Market Rates
Last Updated: 03/19/2024 05:44AM (GMT-0700)
US Treasury Constant Maturity | Change | |||
---|---|---|---|---|
Term | Last | Day | MTD | YTD |
1 Month | 5.52000 | +0.00000 | -0.01000 | -0.08000 |
3 Month | 5.48000 | +0.00000 | +0.03000 | +0.08000 |
6 Month | 5.39000 | +0.01000 | +0.09000 | +0.13000 |
1 Year | 5.04900 | -0.01000 | +0.05500 | +0.28400 |
2 Year | 4.69400 | -0.02800 | +0.07500 | +0.44500 |
3 Year | 4.49600 | -0.02000 | +0.08300 | +0.49000 |
5 Year | 4.33100 | -0.01300 | +0.08500 | +0.48300 |
7 Year | 4.33700 | -0.00900 | +0.06500 | +0.45500 |
10 Year | 4.32000 | -0.00600 | +0.06800 | +0.43900 |
20 Year | 4.57000 | +0.00700 | +0.05600 | +0.37500 |
30 Year | 4.45700 | +0.00800 | +0.07800 | +0.42700 |
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 | ||
Mar-28-2024 | 5.32750 | +0.00250 |
May-31-2024 | 5.31000 | +0.00000 |
Aug-30-2024 | 5.07000 | +0.01000 |
Nov-29-2024 | 4.80000 | +0.01500 |
Feb-28-2025 | 4.48500 | +0.02000 |
Aug-29-2025 | 4.05500 | -0.03500 |
Feb-27-2026 | 3.69000 | -0.04500 |
Swap Rates | |||
---|---|---|---|
Term | Fed Funds | SOFR | Prime |
1 Year | 5.08700 | 5.07570 | 8.24070 |
2 Year | 4.62001 | 4.60300 | 7.74050 |
3 Year | 4.35717 | 4.33700 | 7.47450 |
5 Year | 4.11005 | 4.08380 | 7.21880 |
7 Year | 4.02100 | 3.99100 | 7.12850 |
10 Year | 3.97561 | 3.94090 | 7.07590 |
15 Year | 3.97692 | 3.93800 | 6.99800 |
20 Year | 3.94177 | 3.89970 | 6.94970 |
30 Year | 3.75817 | 3.71110 | 6.75880 |
Other Rates | ||
---|---|---|
Rate | Change | |
Overnight Bank Funding Rate (OBFR) | 5.32000 | +0.00000 |
SOFR | 5.31000 | +0.00000 |
30 Day Compounded SOFR | 5.31969 | +0.00038 |
90 Day Compounded SOFR | 5.35300 | +0.00000 |
180 Day Compounded SOFR | 5.38839 | +0.00005 |
1 Month Fallback Rate (SOFR)* | 5.43384 | +0.00000 |
3 Month Fallback Rate (SOFR)* | 5.61503 | -0.00011 |
6 Month Fallback Rate (SOFR)* | 5.81731 | +0.00000 |
Prime | 8.50000 | +0.00000 |
*LIBOR fallback rates (inclusive of static spread adjustments) for the corresponding LIBOR tenor