• The Interest Rate People

Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 1.542% 0.03 2 year 1.688% 0.04 1 month 1.237% 0.00
3 year 1.684% 0.05 3 year 1.786% 0.05 3 month 1.353% -0.01
5 year 1.951% 0.03 5 year 1.924% 0.06 Fed Funds 1.250% 0.00
7 year 2.149% 0.04 7 year 2.017% 0.05
10 year 2.305% 0.02 10 year 2.160% 0.04

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.510%0.010%0.001%0.001%
2 year1.285%0.140%0.015%0.005%
3 year2.230%0.465%0.120%0.040%
4 year3.315%0.965%0.330%0.135%
5 year4.550%1.605%0.635%0.290%

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 57.80 0.86 USD/CAD 1.251 0.004 German 10-Year Bund 0.372% -0.03
WTI Crude 51.90 0.71 USD/JPY 112.080 0.192 Japan 10-Year Gov't Bond 0.061% 0.00
Natural Gas 2.95 -0.05 EUR/USD 1.180 -0.002 Canada 10-year Gov't Bond 2.030% -0.05
Gold 1,295.00 -8.80 GBP/USD 1.324 -0.004
Silver 17.26 -0.20
Copper 3.23 0.10

Economic Data

Time (ET)ReportForecastPrevious
Monday, October 16
8:30 AMEmpire Manufacturing21.024.4
Tuesday, October 17
8:30 AMImport Price Index MoM0.6%0.6%
8:30 AMExport Price Index MoM0.5%0.6%
9:15 AMIndustrial Production MoM0.2%-0.9%
9:15 AMCapacity Utilization76.2%76.1%
10:00 AMNAHB Housing Market Index6464
Wednesday, October 18
7:00 AMMBA Mortgage Applications---2.1%
8:30 AMHousing Starts MoM-0.4%-0.8%
8:30 AMBuilding Permits MoM-2.3%5.7%
2:00 PMU.S. Federal Reserve Beige Book Release
Thursday, October 19
8:30 AMInitial Jobless Claims240k243k
8:30 AMPhiladelphia Fed Business Outlook22.023.8
8:30 AMContinuing Claims--1889k
8:30 AMLeading Index0.1%0.4%
Friday, October 20
10:00 AMExisting Home Sales MoM-0.9%-1.7%

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Client Testimonials

  • “We always go to Pensford whenever we need a cap. In a recent trade, the Lender asked for documentation that we were unable to provide. Pensford was able to resolve the issue in a timely manner and successfully close the trade.”

    ECI 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
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