January 24, 2020
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 |