Monday, September 28, 2009

GOFO, Libor, UST & Mortgage Rates

Duration / GOFO / LIBOR / UST
1 month / ..34600 / .2463 / .01
3 month / .44167 / .2825 / .09
6 month / .49667 / .6388/ .19
1 year / .66333 / 1.2550/ .40
(as of today)

Best Mortgage Rates
30yr FRM /4.98
15yr FRM / 4.57
5/1yr ARM / 3.94
(as of yesterday)

Other
10 Year Note 3.31
10 Year Muni 2.96
10 Year TIPs 1.54