Swap Spreads

05/24/2019 market close
05/24/2019 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 4.0 bp 4.0 bp 1.5 bp 7.5 bp
2 Year 3.2 bp 3.2 bp 6.3 bp 10.8 bp
3 Year 1.7 bp 1.7 bp 4.5 bp 7.0 bp
5 Year -0.3 bp -0.3 bp 1.0 bp 3.5 bp
7 Year -4.8 bp -4.8 bp -3.0 bp -0.2 bp
10 Year -5.3 bp -5.3 bp -4.5 bp -1.3 bp