U.S. Treasuries

03/04/2015 market close
03/04/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.048% 1.043% 0.968% 0.735%
5 Year 1.589% 1.569% 1.469% 1.153%
7 Year 1.928% 1.896% 1.794% 1.457%
10 Year 2.121% 2.075% 1.993% 1.639%

Interest Rate Swaps

03/04/2015 market close
03/04/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.259% 1.274% 1.196% 0.979%
5 Year 1.737% 1.712% 1.633% 1.346%
7 Year 2.004% 1.974% 1.892% 1.571%
10 Year 2.244% 2.188% 2.132% 1.784%

Libor Index and Prime Rate

03/02/2015 market close
03/02/2015 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.173% 0.172% 0.171% 0.161%
2 Month 0.215% 0.214% 0.210% 0.209%
3 Month 0.261% 0.261% 0.253% 0.243%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

03/04/2015 market close
03/04/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 21.1 bp 23.1 bp 22.8 bp 24.4 bp
5 Year 14.8 bp 14.3 bp 16.4 bp 19.3 bp
7 Year 7.6 bp 7.8 bp 9.8 bp 11.4 bp
10 Year 12.3 bp 11.3 bp 13.9 bp 14.5 bp