U.S. Treasuries

06/21/2018 market close
06/21/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.647% 2.652% 2.707% 2.729%
5 Year 2.769% 2.772% 2.837% 2.895%
7 Year 2.857% 2.860% 2.935% 3.013%
10 Year 2.899% 2.897% 2.974% 3.058%

Interest Rate Swaps

06/21/2018 market close
06/21/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.879% 2.877% 2.929% 2.914%
5 Year 2.916% 2.917% 2.979% 2.995%
7 Year 2.932% 2.935% 3.000% 3.038%
10 Year 2.966% 2.965% 3.039% 3.095%

Libor Index and Prime Rate

06/19/2018 market close
06/19/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 2.088% 2.073% 1.961% 1.897%
2 Month 2.154% 2.149% 2.107% 2.058%
3 Month 2.330% 2.341% 2.330% 2.359%

Swap Spreads

06/21/2018 market close
06/21/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 23.2 bp 22.5 bp 22.2 bp 18.5 bp
5 Year 14.7 bp 14.5 bp 14.2 bp 10.0 bp
7 Year 7.5 bp 7.5 bp 6.5 bp 2.5 bp
10 Year 6.7 bp 6.8 bp 6.5 bp 3.7 bp