• Leveling The Playing Field

Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 0.805% -0.01 2 year 0.801% -0.01 1 month 0.524% 0.00
3 year 0.908% -0.02 3 year 0.886% -0.02 3 month 0.833% 0.00
5 year 1.180% -0.01 5 year 0.980% -0.01 Fed Funds 0.500% 0.00
7 year 1.436% -0.01 7 year 1.131% -0.01
10 year 1.570% -0.01 10 year 1.235% -0.01

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.050%0.001%0.001%0.001%
2 year0.295%0.035%0.005%0.001%
3 year0.750%0.165%0.045%0.015%
4 year1.390%0.420%0.145%0.060%
5 year2.225%0.820%0.330%0.150%

Markets

Commodities FX Government Bonds
Futures Last Change Currency Last Change Bond Last Change
Brent Crude 48.37 -0.95 USD/CAD 1.302 0.002 German 10-Year Bund -0.094% -0.01
WTI Crude 46.26 -0.85 USD/JPY 102.105 0.130 Japan 10-Year Gov't Bond -0.075% -0.01
Natural Gas 2.83 -0.06 EUR/USD 1.118 -0.001 Canada 10-year Gov't Bond 1.020% -0.06
Gold 1,311.00 -12.70 GBP/USD 1.309 -0.004
Silver 18.61 -0.29
Copper 2.08 -0.01

Economic Data

Time (ET)ReportForecastPrevious
Monday, August 29
8:30 AMPersonal Income0.40%0.20%
8:30 AMPersonal Spending0.30%0.40%
Tuesday, August 30
10:00 AMConsumer Confidence Index97.097.3
Wednesday, August 31
7:00 AMMBA Mortgage Applications---2.10%
8:15 AMADP Employment Change175K179K
9:45 AMChicago Purchasing Manager5455.8
10:00 AMPending Home Sales MoM0.70%0.20%
Thursday, September 1
8:30 AMInitial Jobless Claims265K261K
8:30 AMContinuing Claims--2145K
10:00 AMConstruction Spending0.60%-0.60%
10:00 AMISM Manufacturing5252.6
10:00 AMISM Prices Paid54.555.0
Friday, September 2
8:30 AMTrade Balance-$43.0B-$44.5B
8:30 AMNon-Farm Payrolls185K255K
8:30 AMUnemployment Rate4.80%4.90%
10:00 AMFactory Orders2.00%-1.50%
10:00 AMDurable Goods Orders--4.40%

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Client Testimonials

  • The Procaccianti Group

    “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
  • 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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