August 24, 2019
U.S. Treasuries
08/23/2019 market close
08/23/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.451% | 1.532% | 1.438% | 1.791% |
| 5 Year | 1.414% | 1.498% | 1.423% | 1.815% |
| 7 Year | 1.476% | 1.558% | 1.497% | 1.922% |
| 10 Year | 1.533% | 1.613% | 1.562% | 2.050% |
Interest Rate Swaps
08/23/2019 market close
08/23/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.410% | 1.500% | 1.430% | 1.780% |
| 5 Year | 1.350% | 1.450% | 1.380% | 1.790% |
| 7 Year | 1.370% | 1.470% | 1.390% | 1.860% |
| 10 Year | 1.430% | 1.530% | 1.450% | 1.970% |
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
08/23/2019 market close
08/23/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | -4.1 bp | -3.2 bp | -0.8 bp | -1.1 bp |
| 5 Year | -6.4 bp | -4.8 bp | -4.3 bp | -2.5 bp |
| 7 Year | -10.6 bp | -8.8 bp | -10.7 bp | -6.2 bp |
| 10 Year | -10.3 bp | -8.3 bp | -11.2 bp | -8.0 bp |