U.S. Treasuries

07/07/2020 market close
07/07/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.181% 0.181% 0.181% 0.226%
5 Year 0.301% 0.301% 0.301% 0.333%
7 Year 0.479% 0.479% 0.479% 0.544%
10 Year 0.678% 0.678% 0.678% 0.710%

Interest Rate Swaps

07/07/2020 market close
07/07/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.250% 0.250% 0.250% 0.290%
5 Year 0.360% 0.360% 0.360% 0.390%
7 Year 0.500% 0.500% 0.500% 0.530%
10 Year 0.640% 0.640% 0.640% 0.700%

Libor Index and Prime Rate

12/31/1969 market close
12/31/1969 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.000% 0.000% 0.000% 0.000%
2 Month 0.000% 0.000% 0.000% 0.000%
3 Month 0.000% 0.000% 0.000% 0.000%

Swap Spreads

07/07/2020 market close
07/07/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 6.9 bp 6.9 bp 6.9 bp 6.4 bp
5 Year 5.9 bp 5.9 bp 5.9 bp 5.7 bp
7 Year 2.1 bp 2.1 bp 2.1 bp -1.4 bp
10 Year 0.2 bp 0.2 bp 0.2 bp -1.0 bp