May 27, 2019
U.S. Treasuries
05/24/2019 market close
05/24/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 2.108% | 2.108% | 2.147% | 2.253% |
| 5 Year | 2.122% | 2.122% | 2.176% | 2.290% |
| 7 Year | 2.218% | 2.218% | 2.276% | 2.390% |
| 10 Year | 2.324% | 2.324% | 2.393% | 2.500% |
Interest Rate Swaps
05/24/2019 market close
05/24/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 2.125% | 2.125% | 2.192% | 2.323% |
| 5 Year | 2.119% | 2.119% | 2.186% | 2.325% |
| 7 Year | 2.170% | 2.170% | 2.246% | 2.388% |
| 10 Year | 2.271% | 2.271% | 2.348% | 2.487% |
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
05/24/2019 market close
05/24/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.7 bp | 1.7 bp | 4.5 bp | 7.0 bp |
| 5 Year | -0.3 bp | -0.3 bp | 1.0 bp | 3.5 bp |
| 7 Year | -4.8 bp | -4.8 bp | -3.0 bp | -0.2 bp |
| 10 Year | -5.3 bp | -5.3 bp | -4.5 bp | -1.3 bp |