U.S. Treasuries

08/17/2018 market close
08/17/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.684% 2.684% 2.682% 2.680%
5 Year 2.743% 2.743% 2.746% 2.764%
7 Year 2.813% 2.813% 2.823% 2.850%
10 Year 2.864% 2.864% 2.873% 2.895%

Interest Rate Swaps

08/17/2018 market close
08/17/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.864% 2.864% 2.852% 2.888%
5 Year 2.886% 2.886% 2.876% 2.911%
7 Year 2.903% 2.903% 2.899% 2.926%
10 Year 2.936% 2.936% 2.935% 2.958%

Libor Index and Prime Rate

08/17/2018 market close
08/17/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 2.069% 2.067% 2.069% 2.084%
2 Month 2.186% 2.186% 2.179% 2.165%
3 Month 2.312% 2.319% 2.342% 2.332%

Swap Spreads

08/17/2018 market close
08/17/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 18.0 bp 18.0 bp 17.0 bp 20.8 bp
5 Year 14.3 bp 14.3 bp 13.0 bp 14.7 bp
7 Year 9.0 bp 9.0 bp 7.6 bp 7.6 bp
10 Year 7.2 bp 7.2 bp 6.2 bp 6.3 bp