U.S. Treasuries

11/21/2017 market close
11/21/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.880% 1.855% 1.809% 1.717%
5 Year 2.100% 2.092% 2.060% 2.019%
7 Year 2.260% 2.262% 2.252% 2.232%
10 Year 2.356% 2.367% 2.372% 2.383%

Interest Rate Swaps

11/21/2017 market close
11/21/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.045% 2.023% 1.984% 1.940%
5 Year 2.160% 2.147% 2.120% 2.096%
7 Year 2.247% 2.245% 2.230% 2.220%
10 Year 2.356% 2.365% 2.354% 2.360%

Libor Index and Prime Rate

11/20/2017 market close
11/20/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.294% 1.264% 1.238% 1.238%
2 Month 1.388% 1.361% 1.295% 1.272%
3 Month 1.446% 1.419% 1.365% 1.329%

Swap Spreads

11/21/2017 market close
11/21/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 16.5 bp 16.8 bp 17.5 bp 22.3 bp
5 Year 6.0 bp 5.5 bp 6.0 bp 7.7 bp
7 Year -1.3 bp -1.7 bp -2.2 bp -1.2 bp
10 Year 0.0 bp -0.2 bp -1.8 bp -2.3 bp