U.S. Treasuries

01/21/2020 market close
01/21/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.540% 1.575% 1.575% 1.663%
5 Year 1.586% 1.623% 1.617% 1.734%
7 Year 1.697% 1.736% 1.731% 1.849%
10 Year 1.823% 1.825% 1.809% 1.919%

Interest Rate Swaps

01/21/2020 market close
01/21/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.590% 1.620% 1.610% 1.690%
5 Year 1.600% 1.640% 1.630% 1.730%
7 Year 1.690% 1.700% 1.690% 1.780%
10 Year 1.740% 1.790% 1.780% 1.870%

Libor Index and Prime Rate

12/31/1969 market close
12/31/1969 market close
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

01/21/2020 market close
01/21/2020 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 5.0 bp 4.5 bp 3.5 bp 2.7 bp
5 Year 1.4 bp 1.7 bp 1.3 bp -0.4 bp
7 Year -0.7 bp -4.6 bp -4.1 bp -6.9 bp
10 Year -8.3 bp -4.5 bp -2.9 bp -4.9 bp