Market Rates
Last Updated: 01/31/2023 07:30AM (GMT-0800)
| US Treasury Constant Maturity | Change | |||
|---|---|---|---|---|
| Term | Last | Day | MTD | YTD |
| 1 Month | 4.60000 | -0.01000 | +0.48000 | +0.48000 |
| 3 Month | 4.72000 | -0.01000 | +0.30000 | +0.30000 |
| 6 Month | 4.82000 | +0.01000 | +0.06000 | +0.06000 |
| 1 Year | 4.68000 | -0.00900 | -0.02400 | -0.02400 |
| 2 Year | 4.22200 | -0.01600 | -0.20600 | -0.20600 |
| 3 Year | 3.92000 | -0.02000 | -0.30000 | -0.30000 |
| 5 Year | 3.64400 | -0.01800 | -0.35900 | -0.35900 |
| 7 Year | 3.59900 | -0.00900 | -0.37000 | -0.37000 |
| 10 Year | 3.53700 | -0.00300 | -0.34100 | -0.34100 |
| 20 Year | 3.80200 | +0.02100 | -0.34500 | -0.34500 |
| 30 Year | 3.67400 | +0.02100 | -0.29100 | -0.29100 |
| Fed Funds | ||
|---|---|---|
| Rate | Change | |
| Effective | 4.33000 | +0.00000 |
| Discount | 4.50000 | +0.00000 |
| Interest on Reserve Balances (IORB) | 4.40000 | +0.00000 |
| Futures Implied Fed Funds | ||
| Jan-31-2023 | 4.33000 | +0.00000 |
| Mar-31-2023 | 4.65000 | +0.00500 |
| Jun-30-2023 | 4.90500 | +0.02500 |
| Sep-29-2023 | 4.83000 | +0.03000 |
| Dec-29-2023 | 4.55000 | +0.04500 |
| Jun-28-2024 | 3.71500 | -0.08500 |
| Dec-31-2024 | 3.17500 | -0.10500 |
| Swap Rates | ||||
|---|---|---|---|---|
| Term | Fed Funds | SOFR | Prime | 3M LIBOR |
| 1 Year | 4.84435 | 4.85000 | 8.01510 | 5.06130 |
| 2 Year | 4.23955 | 4.24110 | 7.41050 | 4.49800 |
| 3 Year | 3.80439 | 3.80210 | 6.97180 | 4.06930 |
| 5 Year | 3.42705 | 3.42530 | 6.57700 | 3.70080 |
| 7 Year | 3.29980 | 3.29250 | 6.44090 | 3.57220 |
| 10 Year | 3.23809 | 3.23450 | 6.37620 | 3.51500 |
| 15 Year | 3.23746 | 3.23980 | 6.37730 | 3.52230 |
| 20 Year | 3.19690 | 3.20550 | 6.33530 | 3.48910 |
| 30 Year | 2.98795 | 3.00370 | 6.12690 | 3.28820 |
| Other Rates | ||
|---|---|---|
| Rate | Change | |
| Overnight Bank Funding Rate (OBFR) | 4.32000 | +0.00000 |
| SOFR | 4.30000 | +0.00000 |
| 30 Day Compounded SOFR | 4.31053 | +0.00004 |
| 90 Day Compounded SOFR | 4.07411 | +0.01403 |
| 180 Day Compounded SOFR | 3.36402 | +0.01135 |
| 1 Month LIBOR* | 4.56971 | +0.00414 |
| 3 Month LIBOR* | 4.82529 | +0.01172 |
| 6 Month LIBOR* | 5.10229 | +0.01072 |
| Prime | 7.50000 | +0.00000 |
*LIBOR rates shown are for previous day