U.S. Treasuries

04/23/2018 market close
04/23/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.639% 2.619% 2.500% 2.405%
5 Year 2.822% 2.802% 2.671% 2.603%
7 Year 2.941% 2.918% 2.777% 2.740%
10 Year 2.977% 2.960% 2.825% 2.814%

Interest Rate Swaps

04/23/2018 market close
04/23/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.854% 2.842% 2.750% 2.681%
5 Year 2.930% 2.919% 2.806% 2.755%
7 Year 2.968% 2.955% 2.830% 2.795%
10 Year 3.004% 2.995% 2.863% 2.844%

Libor Index and Prime Rate

04/20/2018 market close
04/20/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.897% 1.895% 1.875% 1.603%
2 Month 2.058% 2.038% 1.993% 1.749%
3 Month 2.359% 2.353% 2.292% 1.920%

Swap Spreads

04/23/2018 market close
04/23/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.5 bp 22.3 bp 25.0 bp 27.6 bp
5 Year 10.8 bp 11.7 bp 13.5 bp 15.2 bp
7 Year 2.7 bp 3.7 bp 5.3 bp 5.5 bp
10 Year 2.7 bp 3.5 bp 3.8 bp 3.0 bp