Swap Spreads

09/17/2019 market close
09/17/2019 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 5.5 bp 7.7 bp 4.5 bp 3.3 bp
2 Year -1.1 bp -1.4 bp -2.5 bp 3.4 bp
3 Year -4.6 bp -4.6 bp -6.5 bp -0.8 bp
5 Year -6.4 bp -7.7 bp -9.0 bp -4.3 bp
7 Year -12.9 bp -12.6 bp -14.2 bp -10.7 bp
10 Year -13.0 bp -11.1 bp -13.7 bp -11.2 bp