U.S. Treasuries

04/16/2014 market close
04/16/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.859% 0.830% 0.847% 0.742%
5 Year 1.650% 1.612% 1.666% 1.534%
7 Year 2.204% 2.190% 2.244% 2.140%
10 Year 2.632% 2.648% 2.682% 2.654%

Treasuries + Swaps

04/16/2014 market close
04/16/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.969% 0.930% 1.016% 0.852%
5 Year 1.765% 1.717% 1.766% 1.632%
7 Year 2.289% 2.270% 2.311% 2.225%
10 Year 2.760% 2.765% 2.800% 2.766%

Libor Index and Prime Rate

04/14/2014 market close
04/14/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.152% 0.150% 0.156% 0.150%
2 Month 0.192% 0.190% 0.201% 0.197%
3 Month 0.229% 0.227% 0.235% 0.240%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

04/16/2014 market close
04/16/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 11.0 bp 10.0 bp 16.9 bp 11.0 bp
5 Year 11.5 bp 10.5 bp 10.0 bp 9.8 bp
7 Year 8.5 bp 8.0 bp 6.7 bp 8.5 bp
10 Year 12.8 bp 11.7 bp 11.8 bp 11.2 bp