• Leveling The Playing Field

Interest Rates

Treasurys Swaps - Monthly Money ? Libor
Term Last Change Term Last Change Term Last Change
2 year 1.207% -0.01 2 year 1.359% 0.00 1 month 0.777% 0.00
3 year 1.491% -0.01 3 year 1.554% 0.00 3 month 1.050% 0.00
5 year 1.922% -0.01 5 year 1.846% 0.00 Fed Funds 0.750% 0.00
7 year 2.240% -0.01 7 year 2.031% 0.00
10 year 2.434% -0.01 10 year 2.242% 0.01

Caps - Percentage of Notional

Term1.00%2.00%3.00%4.00%
1 year0.170%0.005%0.001%0.001%
2 year0.825%0.165%0.035%0.010%
3 year1.850%0.620%0.230%0.095%
4 year3.130%1.310%0.580%0.285%
5 year4.525%2.160%1.090%0.590%

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 56.91 0.73 USD/CAD 1.314 0.003 German 10-Year Bund 0.314% 0.02
WTI Crude 54.64 0.59 USD/JPY 113.546 0.488 Japan 10-Year Gov't Bond 0.090% 0.00
Natural Gas 2.65 -0.13 EUR/USD 1.054 -0.008 Canada 10-year Gov't Bond 1.700% -0.04
Gold 1,227.70 -9.80 GBP/USD 1.246 0.000
Silver 17.89 -0.18
Copper 2.75 0.01

Economic Data

Time (ET)ReportForecastPrevious
Tuesday, February 21
9:45 AM
Markit US Manufacturing PMI
55.2
55.0
9:45 AM
Markit US Services PMI
55.855.6
9:45 AM
Markit US Composite PMI
--55.8
Wednesday, February 22
7:00 AM
MBA Mortgage Applications
---3.7%
10:00 AM
Existing Homesales MoM
0.9%-2.8%
2:00 PM
FOMC Meeting Minutes
----
Thursday, February 23
8:30 AM
Chicago Fed Nat Activity Index
--0.14
8:30 AM
Initial Jobless Claims
240k239k
8:30 AM
Continuing Claims
2065k2076k
9:00 AM
FHFA House Price Index MoM
--0.5%
Friday, February 24
10:00 AM
New Home Sales MoM
7.2%-10.4%
10:00 AM
University of Michigan Sentiment
96.095.7

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Client Testimonials

  • “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
  • “We had a last-minute hiccup with our Lender when we traded our cap that would have cost us tens of thousands of dollars if not for Pensford. When the Lender refused to remove a previously undisclosed floor, Pensford quickly stepped in and negotiated a new cap with the Lender in exchange for removing the floor.”

    Allvision
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