U.S. Treasuries

09/19/2014 market close
09/19/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.085% 1.085% 1.074% 0.939%
5 Year 1.813% 1.813% 1.812% 1.632%
7 Year 2.274% 2.274% 2.278% 2.074%
10 Year 2.576% 2.576% 2.607% 2.406%

Interest Rate Swaps

09/19/2014 market close
09/19/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.293% 1.293% 1.272% 1.134%
5 Year 1.983% 1.983% 1.964% 1.789%
7 Year 2.364% 2.364% 2.376% 2.184%
10 Year 2.708% 2.708% 2.740% 2.556%

Libor Index and Prime Rate

09/19/2014 market close
09/19/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.154% 0.154% 0.155% 0.155%
2 Month 0.200% 0.195% 0.194% 0.197%
3 Month 0.233% 0.235% 0.235% 0.233%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

09/19/2014 market close
09/19/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 20.8 bp 20.8 bp 19.8 bp 19.5 bp
5 Year 17.0 bp 17.0 bp 15.2 bp 15.7 bp
7 Year 9.0 bp 9.0 bp 9.8 bp 11.0 bp
10 Year 13.2 bp 13.2 bp 13.3 bp 15.0 bp