| Market Update | |||||||||
| Treasuries & Swaps | |||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||
| Rate | Day | Week | Month | Year | |||||
| 19-Nov-08 | 19-Nov-08 | 13-Nov-08 | 21-Oct-08 | 21-Nov-07 | |||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|
10-Year CMT
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3.53% | 3.68% | -15 | 3.83% | -30 | 3.98% | -45 | 4.26% | -73 |
5-Year CMT
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2.22% | 2.32% | -10 | 2.56% | -34 | 2.83% | -61 | 3.84% | -162 |
7-Year CMT
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2.79% | 2.92% | -13 | 3.11% | -32 | 3.30% | -51 | 4.01% | -122 |
Interest Rate Swap 10yr
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3.92% | 3.99% | -7 | 4.19% | -27 | 4.52% | -60 | 4.98% | -106 |
Interest Rate Swap 5yr
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3.29% | 3.33% | -4 | 3.56% | -27 | 3.91% | -62 | 4.59% | -130 |
Interest Rate Swap 7yr
![]() |
3.67% | 3.71% | -4 | 3.94% | -27 | 4.27% | -60 | 4.78% | -111 |
| LIBOR Rates | |||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||
| Rate | Day | Week | Month | Year | |||||
| 19-Nov-08 | 19-Nov-08 | 13-Nov-08 | 21-Oct-08 | 21-Nov-07 | |||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|
USD 1M LIBOR
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1.414% | 1.452% | -4 | 1.409% | +0 | 4.359% | -295 | 4.780% | -337 |
USD 3M LIBOR
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2.172% | 2.217% | -4 | 2.132% | +4 | 4.420% | -225 | 5.000% | -283 |
USD 12M LIBOR
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2.755% | 2.795% | -4 | 2.682% | +7 | 4.034% | -128 | 4.510% | -176 |
| Prime | |||||||||
| [click item to view chart] | Current | Previous | Previous | Previous | Previous | ||||
| Rate | Day | Week | Month | Year | |||||
| 19-Nov-08 | 19-Nov-08 | 13-Nov-08 | 21-Oct-08 | 21-Nov-07 | |||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|
WSJ Prime Rate
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4.00% | 4.00% | - | 4.00% | - | 4.50% | -50 | 7.50% | -350 |
|
sources: Federal Reserve, DTN © theFinancials.com
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