July 19, 2019
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 |