Market Rates
Last Updated: 09/30/2022 11:01AM (GMT-0700)
| US Treasury Constant Maturity | Change | |||
|---|---|---|---|---|
| Term | Last | Day | MTD | YTD |
| 1 Month | 2.78000 | +0.15000 | +0.38000 | +2.72000 |
| 3 Month | 3.36000 | -0.04000 | +0.40000 | +3.30000 |
| 6 Month | 3.87000 | +0.00000 | +0.55000 | +3.68000 |
| 1 Year | 3.99500 | +0.03400 | +0.49000 | +3.60800 |
| 2 Year | 4.16700 | -0.02800 | +0.67200 | +3.43100 |
| 3 Year | 4.19200 | -0.02100 | +0.67800 | +3.22400 |
| 5 Year | 3.99400 | -0.02400 | +0.64100 | +2.73000 |
| 7 Year | 3.89800 | -0.02900 | +0.58800 | +2.46100 |
| 10 Year | 3.76200 | -0.02600 | +0.56700 | +2.24800 |
| 20 Year | 4.03200 | -0.00300 | +0.46100 | +2.09600 |
| 30 Year | 3.73300 | +0.00700 | +0.43900 | +1.82800 |
| Fed Funds | ||
|---|---|---|
| Rate | Change | |
| Effective | 3.08000 | +0.00000 |
| Discount | 3.25000 | +0.00000 |
| Interest on Reserve Balances (IORB) | 3.15000 | +0.00000 |
| Futures Implied Fed Funds | ||
| Sep-30-2022 | 2.55500 | +0.00250 |
| Nov-30-2022 | 3.70500 | -0.00500 |
| Feb-28-2023 | 4.41500 | -0.01500 |
| May-31-2023 | 4.44000 | -0.01000 |
| Aug-31-2023 | 4.37000 | +0.00500 |
| Feb-29-2024 | 4.15500 | +0.01500 |
| Aug-30-2024 | 3.96000 | -0.05000 |
| Swap Rates | ||||
|---|---|---|---|---|
| Term | Fed Funds | SOFR | Prime | 3M LIBOR |
| 1 Year | 4.28138 | 4.22790 | 7.44420 | 4.51540 |
| 2 Year | 4.20842 | 4.16790 | 7.38080 | 4.45950 |
| 3 Year | 4.01713 | 3.98040 | 7.18730 | 4.26980 |
| 5 Year | 3.79590 | 3.76550 | 6.95670 | 4.05300 |
| 7 Year | 3.66507 | 3.63950 | 6.81850 | 3.92600 |
| 10 Year | 3.55011 | 3.52850 | 6.69900 | 3.81520 |
| 15 Year | 3.48038 | 3.46400 | 6.62760 | 3.75010 |
| 20 Year | 3.36121 | 3.34780 | 6.50550 | 3.63300 |
| 30 Year | 3.04985 | 3.03850 | 6.18550 | 3.32550 |
| Other Rates | ||
|---|---|---|
| Rate | Change | |
| Overnight Bank Funding Rate (OBFR) | 3.07000 | +0.00000 |
| SOFR | 2.96000 | -0.02000 |
| 30 Day Compounded SOFR | 2.46903 | +0.02237 |
| 90 Day Compounded SOFR | 2.13187 | +0.01609 |
| 180 Day Compounded SOFR | 1.43069 | +0.01489 |
| 1 Month LIBOR* | 3.11529 | -0.01257 |
| 3 Month LIBOR* | 3.67414 | -0.06872 |
| 6 Month LIBOR* | 4.16986 | -0.03943 |
| Prime | 6.25000 | +0.00000 |
*LIBOR rates shown are for previous day