September 30, 2016
U.S. Treasuries
09/29/2016 market close
09/29/2016 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 0.840% | 0.862% | 0.907% | 0.908% |
| 5 Year | 1.115% | 1.135% | 1.167% | 1.180% |
| 7 Year | 1.389% | 1.399% | 1.445% | 1.436% |
| 10 Year | 1.558% | 1.572% | 1.618% | 1.570% |
Interest Rate Swaps
09/29/2016 market close
09/29/2016 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 1.000% | 1.022% | 1.067% | 1.068% |
| 5 Year | 1.115% | 1.135% | 1.167% | 1.180% |
| 7 Year | 1.229% | 1.239% | 1.285% | 1.276% |
| 10 Year | 1.388% | 1.402% | 1.448% | 1.400% |
Libor Index and Prime Rate
09/28/2016 market close
09/28/2016 market close
| Type | Yesterday | One Week Ago | One Month Ago | Two Months Ago |
|---|---|---|---|---|
| 1 Month | 0.524% | 0.525% | 0.523% | 0.496% |
| 2 Month | 0.644% | 0.661% | 0.664% | 0.607% |
| 3 Month | 0.838% | 0.857% | 0.842% | 0.759% |
| Prime | 3.250% | 3.250% | 3.250% | 3.250% |
Swap Spreads
09/29/2016 market close
09/29/2016 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 16.0 bp | 16.0 bp | 16.0 bp | 16.0 bp |
| 5 Year | 0.0 bp | 0.0 bp | 0.0 bp | 0.0 bp |
| 7 Year | -16.0 bp | -16.0 bp | -16.0 bp | -16.0 bp |
| 10 Year | -17.0 bp | -17.0 bp | -17.0 bp | -17.0 bp |