U.S. Treasuries

UPDATED: 8:02:21 am
UPDATED: 8:02:21 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.505% 1.519% 1.500% 1.457%
5 Year 1.821% 1.812% 1.775% 1.791%
7 Year 2.055% 2.039% 1.995% 2.065%
10 Year 2.226% 2.203% 2.165% 2.250%

Interest Rate Swaps

UPDATED: 8:02:21 am
UPDATED: 8:02:21 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.690% 1.686% 1.655% 1.672%
5 Year 1.881% 1.887% 1.830% 1.879%
7 Year 2.045% 2.016% 1.970% 2.033%
10 Year 2.199% 2.175% 2.130% 2.200%

Libor Index and Prime Rate

06/29/2017 opening numbers
06/29/2017 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.224% 1.216% 1.045% 0.995%
2 Month 1.252% 1.251% 1.121% 1.037%
3 Month 1.295% 1.289% 1.202% 1.172%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 8:02:21 am
UPDATED: 8:02:21 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 18.5 bp 16.7 bp 15.5 bp 21.5 bp
5 Year 6.0 bp 7.5 bp 5.5 bp 8.8 bp
7 Year -1.0 bp -2.3 bp -2.5 bp -3.2 bp
10 Year -2.7 bp -2.8 bp -3.5 bp -5.0 bp