U.S. Treasuries

12/12/2014 market close
12/12/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.971% 0.971% 0.971% 0.973%
5 Year 1.511% 1.511% 1.511% 1.644%
7 Year 1.845% 1.845% 1.845% 2.062%
10 Year 2.082% 2.082% 2.082% 2.360%

Interest Rate Swaps

12/12/2014 market close
12/12/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.163% 1.163% 1.163% 1.156%
5 Year 1.654% 1.654% 1.654% 1.771%
7 Year 1.935% 1.935% 1.935% 2.144%
10 Year 2.209% 2.209% 2.209% 2.480%

Libor Index and Prime Rate

12/12/2014 market close
12/12/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.161% 0.161% 0.155% 0.156%
2 Month 0.209% 0.209% 0.204% 0.198%
3 Month 0.243% 0.243% 0.231% 0.232%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

12/12/2014 market close
12/12/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 19.2 bp 19.2 bp 19.2 bp 18.3 bp
5 Year 14.3 bp 14.3 bp 14.3 bp 12.7 bp
7 Year 9.0 bp 9.0 bp 9.0 bp 8.2 bp
10 Year 12.7 bp 12.7 bp 12.7 bp 12.0 bp