U.S. Treasuries

04/20/2018 market close
04/20/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.619% 2.619% 2.500% 2.427%
5 Year 2.802% 2.802% 2.671% 2.621%
7 Year 2.918% 2.918% 2.777% 2.750%
10 Year 2.960% 2.960% 2.825% 2.823%

Interest Rate Swaps

04/20/2018 market close
04/20/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.842% 2.842% 2.750% 2.702%
5 Year 2.919% 2.919% 2.806% 2.773%
7 Year 2.955% 2.955% 2.830% 2.815%
10 Year 2.995% 2.995% 2.863% 2.865%

Libor Index and Prime Rate

04/20/2018 market close
04/20/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.897% 1.895% 1.871% 1.596%
2 Month 2.058% 2.038% 1.991% 1.742%
3 Month 2.359% 2.353% 2.286% 1.904%

Swap Spreads

04/20/2018 market close
04/20/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 22.3 bp 22.3 bp 25.0 bp 27.5 bp
5 Year 11.7 bp 11.7 bp 13.5 bp 15.2 bp
7 Year 3.7 bp 3.7 bp 5.3 bp 6.5 bp
10 Year 3.5 bp 3.5 bp 3.8 bp 4.2 bp