June 21, 2018
U.S. Treasuries
06/21/2018 market close
06/21/2018 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 2.647% | 2.652% | 2.707% | 2.729% |
| 5 Year | 2.769% | 2.772% | 2.837% | 2.895% |
| 7 Year | 2.857% | 2.860% | 2.935% | 3.013% |
| 10 Year | 2.899% | 2.897% | 2.974% | 3.058% |
Interest Rate Swaps
06/21/2018 market close
06/21/2018 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 2.879% | 2.877% | 2.929% | 2.914% |
| 5 Year | 2.916% | 2.917% | 2.979% | 2.995% |
| 7 Year | 2.932% | 2.935% | 3.000% | 3.038% |
| 10 Year | 2.966% | 2.965% | 3.039% | 3.095% |
Libor Index and Prime Rate
06/19/2018 market close
06/19/2018 market close
| Type | Yesterday | One Week Ago | One Month Ago | Two Months Ago |
|---|---|---|---|---|
| 1 Month | 2.088% | 2.073% | 1.961% | 1.897% |
| 2 Month | 2.154% | 2.149% | 2.107% | 2.058% |
| 3 Month | 2.330% | 2.341% | 2.330% | 2.359% |
Swap Spreads
06/21/2018 market close
06/21/2018 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 23.2 bp | 22.5 bp | 22.2 bp | 18.5 bp |
| 5 Year | 14.7 bp | 14.5 bp | 14.2 bp | 10.0 bp |
| 7 Year | 7.5 bp | 7.5 bp | 6.5 bp | 2.5 bp |
| 10 Year | 6.7 bp | 6.8 bp | 6.5 bp | 3.7 bp |