September 17, 2019
U.S. Treasuries
09/17/2019 market close
09/17/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.686% | 1.766% | 1.535% | 1.438% |
| 5 Year | 1.664% | 1.757% | 1.500% | 1.423% |
| 7 Year | 1.749% | 1.836% | 1.582% | 1.497% |
| 10 Year | 1.810% | 1.901% | 1.647% | 1.562% |
Interest Rate Swaps
09/17/2019 market close
09/17/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.640% | 1.720% | 1.470% | 1.430% |
| 5 Year | 1.600% | 1.680% | 1.410% | 1.380% |
| 7 Year | 1.620% | 1.710% | 1.440% | 1.390% |
| 10 Year | 1.680% | 1.790% | 1.510% | 1.450% |
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
09/17/2019 market close
09/17/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | -4.6 bp | -4.6 bp | -6.5 bp | -0.8 bp |
| 5 Year | -6.4 bp | -7.7 bp | -9.0 bp | -4.3 bp |
| 7 Year | -12.9 bp | -12.6 bp | -14.2 bp | -10.7 bp |
| 10 Year | -13.0 bp | -11.1 bp | -13.7 bp | -11.2 bp |