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