• Leveling The Playing Field

Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 1.258% -0.02 2 year 1.449% -0.04 1 month 0.993% 0.00
3 year 1.446% -0.02 3 year 1.598% -0.03 3 month 1.172% 0.00
5 year 1.822% -0.02 5 year 1.822% -0.03 Fed Funds 1.000% 0.00
7 year 2.101% -0.02 7 year 1.984% -0.03
10 year 2.295% -0.02 10 year 2.155% -0.03

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.265%0.010%0.001%0.001%
2 year0.885%0.160%0.035%0.010%
3 year1.790%0.535%0.190%0.080%
4 year2.915%1.135%0.510%0.250%
5 year4.200%1.895%0.950%0.515%

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 51.43 -0.55 USD/CAD 1.362 -0.001 German 10-Year Bund 0.301% -0.06
WTI Crude 48.69 -1.11 USD/JPY 111.220 0.093 Japan 10-Year Gov't Bond 0.014% 0.00
Natural Gas 3.23 -0.02 EUR/USD 1.088 -0.004 Canada 10-year Gov't Bond 1.480% -0.04
Gold 1,264.00 -5.50 GBP/USD 1.291 0.006
Silver 17.28 -0.25
Copper 2.59 0.01

Economic Data

Time (ET)ReportForecastPrevious
Monday, April 24
8:30 AM
Chicago Fed Nat Activity Index
--0.34
10:30 AM
Dallas Fed Manf. Activity
16.516.9
Tuesday, April 25
9:00 AM
FHFA House Price Index MoM
0.3%0.0%
10:00 AM
New Home Sales MoM
-1.2%6.1%
10:00 AM
Conf. Board Consumer Confidence
122.9125.6
10:00 AM
Richmond Fed Manufact. Index
1622
Wednesday, April 26
7:00 AM
MBA Mortgage Applications
---1.8%
Thursday, April 27
8:30 AM
Wholesale Inventories MoM
0.3%0.4%
8:30 AM
Durable Goods Orders
1.3%1.8%
8:30 AM
Initial Jobless Claims
242k244k
8:30 AM
Continuing Claims
--1979k
10:00 AM
Pending Home Sales MoM
-0.8%5.5%
Friday, April 28
8:30 AM
Employment Cost Index
0.6%0.5%
8:30 AM
GDP Annualized QoQ
1.2%2.1%
8:30 AM
Personalized Consumption
0.7%3.5%
8:30 AM
GDP Price Index
2.0%2.1%
8:30 AM
Core PCE QoQ
2.0%1.3%
9:45 AM
Chicago Purchasing Manager
56.657.7
10:00 AM
University of Michigan Sentiment
98.098.0

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Client Testimonials

  • “Pensford was an important contributor to the success of our IPO. Along with their team at Medalist Defeasance, they were able to terminate six swaps and defease six loans in one day. We were extremely pleased with their expertise and team’s responsiveness.”

    Easterly Government Properties
  • “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
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