(bps)
(bps)
(bps)
(bps)
sources: Federal Reserve, DTN
© theFinancials.com
| Market Update | |||||||||
| Treasuries & Swaps | |||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||
| Rate | Day | Week | Month | Year | |||||
| 6-Nov-09 | 5-Nov-09 | 30-Oct-09 | 7-Oct-09 | 6-Nov-08 | |||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|
| 10-Year CMT
|
3.57% | 3.50% | +7 | 3.44% | +13 | 3.24% | +33 | 3.81% | -24 |
| 5-Year CMT
|
2.39% | 2.36% | +3 | 2.37% | +2 | 2.21% | +18 | 2.56% | -17 |
| 7-Year CMT
|
3.09% | 3.05% | +4 | 3.01% | +8 | 2.82% | +27 | 3.06% | +3 |
| Interest Rate Swap 10yr
|
3.68% | 3.62% | +6 | 3.58% | +10 | 3.35% | +33 | 4.42% | -74 |
| Interest Rate Swap 5yr
|
2.76% | 2.71% | +5 | 2.69% | +7 | 2.54% | +22 | 3.79% | -103 |
| Interest Rate Swap 7yr
|
3.26% | 3.21% | +5 | 3.18% | +8 | 2.99% | +27 | 4.17% | -91 |
| LIBOR Rates | |||||||||
| USD 1M LIBOR
|
0.242% | 0.242% | - | 0.241% | +0 | 0.244% | +0 | 1.767% | -153 |
| USD 3M LIBOR
|
0.280% | 0.274% | +1 | 0.279% | +0 | 0.284% | +0 | 2.387% | -211 |
| USD 12M LIBOR
|
1.161% | 1.170% | -1 | 1.199% | -4 | 1.217% | -6 | 2.969% | -181 |
| Prime | |||||||||
| WSJ Prime Rate
|
3.25% | 3.25% | - | 3.25% | - | 3.25% | - | 4.00% | -75 |
|
sources: Federal Reserve, DTN © theFinancials.com
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