February 29, 2020
U.S. Treasuries
02/28/2020 market close
02/28/2020 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 0.916% | 1.068% | 1.319% | 1.392% |
| 5 Year | 0.952% | 1.088% | 1.322% | 1.409% |
| 7 Year | 1.078% | 1.197% | 1.405% | 1.505% |
| 10 Year | 1.163% | 1.282% | 1.473% | 1.587% |
Interest Rate Swaps
02/28/2020 market close
02/28/2020 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 0.980% | 1.130% | 1.310% | 1.450% |
| 5 Year | 1.010% | 1.150% | 1.300% | 1.450% |
| 7 Year | 1.050% | 1.190% | 1.330% | 1.490% |
| 10 Year | 1.130% | 1.270% | 1.400% | 1.570% |
Libor Index and Prime Rate
12/31/1969 market close
12/31/1969 market close
| 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
02/28/2020 market close
02/28/2020 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 6.4 bp | 6.2 bp | -0.9 bp | 5.8 bp |
| 5 Year | 5.8 bp | 6.2 bp | -2.2 bp | 4.1 bp |
| 7 Year | -2.8 bp | -0.7 bp | -7.5 bp | -1.5 bp |
| 10 Year | -3.3 bp | -1.2 bp | -7.3 bp | -1.7 bp |