Interest Rates
Current Rate
31 Mar 2020
31 Mar 2020
- Current Rate
31 Mar 2020 - One Day
30 Mar 2020 - One Week
24 Mar 2020 - One Month
28 Feb 2020 - One Year
29 Mar 2019
| Current Rate 31 Mar 2020  |
One Day 30 Mar 2020 |
One Week 24 Mar 2020 |
One Month 28 Feb 2020 |
One Year 29 Mar 2019 |
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|---|---|---|---|---|---|---|---|---|---|
Treasuries & Swaps |
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| 10-Year Treasury | 0.7090% | 0.7260% | -1.7 bps | 0.8580% | -14.9 | 1.1630% | -45.4 | 2.4070% | -169.8 |
| 5-Year Treasury | 0.3930% | 0.4160% | -2.3 bps | 0.5300% | -13.7 | 0.9520% | -55.9 | 2.2360% | -184.3 |
| 2-Year Treasury | 0.2360% | 0.2300% | +0.6 bps | 0.3820% | -14.6 | 0.9310% | -69.5 | 2.2660% | -203.0 |
| 10-Year Swap | 0.7400% | 0.6500% | +9.0 bps | 0.7400% | +0.0 | 1.1300% | -39.0 | 2.4100% | -167.0 |
| 7-Year Swap | 0.6400% | 0.5700% | +7.0 bps | 0.6700% | -3.0 | 1.0500% | -41.0 | 2.3270% | -168.7 |
| 5-Year Swap | 0.5500% | 0.5000% | +5.0 bps | 0.5900% | -4.0 | 1.0100% | -46.0 | 2.2860% | -173.6 |
Libor Rates |
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| 1-Month LIBOR | 0.9845% | 0.9894% | -0.5 bps | 0.9466% | +3.8 | 1.5153% | -53.1 | 2.4945% | -151.0 |
| 3-Month LIBOR | 1.4334% | 1.4501% | -1.7 bps | 1.2156% | +21.8 | 1.4628% | -2.9 | 2.5998% | -116.6 |
| 1-Year LIBOR | 1.0140% | 0.9685% | +4.6 bps | 0.9374% | +7.7 | 1.3815% | -36.8 | 2.7106% | -169.7 |
Prime Rate |
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| WSJ Prime Rate | 3.2500% | 3.2500% | +0.0 bps | 3.2500% | +0.0 | 4.7500% | -150.0 | 5.5000% | -225.0 |