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Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 1.344% -0.01 2 year 1.482% -0.01 1 month 1.227% 0.00
3 year 1.497% -0.01 3 year 1.597% 0.00 3 month 1.313% 0.01
5 year 1.803% -0.02 5 year 1.759% -0.02 Fed Funds 1.250% 0.00
7 year 2.051% -0.02 7 year 1.910% -0.02
10 year 2.238% -0.02 10 year 2.089% -0.02

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.360%0.005%0.001%0.001%
2 year1.015%0.160%0.030%0.005%
3 year1.880%0.420%0.095%0.025%
4 year3.010%0.945%0.300%0.110%
5 year4.240%1.585%0.605%0.255%

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 48.21 -1.29 USD/CAD 1.253 -0.007 German 10-Year Bund 0.512% -0.02
WTI Crude 45.82 -1.27 USD/JPY 111.169 -0.795 Japan 10-Year Gov't Bond 0.065% 0.00
Natural Gas 3.01 -0.07 EUR/USD 1.167 0.005 Canada 10-year Gov't Bond 1.880% -0.01
Gold 1,255.20 10.70 GBP/USD 1.298 0.003
Silver 16.54 0.18
Copper 2.72 0.01

Economic Data

Time (ET)ReportForecastPrevious
Monday, July 24
9:45 AMMarkit US Manufacturing PMI52.352.0
9:45 AMMarkit US Services PMI54.254.2
9:45 AMMarkit US Composite PMI--53.0
10:00 AMExisting Home Sales MoM-0.8%1.1%
Tuesday, July 25
9:00 AMFHFA House Price Index MoM
0.6%0.7%
10:00 AMConf. Board Consumer Confidence116.0118.9
10:00 AMRichmond Fed Manufact. Index77
Wednesday, July 26
7:00 AMMBA Mortgage Applications--6.3%
10:00 AMNew Home Sales MoM0.8%0.8%
2:00 PMFOMC Rate Decision (Upper Bound)1.25%1.25%
Thursday, July 27
8:30 AMDurable Goods Orders3.1%-0.8%
8:30 AMInitial Jobless Claims240K233K
8:30 AMDurables Ex Transportation0.4%0.3%
8:30 AMContinuing Claims1959k1977k
8:30 AMCap Goods Orders Nondef Ex Air0.3%0.2%
8:30 AMCap Goods Ship Nondef Ex Air--0.1%
8:30 AMWholesale Inventories MoM0.2%0.4%
8:30 AMChicago Fed Nat Activity Index---0.26
Friday, July 28
8:30 AMGDP Annualized QoQ2.5%1.4%
8:30 AMPersonal Consumption2.8%1.1%
8:30 AMGDP Price Index1.3%1.9%
8:30 AMCore PCE QoQ0.7%2.0%
8:30 AMEmployment Cost Index0.6%0.8%
10:00 AMU of Mich. Sentiment93.193.1

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Client Testimonials

  • “We use Pensford as our strategic partner for interest rate risk management. They help us consider the benefits and risks associated with a variety of hedging strategies. Working together, we identify the appropriate hedging strategy and Pensford oversees the entire hedging process with the bank. Pensford’s involvement keeps the banks honest and provides transparency. This allows us to remain focused on other areas of the loan closing. Our first call when dealing with interest rates is to Pensford.”

    MWest Holdings
  • “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
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