December 5, 2019
U.S. Treasuries
UPDATED: 3:00:09 pm
UPDATED: 3:00:09 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.600% | 1.543% | 1.617% | 1.607% |
| 5 Year | 1.626% | 1.549% | 1.627% | 1.615% |
| 7 Year | 1.735% | 1.661% | 1.717% | 1.708% |
| 10 Year | 1.800% | 1.722% | 1.767% | 1.798% |
Interest Rate Swaps
UPDATED: 3:00:10 pm
UPDATED: 3:00:10 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.580% | 1.500% | 1.570% | 1.600% |
| 5 Year | 1.600% | 1.500% | 1.570% | 1.580% |
| 7 Year | 1.640% | 1.540% | 1.600% | 1.620% |
| 10 Year | 1.730% | 1.620% | 1.680% | 1.710% |
Libor Index and Prime Rate
12/05/2019 opening numbers
12/05/2019 opening numbers
| 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
UPDATED: 3:00:10 pm
UPDATED: 3:00:10 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | -2.0 bp | -4.3 bp | -4.7 bp | -0.7 bp |
| 5 Year | -2.6 bp | -4.9 bp | -5.7 bp | -3.5 bp |
| 7 Year | -9.5 bp | -12.1 bp | -11.7 bp | -8.8 bp |
| 10 Year | -7.0 bp | -10.2 bp | -8.7 bp | -8.8 bp |