Swap Spreads

04/03/2020 market close
04/03/2020 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 49.8 bp 51.3 bp 54.8 bp 23.5 bp
2 Year 24.1 bp 25.7 bp 22.1 bp 13.9 bp
3 Year 14.3 bp 17.0 bp 12.7 bp 12.2 bp
5 Year 10.6 bp 13.8 bp 2.3 bp 12.7 bp
7 Year 4.6 bp 8.0 bp -9.1 bp 4.1 bp
10 Year 4.7 bp 8.8 bp -12.8 bp 3.1 bp