August 19, 2017
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 |