U.S. Treasuries

04/03/2020 market close
04/03/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.297% 0.290% 0.373% 0.708%
5 Year 0.384% 0.372% 0.527% 0.743%
7 Year 0.514% 0.510% 0.721% 0.889%
10 Year 0.593% 0.602% 0.848% 0.999%

Interest Rate Swaps

04/03/2020 market close
04/03/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.440% 0.460% 0.500% 0.830%
5 Year 0.490% 0.510% 0.550% 0.870%
7 Year 0.560% 0.590% 0.630% 0.930%
10 Year 0.640% 0.690% 0.720% 1.030%

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

04/03/2020 market close
04/03/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 14.3 bp 17.0 bp 12.7 bp 12.2 bp
5 Year 10.6 bp 13.8 bp 2.3 bp 12.7 bp
7 Year 4.6 bp 8.0 bp -9.1 bp 4.1 bp
10 Year 4.7 bp 8.8 bp -12.8 bp 3.1 bp