U.S. Treasuries

UPDATED: 8:53:00 am
UPDATED: 8:53:00 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.946% 0.933% 0.981% 0.968%
5 Year 1.440% 1.411% 1.460% 1.469%
7 Year 1.776% 1.719% 1.769% 1.794%
10 Year 1.980% 1.922% 1.963% 1.993%

Interest Rate Swaps

UPDATED: 8:53:00 am
UPDATED: 8:53:00 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.169% 1.144% 1.173% 1.196%
5 Year 1.586% 1.550% 1.587% 1.633%
7 Year 1.856% 1.793% 1.814% 1.892%
10 Year 2.071% 2.015% 2.044% 2.132%

Libor Index and Prime Rate

03/27/2015 opening numbers
03/27/2015 opening numbers
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.176% 0.173% 0.172% 0.168%
2 Month 0.222% 0.219% 0.214% 0.211%
3 Month 0.269% 0.265% 0.261% 0.256%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

UPDATED: 8:53:00 am
UPDATED: 8:53:00 am
Type Today Yesterday One Week Ago One Month Ago
3 Year 22.3 bp 21.1 bp 19.2 bp 22.8 bp
5 Year 14.6 bp 13.9 bp 12.7 bp 16.4 bp
7 Year 8.0 bp 7.4 bp 4.5 bp 9.8 bp
10 Year 9.1 bp 9.3 bp 8.1 bp 13.9 bp