• Leveling The Playing Field

Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 0.655% -0.05 2 year 0.691% -0.05 1 month 0.494% 0.00
3 year 0.747% -0.07 3 year 0.768% -0.09 3 month 0.757% 0.01
5 year 1.024% -0.06 5 year 0.881% -0.08 Fed Funds 0.500% 0.00
7 year 1.285% -0.05 7 year 1.052% -0.08
10 year 1.453% -0.05 10 year 1.217% -0.08

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.020%0.001%0.001%0.001%
2 year0.170%0.020%0.005%0.001%
3 year0.520%0.120%0.040%0.010%
4 year1.080%0.350%0.130%0.050%
5 year1.840%0.720%0.310%0.150%

Markets

Commodities FX Government Bonds
Futures Last Change Currency Last Change Bond Last Change
Brent Crude 43.38 0.16 USD/CAD 1.315 -0.005 German 10-Year Bund -0.017% 0.00
WTI Crude 41.38 0.34 USD/JPY 104.924 -0.553 Japan 10-Year Gov't Bond -0.190% 0.08
Natural Gas 2.86 -0.01 EUR/USD 1.108 0.008 Canada 10-year Gov't Bond 1.060% -0.01
Gold 1,350.90 15.80 GBP/USD 1.319 0.006
Silver 20.34 0.17
Copper 2.23 0.02

Economic Data

Time (ET)ReportForecastPrevious
Monday, July 25
10:30 AMDallas Fed Manf. Activity-11.5-18.3
Tuesday, July 26
10:00 AMConsumer Confidence Index95.598
10:00 AMRichmond Fed Manufact. Index-5-7
10:00 AMNew Home Sales MoM0.80%-6.00%
Wednesday, July 27
7:00 AMMBA Mortgage Applications---1.30%
8:30 AMDurable Goods Orders-1.30%-2.30%
10:00 AMPending Home Sales MoM1.80%-3.70%
2:00 PMFOMC Rate Decision (Upper Bound)0.50%0.50%
2:00 PMFOMC Rate Decision (Lower Bound)0.25%0.25%
Thursday, July 28
8:30 AMInitial Jobless Claims264K253K
8:30 AMContinuing Claims--2128K
11:00 AMKansas City Fed Manf. Activity--2
Friday, July 29
8:30 AMGDP Annualized QoQ2.60%1.10%
8:30 AMCore PCE QoQ1.70%2.00%
10:00 AMU. of Mich. Sentiment90.189.5

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Client Testimonials

  • 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
  • 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
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