Swap Spreads

11/21/2019 market close
11/21/2019 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 16.0 bp 16.6 bp 17.7 bp 16.1 bp
2 Year -1.3 bp -0.2 bp 2.9 bp 3.9 bp
3 Year -4.0 bp -2.8 bp -1.6 bp 1.7 bp
5 Year -6.2 bp -4.9 bp -4.0 bp 0.9 bp
7 Year -11.2 bp -10.6 bp -10.5 bp -3.5 bp
10 Year -10.1 bp -8.6 bp -10.4 bp -4.8 bp