March 23, 2019
U.S. Treasuries
03/22/2019 market close
03/22/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 2.244% | 2.345% | 2.394% | 2.470% |
| 5 Year | 2.240% | 2.341% | 2.397% | 2.471% |
| 7 Year | 2.335% | 2.438% | 2.490% | 2.548% |
| 10 Year | 2.437% | 2.539% | 2.591% | 2.648% |
Interest Rate Swaps
03/22/2019 market close
03/22/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 2.319% | 2.427% | 2.494% | 2.565% |
| 5 Year | 2.285% | 2.396% | 2.464% | 2.546% |
| 7 Year | 2.327% | 2.438% | 2.515% | 2.583% |
| 10 Year | 2.422% | 2.534% | 2.608% | 2.671% |
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
03/22/2019 market close
03/22/2019 market close
| Type | Today | Yesterday | One Week Ago | One Month Ago |
|---|---|---|---|---|
| 3 Year | 7.5 bp | 8.2 bp | 10.0 bp | 9.5 bp |
| 5 Year | 4.5 bp | 5.5 bp | 6.7 bp | 7.5 bp |
| 7 Year | -0.8 bp | 0.0 bp | 2.5 bp | 3.5 bp |
| 10 Year | -1.5 bp | -0.5 bp | 1.7 bp | 2.3 bp |