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Current Swap Rates

Discussion in 'SA7' started by Julian2788, Apr 8, 2019.

  1. Julian2788

    Julian2788 Made first post

    Hi there

    Does anyone know where to find the current swap rates in the UK? I am struggling to find it online.

    Particularly, would like to know if the current swap rates are higher than the current government bond rates.
     
    Julian2788, Apr 8, 2019
    #1
  2. Colin McKee

    Colin McKee ActEd Tutor Staff Member

    It is quite hard to find the longer rates that pensions schemes would use beyond 10yrs. The ones up to 10 years can be found here for example:
    http://linkmasterfinance.co.uk/uk-swap-rates/
    Does anyone know of a good freely-available source? I doubt the examiners would expect detailed knowledge in an SA7 exam though- a statement such as "swap rates may be lower than gilt rates at certain points on the curve" is usually enough to get the mark.
     
    Colin McKee, Apr 9, 2019
    #2
  3. studier

    studier Keen member

    ICE provides historic (I believe par) swap rates up till term 30. The most recent quotes will be the previous day.

    https://www.theice.com/marketdata/reports/180

    AS at the end of March the zero-coupon gilt curve was lower up until term 13 and then higher.
     
    studier, Apr 9, 2019
    #3
  4. Colin McKee

    Colin McKee ActEd Tutor Staff Member

    Good link. Thanks. I needed to continually accept cookies for a while, but it does give the information required.
     
    Colin McKee, Apr 9, 2019
    #4

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