U.S. Treasuries

07/09/2020 opening numbers
07/09/2020 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.181% 0.181% 0.189% 0.288%
5 Year 0.301% 0.301% 0.288% 0.450%
7 Year 0.479% 0.479% 0.510% 0.691%
10 Year 0.678% 0.678% 0.658% 0.879%

Interest Rate Swaps

07/09/2020 opening numbers
07/09/2020 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.250% 0.250% 0.240% 0.350%
5 Year 0.360% 0.360% 0.350% 0.490%
7 Year 0.500% 0.500% 0.470% 0.660%
10 Year 0.640% 0.640% 0.640% 0.860%

Libor Index and Prime Rate

07/09/2020 opening numbers
07/09/2020 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.000% 0.000% 0.000% 0.000%
2 Month 0.000% 0.000% 0.000% 0.000%
3 Month 0.000% 0.000% 0.000% 0.000%

Swap Spreads

07/09/2020 opening numbers
07/09/2020 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 6.9 bp 6.9 bp 5.1 bp 6.2 bp
5 Year 5.9 bp 5.9 bp 6.2 bp 4.0 bp
7 Year 2.1 bp 2.1 bp -4.0 bp -3.1 bp
10 Year 0.2 bp 0.2 bp -1.8 bp -1.9 bp