September 20, 2017
U.S. Treasuries
09/20/2017 market close
09/20/2017 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.547% | 1.541% | 1.466% | 1.462% |
| 5 Year | 1.836% | 1.831% | 1.747% | 1.764% |
| 7 Year | 2.074% | 2.064% | 1.991% | 2.011% |
| 10 Year | 2.246% | 2.230% | 2.165% | 2.197% |
Interest Rate Swaps
09/20/2017 market close
09/20/2017 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.760% | 1.762% | 1.659% | 1.670% |
| 5 Year | 1.916% | 1.902% | 1.817% | 1.834% |
| 7 Year | 2.054% | 2.049% | 1.954% | 1.976% |
| 10 Year | 2.209% | 2.201% | 2.119% | 2.147% |
Libor Index and Prime Rate
09/18/2017 market close
09/18/2017 market close
| Type | Yesterday | One Week Ago | One Month Ago | Two Months Ago |
|---|---|---|---|---|
| 1 Month | 1.236% | 1.237% | 1.235% | 1.232% |
| 2 Month | 1.269% | 1.272% | 1.264% | 1.261% |
| 3 Month | 1.325% | 1.319% | 1.315% | 1.314% |
| Prime | 3.250% | 3.250% | 3.250% | 3.250% |
Swap Spreads
09/20/2017 market close
09/20/2017 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 21.3 bp | 22.1 bp | 19.3 bp | 20.8 bp |
| 5 Year | 8.0 bp | 7.1 bp | 7.0 bp | 7.0 bp |
| 7 Year | -2.0 bp | -1.5 bp | -3.8 bp | -3.5 bp |
| 10 Year | -3.7 bp | -3.5 bp | -4.5 bp | -5.0 bp |