U.S. Treasuries

10/20/2014 market close
10/20/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.769% 0.782% 0.878% 1.085%
5 Year 1.407% 1.415% 1.532% 1.813%
7 Year 1.854% 1.860% 1.968% 2.274%
10 Year 2.191% 2.197% 2.281% 2.576%

Interest Rate Swaps

10/20/2014 market close
10/20/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.001% 1.017% 1.118% 1.293%
5 Year 1.594% 1.610% 1.709% 1.983%
7 Year 1.971% 1.990% 2.071% 2.364%
10 Year 2.334% 2.352% 2.416% 2.708%

Libor Index and Prime Rate

10/17/2014 market close
10/17/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.157% 0.153% 0.154% 0.155%
2 Month 0.197% 0.195% 0.200% 0.194%
3 Month 0.231% 0.230% 0.233% 0.235%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

10/20/2014 market close
10/20/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 23.2 bp 23.5 bp 24.0 bp 20.8 bp
5 Year 18.7 bp 19.5 bp 17.7 bp 17.0 bp
7 Year 11.7 bp 13.0 bp 10.3 bp 9.0 bp
10 Year 14.3 bp 15.5 bp 13.5 bp 13.2 bp