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Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 1.298% 0.00 2 year 1.416% 0.00 1 month 1.044% 0.01
3 year 1.457% 0.00 3 year 1.547% 0.00 3 month 1.200% 0.00
5 year 1.791% 0.01 5 year 1.754% 0.01 Fed Funds 1.000% 0.00
7 year 2.065% 0.01 7 year 1.913% 0.00
10 year 2.250% 0.00 10 year 2.085% 0.01

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.305%0.010%0.001%0.001%
2 year0.945%0.155%0.030%0.010%
3 year1.880%0.480%0.115%0.030%
4 year3.020%1.015%0.325%0.110%
5 year4.325%1.720%0.665%0.275%

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 51.98 -0.01 USD/CAD 1.345 -0.004 German 10-Year Bund 0.328% -0.04
WTI Crude 49.59 0.24 USD/JPY 111.260 -0.555 Japan 10-Year Gov't Bond 0.033% 0.00
Natural Gas 3.26 0.01 EUR/USD 1.117 -0.004 Canada 10-year Gov't Bond 1.460% -0.02
Gold 1,267.20 11.30 GBP/USD 1.282 -0.011
Silver 17.36 0.19
Copper 2.56 -0.03

Economic Data

Time (ET)ReportForecastPrevious
Tuesday, May 30
8:30 AM
Personal Income
0.4%0.2%
8:30 AM
Personal Spending
0.4%0.0%
8:30 AM
PCE Core MoM
0.1%-0.1%
8:30 AM
PCE Core YoY
1.5%1.6%
10:00 AM
Conf. Board Consumer Confidence
119.9120.3
10:30 AM
Dallas Fed Manf. Activity
15.216.8
Wednesday, May 31
7:00 AM
MBA Mortgage Applications
--4.4%
9:45 AM
Chicago Purchasing Manager
57.058.3
10:00 AM
Pending Home Sales MoM
0.6%-0.8%
2:00 PM
US Federal Reserve Releases Beige Book
----
Thursday, June 1
8:15 AM
ADP Employment Change
180k177k
8:30 AM
Initial Jobless Claims
239k234k
8:30 AM
Continuing Claims
1920k1923k
9:45 AM
Markit US Manufacturing PMI
52.552.5
10:00 AM
ISM Manufacturing
54.654.8
10:00 AM
Construction Spending MoM
0.5%-0.2%
Friday, June 2
8:30 AM
Change in Nonfarm Payrolls
185k211k
8:30 AM
Unemployment Rate
4.4%4.4%
8:30 AM
Average Hourly Earnings MoM
0.2%0.3%
8:30 AM
Average Hourly Earnings YoY
2.6%2.5%

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Client Testimonials

  • “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
  • “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
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