U.S. Treasuries

03/27/2017 market close
03/27/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.511% 1.533% 1.606% 1.394%
5 Year 1.917% 1.952% 2.020% 1.806%
7 Year 2.198% 2.237% 2.308% 2.123%
10 Year 2.376% 2.418% 2.500% 2.315%

Interest Rate Swaps

03/27/2017 market close
03/27/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.786% 1.824% 1.859% 1.687%
5 Year 2.027% 2.072% 2.125% 1.934%
7 Year 2.183% 2.237% 2.298% 2.111%
10 Year 2.346% 2.400% 2.470% 2.290%

Libor Index and Prime Rate

03/24/2017 market close
03/24/2017 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.983% 0.976% 0.781% 0.776%
2 Month 1.023% 1.022% 0.852% 0.846%
3 Month 1.151% 1.152% 1.054% 1.037%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

03/27/2017 market close
03/27/2017 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 27.5 bp 29.1 bp 25.3 bp 29.3 bp
5 Year 11.0 bp 12.0 bp 10.5 bp 12.8 bp
7 Year -1.5 bp 0.0 bp -1.0 bp -1.2 bp
10 Year -3.0 bp -1.8 bp -3.0 bp -2.5 bp