Market Rates
Last Updated: 07/03/2025 05:33AM (GMT-0700)
| UST Constant Maturity | Change | |||
|---|---|---|---|---|
| Term | Last | Day | MTD | YTD |
| 1 Month | 4.33000 | +0.01000 | +0.05000 | -0.07000 |
| 3 Month | 4.41000 | +0.01000 | +0.00000 | +0.04000 |
| 6 Month | 4.28000 | -0.01000 | -0.01000 | +0.04000 |
| 1 Year | 3.98600 | +0.00200 | +0.02700 | -0.16800 |
| 2 Year | 3.90300 | +0.11700 | +0.18200 | -0.34000 |
| 3 Year | 3.88500 | +0.12000 | +0.19300 | -0.39300 |
| 5 Year | 3.97600 | +0.11100 | +0.17800 | -0.40700 |
| 7 Year | 4.15100 | +0.09900 | +0.16000 | -0.32900 |
| 10 Year | 4.36300 | +0.07500 | +0.12400 | -0.21400 |
| 20 Year | 4.86100 | +0.05000 | +0.08300 | +0.00000 |
| 30 Year | 4.84900 | +0.04700 | +0.07300 | +0.06600 |
| 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 | ||
| Jul-31-2025 | 4.32750 | +0.00000 |
| Sep-30-2025 | 4.16500 | +0.00500 |
| Dec-31-2025 | 3.72500 | +0.02000 |
| Mar-31-2026 | 3.49500 | +0.03000 |
| Jun-30-2026 | 3.28500 | +0.04000 |
| Dec-31-2026 | 3.07000 | +0.00500 |
| Jun-30-2027 | 3.12000 | +0.00000 |
| Swap Rates | |||
|---|---|---|---|
| Term | Fed Funds | SOFR | Prime |
| 1 Year | 3.90053 | 3.85865 | 7.03865 |
| 2 Year | 3.55630 | 3.51325 | 6.66450 |
| 3 Year | 3.47666 | 3.43362 | 6.58362 |
| 5 Year | 3.51505 | 3.46755 | 6.61505 |
| 7 Year | 3.61902 | 3.57067 | 6.71817 |
| 10 Year | 3.77285 | 3.72410 | 6.86660 |
| 15 Year | 4.03770 | 3.98770 | 7.04770 |
| 20 Year | 4.10400 | 4.05270 | 7.10300 |
| 30 Year | 3.98390 | 3.93265 | 6.98015 |
| Other Rates | ||
|---|---|---|
| Rate | Change | |
| Overnight Bank Funding Rate (OBFR) | 4.33000 | +0.00000 |
| SOFR | 4.40000 | -0.04000 |
| 30 Day Compounded SOFR | 4.32730 | +0.00167 |
| 90 Day Compounded SOFR | 4.34367 | +0.00011 |
| 180 Day Compounded SOFR | 4.37197 | +0.00051 |
| 1 Month Fallback Rate (SOFR)* | 4.44011 | +0.00167 |
| 3 Month Fallback Rate (SOFR)* | 4.60598 | +0.00033 |
| 6 Month Fallback Rate (SOFR)* | 4.80041 | +0.00000 |
| Prime | 7.50000 | +0.00000 |
*LIBOR fallback rates (inclusive of static spread adjustments) for the corresponding LIBOR tenor