U.S. Treasuries

09/20/2017 market close
09/20/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.547% 1.541% 1.466% 1.462%
5 Year 1.836% 1.831% 1.747% 1.764%
7 Year 2.074% 2.064% 1.991% 2.011%
10 Year 2.246% 2.230% 2.165% 2.197%

Interest Rate Swaps

09/20/2017 market close
09/20/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.760% 1.762% 1.659% 1.670%
5 Year 1.916% 1.902% 1.817% 1.834%
7 Year 2.054% 2.049% 1.954% 1.976%
10 Year 2.209% 2.201% 2.119% 2.147%

Libor Index and Prime Rate

09/18/2017 market close
09/18/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.236% 1.237% 1.235% 1.232%
2 Month 1.269% 1.272% 1.264% 1.261%
3 Month 1.325% 1.319% 1.315% 1.314%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

09/20/2017 market close
09/20/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.3 bp 22.1 bp 19.3 bp 20.8 bp
5 Year 8.0 bp 7.1 bp 7.0 bp 7.0 bp
7 Year -2.0 bp -1.5 bp -3.8 bp -3.5 bp
10 Year -3.7 bp -3.5 bp -4.5 bp -5.0 bp