U.S. Treasuries

10/18/2019 market close
10/18/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.555% 1.555% 1.568% 1.621%
5 Year 1.566% 1.566% 1.556% 1.600%
7 Year 1.656% 1.656% 1.646% 1.670%
10 Year 1.754% 1.754% 1.734% 1.721%

Interest Rate Swaps

10/18/2019 market close
10/18/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.560% 1.560% 1.590% 1.640%
5 Year 1.550% 1.550% 1.560% 1.600%
7 Year 1.580% 1.580% 1.590% 1.610%
10 Year 1.670% 1.670% 1.660% 1.660%

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% 2.347% 2.347%
2 Month 2.510% 2.510% 2.510% 2.510%
3 Month 2.736% 2.736% 2.736% 2.736%

Swap Spreads

10/18/2019 market close
10/18/2019 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.5 bp 0.5 bp 2.2 bp 1.9 bp
5 Year -1.6 bp -1.6 bp 0.4 bp 0.0 bp
7 Year -7.6 bp -7.6 bp -5.6 bp -6.0 bp
10 Year -8.4 bp -8.4 bp -7.4 bp -6.1 bp