U.S. Treasuries

09/29/2016 market close
09/29/2016 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.840% 0.862% 0.907% 0.908%
5 Year 1.115% 1.135% 1.167% 1.180%
7 Year 1.389% 1.399% 1.445% 1.436%
10 Year 1.558% 1.572% 1.618% 1.570%

Interest Rate Swaps

09/29/2016 market close
09/29/2016 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.000% 1.022% 1.067% 1.068%
5 Year 1.115% 1.135% 1.167% 1.180%
7 Year 1.229% 1.239% 1.285% 1.276%
10 Year 1.388% 1.402% 1.448% 1.400%

Libor Index and Prime Rate

09/28/2016 market close
09/28/2016 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.524% 0.525% 0.523% 0.496%
2 Month 0.644% 0.661% 0.664% 0.607%
3 Month 0.838% 0.857% 0.842% 0.759%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

09/29/2016 market close
09/29/2016 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 16.0 bp 16.0 bp 16.0 bp 16.0 bp
5 Year 0.0 bp 0.0 bp 0.0 bp 0.0 bp
7 Year -16.0 bp -16.0 bp -16.0 bp -16.0 bp
10 Year -17.0 bp -17.0 bp -17.0 bp -17.0 bp