(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 | |||||
| 18-Mar-10 | 17-Mar-10 | 11-Mar-10 | 16-Feb-10 | 18-Mar-09 | |||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|
| 10-Year CMT
|
3.66% | 3.71% | -5 | 3.71% | -5 | 3.69% | -3 | 2.97% | +69 |
| 5-Year CMT
|
2.37% | 2.42% | -5 | 2.34% | +3 | 2.35% | +2 | 1.91% | +46 |
| 7-Year CMT
|
3.10% | 3.15% | -5 | 3.11% | -1 | 3.11% | -1 | 2.55% | +55 |
| Interest Rate Swap 10yr
|
3.73% | 3.77% | -4 | 3.75% | -2 | 3.78% | -5 | 3.17% | +56 |
| Interest Rate Swap 5yr
|
2.64% | 2.67% | -3 | 2.62% | +2 | 2.66% | -2 | 2.54% | +10 |
| Interest Rate Swap 7yr
|
3.22% | 3.26% | -4 | 3.22% | - | 3.26% | -4 | 2.87% | +35 |
| LIBOR Rates | |||||||||
| USD 1M LIBOR
|
0.240% | 0.240% | - | 0.230% | +1 | 0.229% | +1 | 0.545% | -31 |
| USD 3M LIBOR
|
0.270% | 0.271% | +0 | 0.257% | +1 | 0.251% | +2 | 1.287% | -102 |
| USD 12M LIBOR
|
0.857% | 0.859% | +0 | 0.861% | +0 | 0.856% | +0 | 2.202% | -135 |
| Prime | |||||||||
| WSJ Prime Rate
|
3.25% | 3.25% | - | 3.25% | - | 3.25% | - | 3.25% | - |
|
sources: Federal Reserve, DTN © theFinancials.com
| |||||||||