November 22, 2019
U.S. Treasuries
11/21/2019 market close
11/21/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.590% | 1.558% | 1.596% | 1.583% |
| 5 Year | 1.612% | 1.579% | 1.630% | 1.591% |
| 7 Year | 1.702% | 1.666% | 1.735% | 1.675% |
| 10 Year | 1.771% | 1.736% | 1.824% | 1.768% |
Interest Rate Swaps
11/21/2019 market close
11/21/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.550% | 1.530% | 1.580% | 1.600% |
| 5 Year | 1.550% | 1.530% | 1.590% | 1.600% |
| 7 Year | 1.590% | 1.560% | 1.630% | 1.640% |
| 10 Year | 1.670% | 1.650% | 1.720% | 1.720% |
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% | 2.347% | 2.347% |
| 2 Month | 2.510% | 2.510% | 2.510% | 2.510% |
| 3 Month | 2.736% | 2.736% | 2.736% | 2.736% |
Swap Spreads
11/21/2019 market close
11/21/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | -4.0 bp | -2.8 bp | -1.6 bp | 1.7 bp |
| 5 Year | -6.2 bp | -4.9 bp | -4.0 bp | 0.9 bp |
| 7 Year | -11.2 bp | -10.6 bp | -10.5 bp | -3.5 bp |
| 10 Year | -10.1 bp | -8.6 bp | -10.4 bp | -4.8 bp |