Market Rates

Last Updated: 09/30/2022 11:01AM (GMT-0700)

US Treasury Constant Maturity Change
Term Last Day MTD YTD
1 Month 2.78000 +0.15000 +0.38000 +2.72000
3 Month 3.36000 -0.04000 +0.40000 +3.30000
6 Month 3.87000 +0.00000 +0.55000 +3.68000
1 Year 3.99500 +0.03400 +0.49000 +3.60800
2 Year 4.16700 -0.02800 +0.67200 +3.43100
3 Year 4.19200 -0.02100 +0.67800 +3.22400
5 Year 3.99400 -0.02400 +0.64100 +2.73000
7 Year 3.89800 -0.02900 +0.58800 +2.46100
10 Year 3.76200 -0.02600 +0.56700 +2.24800
20 Year 4.03200 -0.00300 +0.46100 +2.09600
30 Year 3.73300 +0.00700 +0.43900 +1.82800
Fed Funds
  Rate Change
Effective 3.08000 +0.00000
Discount 3.25000 +0.00000
Interest on Reserve Balances (IORB) 3.15000 +0.00000
Futures Implied Fed Funds
Sep-30-2022 2.55500 +0.00250
Nov-30-2022 3.70500 -0.00500
Feb-28-2023 4.41500 -0.01500
May-31-2023 4.44000 -0.01000
Aug-31-2023 4.37000 +0.00500
Feb-29-2024 4.15500 +0.01500
Aug-30-2024 3.96000 -0.05000
Swap Rates
Term Fed Funds SOFR Prime 3M LIBOR
1 Year 4.28138 4.22790 7.44420 4.51540
2 Year 4.20842 4.16790 7.38080 4.45950
3 Year 4.01713 3.98040 7.18730 4.26980
5 Year 3.79590 3.76550 6.95670 4.05300
7 Year 3.66507 3.63950 6.81850 3.92600
10 Year 3.55011 3.52850 6.69900 3.81520
15 Year 3.48038 3.46400 6.62760 3.75010
20 Year 3.36121 3.34780 6.50550 3.63300
30 Year 3.04985 3.03850 6.18550 3.32550
Other Rates
  Rate Change
Overnight Bank Funding Rate (OBFR) 3.07000 +0.00000
SOFR 2.96000 -0.02000
30 Day Compounded SOFR 2.46903 +0.02237
90 Day Compounded SOFR 2.13187 +0.01609
180 Day Compounded SOFR 1.43069 +0.01489
1 Month LIBOR* 3.11529 -0.01257
3 Month LIBOR* 3.67414 -0.06872
6 Month LIBOR* 4.16986 -0.03943
Prime 6.25000 +0.00000
*LIBOR rates shown are for previous day