U.S. Treasuries

09/01/2014 opening numbers
09/01/2014 opening numbers
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.929% 0.929% 0.966% 0.915%
5 Year 1.625% 1.625% 1.660% 1.663%
7 Year 2.046% 2.046% 2.088% 2.147%
10 Year 2.343% 2.343% 2.402% 2.491%

Interest Rate Swaps

UPDATED: 11:10:34 am
UPDATED: 11:10:34 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.154% 1.154% 1.156% 1.125%
5 Year 1.773% 1.773% 1.810% 1.805%
7 Year 2.148% 2.148% 2.191% 2.225%
10 Year 2.498% 2.498% 2.550% 2.631%

Libor Index and Prime Rate

09/01/2014 opening numbers
09/01/2014 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.157% 0.155% 0.156% 0.155%
2 Month 0.196% 0.195% 0.198% 0.197%
3 Month 0.234% 0.238% 0.238% 0.235%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 11:10:34 am
UPDATED: 11:10:34 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 22.5 bp 22.5 bp 19.0 bp 21.0 bp
5 Year 14.8 bp 14.8 bp 15.0 bp 14.2 bp
7 Year 9.9 bp 10.2 bp 10.3 bp 7.8 bp
10 Year 15.6 bp 15.5 bp 14.8 bp 14.0 bp