U.S. Treasuries

02/28/2020 market close
02/28/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.916% 1.068% 1.319% 1.392%
5 Year 0.952% 1.088% 1.322% 1.409%
7 Year 1.078% 1.197% 1.405% 1.505%
10 Year 1.163% 1.282% 1.473% 1.587%

Interest Rate Swaps

02/28/2020 market close
02/28/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.980% 1.130% 1.310% 1.450%
5 Year 1.010% 1.150% 1.300% 1.450%
7 Year 1.050% 1.190% 1.330% 1.490%
10 Year 1.130% 1.270% 1.400% 1.570%

Libor Index and Prime Rate

12/31/1969 market close
12/31/1969 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.000% 0.000% 0.000% 0.000%
2 Month 0.000% 0.000% 0.000% 0.000%
3 Month 0.000% 0.000% 0.000% 0.000%

Swap Spreads

02/28/2020 market close
02/28/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 6.4 bp 6.2 bp -0.9 bp 5.8 bp
5 Year 5.8 bp 6.2 bp -2.2 bp 4.1 bp
7 Year -2.8 bp -0.7 bp -7.5 bp -1.5 bp
10 Year -3.3 bp -1.2 bp -7.3 bp -1.7 bp