• The Interest Rate People

Interest Rates

Treasurys Swaps
10T Forward Rate
Term Last Change Term Last Change Term Last
2 year 2.608% -0.01 2 year 2.593% 2.798% -0.02 1-Yr Fwd 2.96%
3 year 2.679% -0.01 3 year 2.650% 2.851% -0.01 2-Yr Fwd 2.98%
5 year 2.735% -0.02 5 year 2.688% 2.873% -0.02 3-Yr Fwd 3.00%
7 year 2.805% -0.02 7 year 2.705% 2.885% -0.02 4-Yr Fwd 3.03%
10 year 2.862% -0.02 10 year 2.750% 2.928% -0.02 5-Yr Fwd 3.06%
Floating Indices
Term Last Change
1M LIBOR 2.064% 0.00
3M LIBOR 2.315% 0.00
Fed Funds 2.000% 0.00
SOFR 1.930% 0.01

Economic Data

Time (ET)ReportForecastPrevious
Tuesday, August 14
6:00 AMNFIB Small Business Optimism106.8107.2
8:30 AMImport Price Index YoY4.5%4.3%
8:30 AMExport Price Index YoY--5.3%
Wednesday, August 15
7:00 AMMBA Mortgage Applications---3.0%
8:30 AMEmpire Manufacturing20.022.6
8:30 AMRetail Sales Advance MoM0.1%0.5%
9:15 AMIndustrial Production MoM0.3%0.6%
9:15 AMCapacity Utilization78.2%78.0%
Thursday, August 16
8:30 AMInitial Jobless Claims215k213k
8:30 AMContinuing Claims1741k1755k
8:30 AMPhiladelphia Fed Business Optimism22.025.7
8:30 AMHousing Starts MoM7.4%-12.3%
8:30 AMBuilding Permits MoM1.4%-2.2%
Friday, August 17
10:00 AMLeading Index0.4%0.5%
10:00 AMU. of Mich. Sentiment97.997.9

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Client Testimonials

  • “Pensford is more than a pricing tool, they actively work with you to develop a sophisticated hedging strategy. Every time we bring a problem to Pensford they always go beyond the original problem, pointing out things we would never have otherwise considered. They go the extra mile to make sure we have all the information we need to make an educated decision. We recommend Pensford to anyone who has derivative needs.”

    Walton Communities
  • “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
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