U.S. Treasuries

04/24/2015 market close
04/24/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.836% 0.836% 0.843% 0.960%
5 Year 1.317% 1.317% 1.308% 1.463%
7 Year 1.668% 1.668% 1.635% 1.791%
10 Year 1.914% 1.914% 1.865% 1.996%

Interest Rate Swaps

04/24/2015 market close
04/24/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.058% 1.058% 1.060% 1.183%
5 Year 1.477% 1.477% 1.486% 1.609%
7 Year 1.741% 1.741% 1.730% 1.870%
10 Year 1.992% 1.992% 1.964% 2.087%

Libor Index and Prime Rate

04/24/2015 market close
04/24/2015 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.181% 0.180% 0.178% 0.172%
2 Month 0.232% 0.228% 0.222% 0.214%
3 Month 0.279% 0.276% 0.273% 0.261%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

04/24/2015 market close
04/24/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 22.2 bp 22.2 bp 21.7 bp 22.3 bp
5 Year 16.0 bp 16.0 bp 17.8 bp 14.6 bp
7 Year 7.3 bp 7.3 bp 9.5 bp 7.9 bp
10 Year 7.8 bp 7.8 bp 9.9 bp 9.1 bp