January 15, 2021
U.S. Treasuries
01/15/2021 opening numbers
01/15/2021 opening numbers
Type | Today | Yesterday | One Week Ago | One Month Ago |
---|---|---|---|---|
3 Year | 0.181% | 0.181% | 0.181% | 0.181% |
5 Year | 0.301% | 0.301% | 0.301% | 0.301% |
7 Year | 0.479% | 0.479% | 0.479% | 0.479% |
10 Year | 0.678% | 0.678% | 0.678% | 0.678% |
Interest Rate Swaps
01/15/2021 opening numbers
01/15/2021 opening numbers
Type | Today | Yesterday | One Week Ago | One Month Ago |
---|---|---|---|---|
3 Year | 0.250% | 0.250% | 0.250% | 0.250% |
5 Year | 0.360% | 0.360% | 0.360% | 0.360% |
7 Year | 0.500% | 0.500% | 0.500% | 0.500% |
10 Year | 0.640% | 0.640% | 0.640% | 0.640% |
Libor Index and Prime Rate
01/15/2021 opening numbers
01/15/2021 opening numbers
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
01/15/2021 opening numbers
01/15/2021 opening numbers
Type | Today | Yesterday | One Week Ago | One Month Ago |
---|---|---|---|---|
3 Year | 6.9 bp | 6.9 bp | 6.9 bp | 6.9 bp |
5 Year | 5.9 bp | 5.9 bp | 5.9 bp | 5.9 bp |
7 Year | 2.1 bp | 2.1 bp | 2.1 bp | 2.1 bp |
10 Year | 0.2 bp | 0.2 bp | 0.2 bp | 0.2 bp |