U.S. Treasuries

01/22/2018 market close
01/22/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.204% 2.201% 2.116% 2.011%
5 Year 2.453% 2.453% 2.347% 2.251%
7 Year 2.587% 2.589% 2.479% 2.396%
10 Year 2.656% 2.661% 2.550% 2.485%

Interest Rate Swaps

01/22/2018 market close
01/22/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.399% 2.393% 2.299% 2.199%
5 Year 2.528% 2.531% 2.392% 2.296%
7 Year 2.613% 2.619% 2.459% 2.371%
10 Year 2.704% 2.711% 2.540% 2.463%

Libor Index and Prime Rate

01/19/2018 market close
01/19/2018 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.561% 1.556% 1.564% 1.329%
2 Month 1.635% 1.633% 1.617% 1.408%
3 Month 1.744% 1.731% 1.686% 1.462%

Swap Spreads

01/22/2018 market close
01/22/2018 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 19.5 bp 19.2 bp 19.0 bp 18.8 bp
5 Year 7.5 bp 7.8 bp 5.0 bp 4.5 bp
7 Year 2.6 bp 3.0 bp -1.8 bp -2.5 bp
10 Year 4.8 bp 5.0 bp -0.7 bp -2.2 bp