Swap Spreads

05/27/2020 market close
05/27/2020 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 13.5 bp 15.8 bp 16.3 bp 31.7 bp
2 Year 9.6 bp 11.0 bp 11.3 bp 16.8 bp
3 Year 6.4 bp 8.3 bp 7.8 bp 10.9 bp
5 Year 2.7 bp 5.7 bp 6.5 bp 7.5 bp
7 Year -2.2 bp 0.3 bp 0.5 bp 1.9 bp
10 Year -2.5 bp 1.3 bp 0.9 bp 3.4 bp