Market Rates
Last Updated: 06/25/2022 08:49AM (GMT-0700)
US Treasury Constant Maturity | Change | |||
---|---|---|---|---|
Term | Last | Day | MTD | YTD |
1 Month | 1.12000 | +0.14000 | +0.39000 | +1.06000 |
3 Month | 1.65000 | +0.04000 | +0.49000 | +1.59000 |
6 Month | 2.44000 | +0.04000 | +0.80000 | +2.25000 |
1 Year | 2.81000 | +0.04900 | +0.72500 | +2.42300 |
2 Year | 3.06300 | +0.03800 | +0.50400 | +2.32700 |
3 Year | 3.13900 | +0.01300 | +0.40900 | +2.17100 |
5 Year | 3.17500 | +0.02400 | +0.35500 | +1.91100 |
7 Year | 3.18100 | +0.02700 | +0.30800 | +1.74400 |
10 Year | 3.12300 | +0.03200 | +0.27600 | +1.60900 |
20 Year | 3.50600 | +0.04600 | +0.25000 | +1.57000 |
30 Year | 3.25400 | +0.05200 | +0.20700 | +1.34900 |
Fed Funds | ||
---|---|---|
Rate | Change | |
Effective | 1.58000 | +0.00000 |
Discount | 1.75000 | +0.00000 |
Interest on Reserve Balances (IORB) | 1.65000 | +0.00000 |
Futures Implied Fed Funds | ||
Jun-30-2022 | 1.20500 | +0.00250 |
Aug-31-2022 | 2.28000 | +0.02000 |
Nov-30-2022 | 3.20000 | +0.05000 |
Feb-28-2023 | 3.49500 | +0.02000 |
May-31-2023 | 3.51000 | -0.01500 |
Nov-30-2023 | 3.13000 | +0.07000 |
May-31-2024 | 2.90000 | +0.10000 |
Swap Rates | ||||
---|---|---|---|---|
Term | Fed Funds | SOFR | Prime | 3M LIBOR |
1 Year | 3.09191 | 3.01630 | 6.26310 | 3.30310 |
2 Year | 3.16460 | 3.10350 | 6.33560 | 3.39310 |
3 Year | 3.06041 | 3.01380 | 6.22980 | 3.29980 |
5 Year | 2.96875 | 2.93100 | 6.12000 | 3.21500 |
7 Year | 2.92935 | 2.90570 | 6.08500 | 3.19000 |
10 Year | 2.93979 | 2.92320 | 6.09200 | 3.20700 |
15 Year | 2.99766 | 2.98800 | 6.15000 | 3.27130 |
20 Year | 2.95633 | 2.95010 | 6.10300 | 3.23300 |
30 Year | 2.73903 | 2.73680 | 5.87490 | 3.01990 |
Other Rates | ||
---|---|---|
Rate | Change | |
Overnight Bank Funding Rate (OBFR) | 1.57000 | +0.00000 |
SOFR | 1.44000 | -0.01000 |
30 Day Compounded SOFR | 0.94768 | +0.02202 |
90 Day Compounded SOFR | 0.61824 | +0.01291 |
180 Day Compounded SOFR | 0.34579 | +0.00773 |
1 Month LIBOR* | 1.63271 | +0.00914 |
3 Month LIBOR* | 2.18457 | -0.01272 |
6 Month LIBOR* | 2.82657 | -0.00872 |
Prime | 4.75000 | +0.00000 |
*LIBOR rates shown are for previous day