U.S. Treasuries

11/21/2014 market close
11/21/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.942% 0.957% 0.955% 0.769%
5 Year 1.607% 1.629% 1.605% 1.428%
7 Year 2.022% 2.045% 2.018% 1.878%
10 Year 2.310% 2.339% 2.321% 2.218%

Interest Rate Swaps

11/21/2014 market close
11/21/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.137% 1.148% 1.147% 0.989%
5 Year 1.737% 1.759% 1.740% 1.600%
7 Year 2.104% 2.130% 2.108% 1.985%
10 Year 2.430% 2.462% 2.446% 2.350%

Libor Index and Prime Rate

11/20/2014 market close
11/20/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.155% 0.153% 0.153% 0.155%
2 Month 0.206% 0.203% 0.200% 0.200%
3 Month 0.233% 0.232% 0.233% 0.236%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

11/21/2014 market close
11/21/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 19.5 bp 19.1 bp 19.2 bp 22.0 bp
5 Year 13.0 bp 13.0 bp 13.5 bp 17.2 bp
7 Year 8.2 bp 8.5 bp 9.0 bp 10.7 bp
10 Year 12.0 bp 12.3 bp 12.5 bp 13.2 bp