U.S. Treasuries

07/27/2017 market close
07/27/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.522% 1.511% 1.508% 1.519%
5 Year 1.857% 1.835% 1.816% 1.812%
7 Year 2.122% 2.100% 2.070% 2.039%
10 Year 2.319% 2.293% 2.257% 2.203%

Interest Rate Swaps

07/27/2017 market close
07/27/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.732% 1.719% 1.708% 1.686%
5 Year 1.930% 1.910% 1.896% 1.887%
7 Year 2.101% 2.070% 2.053% 2.016%
10 Year 2.282% 2.253% 2.225% 2.175%

Libor Index and Prime Rate

07/26/2017 market close
07/26/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.233% 1.227% 1.224% 1.045%
2 Month 1.258% 1.258% 1.252% 1.121%
3 Month 1.314% 1.312% 1.295% 1.202%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

07/27/2017 market close
07/27/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.0 bp 20.8 bp 20.0 bp 16.7 bp
5 Year 7.3 bp 7.5 bp 8.0 bp 7.5 bp
7 Year -2.1 bp -3.0 bp -1.7 bp -2.3 bp
10 Year -3.7 bp -4.0 bp -3.2 bp -2.8 bp