Updated on Wednesday, July 23, 2008
US TREASURIES
Fed funds
2 yr
5 yr
10 yr
30 yr
1.94
2.72
3.49
4.11
4.67
FRAs
3/6
6/9
9/12
12/15
3/9
3.11
3.23
3.43
3.79
3.19
.
6/12
9/15
12/18
6/18
12/24
3.36
3.72
3.88
3.65
4.19
LIBOR SWAPS
1 yr
3 yr
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