul 2000 and a record low of 1.393 % pa in Jul 2016. United States Interest Rate Swaps: Mth Avg: 10 Year data remains active status in CEIC and is reported by Federal Reserve Board. The data is categorized under Global Database’s United States – Table US.M014: Interest Rate: Swaps Rates.

View yearly updates and historical trends for 7 Year Swap Rate (DISCONTINUED). from United States. Source: Federal Reserve. Track economic data with YChar…

China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 7 Year data was reported at 1.541 % pa in Apr 2025. This records a decrease from the previous number of 1.662 % pa for Mar 2025. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 7 Year data is updated monthly, averaging 2.843 % pa from Mar 2008 (Median) to Apr 2025, with 84 observations. The data reached an all-time high of 4.050 % pa in Jun 2011 and a record low of 1.504 % pa in Jan 2025. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 7 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

The yield on Australia 7 Year Bond Yield eased to 3.87% on October 24, 2025, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.20 points and is 0.38 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. This dataset includes a chart with historical data for Australia 7Y.

China IRS: Fixed Interest Rate: 3 Month SHIBOR: 7 Year data was reported at 2.127 % pa in Jul 2024. This records a decrease from the previous number of 2.395 % pa for Apr 2024. China IRS: Fixed Interest Rate: 3 Month SHIBOR: 7 Year data is updated monthly, averaging 2.800 % pa from Oct 2021 (Median) to Jul 2024, with 9 observations. The data reached an all-time high of 3.415 % pa in Feb 2023 and a record low of 2.127 % pa in Jul 2024. China IRS: Fixed Interest Rate: 3 Month SHIBOR: 7 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

Daily sample data for Swap-Interest Rate 5 Yr (Pit) IR timestamped in Chicago time

Track real-time 7 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 1 Year data was reported at 1.543 % pa in Apr 2025. This records a decrease from the previous number of 1.740 % pa for Mar 2025. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 1 Year data is updated monthly, averaging 2.599 % pa from Dec 2007 (Median) to Apr 2025, with 209 observations. The data reached an all-time high of 4.997 % pa in Jan 2014 and a record low of 0.860 % pa in Jan 2009. China IRS: Fixed Interest Rate: 7 Day Interbank Repo Fixing Rate: 1 Year data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Fixed Interest Rate.

Track real-time 20 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

Daily sample data for Swap Interest Rate 10 Yr (Pit) NI timestamped in Chicago time

Intraday 1 minute sample data for Swap Interest Rate 10 Yr (Globex) NIA timestamped in Chicago time

Graph and download economic data for ICE Swap Rates, 11:00 A.M. (London Time), Based on Euros, 7 Year Tenor (ICERATES1100EUR7Y) from 2014-08-01 to 2021-12-30 about 7-year, swaps, London, Euro Area, Europe, interest rate, interest, and rate.

Daily sample data for Swap Interest Rate 10 Yr (Combined) NIAA timestamped in Chicago time

Intraday 1 minute sample data for Swap-Interest Rate 5 Yr (Globex) IRA timestamped in Chicago time

Graph and download economic data for 10-Year Swap Rate (DISCONTINUED) (DSWP10) from 2000-07-03 to 2016-10-28 about swaps, 10-year, interest rate, interest, rate, and USA.

In this paper, a flexible pricing model for Credit Contingent Interest Rate Swap (CCIRS) with credit rating migration is proposed, which is sensitive to stochastic interest rates and counterparty default risk. This is a new pricing model for CCIRS. The counterparty of the underlying interest rate swap (IRS) is considered to have a high and a low credit grade, and credit rating migration is modelled by the first attempt of the interest rate based on the structural framework. Furthermore, the default event for the underlying IRS is modelled using the reduced-form framework. The partial differential equation (PDE) satisfied by the value of CCIRS with credit rating migration is derived by analysing the cash flow of a CCIRS contract. Finally, the numerical results and parameter analysis, which are solved by using the alternating direction implicit (ADI) method, are discussed and the convergence rate of the numerical algorithm combined with a regular explicit scheme is also suggested.

China IRS: Weighted Avg Rate: 7 Day Interbank Repo Fixing Rate: 1 Month data was reported at 1.556 % pa in 13 May 2025. This records a decrease from the previous number of 1.575 % pa for 12 May 2025. China IRS: Weighted Avg Rate: 7 Day Interbank Repo Fixing Rate: 1 Month data is updated daily, averaging 2.092 % pa from Apr 2021 (Median) to 13 May 2025, with 556 observations. The data reached an all-time high of 3.260 % pa in 21 Feb 2025 and a record low of 1.495 % pa in 15 Aug 2022. China IRS: Weighted Avg Rate: 7 Day Interbank Repo Fixing Rate: 1 Month data remains active status in CEIC and is reported by National Interbank Funding Center. The data is categorized under China Premium Database’s Money Market, Interest Rate, Yield and Exchange Rate – Table CN.MG: National Interbank Funding Centre (NIFC): Interest Rate Swap: Weighted Avg Rate: Daily.