U.S. Treasuries

07/31/2014 market close
07/31/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.991% 1.017% 0.982% 0.880%
5 Year 1.753% 1.769% 1.695% 1.658%
7 Year -0.015% 2.232% 2.159% 2.167%
10 Year 2.559% 2.557% 2.505% 2.566%

Interest Rate Swaps

07/31/2014 market close
07/31/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.191% 1.198% 1.142% 1.013%
5 Year 1.883% 1.887% 1.817% 1.733%
7 Year 2.307% 2.309% 2.234% 2.217%
10 Year 2.699% 2.687% 2.627% 2.666%

Libor Index and Prime Rate

07/30/2014 market close
07/30/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.156% 0.154% 0.155% 0.151%
2 Month 0.198% 0.197% 0.193% 0.191%
3 Month 0.240% 0.235% 0.232% 0.227%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

07/31/2014 market close
07/31/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 20.0 bp 18.1 bp 16.0 bp 13.3 bp
5 Year 13.0 bp 11.8 bp 12.2 bp 7.5 bp
7 Year 232.2 bp 7.7 bp 7.5 bp 5.0 bp
10 Year 14.0 bp 13.0 bp 12.2 bp 10.0 bp