Swap Spreads

03/22/2019 market close
03/22/2019 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 8.3 bp 10.5 bp 9.9 bp 8.9 bp
2 Year 9.0 bp 9.6 bp 11.7 bp 11.5 bp
3 Year 7.5 bp 8.2 bp 10.0 bp 9.5 bp
5 Year 4.5 bp 5.5 bp 6.7 bp 7.5 bp
7 Year -0.8 bp 0.0 bp 2.5 bp 3.5 bp
10 Year -1.5 bp -0.5 bp 1.7 bp 2.3 bp