| UST | Rate | Swap |
| 2 Yr | 0.52 | 20 bp |
| 3 Yr | N/A | 26 bp |
| 5 Yr | 1.51 | 22 bp |
| 10 Yr | 2.76 | 1 bp |
| 30 Yr | 3.87 | -36 bp |
| Rate last updated 9/3/2010 10:20 AM EDT |
| Swap last updated 9/3/2010 8:52 AM EDT |
|
 |
| Swaps | Rate | |
| 2 Yr | 0.72 | |
| 3 Yr | 1.06 | |
| 5 Yr | 1.74 | |
| 7 Yr | 2.28 | |
| 10 Yr | 2.78 | |
| 30 Yr | 3.52 | |
| Last updated 9/3/2010 8:52 AM EDT |
|
 |
| CMBS Spreads |
| BofA AAA | 0 bp |
| Last updated 9/3/2010 8:52 AM EDT |
|
| Generic | Swaps + | Tsy + |
| AAA 5 Yr | 235 bp | 257 bp |
| AAA 10 Yr | 255 bp | 256 bp |
| AA | 2650 bp | 2651 bp |
| A | 3400 bp | 3401 bp |
| BBB | 5800 bp | 5801 bp |
| BBB- | 8300 bp | 8301 bp |
| Last updated 9/3/2010 8:52 AM EDT |
|
 |
| LIBOR 1 Month | LIBOR 3 Month | Prime |
| 0.26 | 0.29 | 3.25 |
| Last updated 9/3/2010 10:20 AM EDT |
|
|
|
| |
| Stocks |
| DOW | 10,320 |
| S&P 500 | 1,090 |
| NASD | 2,200 |
| Last updated 9/3/2010 10:20 AM EDT |
|
| Commodities |
| Oil | 75.02 |
| Gold | 1239.65 |
| CRB Index | 271.82 |
| Last updated 9/3/2010 10:20 AM EDT |
|
| |  |  |
| |
| Currency |
| $1USD = |
| CAD | 1.05 |
| EUR | 0.78 |
| GBP | 0.65 |
| JPY | 85.19 |
| Last updated 9/3/2010 10:20 AM EDT |
|
| Economic Indicators |
| |
| GDP | 1.60 |
| Unemp. | 9.60 |
| Fed Funds | 0.25 |
| CPI Core YOY | 0.90 |
| Last updated 9/3/2010 8:52 AM EDT |
|
|