U.S. Treasuries

08/18/2017 market close
08/18/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.462% 1.462% 1.449% 1.508%
5 Year 1.764% 1.764% 1.745% 1.816%
7 Year 2.011% 2.011% 2.004% 2.070%
10 Year 2.197% 2.197% 2.191% 2.257%

Interest Rate Swaps

08/18/2017 market close
08/18/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.670% 1.670% 1.656% 1.708%
5 Year 1.834% 1.834% 1.827% 1.896%
7 Year 1.976% 1.976% 1.979% 2.053%
10 Year 2.147% 2.147% 2.151% 2.225%

Libor Index and Prime Rate

08/18/2017 market close
08/18/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 1.235% 1.227% 1.227% 1.216%
2 Month 1.264% 1.261% 1.258% 1.249%
3 Month 1.315% 1.315% 1.312% 1.287%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

08/18/2017 market close
08/18/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 20.8 bp 20.8 bp 20.7 bp 20.0 bp
5 Year 7.0 bp 7.0 bp 8.2 bp 8.0 bp
7 Year -3.5 bp -3.5 bp -2.5 bp -1.7 bp
10 Year -5.0 bp -5.0 bp -4.0 bp -3.2 bp