U.S. Treasuries

UPDATED: 12:31:27 pm
UPDATED: 12:31:27 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.405% 1.388% 1.400% 0.940%
5 Year 1.842% 1.831% 1.837% 1.235%
7 Year 2.195% 2.186% 2.178% 1.544%
10 Year 2.398% 2.392% 2.359% 1.778%

Interest Rate Swaps

UPDATED: 12:31:27 pm
UPDATED: 12:31:27 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.568% 1.548% 1.560% 1.100%
5 Year 1.847% 1.831% 1.837% 1.235%
7 Year 2.040% 2.026% 2.018% 1.384%
10 Year 2.231% 2.222% 2.189% 1.608%

Libor Index and Prime Rate

12/05/2016 opening numbers
12/05/2016 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.647% 0.606% 0.535% 0.526%
2 Month 0.749% 0.732% 0.668% 0.651%
3 Month 0.946% 0.937% 0.883% 0.868%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 12:31:27 pm
UPDATED: 12:31:27 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 16.0 bp 16.0 bp 16.0 bp 16.0 bp
5 Year 0.0 bp 0.0 bp 0.0 bp 0.0 bp
7 Year -16.0 bp -16.0 bp -16.0 bp -16.0 bp
10 Year -17.0 bp -17.0 bp -17.0 bp -17.0 bp