U.S. Treasuries

03/22/2019 market close
03/22/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.244% 2.345% 2.394% 2.470%
5 Year 2.240% 2.341% 2.397% 2.471%
7 Year 2.335% 2.438% 2.490% 2.548%
10 Year 2.437% 2.539% 2.591% 2.648%

Interest Rate Swaps

03/22/2019 market close
03/22/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.319% 2.427% 2.494% 2.565%
5 Year 2.285% 2.396% 2.464% 2.546%
7 Year 2.327% 2.438% 2.515% 2.583%
10 Year 2.422% 2.534% 2.608% 2.671%

Libor Index and Prime Rate

11/30/2018 market close
11/30/2018 market close
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

03/22/2019 market close
03/22/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 7.5 bp 8.2 bp 10.0 bp 9.5 bp
5 Year 4.5 bp 5.5 bp 6.7 bp 7.5 bp
7 Year -0.8 bp 0.0 bp 2.5 bp 3.5 bp
10 Year -1.5 bp -0.5 bp 1.7 bp 2.3 bp