U.S. Treasuries

10/30/2014 market close
10/30/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.888% 0.829% 0.769% 1.032%
5 Year 1.575% 1.515% 1.428% 1.757%
7 Year 1.997% 1.965% 1.878% 2.199%
10 Year 2.306% 2.294% 2.218% 2.478%

Interest Rate Swaps

10/30/2014 market close
10/30/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.101% 1.057% 0.989% 1.290%
5 Year 1.728% 1.688% 1.600% 1.924%
7 Year 2.102% 2.076% 1.985% 2.291%
10 Year 2.449% 2.438% 2.350% 2.623%

Libor Index and Prime Rate

10/28/2014 market close
10/28/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.154% 0.153% 0.152% 0.157%
2 Month 0.197% 0.200% 0.198% 0.196%
3 Month 0.233% 0.233% 0.235% 0.234%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

10/30/2014 market close
10/30/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.3 bp 22.8 bp 22.0 bp 25.8 bp
5 Year 15.3 bp 17.3 bp 17.2 bp 16.7 bp
7 Year 10.5 bp 11.1 bp 10.7 bp 9.2 bp
10 Year 14.3 bp 14.4 bp 13.2 bp 14.5 bp