October 26, 2020 | Weekly CD Rates
LIBOR Swaps
| UST Yields | SWAPS | ||
|---|---|---|---|
| LIBOR | PRIME | ||
| 2yr | 0.15% | 0.24% | 3.25% |
| 3yr | 0.19% | 0.28% | 3.26% |
| 5yr | 0.36% | 0.43% | 3.38% |
| 7yr | 0.58% | 0.61% | 3.55% |
| 10yr | 0.81% | 0.84% | 3.75% |
| 2 year | 3 year | 5 year | |
|---|---|---|---|
| 0.75% | 0.09% | 0.14% | 0.73% |
| 1.00% | 0.08% | 0.14% | 0.56% |
| 1.25% | 0.08% | 0.12% | 0.46% |
| Fed Funds | 0.25% |
| Prime | 3.25% |
| 1mo LIBOR | 0.16% |
| 3mo LIBOR | 0.22% |
| 6mo LIBOR | 0.25% |
| 1yr LIBOR | 0.34% |
| 3 mo LIBOR | |
| Dec-20 | 0.240% |
| Mar-21 | 0.210% |
| Jun-21 | 0.195% |
| Sep-21 | 0.195% |
| Dec-21 | 0.225% |
| Fed Funds Future | |
| Oct-20 | 0.090% |
| Nov-20 | 0.085% |
| Dec-20 | 0.080% |
| Jan-21 | 0.080% |
| Feb-21 | 0.075% |
| Mar-21 | 0.075% |
| Apr-21 | 0.070% |
| May-21 | 0.065% |
| Jun-21 | 0.065% |
| Jul-21 | 0.060% |
| Aug-21 | 0.060% |
| Sep-21 | 0.055% |
Amortizing LIBOR Swaps
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This information has been derived from sources deemed to be reliable but its accuracy is not guaranteed, nor does it necessarily provide a complete analysis of the listed securities. This communication does not constitute either an offer to sell or solicitation to buy any of the securities referred to herein. The analysis may include certain assumptions and no representation is made that they are accurate or complete or that any returns indicated will be achieved. The opinions expressed and the prices an availability are subject to change without notice.