| Monthly | Jun 10 | May 10 | Apr 10 | Mar 10 | Feb 10 | 3M Avg | 12M Avg | Trend | |
|---|---|---|---|---|---|---|---|---|---|
Interset Rate Swaps |
Rate |
||||||||
| IR Swap 1yr | 0.78 | 0.78 | 0.59 | 0.53 | 0.51 | 0.72 | 0.63 | 0.09 | |
| IR Swap 2yr | 1.11 | 1.19 | 1.21 | 1.14 | 1.12 | 1.17 | 1.23 | -0.06 | |
| IR Swap 3yr | 1.52 | 1.65 | 1.81 | 1.74 | 1.74 | 1.66 | 1.82 | -0.16 | |
| IR Swap 4yr | 1.93 | 2.08 | 2.32 | 2.24 | 2.26 | 2.11 | 2.29 | -0.18 | |
| IR Swap 5yr | 2.29 | 2.46 | 2.74 | 2.65 | 2.68 | 2.50 | 2.67 | -0.18 | |
| IR Swap 7yr | 2.82 | 3.00 | 3.33 | 3.24 | 3.27 | 3.05 | 3.21 | -0.16 | |
| IR Swap 10yr | 3.27 | 3.46 | 3.82 | 3.74 | 3.78 | 3.52 | 3.65 | -0.14 | |
| IR Swap 30yr | 3.95 | 4.09 | 4.50 | 4.48 | 4.48 | 4.18 | 4.26 | -0.08 | |
Swap Spreads |
Rate |
||||||||
| IR Swap 1yr - UST 1yr | 0.46 | 0.41 | 0.14 | 0.13 | 0.16 | 0.34 | 0.25 | 0.09 | |
| IR Swap 2yr - UST 2yr | 0.39 | 0.36 | 0.15 | 0.18 | 0.26 | 0.30 | 0.31 | -0.01 | |
| IR Swap 3yr - UST 3yr | 0.35 | 0.33 | 0.17 | 0.23 | 0.34 | 0.28 | 0.37 | -0.08 | |
| IR Swap 5yr - UST 5yr | 0.29 | 0.28 | 0.16 | 0.22 | 0.32 | 0.24 | 0.31 | -0.07 | |
| IR Swap 7yr - UST 7yr | 0.16 | 0.14 | 0.05 | 0.08 | 0.15 | 0.12 | 0.16 | -0.04 | |
| IR Swap 10yr - UST 10yr | 0.07 | 0.04 | -0.03 | 0.01 | 0.09 | 0.03 | 0.11 | -0.08 | |
| IR Swap 30yr - UST 30yr | -0.18 | -0.20 | -0.19 | -0.16 | -0.14 | -0.19 | -0.15 | -0.04 | |
Swap Curve Spreads |
Rate |
||||||||
| IR Swap 10yr - Eurodollar 3m | 2.66 | 2.98 | 3.42 | 3.34 | 3.38 | 3.02 | 3.13 | -0.11 | |
| IR Swap 10yr - IR Swap 2yr | 2.16 | 2.27 | 2.61 | 2.60 | 2.66 | 2.35 | 2.42 | -0.07 | |
| IR Swap 30yr - IR Swap 2yr | 2.84 | 2.90 | 3.29 | 3.34 | 3.36 | 3.01 | 3.03 | -0.02 |
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