U.S. Treasuries

10/31/2014 market close
10/31/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.913% 0.904% 0.819% 1.032%
5 Year 1.610% 1.591% 1.493% 1.757%
7 Year 2.033% 2.009% 1.940% 2.204%
10 Year 2.330% 2.315% 2.272% 2.491%

Interest Rate Swaps

10/31/2014 market close
10/31/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.130% 1.122% 1.044% 1.290%
5 Year 1.752% 1.751% 1.670% 1.929%
7 Year 2.129% 2.117% 2.055% 2.299%
10 Year 2.471% 2.455% 2.415% 2.638%

Libor Index and Prime Rate

10/29/2014 market close
10/29/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.154% 0.152% 0.157% 0.157%
2 Month 0.198% 0.201% 0.199% 0.196%
3 Month 0.233% 0.234% 0.235% 0.234%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

10/31/2014 market close
10/31/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.7 bp 21.8 bp 22.5 bp 25.8 bp
5 Year 14.2 bp 16.0 bp 17.7 bp 17.2 bp
7 Year 9.6 bp 10.8 bp 11.5 bp 9.5 bp
10 Year 14.1 bp 14.0 bp 14.3 bp 14.7 bp