U.S. Treasuries

UPDATED: 10:45:58 am
UPDATED: 10:45:58 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.048% 1.074% 0.994% 0.859%
5 Year 1.784% 1.812% 1.717% 1.534%
7 Year 2.255% 2.278% 2.156% 1.990%
10 Year 2.583% 2.607% 2.472% 2.341%

Interest Rate Swaps

UPDATED: 10:45:58 am
UPDATED: 10:45:58 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.250% 1.272% 1.202% 1.047%
5 Year 1.942% 1.964% 1.850% 1.699%
7 Year 2.355% 2.376% 2.236% 2.105%
10 Year 2.725% 2.740% 2.595% 2.491%

Libor Index and Prime Rate

09/16/2014 opening numbers
09/16/2014 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.154% 0.154% 0.155% 0.156%
2 Month 0.195% 0.195% 0.195% 0.196%
3 Month 0.235% 0.234% 0.232% 0.234%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 10:45:58 am
UPDATED: 10:45:58 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 20.2 bp 19.8 bp 20.8 bp 18.8 bp
5 Year 15.8 bp 15.2 bp 13.3 bp 16.5 bp
7 Year 10.0 bp 9.8 bp 8.0 bp 11.5 bp
10 Year 14.2 bp 13.3 bp 12.3 bp 15.0 bp