U.S. Treasuries

08/23/2019 market close
08/23/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.451% 1.532% 1.438% 1.791%
5 Year 1.414% 1.498% 1.423% 1.815%
7 Year 1.476% 1.558% 1.497% 1.922%
10 Year 1.533% 1.613% 1.562% 2.050%

Interest Rate Swaps

08/23/2019 market close
08/23/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.410% 1.500% 1.430% 1.780%
5 Year 1.350% 1.450% 1.380% 1.790%
7 Year 1.370% 1.470% 1.390% 1.860%
10 Year 1.430% 1.530% 1.450% 1.970%

Libor Index and Prime Rate

11/30/2018 market close
11/30/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 2.347% 2.347% 2.347% 2.347%
2 Month 2.510% 2.510% 2.510% 2.510%
3 Month 2.736% 2.736% 2.736% 2.736%

Swap Spreads

08/23/2019 market close
08/23/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year -4.1 bp -3.2 bp -0.8 bp -1.1 bp
5 Year -6.4 bp -4.8 bp -4.3 bp -2.5 bp
7 Year -10.6 bp -8.8 bp -10.7 bp -6.2 bp
10 Year -10.3 bp -8.3 bp -11.2 bp -8.0 bp