U.S. Treasuries

08/19/2014 market close
08/19/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.891% 0.886% 0.891% 0.968%
5 Year 1.577% 1.574% 1.618% 1.668%
7 Year 2.043% 2.040% 2.098% 2.132%
10 Year 2.402% 2.394% 2.450% 2.483%

Interest Rate Swaps

08/19/2014 market close
08/19/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.083% 1.078% 1.122% 1.113%
5 Year 1.742% 1.739% 1.773% 1.783%
7 Year 2.160% 2.153% 2.201% 2.202%
10 Year 2.557% 2.544% 2.605% 2.598%

Libor Index and Prime Rate

08/18/2014 market close
08/18/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.155% 0.156% 0.154% 0.154%
2 Month 0.194% 0.196% 0.197% 0.197%
3 Month 0.232% 0.233% 0.232% 0.231%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

08/19/2014 market close
08/19/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 19.2 bp 19.2 bp 23.1 bp 14.5 bp
5 Year 16.5 bp 16.5 bp 15.5 bp 11.5 bp
7 Year 11.7 bp 11.3 bp 10.3 bp 7.0 bp
10 Year 15.5 bp 15.0 bp 15.5 bp 11.5 bp