U.S. Treasuries

UPDATED: 11:55:19 am
UPDATED: 11:55:19 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.987% 0.958% 0.981% 0.947%
5 Year 1.696% 1.653% 1.691% 1.702%
7 Year 2.165% 2.113% 2.163% 2.221%
10 Year 2.511% 2.461% 2.526% 2.627%

Interest Rate Swaps

UPDATED: 11:55:19 am
UPDATED: 11:55:19 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.147% 1.110% 1.109% 1.067%
5 Year 1.819% 1.774% 1.791% 1.792%
7 Year 2.243% 2.190% 2.225% 2.271%
10 Year 2.636% 2.584% 2.636% 2.715%

Libor Index and Prime Rate

07/24/2014 opening numbers
07/24/2014 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.155% 0.155% 0.152% 0.151%
2 Month 0.197% 0.196% 0.196% 0.192%
3 Month 0.233% 0.234% 0.233% 0.229%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 11:55:19 am
UPDATED: 11:55:19 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 16.0 bp 15.2 bp 12.8 bp 12.0 bp
5 Year 12.3 bp 12.1 bp 10.0 bp 9.0 bp
7 Year 7.8 bp 7.7 bp 6.2 bp 5.0 bp
10 Year 12.5 bp 12.3 bp 11.0 bp 8.8 bp