U.S. Treasuries

11/21/2019 market close
11/21/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.590% 1.558% 1.596% 1.583%
5 Year 1.612% 1.579% 1.630% 1.591%
7 Year 1.702% 1.666% 1.735% 1.675%
10 Year 1.771% 1.736% 1.824% 1.768%

Interest Rate Swaps

11/21/2019 market close
11/21/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.550% 1.530% 1.580% 1.600%
5 Year 1.550% 1.530% 1.590% 1.600%
7 Year 1.590% 1.560% 1.630% 1.640%
10 Year 1.670% 1.650% 1.720% 1.720%

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% 2.347% 2.347%
2 Month 2.510% 2.510% 2.510% 2.510%
3 Month 2.736% 2.736% 2.736% 2.736%

Swap Spreads

11/21/2019 market close
11/21/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year -4.0 bp -2.8 bp -1.6 bp 1.7 bp
5 Year -6.2 bp -4.9 bp -4.0 bp 0.9 bp
7 Year -11.2 bp -10.6 bp -10.5 bp -3.5 bp
10 Year -10.1 bp -8.6 bp -10.4 bp -4.8 bp