Thursday, October 8, 2009

GOFO, Libor, UST & Mortgage Rates


Duration -- GOFO -- LIBOR -- UST

1 month --.29750 -- .2444 -- .06
3 month -- .35000 -- .2844 -- .09
6 month -- .43750 -- .5975 -- .14
1 year ----.59500 -- 1.2131-- .34
(as of today)

Best Mortgage Rates
30yr FRM -- 4.92
15yr FRM -- 4.41
5/1yr ARM -- 3.85
(as of 10/02)

Other
10 Year Note -- 3.21
10 Year Muni -- 2.76
10 Year TIPs -- 1.43
10 Year Bund -- 3.12
10 Year AAA --- 3.41
10 Year A ------ 4.56