U.S. Treasuries

08/24/2016 market close
08/24/2016 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.867% 0.859% 0.851% 0.867%
5 Year 1.067% 1.067% 1.067% 1.117%
7 Year 1.400% 1.390% 1.394% 1.403%
10 Year 1.506% 1.506% 1.506% 1.566%

Interest Rate Swaps

08/24/2016 market close
08/24/2016 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.047% 1.049% 1.021% 1.077%
5 Year 1.126% 1.150% 1.142% 1.192%
7 Year 1.249% 1.260% 1.264% 1.343%
10 Year 1.381% 1.411% 1.419% 1.485%

Libor Index and Prime Rate

08/23/2016 market close
08/23/2016 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.524% 0.514% 0.491% 0.449%
2 Month 0.655% 0.636% 0.594% 0.524%
3 Month 0.825% 0.811% 0.734% 0.624%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

08/24/2016 market close
08/24/2016 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 18.0 bp 19.0 bp 17.0 bp 21.0 bp
5 Year 5.9 bp 8.3 bp 7.5 bp 7.5 bp
7 Year -15.1 bp -13.0 bp -13.0 bp -6.0 bp
10 Year -12.5 bp -9.5 bp -8.7 bp -8.1 bp