| TERM | PRIME vs LIBOR | 3MO T-BILLS vs LIBOR | FED FUNDS vs LIBOR | BMA vs LIBOR | ||||
| PAY PRIME | REC PRIME | PAY BILLS | REC BILLS | PAY FF | REC FF | PAY % LIBOR | REC % LIBOR | |
| 3 MO | p-289 | p-286 | B+50 | B+60 | F+13 | F+16 | ||
| 6 MO | p-289 | p-286 | B+49 | B+59 | F+13 | F+16 | ||
| 9 MO | p-286 | p-283 | B+63 | B+73 | F+17 | F+20 | ||
| 1 YR | p-286 | p-283 | B+60 | B+70 | F+16 | F+19 | 65.50% | 66.50% |
| 2 YR | p-283 | p-280 | B+66 | B+76 | F+17 | F+20 | 66.50% | 67.50% |
| 3 YR | p-282.5 | p-279.5 | B+70 | B+80 | F+18 | F+21 | 67.50% | 68.50% |
| 4 YR | p-282 | p-279 | B+73 | B+83 | F+19 | F+22 | 68.00% | 69.00% |
| 5 YR | p-280.5 | p-277.5 | B+75 | B+85 | F+20 | F+23 | 69.00% | 70.00% |
| 7 YR | p-279.5 | p-276.5 | B+74 | B+84 | F+21 | F+24 | 70.00% | 71.00% |
| 10 YR | p-278.5 | p-275.5 | B+74 | B+84 | F+22 | F+25 | 72.00% | 73.00% |
| CMT vs LIBOR | ||||||
| TERM | 2 YR CMT | 5 YR CMT | 10 YR CMT | |||
| 1 YR | CMT -39 | CMT -35 | CMT -99 | CMT -95 | CMT -149 | CMT -145 |
| 2 YR | CMT -9 | CMT -5 | CMT -59 | CMT-55 | CMT -102 | CMT -90 |
| 3 YR | CMT 7 | CMT 11 | CMT -34 | CMT -30 | CMT -72 | CMT-68 |
| 4 YR | CMT 16 | CMT 20 | CMT -19 | CMT -15 | CMT -53 | CMT -49 |
| 5 YR | CMT 25 | CMT 29 | CMT -8 | CMT -4 | CMT -40 | CMT -36 |
| 7 YR | CMT 31 | CMT 35 | CMT 3 | CMT 7 | CMT -24 | CMT -20 |
| 10 YR | CMT 36 | CMT 40 | CMT 14 | CMT 18 | CMT -7 | CMT -3 |
