Wednesday, October 7, 2009

GOFO, Libor, UST & Mortgage Rates


Duration -- GOFO -- LIBOR -- UST

1 month --.30167 -- .2444 -- .03
3 month -- .37500 -- .2844 -- .07
6 month -- .46667 -- .6000 -- .14
1 year ----.63833 -- 1.2169-- .33
(as of today)

Best Mortgage Rates
30yr FRM -- 4.95
15yr FRM -- 4.44
5/1yr ARM -- 3.86
(as of 10/02)

Other
10 Year Note -- 3.21
10 Year Muni -- 2.88
10 Year TIPs -- 1.45
10 Year Bund -- 3.13
10 Year AAA --- 3.41
10 Year A ------ 4.56