U.S. Treasuries

01/20/2017 market close
01/20/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.488% 1.488% 1.479% 1.545%
5 Year 1.937% 1.937% 1.899% 2.038%
7 Year 2.269% 2.269% 2.206% 2.356%
10 Year 2.467% 2.467% 2.398% 2.554%

Interest Rate Swaps

01/20/2017 market close
01/20/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.715% 1.715% 1.692% 1.740%
5 Year 2.005% 2.005% 1.952% 2.066%
7 Year 2.186% 2.186% 2.118% 2.264%
10 Year 2.365% 2.365% 2.283% 2.449%

Libor Index and Prime Rate

01/20/2017 market close
01/20/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.775% 0.768% 0.756% 0.584%
2 Month 0.851% 0.835% 0.813% 0.720%
3 Month 1.043% 1.023% 0.997% 0.925%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

01/20/2017 market close
01/20/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 22.7 bp 22.7 bp 21.3 bp 19.5 bp
5 Year 6.8 bp 6.8 bp 5.3 bp 2.8 bp
7 Year -8.3 bp -8.3 bp -8.8 bp -9.2 bp
10 Year -10.2 bp -10.2 bp -11.5 bp -10.5 bp