Commercial Mortgage Market Update
Week
Month
Year
Three Years
Five Years
Yield Curve
10-Jul-20
9-Jul-20
BPS
3-Jul-20
BPS
10-Jun-20
BPS
10-Jul-19
BPS
Treasury Yields
Treasury 5-Year
0.283%
0.302%
-1.9
0.294%
-1.1
0.398%
-11.5
1.889%
-160.6
Treasury 7-Year
0.464%
0.501%
-3.7
0.498%
-3.4
0.640%
-17.6
1.969%
-150.5
Treasury 10-Year
0.614%
0.666%
-5.2
0.669%
-5.5
0.824%
-21.0
2.072%
-145.8
Swap Rates
Swap Rate 5-Year
0.330%
0.340%
-1.0
0.350%
-2.0
0.470%
-14.0
1.850%
-152.0
Swap Rate 7-Year
0.460%
0.480%
-2.0
0.490%
-3.0
0.630%
-17.0
1.900%
-144.0
Swap Rate 10-Year
0.620%
0.640%
-2.0
0.660%
-4.0
0.810%
-19.0
2.010%
-139.0
LIBOR Rates
Prime Rate
3.25%
3.25%
+0.0
3.25%
+0.0
3.25%
+0.0
5.50%
-225.0
SOFR
0.10%
0.10%
+0.0
0.11%
-1.0
0.07%
+3.0
2.48%
-238.0
LIBOR 1-Month
0.1883%
0.1825%
+0.6
0.1663%
+2.2
0.1766%
+1.2
2.3794%
-219.1
LIBOR 3-Month
0.2729%
0.2684%
+0.4
0.2985%
-2.6
0.3098%
-3.7
2.3378%
-206.5
LIBOR 6-Month
0.3534%
0.3603%
-0.7
0.3843%
-3.1
0.4834%
-13.0
2.2565%
-190.3
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