Tuesday, October 6, 2009

GOFO, Libor, UST & Mortgage Rates


Duration -- GOFO -- LIBOR -- UST

1 month --.25400 -- .2444 -- .03
3 month -- .38200 -- .2841 -- .07
6 month -- .43800 -- .6000 -- .15
1 year ----.60600 -- 1.2125-- .35
(as of today)

Best Mortgage Rates
30yr FRM -- 4.91
15yr FRM -- 4.42
5/1yr ARM -- 3.84
(as of 10/02)

Other
10 Year Note -- 3.24
10 Year Muni -- 2.90
10 Year TIPs -- 1.48
10 Year Bund -- 3.15
10 Year AAA --- 3.44
10 Year A ------ 4.58