Swap Spreads

08/12/2020 opening numbers
08/12/2020 opening numbers
Type Today Yesterday One Week Ago One Month Ago
1 Year 12.3 bp 12.3 bp 12.3 bp 12.3 bp
2 Year 7.9 bp 7.9 bp 7.9 bp 7.9 bp
3 Year 6.9 bp 6.9 bp 6.9 bp 6.9 bp
5 Year 5.9 bp 5.9 bp 5.9 bp 5.9 bp
7 Year 2.1 bp 2.1 bp 2.1 bp 2.1 bp
10 Year 0.2 bp 0.2 bp 0.2 bp 0.2 bp