• The Interest Rate People

Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 2.077% 0.02 2 year 2.145% 0.02 1 month 1.561% 0.00
3 year 2.207% 0.01 3 year 2.265% 0.01 3 month 1.744% 0.00
5 year 2.448% 0.00 5 year 2.390% 0.00 Fed Funds 1.500% 0.00
7 year 2.579% -0.01 7 year 2.470% -0.02
10 year 2.648% 0.00 10 year 2.565% -0.01

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.920%0.085%0.001%0.001%
2 year2.260%0.515%0.050%0.010%
3 year3.750%1.160%0.260%0.070%
4 year5.290%1.970%0.620%0.225%
5 year6.850%2.865%1.090%0.465%

Updated weekly, for indicative purposes only. Does not necessarily represent a tradable level.

Markets

Commodities FX Government Bonds
Futures Last Change Currency Last Change Bond Last Change
Brent Crude 69.12 0.51 USD/CAD 1.245 -0.005 German 10-Year Bund 0.569% -0.01
WTI Crude 63.72 0.46 USD/JPY 110.933 0.103 Japan 10-Year Gov't Bond 0.078% 0.00
Natural Gas 3.21 0.01 EUR/USD 1.225 0.003 Canada 10-year Gov't Bond 2.230% 0.00
Gold 1,331.60 0.50 GBP/USD 1.395 0.010
Silver 17.02 -0.03
Copper 3.19 0.00

Economic Data

Time (ET)ReportForecastPrevious
Monday, January 22
8:30 AMChicago Fed Nat Activity Index0.220.15
Tuesday, January 23
7:00 AMMBA Mortgage Applications --4.1%
9:00 AMFHFA House Price Index MoM0.5%0.5%
9:45 AMMarkit US Manufacturing PMI55.055.1
9:45 AMMarkit US Services PMI54.253.7
9:45 AMMarkit US Composite PMI--54.1
10:00 AMExisting Home Sales MoM-1.9%5.6%
Thursday, January 24
8:30 AMWholesale Inventories MoM0.4%0.8%
8:30 AMInitial Jobless Claims235k220k
8:30 AMContinuing Claims1920k1952k
10:00 AMNew Homes Sales675k733k
10:00 AMNew Home Sales MoM-7.9%17.5%
10:00 AMLeading Index0.5%0.4%
Friday, January 26
8:30 AMGDP Annualized QoQ3.0%3.2%
8:30 AMPersonal Consumption3.6%2.2%
8:30 AMGDP Price Index2.3%2.1%
8:30 AMCore PCE QoQ1.9%1.3%
8:30 AMDurable Goods Orders0.9%1.3%
8:30 AMDurables Ex Transportation0.6%-0.1%
8:30 AMCap Goods Orders Nondef Ex Air0.6%-0.2%
8:30 AMCap Goods Ship Nondef Ex Air0.4%-0.1%

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Client Testimonials

  • “Pensford was an important contributor to the success of our IPO. Along with their team at Medalist Defeasance, they were able to terminate six swaps and defease six loans in one day. We were extremely pleased with their expertise and team’s responsiveness.”

    Easterly Government Properties
  • “We frequently purchase interest rate caps to hedge our exposure to LIBOR and we always turn to Pensford to accomplish this. They help us negotiate terms with our lender, formulate the ideal strategy, assist with timing, and ultimately obtain the lowest cost possible with the most favorable terms.”

    The Procaccianti Group
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