Skip to main content

Current Treasuries and Swap Rates

U.S. Treasury yields and swap rates, including the benchmark 10-year U.S. Treasury Bond, the Secured Overnight Financing Rate (SOFR), 1-month Term SOFR swap rates, SOFR swap rate, the Fed Funds Effective Rate, Prime, and SIFMA. Swap rates are shown on a mid-market basis and may not reflect executable levels for most end users as they do not reflect dealer costs, credit charges, and other transaction specific mark-ups. Need capital markets data to help in your underwriting? Hedging questions? Contact us.

U.S. Treasuries

Loading rates...

1-month Term SOFR swap rates

Loading rates...

SOFR swap rate (annual/annual)

Loading rates...

Secured Overnight Financing Rate (SOFR)

Loading rates...

Other U.S. Rates

Loading rates...

SIFMA

Loading rates...

SIFMA is published weekly on Wednesday

Fallback Rate (SOFR)

Loading rates...

Informational Purposes Only - Disclaimer | Terms of use


Economic and market update

In our upcoming webinar, we will discuss the current global economic landscape and ways to mitigate risk and enhance decision-making in the capital markets.

Download your copy

Nearly 1,500 capital market professionals responded to a series of poll questions on topics like the possibility of a U.S. recession, interest rates, debt refinancing, private capital sources, and 2024 priorities.

Chatham's experts analyzed the polling data, offering diverse perspectives on the economy's current and future outlook.

Our team

  • Joe Nowicki

    Managing Director
    Business Development

    Real Estate | Kennett Square, PA

  • Ken Richer

    Director
    Business Development

    Real Estate | Denver, CO

  • Sean Goodwin

    Managing Director
    Hedging and Capital Markets

    Real Estate | London


Get in touch with an expert

Need live rates or have general questions? We advise on and execute over $4 billion per trading day of interest rate and FX hedging transactions.


Disclaimers

Chatham Hedging Advisors, LLC (CHA) is a subsidiary of Chatham Financial Corp. and provides hedge advisory, accounting and execution services related to swap transactions in the United States. CHA is registered with the Commodity Futures Trading Commission (CFTC) as a commodity trading advisor and is a member of the National Futures Association (NFA); however, neither the CFTC nor the NFA have passed upon the merits of participating in any advisory services offered by CHA. For further information, please visit chathamfinancial.com/legal-notices.

Transactions in over-the-counter derivatives (or “swaps”) have significant risks, including, but not limited to, substantial risk of loss. You should consult your own business, legal, tax and accounting advisers with respect to proposed swap transaction and you should refrain from entering into any swap transaction unless you have fully understood the terms and risks of the transaction, including the extent of your potential risk of loss. This material has been prepared by a sales or trading employee or agent of Chatham Hedging Advisors and could be deemed a solicitation for entering into a derivatives transaction. This material is not a research report prepared by Chatham Hedging Advisors. If you are not an experienced user of the derivatives markets, capable of making independent trading decisions, then you should not rely solely on this communication in making trading decisions. All rights reserved.

The market data ("Information") contained herein: (i) includes the proprietary information of Chicago Mercantile Exchange Inc. or it’s licensors, as applicable ; (ii) may not be copied, sold or further disseminated except as specifically authorized; (iii) does not constitute investment advice; (iv) is provided solely for informational purposes; and (v) is not warranted to be complete, accurate or timely. You may not develop or create any derivative work or other product that uses, is based on, or is developed in connection with any of the Information (including, without limitation, proprietary data, settlement data or indices) available on this site.