Swap Spreads

02/28/2020 market close
02/28/2020 market close
Type Today Yesterday One Week Ago One Month Ago
1 Year 14.6 bp 16.4 bp 7.2 bp 14.1 bp
2 Year 7.9 bp 8.5 bp 0.6 bp 8.3 bp
3 Year 6.4 bp 6.2 bp -0.9 bp 5.8 bp
5 Year 5.8 bp 6.2 bp -2.2 bp 4.1 bp
7 Year -2.8 bp -0.7 bp -7.5 bp -1.5 bp
10 Year -3.3 bp -1.2 bp -7.3 bp -1.7 bp