U.S. Treasuries

04/28/2017 market close
04/28/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.451% 1.446% 1.400% 1.517%
5 Year 1.819% 1.822% 1.770% 1.928%
7 Year 2.104% 2.101% 2.056% 2.201%
10 Year 2.289% 2.295% 2.246% 2.380%

Interest Rate Swaps

04/28/2017 market close
04/28/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.726% 1.718% 1.680% 1.797%
5 Year 1.939% 1.937% 1.900% 2.038%
7 Year 2.097% 2.094% 2.056% 2.210%
10 Year 2.262% 2.265% 2.216% 2.362%

Libor Index and Prime Rate

04/27/2017 market close
04/27/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.995% 0.991% 0.982% 0.784%
2 Month 1.037% 1.040% 1.024% 0.852%
3 Month 1.170% 1.156% 1.147% 1.055%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

04/28/2017 market close
04/28/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 27.5 bp 27.2 bp 28.0 bp 28.0 bp
5 Year 12.0 bp 11.5 bp 13.0 bp 11.0 bp
7 Year -0.7 bp -0.7 bp 0.0 bp 0.9 bp
10 Year -2.7 bp -3.0 bp -3.0 bp -1.8 bp