December 19, 2018
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 |