Swap Spreads

01/23/2020 market close
01/23/2020 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 12.6 bp 15.6 bp 18.8 bp 27.1 bp
2 Year 4.6 bp 7.4 bp 8.7 bp 9.1 bp
3 Year 2.1 bp 4.6 bp 4.5 bp 5.6 bp
5 Year 3.2 bp 2.0 bp 1.6 bp 1.8 bp
7 Year -7.1 bp -4.0 bp -5.0 bp -5.2 bp
10 Year -2.3 bp -4.4 bp -5.5 bp -3.3 bp