U.S. Treasuries

09/17/2019 market close
09/17/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.686% 1.766% 1.535% 1.438%
5 Year 1.664% 1.757% 1.500% 1.423%
7 Year 1.749% 1.836% 1.582% 1.497%
10 Year 1.810% 1.901% 1.647% 1.562%

Interest Rate Swaps

09/17/2019 market close
09/17/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.640% 1.720% 1.470% 1.430%
5 Year 1.600% 1.680% 1.410% 1.380%
7 Year 1.620% 1.710% 1.440% 1.390%
10 Year 1.680% 1.790% 1.510% 1.450%

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

09/17/2019 market close
09/17/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year -4.6 bp -4.6 bp -6.5 bp -0.8 bp
5 Year -6.4 bp -7.7 bp -9.0 bp -4.3 bp
7 Year -12.9 bp -12.6 bp -14.2 bp -10.7 bp
10 Year -13.0 bp -11.1 bp -13.7 bp -11.2 bp