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Rate Day Week Month Year
10-Jul-20 9-Jul-20 3-Jul-20 10-Jun-20 10-Jul-19
Rate Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Rate Chg
(bps)
Key Rates
WSJ Prime This marker indicates the current chart. 3.25% 3.25% - 3.25% - 3.25% - 5.50% -225
Fed Funds 0.25% 0.25% - 0.25% - 0.25% - 2.50% -225
2 Year Treasury 0.141% 0.153% -1 0.155% -1 0.173% -3 1.830% -169
5 Year Treasury 0.272% 0.283% -1 0.294% -2 0.325% -5 1.829% -156
10 Year Treasury 0.596% 0.614% -2 0.669% -7 0.736% -14 2.061% -147
30 Day LIBOR 0.1783% 0.1883% -1 0.1638% +1 0.1879% -1 2.3686% -219
90 Day LIBOR 0.2663% 0.2729% -1 0.3038% -4 0.3146% -5 2.3408% -207
LIBOR Swaps
5-Year Swap Spread 0.330% 0.330% - 0.350% -2 0.440% -11 1.880% -155
2-Year Swap Spread 0.220% 0.230% -1 0.240% -2 0.300% -8 1.950% -173
10-Year Swap Spread 0.590% 0.620% -3 0.660% -7 0.780% -19 2.050% -146
 
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