| Libors |
| 0.156% | 0.152% | 0.147% | 0.150% |
| 0.191% | 0.190% | 0.189% | 0.189% |
| 0.214% | 0.212% | 0.211% | 0.212% |
| 0.240% | 0.239% | 0.239% | 0.240% |
| 0.346% | 0.345% | 0.346% | 0.347% |
| 0.467% | 0.466% | 0.467% | 0.466% |
| 0.735% | 0.732% | 0.730% | 0.732% |
| 1.068% | 1.061% | 1.053% | 1.050% |
Last Refreshed 5/17/2012 12:10 AM CT.
| US Treasuries |
| 0.079% | 0.080% | 0.070% | 0.070% |
| 0.094% | 0.090% | 0.090% | 0.080% |
| 0.140% | 0.150% | 0.150% | 0.140% |
| 0.181% | 0.190% | 0.180% | 0.180% |
| 0.290% | 0.290% | 0.270% | 0.270% |
| 0.394% | 0.380% | 0.360% | 0.420% |
| 0.746% | 0.740% | 0.770% | 0.850% |
| 1.199% | 1.190% | 1.260% | 1.370% |
| 1.772% | 1.760% | 1.870% | 2.000% |
| 2.741% | 2.500% | 2.630% | 2.750% |
| 2.904% | 2.910% | 3.030% | 3.120% |
Last Refreshed 5/16/2012 6:39 PM CT.
| Treasury Bills Secondary |
| 0.080% | 0.080% | 0.070% | 0.070% |
| 0.090% | 0.090% | 0.090% | 0.080% |
| 0.150% | 0.150% | 0.150% | 0.140% |
| 0.180% | 0.180% | 0.180% | 0.170% |
Last Refreshed 5/17/2012 12:10 AM CT.
| Treasury Bills Auction Average |
| 0.001% | 0.001% | 0.001% | 0.001% |
| 0.001% | 0.001% | 0.001% | 0.001% |
| 0.002% | 0.002% | 0.002% | 0.002% |
Last Refreshed 5/17/2012 12:10 AM CT.
| Miscellaneous Rates: |
| 5/17/2012 12:10 AM CT |
3.250% |
| 5/17/2012 12:10 AM CT |
1.163% |
| Swap Spreads |
| 39.8 bp | 38.9 bp | 37.0 bp | 34.0 bp |
| 36.3 bp | 35.4 bp | 32.0 bp | 30.0 bp |
| 34.5 bp | 36.1 bp | 32.0 bp | 27.0 bp |
| 35.8 bp | 36.5 bp | 31.0 bp | 28.0 bp |
| 30.3 bp | 32.1 bp | 25.0 bp | 21.0 bp |
| 13.8 bp | 18.5 bp | 11.0 bp | 7.0 bp |
| -31.0 bp | -27.0 bp | -29.0 bp | -31.0 bp |
Last Refreshed 5/16/2012 6:39 PM CT.
| US Treasuries + SWAP Spreads |
| 0.579% | 0.579% | 0.550% | 0.520% |
| 0.653% | 0.644% | 0.590% | 0.570% |
| 0.739% | 0.741% | 0.680% | 0.690% |
| 0.906% | 0.890% | 0.860% | 0.890% |
| 1.104% | 1.105% | 1.080% | 1.130% |
| 1.502% | 1.511% | 1.510% | 1.580% |
| 1.910% | 1.945% | 1.980% | 2.070% |
| 2.594% | 2.640% | 2.740% | 2.810% |
Last Refreshed 5/16/2012 6:39 PM CT.
| Hourly Yields |
| 0.178% |
0.294% |
0.397% |
0.753% |
1.779% |
2.911% |
| 0.178% |
0.290% |
0.408% |
0.761% |
1.788% |
2.931% |
| 0.178% |
0.286% |
0.394% |
0.757% |
1.801% |
2.948% |
| 0.188% |
0.290% |
0.400% |
0.762% |
1.805% |
2.949% |
| 0.186% |
0.286% |
0.397% |
0.757% |
1.802% |
2.946% |
| 0.181% |
0.278% |
0.384% |
0.743% |
1.787% |
2.935% |
| 0.181% |
0.294% |
0.389% |
0.741% |
1.778% |
2.929% |
| 0.183% |
0.274% |
0.394% |
0.743% |
1.784% |
2.933% |
| 0.183% |
0.290% |
0.389% |
0.741% |
1.765% |
2.905% |
| 0.181% |
0.282% |
0.392% |
0.737% |
1.765% |
2.898% |
Last Refreshed 5/16/2012 4:09 PM CT. All hours listed above are in CT.
| Commercial Paper - Financial |
| 0.120% | 0.120% | 0.110% | 0.160% |
| 0.140% | 0.140% | 0.140% | 0.190% |
| 0.200% | 0.200% | 0.160% | 0.210% |
Last Refreshed 5/17/2012 12:10 AM CT.