U.S. Treasuries

08/18/2017 market close
08/18/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.462% 1.460% 1.449% 1.524%
5 Year 1.764% 1.749% 1.745% 1.826%
7 Year 2.011% 1.999% 2.004% 2.085%
10 Year 2.197% 2.185% 2.191% 2.271%

Interest Rate Swaps

08/18/2017 market close
08/18/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.670% 1.670% 1.656% 1.715%
5 Year 1.834% 1.824% 1.827% 1.901%
7 Year 1.976% 1.969% 1.979% 2.057%
10 Year 2.147% 2.135% 2.151% 2.233%

Libor Index and Prime Rate

08/17/2017 market close
08/17/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.231% 1.227% 1.229% 1.214%
2 Month 1.264% 1.261% 1.257% 1.246%
3 Month 1.316% 1.315% 1.307% 1.280%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

08/18/2017 market close
08/18/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 20.8 bp 21.0 bp 20.7 bp 19.1 bp
5 Year 7.0 bp 7.5 bp 8.2 bp 7.5 bp
7 Year -3.5 bp -3.0 bp -2.5 bp -2.8 bp
10 Year -5.0 bp -5.0 bp -4.0 bp -3.8 bp