U.S. Treasuries

UPDATED: 8:23:17 am
UPDATED: 8:23:17 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.864% 0.851% 0.706% 0.971%
5 Year 1.322% 1.308% 1.300% 1.511%
7 Year 1.609% 1.599% 1.479% 1.845%
10 Year 1.794% 1.789% 1.840% 2.082%

Interest Rate Swaps

UPDATED: 8:23:17 am
UPDATED: 8:23:17 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.045% 1.079% 0.921% 1.163%
5 Year 1.455% 1.388% 1.380% 1.654%
7 Year 1.700% 1.677% 1.577% 1.935%
10 Year 1.934% 1.825% 1.906% 2.209%

Libor Index and Prime Rate

01/27/2015 opening numbers
01/27/2015 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.168% 0.169% 0.161% 0.155%
2 Month 0.211% 0.214% 0.209% 0.201%
3 Month 0.256% 0.256% 0.243% 0.234%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 8:23:17 am
UPDATED: 8:23:17 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 18.1 bp 22.8 bp 21.5 bp 19.2 bp
5 Year 13.3 bp 8.0 bp 8.0 bp 14.3 bp
7 Year 9.1 bp 7.8 bp 9.8 bp 9.0 bp
10 Year 14.0 bp 3.6 bp 6.6 bp 12.7 bp