| Friday, February 16, 2024 |
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MANAGING DIRECTOR: |
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US Treasury Market |
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| Date | 1 mo | 3 mo | 6 mo | 1 yr | 2 yr | 3 yr | 5 yr | 7 yr | 10 yr | 20 yr | 30 yr |
| 02/09/24 | 5.37 | 5.38 | 5.28 | 4.87 | 4.48 | 4.27 | 4.14 | 4.17 | 4.18 | 4.48 | 4.37 |
| 02/12/24 | 5.39 | 5.39 | 5.30 | 4.88 | 4.48 | 4.26 | 4.14 | 4.17 | 4.18 | 4.49 | 4.38 |
| 02/13/24 | 5.37 | 5.39 | 5.35 | 5.02 | 4.66 | 4.47 | 4.32 | 4.33 | 4.32 | 4.59 | 4.46 |
| 02/14/24 | 5.37 | 5.39 | 5.33 | 4.95 | 4.58 | 4.38 | 4.24 | 4.27 | 4.26 | 4.56 | 4.44 |
| 02/15/24 | 5.37 | 5.38 | 5.32 | 4.95 | 4.58 | 4.36 | 4.22 | 4.24 | 4.23 | 4.53 | 4.41 |
The data in the table above is static as of the time it was pulled, so rates may have changed. Treat all data in this table and PMR as indications only and availability is always subject to change. This information was pulled manually from sources we believe to be reliable. New source, as of 12/12/2022, Bloomberg, L.L.P. As of: close of business 02/15/2024.
A Trader's Perspective
The chart below shows where current fixed income products compare to each other and the US Treasury curve. We believe a swap idea worth considering would be to sell 7–10-year municipals and go back into 5-year average life MBS products at historically wide spreads. Please reach out to your Capital Markets representative to see what strategy and products work best for your bank.
Enjoy the President’s Day weekend!
Enjoy the President’s Day weekend!
This information is intended for institutional investors only. The material provided in this document/presentation is for informational purposes only and is intended solely for private use. Past performance is not indicative of future results. This material is not intended as an offer or solicitation for the purchase or sale of any financial instruments.
•Not FDIC Insured •No Bank Guarantee •May Lose Value