U.S. Treasuries

05/27/2020 market close
05/27/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.226% 0.215% 0.217% 0.271%
5 Year 0.353% 0.346% 0.345% 0.405%
7 Year 0.532% 0.528% 0.530% 0.565%
10 Year 0.695% 0.695% 0.690% 0.606%

Interest Rate Swaps

05/27/2020 market close
05/27/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.290% 0.300% 0.290% 0.380%
5 Year 0.380% 0.400% 0.390% 0.470%
7 Year 0.510% 0.540% 0.520% 0.540%
10 Year 0.670% 0.710% 0.680% 0.680%

Libor Index and Prime Rate

12/31/1969 market close
12/31/1969 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.000% 0.000% 0.000% 0.000%
2 Month 0.000% 0.000% 0.000% 0.000%
3 Month 0.000% 0.000% 0.000% 0.000%

Swap Spreads

05/27/2020 market close
05/27/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 6.4 bp 8.5 bp 7.3 bp 11.9 bp
5 Year 2.7 bp 5.4 bp 4.5 bp 4.5 bp
7 Year -2.2 bp 1.2 bp -1.0 bp -2.5 bp
10 Year -2.5 bp 1.5 bp -1.0 bp 7.4 bp