June 25, 2017
U.S. Treasuries
06/23/2017 market close
06/23/2017 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.481% | 1.481% | 1.473% | 1.457% |
| 5 Year | 1.757% | 1.757% | 1.743% | 1.793% |
| 7 Year | 1.973% | 1.973% | 1.971% | 2.061% |
| 10 Year | 2.144% | 2.144% | 2.153% | 2.255% |
Interest Rate Swaps
06/23/2017 market close
06/23/2017 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.644% | 1.644% | 1.641% | 1.672% |
| 5 Year | 1.817% | 1.817% | 1.815% | 1.880% |
| 7 Year | 1.950% | 1.950% | 1.958% | 2.034% |
| 10 Year | 2.114% | 2.114% | 2.121% | 2.202% |
Libor Index and Prime Rate
06/23/2017 market close
06/23/2017 market close
| Type | Yesterday | One Week Ago | One Month Ago | Two Months Ago |
|---|---|---|---|---|
| 1 Month | 1.220% | 1.212% | 1.044% | 0.992% |
| 2 Month | 1.251% | 1.244% | 1.120% | 1.041% |
| 3 Month | 1.293% | 1.274% | 1.200% | 1.170% |
| Prime | 3.250% | 3.250% | 3.250% | 3.250% |
Swap Spreads
06/23/2017 market close
06/23/2017 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 16.3 bp | 16.3 bp | 16.8 bp | 21.5 bp |
| 5 Year | 6.0 bp | 6.0 bp | 7.2 bp | 8.7 bp |
| 7 Year | -2.3 bp | -2.3 bp | -1.3 bp | -2.7 bp |
| 10 Year | -3.0 bp | -3.0 bp | -3.2 bp | -5.3 bp |