October 14, 2019
U.S. Treasuries
10/14/2019 opening numbers
10/14/2019 opening numbers
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.568% | 1.568% | 1.361% | 1.766% |
| 5 Year | 1.556% | 1.556% | 1.349% | 1.757% |
| 7 Year | 1.646% | 1.646% | 1.446% | 1.836% |
| 10 Year | 1.734% | 1.734% | 1.529% | 1.901% |
Interest Rate Swaps
UPDATED: 2:00:07 pm
UPDATED: 2:00:07 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.590% | 1.590% | 1.370% | 1.720% |
| 5 Year | 1.560% | 1.560% | 1.330% | 1.680% |
| 7 Year | 1.590% | 1.590% | 1.360% | 1.710% |
| 10 Year | 1.660% | 1.660% | 1.430% | 1.790% |
Libor Index and Prime Rate
10/14/2019 opening numbers
10/14/2019 opening numbers
| 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
UPDATED: 2:00:07 pm
UPDATED: 2:00:07 pm
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.2 bp | 2.2 bp | 0.9 bp | -4.6 bp |
| 5 Year | -0.6 bp | 0.4 bp | -1.9 bp | -7.7 bp |
| 7 Year | -6.6 bp | -5.6 bp | -8.6 bp | -12.6 bp |
| 10 Year | -7.4 bp | -7.4 bp | -9.9 bp | -11.1 bp |