Swap Spreads

07/07/2020 market close
07/07/2020 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 12.3 bp 12.3 bp 11.3 bp 13.7 bp
2 Year 7.9 bp 7.9 bp 8.1 bp 8.5 bp
3 Year 6.9 bp 6.9 bp 6.4 bp 6.4 bp
5 Year 5.9 bp 5.9 bp 5.6 bp 5.7 bp
7 Year 2.1 bp 2.1 bp -1.2 bp -1.4 bp
10 Year 0.2 bp 0.2 bp -0.9 bp -1.0 bp