U.S. Treasuries

06/23/2017 market close
06/23/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.481% 1.481% 1.473% 1.457%
5 Year 1.757% 1.757% 1.743% 1.793%
7 Year 1.973% 1.973% 1.971% 2.061%
10 Year 2.144% 2.144% 2.153% 2.255%

Interest Rate Swaps

06/23/2017 market close
06/23/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.644% 1.644% 1.641% 1.672%
5 Year 1.817% 1.817% 1.815% 1.880%
7 Year 1.950% 1.950% 1.958% 2.034%
10 Year 2.114% 2.114% 2.121% 2.202%

Libor Index and Prime Rate

06/23/2017 market close
06/23/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.220% 1.212% 1.044% 0.992%
2 Month 1.251% 1.244% 1.120% 1.041%
3 Month 1.293% 1.274% 1.200% 1.170%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

06/23/2017 market close
06/23/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 16.3 bp 16.3 bp 16.8 bp 21.5 bp
5 Year 6.0 bp 6.0 bp 7.2 bp 8.7 bp
7 Year -2.3 bp -2.3 bp -1.3 bp -2.7 bp
10 Year -3.0 bp -3.0 bp -3.2 bp -5.3 bp