U.S. Treasuries

05/24/2017 market close
05/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.446% 1.486% 1.417% 1.433%
5 Year 1.783% 1.827% 1.751% 1.802%
7 Year 2.051% 2.092% 2.024% 2.081%
10 Year 2.252% 2.282% 2.223% 2.273%

Interest Rate Swaps

05/24/2017 market close
05/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.649% 1.688% 1.602% 1.708%
5 Year 1.854% 1.897% 1.806% 1.929%
7 Year 2.016% 2.054% 1.967% 2.086%
10 Year 2.195% 2.222% 2.143% 2.248%

Libor Index and Prime Rate

05/23/2017 market close
05/23/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.024% 1.004% 0.991% 0.983%
2 Month 1.101% 1.078% 1.046% 1.023%
3 Month 1.189% 1.178% 1.166% 1.151%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

05/24/2017 market close
05/24/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 20.3 bp 20.2 bp 18.5 bp 27.5 bp
5 Year 7.1 bp 7.0 bp 5.5 bp 12.7 bp
7 Year -3.5 bp -3.8 bp -5.7 bp 0.5 bp
10 Year -5.7 bp -6.0 bp -8.0 bp -2.5 bp