U.S. Treasuries

05/26/2017 market close
05/26/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.457% 1.457% 1.449% 1.451%
5 Year 1.791% 1.791% 1.780% 1.819%
7 Year 2.065% 2.065% 2.046% 2.104%
10 Year 2.250% 2.250% 2.235% 2.289%

Interest Rate Swaps

05/29/2017 market close
05/29/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.672% 1.672% 1.657% 1.726%
5 Year 1.879% 1.879% 1.855% 1.939%
7 Year 2.033% 2.033% 2.009% 2.097%
10 Year 2.200% 2.200% 2.173% 2.262%

Libor Index and Prime Rate

05/26/2017 market close
05/26/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.045% 1.017% 0.995% 0.982%
2 Month 1.121% 1.096% 1.037% 1.024%
3 Month 1.202% 1.186% 1.172% 1.147%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

05/29/2017 market close
05/29/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.5 bp 21.5 bp 20.8 bp 27.5 bp
5 Year 8.8 bp 8.8 bp 7.5 bp 12.0 bp
7 Year -3.2 bp -3.2 bp -3.7 bp -0.7 bp
10 Year -5.0 bp -5.0 bp -6.2 bp -2.7 bp