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