IRS USD 5Y (mid-swap)

Name: IRS USD 5Y (mid-swap)
Creator: Cbonds
License: https://creativecommons.org/licenses/by/4.0/

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on 20/08/2026

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Index description

Interest Rate Swap USD 5Y (fixed interest rate vs 3M Libor). An interest rate swap is an agreement to exchange a stream of cash flows by applying a fixed and floating interest rate to a specified notional over a term to maturity. Since LIBOR rates will no longer be calculated after September 30, 2024, interest rate swaps will be based on the SOFR rate with an added spread adjustment.

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Subgroup indices

Index	Current value	Date
IRS USD 1Y (mid-swap)	4.29 %	21/08/2026
IRS USD 2Y (mid-swap)	4.357 %	21/08/2026
IRS USD 3Y (mid-swap)	4.3747 %	21/08/2026
IRS USD 4Y (mid-swap)	4.3888 %	21/08/2026
IRS USD 5Y (mid-swap)	4.417 %	21/08/2026
IRS USD 6Y (mid-swap)	4.45 %	21/08/2026
IRS USD 7Y (mid-swap)	4.4898 %	21/08/2026
IRS USD 8Y (mid-swap)	4.528 %	21/08/2026
IRS USD 9Y (mid-swap)	4.563 %	21/08/2026
IRS USD 10Y (mid-swap)	4.6003 %	21/08/2026
IRS USD 12Y (mid-swap)	4.6768 %	21/08/2026
IRS USD 15Y (mid-swap)	4.775 %	21/08/2026
IRS USD 20Y (mid-swap)	4.8593 %	21/08/2026
IRS USD 25Y (mid-swap)	4.8635 %	21/08/2026
IRS USD 30Y (mid-swap)	4.8303 %	21/08/2026
IRS USD 40Y (mid-swap)	4.588 %	21/08/2026
IRS USD 50Y (mid-swap)	4.5945 %	21/08/2026

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