U.S. Treasuries

10/24/2014 market close
10/24/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.814% 0.814% 0.782% 1.019%
5 Year 1.496% 1.496% 1.415% 1.752%
7 Year 1.942% 1.942% 1.860% 2.193%
10 Year 2.270% 2.270% 2.197% 2.504%

Interest Rate Swaps

10/24/2014 market close
10/24/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.049% 1.049% 1.017% 1.246%
5 Year 1.673% 1.673% 1.610% 1.909%
7 Year 2.060% 2.060% 1.990% 2.293%
10 Year 2.415% 2.415% 2.352% 2.637%

Libor Index and Prime Rate

10/24/2014 market close
10/24/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.152% 0.157% 0.152% 0.156%
2 Month 0.198% 0.197% 0.200% 0.197%
3 Month 0.233% 0.231% 0.234% 0.238%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

10/24/2014 market close
10/24/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 23.5 bp 23.5 bp 23.5 bp 22.7 bp
5 Year 17.7 bp 17.7 bp 19.5 bp 15.7 bp
7 Year 11.8 bp 11.8 bp 13.0 bp 10.0 bp
10 Year 14.5 bp 14.5 bp 15.5 bp 13.3 bp