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    Pensford Rate Sheet - 10.26.2015

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    Pensford Financial
    This document contains interest rate information such as Treasury rates, LIBOR rates, and swap rates. It also includes economic release schedules and disclaimers.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    Pensford Rate Sheet - 10.26.2015

    Uploaded by

    Pensford Financial
    42 views1 page
    This document contains interest rate information such as Treasury rates, LIBOR rates, and swap rates. It also includes economic release schedules and disclaimers.

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    Pensford Rate Sheet - 10.26.2015

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    This document contains interest rate information such as Treasury rates, LIBOR rates, and swap rates. It also includes economic release schedules and disclaimers.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    42 views1 page

    Pensford Rate Sheet - 10.26.2015

    Uploaded by

    Pensford Financial
    This document contains interest rate information such as Treasury rates, LIBOR rates, and swap rates. It also includes economic release schedules and disclaimers.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
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    704-887-9880 office

    jp.conklin@pensfordfinancial.com
    www.pensfordfinancial.com
    RATES
    Treasury Rates
    3 month
    6 month
    1 year
    2 year
    3 year
    5 year
    7 year
    10 year
    30 year

    Monday October 26th, 2015


    1-month LIBOR Forward Curve

    Swaps - Monthly Money*


    Maturity
    1 year
    2 year
    3 year
    5 year
    10 year

    spot
    0.40%
    0.65%
    0.89%
    1.28%
    1.89%

    07/23/2020

    04/23/2020

    01/23/2020

    10/24/2019

    07/25/2019

    04/25/2019

    01/24/2019

    10/25/2018

    07/25/2018

    04/25/2018

    01/25/2018

    10/25/2017

    07/25/2017

    04/25/2017

    01/25/2017

    10/25/2016

    07/25/2016

    04/25/2016

    01/25/2016

    2.5%
    2.0%
    1.5%
    1.0%
    0.5%
    0.0%
    10/23/2015

    0.01%
    0.13%
    0.23%
    0.64%
    0.94%
    1.42%
    1.80%
    2.08%
    2.90%

    1-year 1.5-year 2-year


    forward forward forward
    n/a
    n/a
    n/a
    0.91%
    1.03%
    n/a
    1.14%
    1.26%
    1.37%
    1.51%
    1.62%
    1.72%
    2.07%
    2.16%
    2.23%

    *monthly money assumes monthly payments, 1-month LIBOR floating index, ACT/360
    daycount conventions, interest-only, and modified following business day adjustments

    Caps - Percentage of Notional*


    1 year
    2 year
    3 year
    4 year
    5 year

    1.00%
    0.020%
    0.290%
    1.020%
    2.100%
    3.470%

    2.00%
    0.001%
    0.060%
    0.350%
    0.910%
    1.720%

    3.00%
    0.001%
    0.010%
    0.130%
    0.400%
    0.860%

    4.00%
    0.001%
    0.010%
    0.050%
    0.190%
    0.460%

    *cap premiums represented as a percentage of the original notional amount; assumes


    monthly payments, 1-month LIBOR, interest only, and ACT/360

    MAJOR ECONOMIC RELEASES


    Time
    Monday
    10:00 AM
    10:30 AM

    4.0%

    Cap Cost
    1.00%

    3.0%
    2.00%

    2.0%
    3.00%

    1.0%
    4.00%

    0.0%

    1 year 2 year 3 year 4 year 5 year

    Report
    New Home Sales
    Dallas Fed Manf. Activity

    Forecast
    550K
    -6.5

    Previous
    552K
    -9.5

    Tuesday

    8:30 AM
    8:30 AM
    10:00 AM
    10:00 AM

    Durable Goods Orders


    Durables Ex Transportation
    Consumer Confidence Index
    Richmond Fed Manufact. Index

    -1.30%
    0.00%
    102.8
    -3

    -2.00%
    0.00%
    103
    -5

    Wednesday

    7:00 AM
    2:00 PM
    2:00 PM

    MBA Mortgage Applications


    FOMC Rate Decision (Upper Bound)
    FOMC Rate Decision (Lower Bound)

    0.25%
    0.00%

    11.80%
    0.25%
    0.00%

    Thursday

    8:30 AM
    8:30 AM
    8:30 AM
    8:30 AM

    Initial Jobless Claims


    Continuing Claims
    GDP Annualized QoQ
    Personal Consumption

    263K
    2160K
    1.60%
    3.30%

    259K
    2170K
    3.90%
    3.60%

    Friday

    10:00 AM

    U. of Mich. Sentiment

    92.5

    92.1

    Generally, this material is for informational purposes only and is not intended as an offer or solicitation for the purchase or sale of any financial
    instrument or as an official confirmation of any transaction. Your receipt of this material does not create a client relationship with us and we are
    not acting as fiduciary or advisory capacity to you by providing the information herein. All market prices, data and other information are not
    warranted as to completeness or accuracy and are subject to change without notice. This material may contain information that is privileged,
    confidential, legally privileged, and/or exempt from disclosure under applicable law. Though the information herein may discuss certain legal
    and tax aspects of financial instruments, Pensford Financial Group, LLC does not provide legal or tax advice. The contents herein are the
    copyright material of Pensford Financial Group, LLC and shall not be copied, reproduced, or redistributed without the express written permission
    of Pensford Financial Group, LLC.

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