U.S. Treasuries

11/24/2017 market close
11/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.842% 1.831% 1.826% 1.728%
5 Year 2.055% 2.043% 2.065% 2.044%
7 Year 2.218% 2.211% 2.245% 2.262%
10 Year 2.326% 2.321% 2.368% 2.421%

Interest Rate Swaps

11/24/2017 market close
11/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 2.014% 2.003% 1.994% 1.951%
5 Year 2.128% 2.116% 2.125% 2.119%
7 Year 2.211% 2.204% 2.232% 2.252%
10 Year 2.326% 2.321% 2.361% 2.401%

Libor Index and Prime Rate

11/22/2017 market close
11/22/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.328% 1.283% 1.240% 1.238%
2 Month 1.406% 1.379% 1.304% 1.272%
3 Month 1.462% 1.436% 1.371% 1.329%

Swap Spreads

11/24/2017 market close
11/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 17.2 bp 17.2 bp 16.8 bp 22.3 bp
5 Year 7.3 bp 7.3 bp 6.0 bp 7.5 bp
7 Year -0.7 bp -0.7 bp -1.3 bp -1.0 bp
10 Year 0.0 bp 0.0 bp -0.7 bp -2.0 bp