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Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 1.147% -0.05 2 year 1.250% -0.05 1 month 0.775% 0.00
3 year 1.429% -0.06 3 year 1.452% -0.05 3 month 1.043% 0.00
5 year 1.867% -0.07 5 year 1.742% -0.06 Fed Funds 0.750% 0.00
7 year 2.189% -0.08 7 year 1.951% -0.06
10 year 2.401% -0.07 10 year 2.146% -0.06

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.145%0.005%0.001%0.001%
2 year0.780%0.180%0.045%0.010%
3 year1.805%0.660%0.270%0.125%
4 year3.100%1.390%0.670%0.350%
5 year4.550%2.260%1.175%0.645%

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 55.40 -0.12 USD/CAD 1.324 -0.008 German 10-Year Bund 0.364% -0.06
WTI Crude 52.83 -0.41 USD/JPY 112.685 -2.171 Japan 10-Year Gov't Bond 0.052% -0.01
Natural Gas 3.27 0.08 EUR/USD 1.077 0.010 Canada 10-year Gov't Bond 1.740% -0.01
Gold 1,218.20 4.80 GBP/USD 1.255 0.021
Silver 17.25 0.11
Copper 2.65 0.03

Economic Data

Time (ET)ReportForecastPrevious
Tuesday, January 24
9:45 AM
Markit US Manufacturing PMI
54.554.3
10:00 AM
Existing Home Sales MoM
-2.0%0.7%
10:00 AM
Richmond Fed Manufacturing Index
6.08.0
Wednesday, January 25
7:00 AM
MBA Mortgage Applications
--0.8%
9:00 AM
FHFA House Price Index MoM
0.3%0.4%
Thursday, January 26
8:30 AM
Wholesale Inventories Mom
0.1%1.0%
8:30 AM
Initial Jobless Claims
245k234k
8:30 AM
Continuing Jobless Claims
--2046k
9:45 AM
Markit US Services PMI
54.553.9
9:45 AM
Markit US Composite PMI
--54.1
10:00 AM
New Home Sales MoM
-1.2%5.2%
Friday, January 27
8:30 AM
GDP Annualized QoQ
2.2%3.5%
8:30 AM
Personal Consumption
2.5%3.0%
8:30 AM
GDP Price Index
2.1%1.4%
8:30 AM
Core PCE QoQ
1.4%1.7%
8:30 AM
Durable Goods Orders
2.6%-4.5%
10:00 AM
University of Michigan Sentiment
98.198.1

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