Interest-Rate Data

GLOBALCAPITAL INTERNATIONAL LIMITED, a company

incorporated in England and Wales (company number 15236213),

having its registered office at 4 Bouverie Street, London, UK, EC4Y 8AX

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Interest-Rate Data

CMT vs LIBOR BREAKEVEN RATES
  2 YR CMT 5 YR CMT 10 YR CMT
1 YR CMT -130 CMT -125 CMT --219 CMT-214 CMT -282 CMT -277
2 YR CMT -84 CMT -79 CMT --153 CMT-149 CMT -199 CMT -194
3 YR CMT --58 CMT -53 CMT-113 CMT -109 CMT -154 CMT-149
4 YR CMT -47 CMT -42 CMT -89 CMT -84 CMT -126 CMT-121
5 YR CMT --39 CMT -34 CMT -73 CMT -68 CMT -107 CMT-102
7 YR CMT -26 CMT -21 CMT -52 CMT -47 CMT -85 CMT-80
10 YR CMT -15 CMT 10 CMT -43 CMT -38 CMT -75 CMT-70
  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-291 p-288 B+14 B+24 F+10 F+13    
6 MO p-288 p-285 B+18 B+28 F+14 F+17    
9 MO p-287 p-284 B+23 B+33 F+15 F+18    
1 YR p-284 p-281 B+28 B+38 F+16 F+19 74.00% 76.00%
2 YR p-283 p-280 B+36 B+46 F+18 F+21 72.50% 74.50%
3 YR p-281 p-278 B+43 B+53 F+19 F+22 72.50% 74.50%
4 YR p-280 p-277 B+52 B+62 F+20 F+23 72.25% 74.25%
5 YR p-279 p-276 B+61 B+71 F+21 F+24 72.00% 74.00%
7 YR p-278 p-275 B+61 B+71 F+22 F+26 73.00% 75.00%
10 YR p-276 p-273 B+61 B+71 F+23 F+26 74.00% 76.00%


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