July 21, 2017
U.S. Treasuries
UPDATED: 12:13:35 pm
UPDATED: 12:13:35 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.503% | 1.524% | 1.562% | 1.497% |
| 5 Year | 1.806% | 1.826% | 1.894% | 1.760% |
| 7 Year | 2.056% | 2.085% | 2.160% | 1.978% |
| 10 Year | 2.239% | 2.271% | 2.348% | 2.156% |
Interest Rate Swaps
UPDATED: 12:13:35 pm
UPDATED: 12:13:35 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.713% | 1.715% | 1.744% | 1.660% |
| 5 Year | 1.889% | 1.901% | 1.956% | 1.831% |
| 7 Year | 2.039% | 2.057% | 2.120% | 1.973% |
| 10 Year | 2.207% | 2.233% | 2.298% | 2.134% |
Libor Index and Prime Rate
07/21/2017 opening numbers
07/21/2017 opening numbers
| Type | Yesterday | One Week Ago | One Month Ago | Two Months Ago |
|---|---|---|---|---|
| 1 Month | 1.229% | 1.226% | 1.216% | 1.017% |
| 2 Month | 1.257% | 1.257% | 1.249% | 1.096% |
| 3 Month | 1.307% | 1.304% | 1.287% | 1.186% |
| Prime | 3.250% | 3.250% | 3.250% | 3.250% |
Swap Spreads
UPDATED: 12:13:35 pm
UPDATED: 12:13:35 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 21.0 bp | 19.1 bp | 18.2 bp | 16.3 bp |
| 5 Year | 8.3 bp | 7.5 bp | 6.2 bp | 7.1 bp |
| 7 Year | -1.7 bp | -2.8 bp | -4.0 bp | -0.5 bp |
| 10 Year | -3.2 bp | -3.8 bp | -5.0 bp | -2.2 bp |