October 17, 2018
U.S. Treasuries
10/17/2018 market close
10/17/2018 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 2.988% | 2.944% | 2.979% | 2.857% |
| 5 Year | 3.061% | 3.010% | 3.054% | 2.905% |
| 7 Year | 3.151% | 3.100% | 3.148% | 2.965% |
| 10 Year | 3.207% | 3.156% | 3.206% | 3.000% |
Interest Rate Swaps
10/17/2018 market close
10/17/2018 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 3.163% | 3.117% | 3.144% | 3.017% |
| 5 Year | 3.194% | 3.140% | 3.179% | 3.033% |
| 7 Year | 3.221% | 3.163% | 3.206% | 3.040% |
| 10 Year | 3.267% | 3.206% | 3.254% | 3.065% |
Libor Index and Prime Rate
10/15/2018 market close
10/15/2018 market close
| Type | Yesterday | One Week Ago | One Month Ago | Two Months Ago |
|---|---|---|---|---|
| 1 Month | 2.290% | 2.287% | 2.165% | 2.069% |
| 2 Month | 2.344% | 2.314% | 2.232% | 2.186% |
| 3 Month | 2.449% | 2.420% | 2.337% | 2.312% |
Swap Spreads
10/17/2018 market close
10/17/2018 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 17.5 bp | 17.3 bp | 16.5 bp | 16.0 bp |
| 5 Year | 13.3 bp | 13.0 bp | 12.5 bp | 12.8 bp |
| 7 Year | 7.0 bp | 6.3 bp | 5.8 bp | 7.5 bp |
| 10 Year | 6.0 bp | 5.0 bp | 4.8 bp | 6.5 bp |