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Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 1.104% -0.02 2 year 1.131% -0.02 1 month 0.649% 0.00
3 year 1.373% -0.03 3 year 1.330% -0.03 3 month 0.951% 0.00
5 year 1.804% -0.04 5 year 1.672% -0.04 Fed Funds 0.500% 0.00
7 year 2.149% -0.04 7 year 1.882% -0.04
10 year 2.351% -0.05 10 year 2.081% -0.05

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.075%0.005%0.001%0.001%
2 year0.540%0.125%0.030%0.010%
3 year1.420%0.530%0.230%0.110%
4 year2.595%1.190%0.600%0.325%
5 year4.080%2.090%1.100%0.610%

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 53.27 -0.39 USD/CAD 1.325 -0.002 German 10-Year Bund 0.351% -0.03
WTI Crude 50.10 -0.54 USD/JPY 113.775 -0.367 Japan 10-Year Gov't Bond 0.026% 0.01
Natural Gas 3.68 0.05 EUR/USD 1.075 0.002 Canada 10-year Gov't Bond 1.630% 0.01
Gold 1,175.70 5.90 GBP/USD 1.262 -0.006
Silver 17.21 0.47
Copper 2.64 -0.02

Economic Data

Time (ET)ReportForecastPrevious
Monday, December 5
9:45 AMMarkit US Services PMI54.854.7
9:45 AMMarkit US Composite PMI--54.9
10:00 AMISM Non-Manufacturing Composite55.554.8
Tuesday, December 6
8:30 AMTrade Balance-$42.0B-$36.4B
10:00 AMFactory Orders2.50%0.30%
10:00 AMDurable Goods Orders2.00%4.80%
Wednesday, December 7
7:00 AMMBA Mortgage Applications---9.40%
Thursday, December 8
8:30 AMInitial Jobless Claims255K268K
8:30 AMContinuing Jobless Claims2048K2081K
Friday, December 9
10:00 AMWholesale Inventories-0.40%-0.40%
10:00 AMUniversity of Michigan Consumer Sentiment94.493.8

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Client Testimonials

  • “We work closely with Pensford on every floating rate project we have. In addition to helping us model the forward-looking LIBOR curve, they are very flexible and can be as involved in the process as you want them to be. Their overall service and response time to a variety of requests is fantastic and we consider them to be a very important component of our team.”

    Ram Real Estate
  • “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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