Latest Rates

Updated as of 08/31/2021
Maturity 1 M 3 M 6 M 1 YR 2 YR 3 YR 5 YR 7 YR 10 YR 20 YR 30 YR
Rate 0.03% 0.04% 0.06% 0.07% 0.20% 0.40% 0.77% 1.08% 1.30% 1.85% 1.92%
Daily Chg -0.01 -0.01 0.01 -0.01 0.00 0.00 0.00 0.01 0.01 0.03 0.02
Daily Chg% -25.00% -20.00% 20.00% -12.50% 0.00% 0.00% 0.00% 0.93% 0.78% 1.65% 1.05%
MTD Chg -0.88 -1.16 -1.16 -1.55 -4.58 -8.82 -16.22 -22.28 -26.93 -38.43 -40.24
MTD Chg% -96.70% -96.67% -95.08% -95.68% -95.82% -95.66% -95.47% -95.38% -95.39% -95.41% -95.45%
YTD Chg -4.84 -5.44 -5.99 -6.67 -8.67 -11.27 -21.26 -35.60 -50.14 -81.38 -93.96
YTD Chg% -99.38% -99.27% -99.01% -98.96% -97.75% -96.57% -49.48% -97.06% -97.47% -97.78% -98.00%

Spread Matrix

1 M 3 M 6 M 1 YR 2 YR 3 YR 5 YR 7 YR 10 YR 20 YR 30 YR
1 M -0.02% -0.02% -0.03% -0.19% -0.40% -0.76% -1.04% -1.26% -1.80% -1.89%
3 M 0.02% 0.00% -0.02% -0.17% -0.38% -0.74% -1.02% -1.24% -1.79% -1.87%
6 M 0.02% 0.00% -0.02% -0.17% -0.38% -0.74% -1.03% -1.24% -1.79% -1.87%
1 YR 0.03% 0.02% 0.02% -0.15% -0.36% -0.72% -1.01% -1.22% -1.77% -1.85%
2 YR 0.19% 0.17% 0.17% 0.15% -0.21% -0.57% -0.85% -1.07% -1.62% -1.70%
3 YR 0.40% 0.38% 0.38% 0.36% 0.21% -0.36% -0.65% -0.86% -1.41% -1.49%
5 YR 0.76% 0.74% 0.74% 0.72% 0.57% 0.36% -0.29% -0.50% -1.05% -1.13%
7 YR 1.04% 1.02% 1.03% 1.01% 0.85% 0.65% 0.29% -0.21% -0.76% -0.84%
10 YR 1.26% 1.24% 1.24% 1.22% 1.07% 0.86% 0.50% 0.21% -0.55% -0.63%
20 YR 1.80% 1.79% 1.79% 1.77% 1.62% 1.41% 1.05% 0.76% 0.55% -0.08%
30 YR 1.89% 1.87% 1.87% 1.85% 1.70% 1.49% 1.13% 0.84% 0.63% 0.08%

End of day data, provided for educational purposes only.

General Risk Disclosure for Futures Trading: Transactions in securities futures, commodity and index futures and options on futures carry a high degree of risk. The amount of initial margin is small relative to the value of the futures contract, meaning that transactions are heavily “leveraged”. A relatively small market movement will have a proportionately larger impact on the funds you have deposited or will have to deposit: this may work against you as well as for you. You may sustain a total loss of initial margin funds and any additional funds deposited with the clearing firm to maintain your position. If the market moves against your position or margin levels are increased, you may be called upon to pay substantial additional funds on short notice to maintain your position. If you fail to comply with a request for additional funds within the time prescribed, your position may be liquidated at a loss and you will be liable for any resulting deficit.