• Leveling The Playing Field

Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 0.758% 0.01 2 year 0.770% 0.01 1 month 0.524% 0.00
3 year 0.862% 0.01 3 year 0.825% 0.01 3 month 0.853% 0.00
5 year 1.135% 0.01 5 year 0.943% 0.01 Fed Funds 0.500% 0.00
7 year 1.399% 0.01 7 year 1.069% 0.01
10 year 1.572% 0.01 10 year 1.268% 0.01

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.035%0.001%0.001%0.001%
2 year0.220%0.025%0.005%0.001%
3 year0.620%0.140%0.045%0.020%
4 year1.210%0.375%0.140%0.065%
5 year1.985%0.750%0.330%0.165%

Markets

Commodities FX Government Bonds
Futures Last Change Currency Last Change Bond Last Change
Brent Crude 48.74 2.58 USD/CAD 1.322 0.004 German 10-Year Bund -0.138% -0.03
WTI Crude 47.16 2.50 USD/JPY 100.538 -0.117 Japan 10-Year Gov't Bond -0.090% -0.02
Natural Gas 3.00 -0.03 EUR/USD 1.124 0.001 Canada 10-year Gov't Bond 0.960% -0.03
Gold 1,321.90 -5.60 GBP/USD 1.299 0.002
Silver 19.22 0.05
Copper 2.20 0.03

Economic Data

Time (ET)ReportForecastPrevious
Monday, September 26
10:00 AMNew Homes Sales-8.30%12.40%
10:30 AMDallas Fed Manufacturing Activity-3-6.2
Tuesday, September 27
9:45 AMMarkit US Composite PMI--51.5
10:00 AMConsumer Confidence Index98.7101.1
10:00 AMRichmond Fed Manufacturing Index-2-11
Wednesday, September 28
7:00 AMMBA Mortgage Applications---7.30%
8:30 AMDurable Goods Orders-1.40%4.40%
Thursday, September 29
8:30 AMWholesale Inventories MoM0.00%0.00%
8:30 AMGDP Annualized QoQ (Q2 3rd est.)1.30%1.10%
8:30 AMPersonal Consumption4.40%4.40%
8:30 AMGDP Price Index2.30%2.30%
8:30 AMCore PCE QoQ1.80%1.80%
8:30 AMIntitial Jobless Claims260K252K
8:30 AMContinuing Jobless Claims--2113K
10:00 AMPending Home Sales MoM0.00%1.30%
Friday, September 30
8:30 AMPersonal Income0.20%0.40%
8:30 AMPersonal Spending0.10%0.30%
9:45 AMPCE Core YoY1.70%1.60%
10:00 AmUniversity of Michigan Consumer Sentiment9089.8

Twitter Feed

Client Testimonials

  • 6DAF2B43-97DF-40B3-96D7-338936108ABE

    “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
  • 55991940-63BF-4682-9262-1CC1FC765B74

    “If you are dealing with a swap you MUST have an advocate on your team that understands the whole process. Noble Properties has used Pensford for 5 years and their input and knowledge of the process has been invaluable. I recommend them without any reservation.”

    Noble Properties
More Happy Clients

We provide insight, suggestions, and transparency to every transaction, but at all times our clients are in control of the negotiation process.