U.S. Treasuries

03/30/2015 market close
03/30/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 0.914% 0.930% 0.944% 1.000%
5 Year 1.409% 1.433% 1.416% 1.500%
7 Year 1.743% 1.762% 1.731% 1.819%
10 Year 1.953% 1.960% 1.932% 1.997%

Interest Rate Swaps

03/30/2015 market close
03/30/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 1.142% 1.148% 1.154% 1.220%
5 Year 1.558% 1.584% 1.563% 1.660%
7 Year 1.807% 1.841% 1.806% 1.906%
10 Year 2.039% 2.061% 2.026% 2.128%

Libor Index and Prime Rate

03/27/2015 market close
03/27/2015 market close
Type Yesterday One Week Ago One Month Ago Two Months Ago
1 Month 0.178% 0.174% 0.173% 0.170%
2 Month 0.223% 0.221% 0.215% 0.212%
3 Month 0.275% 0.267% 0.262% 0.255%
Prime 3.250% 3.250% 3.250% 3.250%

Swap Spreads

03/30/2015 market close
03/30/2015 market close
Type Today Yesterday One Week Ago One Month Ago
3 Year 22.8 bp 21.8 bp 21.0 bp 22.0 bp
5 Year 14.9 bp 15.1 bp 14.7 bp 16.0 bp
7 Year 6.4 bp 7.9 bp 7.5 bp 8.7 bp
10 Year 8.6 bp 10.1 bp 9.4 bp 13.1 bp