Tuesday, October 13, 2009

GOFO, Libor, UST & Mortgage Rates


Duration -- GOFO -- LIBOR -- UST

1 month --.31750 --- .2450 --- .02
3 month -- .35250 --- .2844 --- .06
6 month -- .49500 --- .5956 --- .15
1 year ----.67250 --- 1.2394--- .33
(as of today)

Best Mortgage Rates
30yr FRM -- 5.01
15yr FRM -- 4.48
5/1yr ARM -- 3.92
(as of yesterday)

Other
10 Year Note -- 3.35
10 Year Muni -- 2.99
10 Year TIPs -- 1.47
10 Year Bund -- 3.17
10 Year AAA --- 3.75
10 Year A ------ 4.90