U.S. Treasuries

01/24/2020 market close
01/24/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.519% 1.524% 1.575% 1.644%
5 Year 1.570% 1.570% 1.624% 1.712%
7 Year 1.661% 1.680% 1.740% 1.832%
10 Year 1.764% 1.764% 1.825% 1.903%

Interest Rate Swaps

01/24/2020 market close
01/24/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.570% 1.570% 1.620% 1.700%
5 Year 1.550% 1.590% 1.640% 1.730%
7 Year 1.590% 1.640% 1.690% 1.780%
10 Year 1.670% 1.720% 1.770% 1.870%

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

01/24/2020 market close
01/24/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 5.1 bp 4.6 bp 4.5 bp 5.6 bp
5 Year -2.0 bp 2.0 bp 1.6 bp 1.8 bp
7 Year -7.1 bp -4.0 bp -5.0 bp -5.2 bp
10 Year -9.4 bp -4.4 bp -5.5 bp -3.3 bp