| CMT vs LIBOR BREAKEVEN RATES | ||||||
| 2 YR CMT | 5 YR CMT | 10 YR CMT | ||||
| 1 YR | CMT -138 | CMT -134 | CMT -230 | CMT -226 | CMT -284 | CMT -280 |
| 2 YR | CMT -98 | CMT -94 | CMT -156 | CMT -152 | CMT -195 | CMT -191 |
| 3 YR | CMT -57 | CMT -53 | CMT -99 | CMT -95 | CMT -134 | CMT-130 |
| 4 YR | CMT -36 | CMT -32 | CMT -68 | CMT -64 | CMT -99 | CMT-95 |
| 5 YR | CMT -22 | CMT -18 | CMT -49 | CMT -45 | CMT -78 | CMT-74 |
| 7 YR | CMT -7 | CMT -3 | CMT -27 | CMT -23 | CMT -52 | CMT-48 |
| 10 YR | CMT 2 | CMT 6 | CMT -13 | CMT -95 | CMT -33 | CMT-29 |
| 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-285 | p-282 | B+20 | B+30 | F+17 | F+20 | ||
| 6 MO | p-284 | p-281 | B+24 | B+34 | F+18. | F+21 | ||
| 9 MO | p-284 | p-281 | B+30 | B+40 | F+17.5 | F+20.5 | ||
| 1 YR | p-286 | p-283 | B+31 | B+41 | F+17 | F+20 | 75.00% | 77.00% |
| 2 YR | p-283 | p-280 | B+37 | B+47 | F+18. | F+21 | 73.50% | 75.50% |
| 3 YR | p-282 | p-279 | B+45 | B+55 | F+19 | F+22 | 73.50% | 75.50% |
| 4 YR | p-281 | p-278 | B+56 | B+66 | F+20 | F+23 | 73.50% | 75.50% |
| 5 YR | p-280 | p-277 | B+61 | B+71 | F+21 | F+24 | 73.50% | 75.50% |
| 7 YR | p-278 | p-275 | B+63 | B+73 | F+23 | F+26 | 74.00% | 76.00% |
| 10 YR | p-277 | p-274 | B+62 | B+72 | F+24 | F+27 | 75.25% | 76.25% |
