U.S. Treasuries

UPDATED: 3:10:30 pm
UPDATED: 3:10:30 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.974% 0.947% 0.920% 0.931%
5 Year 1.673% 1.648% 1.617% 1.667%
7 Year 2.129% 2.116% 2.085% 2.174%
10 Year 2.466% 2.467% 2.449% 2.578%

Interest Rate Swaps

UPDATED: 3:10:30 pm
UPDATED: 3:10:30 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.137% 1.105% 1.070% 1.054%
5 Year 1.796% 1.771% 1.734% 1.757%
7 Year 2.206% 2.194% 2.160% 2.237%
10 Year 2.588% 2.589% 2.571% 2.676%

Libor Index and Prime Rate

07/25/2014 opening numbers
07/25/2014 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.155% 0.156% 0.152% 0.151%
2 Month 0.198% 0.196% 0.197% 0.192%
3 Month 0.234% 0.234% 0.234% 0.229%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 3:10:30 pm
UPDATED: 3:10:30 pm
Type Today Yesterday One Week Ago One Month Ago
3 Year 16.3 bp 15.8 bp 15.0 bp 12.3 bp
5 Year 12.3 bp 12.3 bp 11.7 bp 9.0 bp
7 Year 7.7 bp 7.8 bp 7.5 bp 6.3 bp
10 Year 12.2 bp 12.2 bp 12.2 bp 9.8 bp