U.S. Treasuries

09/25/2017 market close
09/25/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.559% 1.580% 1.525% 1.468%
5 Year 1.838% 1.865% 1.806% 1.760%
7 Year 2.058% 2.093% 2.032% 1.991%
10 Year 2.218% 2.253% 2.202% 2.169%

Interest Rate Swaps

09/25/2017 market close
09/25/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.791% 1.807% 1.738% 1.661%
5 Year 1.923% 1.953% 1.892% 1.810%
7 Year 2.043% 2.078% 2.017% 1.949%
10 Year 2.187% 2.220% 2.172% 2.111%

Libor Index and Prime Rate

09/22/2017 market close
09/22/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.238% 1.237% 1.236% 1.233%
2 Month 1.272% 1.273% 1.271% 1.258%
3 Month 1.329% 1.324% 1.318% 1.314%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

09/25/2017 market close
09/25/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 23.2 bp 22.7 bp 21.3 bp 19.3 bp
5 Year 8.5 bp 8.8 bp 8.6 bp 5.0 bp
7 Year -1.5 bp -1.5 bp -1.5 bp -4.2 bp
10 Year -3.1 bp -3.3 bp -3.0 bp -5.8 bp