(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 | |||||
| 20-Nov-09 | 19-Nov-09 | 13-Nov-09 | 21-Oct-09 | 20-Nov-08 | |||||
| Rate | Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
Rate | Chg (bps) |
|
| 10-Year CMT
|
3.36% | 3.33% | +3 | 3.52% | -16 | 3.41% | -5 | 3.53% | -17 |
| 5-Year CMT
|
2.21% | 2.19% | +2 | 2.31% | -10 | 2.36% | -15 | 2.22% | -1 |
| 7-Year CMT
|
2.90% | 2.87% | +3 | 3.01% | -11 | 2.98% | -8 | 2.79% | +11 |
| Interest Rate Swap 10yr
|
3.45% | 3.45% | - | 3.63% | -18 | 3.57% | -12 | 3.92% | -47 |
| Interest Rate Swap 5yr
|
2.47% | 2.48% | -1 | 2.64% | -17 | 2.73% | -26 | 3.29% | -82 |
| Interest Rate Swap 7yr
|
3.00% | 3.01% | -1 | 3.18% | -18 | 3.19% | -19 | 3.67% | -67 |
| LIBOR Rates | |||||||||
| USD 1M LIBOR
|
0.240% | 0.236% | +0 | 0.237% | +0 | 0.244% | +0 | 1.399% | -116 |
| USD 3M LIBOR
|
0.270% | 0.262% | +1 | 0.271% | +0 | 0.282% | -1 | 2.153% | -188 |
| USD 12M LIBOR
|
1.021% | 1.034% | -1 | 1.091% | -7 | 1.227% | -21 | 2.755% | -173 |
| 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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