30-Day LIBOR 0.1519% -0.0039%
90-Day LIBOR 0.2233% -0.0021%
180-Day LIBOR 0.2729% -0.0024%

5 -Yr Treasury 0.272% 0.003%
7 -Yr Treasury 0.459% 0.003%
10 -Yr Treasury 0.671% 0.002%
30 -Yr Treasury 1.416% -0.002%

5-Yr Swap Spread (bps) 7.8 0.7
7-Yr Swap Spread (bps) 3.1 -0.3
10-Yr Swap Spread (bps) 1.9 -0.2
© theFinancials.com