U.S. Treasuries

09/30/2014 market close
09/30/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.032% 1.056% 1.061% 0.929%
5 Year 1.757% 1.796% 1.781% 1.625%
7 Year 2.199% 2.244% 2.251% 2.046%
10 Year 2.478% 2.529% 2.567% 2.343%

Interest Rate Swaps

09/30/2014 market close
09/30/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.290% 1.289% 1.269% 1.154%
5 Year 1.924% 1.948% 1.941% 1.773%
7 Year 2.291% 2.321% 2.333% 2.148%
10 Year 2.623% 2.654% 2.684% 2.498%

Libor Index and Prime Rate

09/26/2014 market close
09/26/2014 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.154% 0.155% 0.157% 0.156%
2 Month 0.199% 0.200% 0.196% 0.198%
3 Month 0.233% 0.236% 0.234% 0.239%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

09/30/2014 market close
09/30/2014 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 25.8 bp 23.3 bp 20.8 bp 22.5 bp
5 Year 16.7 bp 15.2 bp 16.0 bp 14.8 bp
7 Year 9.2 bp 7.7 bp 8.2 bp 10.2 bp
10 Year 14.5 bp 12.5 bp 11.7 bp 15.5 bp