U.S. Treasuries

04/21/2017 market close
04/21/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.400% 1.400% 1.409% 1.528%
5 Year 1.770% 1.770% 1.764% 1.952%
7 Year 2.056% 2.056% 2.043% 2.232%
10 Year 2.246% 2.246% 2.232% 2.418%

Interest Rate Swaps

04/21/2017 market close
04/21/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.680% 1.680% 1.669% 1.808%
5 Year 1.900% 1.900% 1.881% 2.062%
7 Year 2.056% 2.056% 2.035% 2.222%
10 Year 2.216% 2.216% 2.205% 2.393%

Libor Index and Prime Rate

04/21/2017 market close
04/21/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.991% 0.994% 0.982% 0.779%
2 Month 1.040% 1.035% 1.020% 0.853%
3 Month 1.156% 1.158% 1.153% 1.053%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

04/21/2017 market close
04/21/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 28.0 bp 28.0 bp 26.0 bp 28.0 bp
5 Year 13.0 bp 13.0 bp 11.7 bp 11.0 bp
7 Year 0.0 bp 0.0 bp -0.8 bp -1.0 bp
10 Year -3.0 bp -3.0 bp -2.7 bp -2.5 bp