Current US Swap Rates listing by year
   
     
       
 

Most loans are, either in whole or in part, likely to be on an amortising basis which may mean that the actual US swap rate will differ from those indicated above. Bespoke quotes can be provided by CLP.

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.

   
         
         
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