This chart shows data for historic US Fixed interest swap rates. To get more information move your mouse pointer over the chart.
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The UK swap rates shown are based upon - a loan of circa $5m and interest only throughout the term. Most loans are, either in whole or in part, likely to be on an amortising basis which may mean that the actual swap rate will differ from those indicated above. Bespoke quotes can be provided.
Ask swap rates quoted as of close of London business. US$ is quoted annual money actual/360 basis against 3 month Libor. £ are quoted on a semi-annual actual/365 basis against 6 month Libor, Euro quoted on an annual bond 30/360 basis against 6 months Euribor/Libor with the excpetion of the 1 year rate which is quoted against 3 months Euribor/Libor.