U.S. Treasuries

07/19/2019 market close
07/19/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.731% 1.782% 1.858% 1.796%
5 Year 1.766% 1.811% 1.899% 1.831%
7 Year 1.885% 1.920% 2.010% 1.934%
10 Year 2.026% 2.043% 2.143% 2.058%

Interest Rate Swaps

07/19/2019 market close
07/19/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.800% 1.820% 1.840% 1.819%
5 Year 1.810% 1.820% 1.860% 1.821%
7 Year 1.880% 1.890% 1.930% 1.886%
10 Year 2.000% 2.000% 2.050% 2.001%

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

07/19/2019 market close
07/19/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 6.9 bp 3.8 bp -1.8 bp 2.3 bp
5 Year 4.4 bp 0.9 bp -3.9 bp -1.0 bp
7 Year -0.5 bp -3.0 bp -8.0 bp -4.8 bp
10 Year -2.6 bp -4.3 bp -9.3 bp -5.7 bp