U.S. Treasuries

12/14/2018 market close
12/14/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.726% 2.759% 2.724% 2.924%
5 Year 2.734% 2.756% 2.701% 2.957%
7 Year 2.811% 2.830% 2.771% 3.040%
10 Year 2.895% 2.911% 2.858% 3.123%

Interest Rate Swaps

12/14/2018 market close
12/14/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.853% 2.882% 2.842% 3.091%
5 Year 2.839% 2.861% 2.818% 3.099%
7 Year 2.864% 2.888% 2.843% 3.128%
10 Year 2.927% 2.946% 2.906% 3.186%

Libor Index and Prime Rate

11/30/2018 market close
11/30/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 2.347% 2.347% 2.310% 2.290%
2 Month 2.510% 2.510% 2.445% 2.344%
3 Month 2.736% 2.736% 2.629% 2.449%

Swap Spreads

12/14/2018 market close
12/14/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 12.7 bp 12.3 bp 11.8 bp 16.7 bp
5 Year 10.5 bp 10.5 bp 11.7 bp 14.2 bp
7 Year 5.3 bp 5.8 bp 7.2 bp 8.8 bp
10 Year 3.2 bp 3.5 bp 4.8 bp 6.3 bp