Market Rates

Last Updated: 10/27/2021 05:41PM (GMT-0700)

US Treasury Constant Maturity Change
Term Last Day MTD YTD
1 Month 0.06000 +0.00000 -0.01000 -0.02000
3 Month 0.06000 +0.00000 +0.02000 -0.03000
6 Month 0.07000 +0.01000 +0.02000 -0.02000
1 Year 0.13800 -0.00100 +0.05100 +0.03000
2 Year 0.51100 +0.00600 +0.23200 +0.38800
3 Year 0.78800 +0.00800 +0.26800 +0.61700
5 Year 1.16500 +0.00500 +0.20000 +0.80300
7 Year 1.41500 +0.00800 +0.13000 +0.77100
10 Year 1.55100 +0.00600 +0.06100 +0.63200
20 Year 1.94100 +0.00400 -0.04800 +0.49900
30 Year 1.95300 +0.00400 -0.09000 +0.31100
Fed Funds
  Rate Change
Effective 0.08000 +0.00000
Discount 0.25000 +0.00000
Interest on Excess Reserves (IOER) 0.15000 +0.00000
Futures Implied Fed Funds
Oct-29-2021 0.07750 +0.00250
Dec-31-2021 0.07500 +0.00000
Mar-31-2022 0.11000 -0.00500
Jun-30-2022 0.22500 -0.01000
Sep-30-2022 0.37500 -0.01000
Mar-31-2023 0.76000 -0.03500
Sep-29-2023 1.11500 -0.03000
Swap Rates
Term Fed Funds SOFR** Prime 3M LIBOR
1 Year 0.20884 0.17090 3.36500 0.29870
2 Year 0.54049 0.50120 3.69000 0.67000
3 Year 0.78316 0.74370 3.92480 0.94850
5 Year 1.04571 1.00680 4.19070 1.24070
7 Year 1.21218 1.17370 4.35480 1.42100
10 Year 1.35065 1.31820 4.48930 1.57300
15 Year 1.47564 1.44540 4.60980 1.70850
20 Year 1.52746 1.49720 4.65530 1.76530
30 Year 1.51796 1.48980 4.64470 1.76170
Other Rates
  Rate Change
Overnight Bank Funding Rate (OBFR) 0.07000 +0.00000
SOFR 0.05000 +0.01000
30 Day Average SOFR 0.04767 +0.00000
90 Day Average SOFR 0.04923 +0.00000
180 Day Average SOFR 0.03895 +0.00022
1 Month LIBOR* 0.08700 -0.00075
3 Month LIBOR* 0.13588 +0.00138
6 Month LIBOR* 0.17625 -0.00163
Prime 3.25000 +0.00000
*LIBOR rates shown are for previous day
**SOFR swap rates are currently for illustrative purposes only