Delayed 20 minutes
...updating...
| Government Bonds |
2Y |
3Y |
5Y |
10Y |
30Y |
| US Treasury |
0.24 |
0.33 |
0.77 |
1.92 |
3.12 |
| German Govt |
0.21 |
- |
0.88 |
1.94 |
2.56 |
| French Govt |
0.55 |
- |
1.65 |
2.92 |
3.67 |
| Italian Govt |
3.08 |
- |
4.42 |
5.70 |
6.24 |
| Gilts |
0.42 |
- |
1.12 |
2.19 |
3.23 |
| Japanese Govt |
0.13 |
- |
0.33 |
0.95 |
1.89 |
| US Agencies |
2Y |
3Y |
5Y |
10Y |
30Y |
| FHLMC Notes |
0.29 |
0.46 |
1.05 |
2.38 |
3.36 |
| FNMA Notes |
0.26 |
0.48 |
1.01 |
1.14 |
3.33 |
| Mortgage Backed Securities |
4% |
4.5% |
5% |
| FNMA TBA |
105.59 |
106.78 |
108.02 |
| PCGOLD TBA |
105.23 |
106.25 |
107.56 |
| GNMA TBA |
107.77 |
109.13 |
110.89 |
| OTC Derivatives |
2Y |
3Y |
5Y |
10Y |
30Y |
| USD IRS |
0.50 |
0.60 |
1.03 |
2.03 |
2.81 |
| EUR IRS |
1.15 |
1.22 |
1.60 |
2.35 |
2.61 |
| GBP IRS |
1.24 |
1.30 |
1.59 |
2.44 |
3.10 |
| JPY IRS |
0.35 |
0.37 |
0.46 |
0.97 |
1.78 |
| CDX.IG |
- |
- |
94.50 |
- |
- |
| iTraxx CDS |
- |
- |
128.00 |
156.00 |
- |
| Short-term Swaps |
1W |
1M |
3M |
6M |
12M |
| Fed Fund OIS |
- |
0.11 |
0.11 |
0.11 |
0.12 |
| EONIA OIS |
0.35 |
0.35 |
0.33 |
0.32 |
0.32 |
| EUR vs 1M |
- |
- |
0.56 |
0.50 |
0.49 |
| SONIA OIS |
0.52 |
0.50 |
0.48 |
0.48 |
0.48 |
| Deposit Rates |
O/N |
1W |
1M |
3M |
6M |
1Y |
| USD |
0.17 |
0.28 |
0.32 |
0.85 |
1.14 |
1.30 |
| EUR |
0.20 |
0.25 |
0.45 |
1.03 |
1.36 |
1.71 |
| GBP |
0.50 |
0.54 |
0.70 |
1.08 |
1.39 |
1.89 |
| JPY |
0.12 |
0.05 |
0.14 |
0.19 |
0.49 |
0.63 |
| CHF |
0.04 |
0.04 |
0.33 |
0.42 |
0.34 |
0.42 |
Bid-side levels
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