Market Rates
Last Updated: 04/26/2024 05:52AM (GMT-0700)
| US Treasury Constant Maturity | Change | |||
|---|---|---|---|---|
| Term | Last | Day | MTD | YTD |
| 1 Month | 5.48000 | -0.01000 | -0.01000 | -0.12000 |
| 3 Month | 5.47000 | +0.01000 | +0.01000 | +0.07000 |
| 6 Month | 5.41000 | +0.01000 | +0.03000 | +0.15000 |
| 1 Year | 5.19300 | -0.01300 | +0.17700 | +0.42800 |
| 2 Year | 4.98900 | -0.01000 | +0.36900 | +0.74000 |
| 3 Year | 4.83900 | -0.01400 | +0.43300 | +0.83300 |
| 5 Year | 4.69900 | -0.02100 | +0.48600 | +0.85100 |
| 7 Year | 4.69800 | -0.03100 | +0.48800 | +0.81600 |
| 10 Year | 4.67900 | -0.02800 | +0.47700 | +0.79800 |
| 20 Year | 4.90600 | -0.02800 | +0.45200 | +0.71100 |
| 30 Year | 4.78600 | -0.02700 | +0.44200 | +0.75600 |
| Fed Funds | ||
|---|---|---|
| Rate | Change | |
| Effective | 5.33000 | +0.00000 |
| Discount | 5.50000 | +0.00000 |
| Interest on Reserve Balances (IORB) | 5.40000 | +0.00000 |
| Futures Implied Fed Funds | ||
| Apr-30-2024 | 5.33000 | -0.00250 |
| Jun-28-2024 | 5.30500 | +0.00000 |
| Sep-30-2024 | 5.19000 | +0.01000 |
| Dec-31-2024 | 5.02000 | +0.02500 |
| Mar-31-2025 | 4.85500 | +0.02500 |
| Sep-30-2025 | 4.54500 | -0.09000 |
| Mar-31-2026 | 4.19000 | -0.09000 |
| Swap Rates | |||
|---|---|---|---|
| Term | Fed Funds | SOFR | Prime |
| 1 Year | 5.23660 | 5.23620 | 8.39120 |
| 2 Year | 4.92695 | 4.91620 | 8.04590 |
| 3 Year | 4.71567 | 4.69900 | 7.82650 |
| 5 Year | 4.48742 | 4.46160 | 7.59410 |
| 7 Year | 4.39445 | 4.36500 | 7.50250 |
| 10 Year | 4.33400 | 4.30150 | 7.43650 |
| 15 Year | 4.32006 | 4.28370 | 7.34370 |
| 20 Year | 4.27305 | 4.23330 | 7.28330 |
| 30 Year | 4.06951 | 4.02450 | 7.07200 |
| Other Rates | ||
|---|---|---|
| Rate | Change | |
| Overnight Bank Funding Rate (OBFR) | 5.32000 | +0.00000 |
| SOFR | 5.31000 | +0.00000 |
| 30 Day Compounded SOFR | 5.32968 | -0.00034 |
| 90 Day Compounded SOFR | 5.34766 | -0.00010 |
| 180 Day Compounded SOFR | 5.39029 | +0.00000 |
| 1 Month Fallback Rate (SOFR)* | 5.44461 | +0.00000 |
| 3 Month Fallback Rate (SOFR)* | 5.60985 | -0.00012 |
| 6 Month Fallback Rate (SOFR)* | 5.81952 | +0.00006 |
| Prime | 8.50000 | +0.00000 |
*LIBOR fallback rates (inclusive of static spread adjustments) for the corresponding LIBOR tenor