U.S. Treasuries

10/14/2019 opening numbers
10/14/2019 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.568% 1.568% 1.361% 1.766%
5 Year 1.556% 1.556% 1.349% 1.757%
7 Year 1.646% 1.646% 1.446% 1.836%
10 Year 1.734% 1.734% 1.529% 1.901%

Interest Rate Swaps

UPDATED: 2:00:07 pm
UPDATED: 2:00:07 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.590% 1.590% 1.370% 1.720%
5 Year 1.560% 1.560% 1.330% 1.680%
7 Year 1.590% 1.590% 1.360% 1.710%
10 Year 1.660% 1.660% 1.430% 1.790%

Libor Index and Prime Rate

10/14/2019 opening numbers
10/14/2019 opening numbers
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

UPDATED: 2:00:07 pm
UPDATED: 2:00:07 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.2 bp 2.2 bp 0.9 bp -4.6 bp
5 Year -0.6 bp 0.4 bp -1.9 bp -7.7 bp
7 Year -6.6 bp -5.6 bp -8.6 bp -12.6 bp
10 Year -7.4 bp -7.4 bp -9.9 bp -11.1 bp