U.S. Treasuries

08/29/2014 market close
08/29/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.929% 0.937% 0.966% 1.017%
5 Year 1.625% 1.632% 1.660% 1.769%
7 Year 2.046% 2.033% 2.088% 2.232%
10 Year 2.343% 2.336% 2.402% 2.557%

Interest Rate Swaps

08/29/2014 market close
08/29/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.154% 1.144% 1.156% 1.198%
5 Year 1.773% 1.774% 1.810% 1.887%
7 Year 2.148% 2.148% 2.191% 2.309%
10 Year 2.498% 2.489% 2.550% 2.687%

Libor Index and Prime Rate

08/28/2014 market close
08/28/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.155% 0.155% 0.156% 0.155%
2 Month 0.197% 0.195% 0.198% 0.193%
3 Month 0.234% 0.238% 0.240% 0.231%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

08/29/2014 market close
08/29/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 22.5 bp 20.7 bp 19.0 bp 18.1 bp
5 Year 14.8 bp 14.2 bp 15.0 bp 11.8 bp
7 Year 10.2 bp 11.5 bp 10.3 bp 7.7 bp
10 Year 15.5 bp 15.3 bp 14.8 bp 13.0 bp