U.S. Treasuries

01/15/2021 opening numbers
01/15/2021 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.181% 0.181% 0.181% 0.181%
5 Year 0.301% 0.301% 0.301% 0.301%
7 Year 0.479% 0.479% 0.479% 0.479%
10 Year 0.678% 0.678% 0.678% 0.678%

Interest Rate Swaps

01/15/2021 opening numbers
01/15/2021 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.250% 0.250% 0.250% 0.250%
5 Year 0.360% 0.360% 0.360% 0.360%
7 Year 0.500% 0.500% 0.500% 0.500%
10 Year 0.640% 0.640% 0.640% 0.640%

Libor Index and Prime Rate

01/15/2021 opening numbers
01/15/2021 opening numbers
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

01/15/2021 opening numbers
01/15/2021 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 6.9 bp 6.9 bp 6.9 bp 6.9 bp
5 Year 5.9 bp 5.9 bp 5.9 bp 5.9 bp
7 Year 2.1 bp 2.1 bp 2.1 bp 2.1 bp
10 Year 0.2 bp 0.2 bp 0.2 bp 0.2 bp