Market Update
20-Aug-08 Last
10-Yr Treas 3.79%
2-Yr Treas 2.26%
3-Yr CMT 2.62%
5-Yr Treas 3.01%
30-Yr Treas 4.43%
MTA 12M 2.70%
COFI-11th 2.829%
USD LIBOR 1-mo 2.471%
USD LIBOR 3-mo 2.810%
USD LIBOR 6-mo 3.134%
Fed Funds-targ. 2.00%
WSJ Prime 5.00%
1-Yr CMT 2.15%
2-Yr CMT 2.35%
5-Yr CMT 3.07%
7-Yr CMT 3.39%
10-Yr CMT 3.82%
5-Yr Swap 4.10%
10-Yr Swap 4.58%
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