U.S. Treasuries

12/12/2014 market close
12/12/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.971% 0.971% 0.997% 0.960%
5 Year 1.511% 1.511% 1.553% 1.625%
7 Year 1.845% 1.845% 1.906% 2.042%
10 Year 2.082% 2.082% 2.161% 2.342%

Interest Rate Swaps

12/12/2014 market close
12/12/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.163% 1.163% 1.182% 1.145%
5 Year 1.654% 1.654% 1.691% 1.758%
7 Year 1.935% 1.935% 1.994% 2.130%
10 Year 2.209% 2.209% 2.279% 2.467%

Libor Index and Prime Rate

12/12/2014 market close
12/12/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.161% 0.161% 0.154% 0.157%
2 Month 0.209% 0.207% 0.203% 0.197%
3 Month 0.243% 0.240% 0.232% 0.231%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

12/12/2014 market close
12/12/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 19.2 bp 19.2 bp 18.5 bp 18.5 bp
5 Year 14.3 bp 14.3 bp 13.8 bp 13.3 bp
7 Year 9.0 bp 9.0 bp 8.8 bp 8.8 bp
10 Year 12.7 bp 12.7 bp 11.8 bp 12.5 bp