U.S. Treasuries

UPDATED: 10:34:44 am
UPDATED: 10:34:44 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.875% 0.851% 0.706% 0.971%
5 Year 1.330% 1.308% 1.290% 1.511%
7 Year 1.622% 1.599% 1.479% 1.845%
10 Year 1.800% 1.789% 1.830% 2.082%

Interest Rate Swaps

UPDATED: 10:34:44 am
UPDATED: 10:34:44 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.066% 1.079% 0.921% 1.163%
5 Year 1.463% 1.388% 1.310% 1.654%
7 Year 1.727% 1.677% 1.577% 1.935%
10 Year 1.940% 1.825% 1.836% 2.209%

Libor Index and Prime Rate

01/26/2015 opening numbers
01/26/2015 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.168% 0.168% 0.161% 0.156%
2 Month 0.211% 0.214% 0.209% 0.204%
3 Month 0.256% 0.257% 0.243% 0.236%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 10:34:44 am
UPDATED: 10:34:44 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 19.1 bp 22.8 bp 21.5 bp 19.2 bp
5 Year 13.3 bp 8.0 bp 2.0 bp 14.3 bp
7 Year 10.5 bp 7.8 bp 9.8 bp 9.0 bp
10 Year 14.0 bp 3.6 bp 0.6 bp 12.7 bp