30-Day LIBOR 2.2715% -0.0264%
90-Day LIBOR 2.2776% -0.0249%
180-Day LIBOR 2.1743% -0.0245%

5 -Yr Treasury 1.8080% 0.0420%
7 -Yr Treasury 1.9180% 0.0330%
10 -Yr Treasury 2.0520% 0.0260%
30 -Yr Treasury 2.5760% 0.0120%

5-Yr Swap Spread (bps) -1.8 -6.2
7-Yr Swap Spread (bps) -4.8 -4.3
10-Yr Swap Spread (bps) -6.2 -3.6
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