U.S. Treasuries

12/18/2018 market close
12/18/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.633% 2.685% 2.762% 2.847%
5 Year 2.651% 2.692% 2.743% 2.882%
7 Year 2.733% 2.770% 2.805% 2.972%
10 Year 2.819% 2.857% 2.879% 3.065%

Interest Rate Swaps

12/18/2018 market close
12/18/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.743% 2.815% 2.861% 3.019%
5 Year 2.736% 2.797% 2.836% 3.027%
7 Year 2.770% 2.825% 2.855% 3.060%
10 Year 2.839% 2.892% 2.911% 3.127%

Libor Index and Prime Rate

11/30/2018 market close
11/30/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 2.347% 2.347% 2.301% 2.282%
2 Month 2.510% 2.510% 2.452% 2.355%
3 Month 2.736% 2.736% 2.644% 2.477%

Swap Spreads

12/18/2018 market close
12/18/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 11.0 bp 13.0 bp 9.9 bp 17.2 bp
5 Year 8.5 bp 10.5 bp 9.3 bp 14.5 bp
7 Year 3.7 bp 5.5 bp 5.0 bp 8.8 bp
10 Year 2.0 bp 3.5 bp 3.2 bp 6.2 bp