Swap Spreads

07/19/2019 market close
07/19/2019 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 15.3 bp 11.8 bp 7.8 bp -0.5 bp
2 Year 9.4 bp 5.7 bp 2.1 bp 2.8 bp
3 Year 6.9 bp 3.8 bp -1.8 bp 2.3 bp
5 Year 4.4 bp 0.9 bp -3.9 bp -1.0 bp
7 Year -0.5 bp -3.0 bp -8.0 bp -4.8 bp
10 Year -2.6 bp -4.3 bp -9.3 bp -5.7 bp