May 5 Friday 8:41AM New York / 1241 GMT
Price Current Net
Yield % Change
(bps)
Three-month bills 5.1125 5.2484 -0.020
Six-month bills 4.8775 5.0675 0.065
Two-year note 99-239/256 3.9098 0.183
Three-year note 100-88/256 3.6249 0.171
Five-year note 100-90/256 3.4224 0.146
Seven-year note 100-108/256 3.4314 0.125
10-year note 100-88/256 3.4578 0.106
30-year bond 97-20/256 3.7893 0.067
DOLLAR SWAP SPREADS
Last (bps) Net
Change
(bps)
U.S. 2-year dollar swap 24.50 -1.75
spread
U.S. 3-year dollar swap 15.75 -0.75
spread
U.S. 5-year dollar swap 10.00 -0.25
spread
U.S. 10-year dollar swap 2.00 -0.50
spread
U.S. 30-year dollar swap -41.50 -0.50
spread
(Reporting by Matt Tracy; Editing by Toby Chopra)