U.S. Treasuries

03/24/2017 market close
03/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.533% 1.533% 1.606% 1.440%
5 Year 1.952% 1.952% 2.020% 1.867%
7 Year 2.237% 2.237% 2.308% 2.188%
10 Year 2.418% 2.418% 2.500% 2.379%

Interest Rate Swaps

03/24/2017 market close
03/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.824% 1.824% 1.859% 1.727%
5 Year 2.072% 2.072% 2.125% 1.985%
7 Year 2.237% 2.237% 2.298% 2.181%
10 Year 2.400% 2.400% 2.470% 2.355%

Libor Index and Prime Rate

03/24/2017 market close
03/24/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.983% 0.976% 0.778% 0.773%
2 Month 1.023% 1.022% 0.852% 0.845%
3 Month 1.151% 1.152% 1.052% 1.032%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

03/24/2017 market close
03/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 29.1 bp 29.1 bp 25.3 bp 28.7 bp
5 Year 12.0 bp 12.0 bp 10.5 bp 11.8 bp
7 Year 0.0 bp 0.0 bp -1.0 bp -0.7 bp
10 Year -1.8 bp -1.8 bp -3.0 bp -2.4 bp