U.S. Treasuries

11/17/2017 market close
11/17/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.823% 1.826% 1.758% 1.708%
5 Year 2.055% 2.065% 2.010% 1.993%
7 Year 2.230% 2.245% 2.209% 2.196%
10 Year 2.345% 2.368% 2.338% 2.345%

Interest Rate Swaps

11/17/2017 market close
11/17/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.993% 1.994% 1.938% 1.933%
5 Year 2.113% 2.125% 2.077% 2.078%
7 Year 2.231% 2.232% 2.194% 2.189%
10 Year 2.340% 2.361% 2.319% 2.320%

Libor Index and Prime Rate

11/16/2017 market close
11/16/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.283% 1.246% 1.239% 1.236%
2 Month 1.379% 1.354% 1.283% 1.269%
3 Month 1.436% 1.413% 1.363% 1.325%

Swap Spreads

11/17/2017 market close
11/17/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 17.0 bp 16.8 bp 21.2 bp 22.5 bp
5 Year 5.8 bp 6.0 bp 11.2 bp 8.5 bp
7 Year 0.1 bp -1.3 bp 4.1 bp -0.7 bp
10 Year -0.5 bp -0.7 bp 4.5 bp -2.5 bp