U.S. Treasuries

09/02/2014 market close
09/02/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.969% 0.929% 0.963% 0.915%
5 Year 1.686% 1.625% 1.660% 1.663%
7 Year 2.112% 2.042% 2.076% 2.147%
10 Year 2.422% 2.344% 2.397% 2.491%

Interest Rate Swaps

09/02/2014 market close
09/02/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.179% 1.154% 1.156% 1.125%
5 Year 1.813% 1.773% 1.800% 1.805%
7 Year 2.195% 2.145% 2.178% 2.225%
10 Year 2.552% 2.499% 2.537% 2.631%

Libor Index and Prime Rate

09/01/2014 market close
09/01/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.157% 0.156% 0.156% 0.153%
2 Month 0.197% 0.197% 0.198% 0.192%
3 Month 0.234% 0.238% 0.238% 0.233%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

09/02/2014 market close
09/02/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.0 bp 22.5 bp 19.3 bp 21.0 bp
5 Year 12.7 bp 14.8 bp 14.0 bp 14.2 bp
7 Year 8.3 bp 10.3 bp 10.2 bp 7.8 bp
10 Year 13.0 bp 15.5 bp 14.0 bp 14.0 bp