Thursday, September 24, 2009

GOFO, Libor, UST & Mortgage Rates

Duration / GOFO / LIBOR / UST
1 month / .38667 / .2463 / .05
3 month / .41000 / .2831 / .09
6 month / .48167 / .6394/ .19
1 year / .62500 / 1.2313/ .39
(as of today)

Best Mortgage Rates
30yr FRM /5.04
15yr FRM / 4.60
5/1yr ARM / 3.99
(as of yesterday)

Other
10 Year Note 3.41
10 Year Muni 3.03
10 Year TIPs 1.875