U.S. Treasuries

10/17/2018 market close
10/17/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.988% 2.944% 2.979% 2.857%
5 Year 3.061% 3.010% 3.054% 2.905%
7 Year 3.151% 3.100% 3.148% 2.965%
10 Year 3.207% 3.156% 3.206% 3.000%

Interest Rate Swaps

10/17/2018 market close
10/17/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 3.163% 3.117% 3.144% 3.017%
5 Year 3.194% 3.140% 3.179% 3.033%
7 Year 3.221% 3.163% 3.206% 3.040%
10 Year 3.267% 3.206% 3.254% 3.065%

Libor Index and Prime Rate

10/15/2018 market close
10/15/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 2.290% 2.287% 2.165% 2.069%
2 Month 2.344% 2.314% 2.232% 2.186%
3 Month 2.449% 2.420% 2.337% 2.312%

Swap Spreads

10/17/2018 market close
10/17/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 17.5 bp 17.3 bp 16.5 bp 16.0 bp
5 Year 13.3 bp 13.0 bp 12.5 bp 12.8 bp
7 Year 7.0 bp 6.3 bp 5.8 bp 7.5 bp
10 Year 6.0 bp 5.0 bp 4.8 bp 6.5 bp