May 28, 2020
U.S. Treasuries
05/27/2020 market close
05/27/2020 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 0.226% | 0.215% | 0.217% | 0.271% |
| 5 Year | 0.353% | 0.346% | 0.345% | 0.405% |
| 7 Year | 0.532% | 0.528% | 0.530% | 0.565% |
| 10 Year | 0.695% | 0.695% | 0.690% | 0.606% |
Interest Rate Swaps
05/27/2020 market close
05/27/2020 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 0.290% | 0.300% | 0.290% | 0.380% |
| 5 Year | 0.380% | 0.400% | 0.390% | 0.470% |
| 7 Year | 0.510% | 0.540% | 0.520% | 0.540% |
| 10 Year | 0.670% | 0.710% | 0.680% | 0.680% |
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
05/27/2020 market close
05/27/2020 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 6.4 bp | 8.5 bp | 7.3 bp | 11.9 bp |
| 5 Year | 2.7 bp | 5.4 bp | 4.5 bp | 4.5 bp |
| 7 Year | -2.2 bp | 1.2 bp | -1.0 bp | -2.5 bp |
| 10 Year | -2.5 bp | 1.5 bp | -1.0 bp | 7.4 bp |