April 18, 2014Daily Rates & Viewpoints From the Officers & Staff of TIB.

Happy Easter

Have a Joyous Easter Weekend!

Your Friends at TIB

Market Levels @ 7:03 AM CDT

TIB Fed Funds & MMDA Rates - Previous Day
Agent 0.20% Prin 0.05% MMDA 0.30%
STAR Prin 0.10% STAR MMDA 0.35%
Key Indices/Commodities
1 - Month LIBOR 0.15% Dow Jones 16408.54
3 - Month LIBOR 0.23% NASDAQ 100 4095.52
1-Yr LIBOR 0.55% S&P 500 1857.90
1-Yr CMT 0.11% Spot Gold 1293.90
Prime 3.25% Spot Silver 19.61
3-yr LIBOR Swap/Offer 1.01% Spot Crude Oil 104.30
5-yr LIBOR Swap/Offer 1.84% CRB Index 311.46
3 Mo - Fed Fund Futures 0.09% 6 Mo - Fed Fund Futures 0.1%
US Treasury Yields US Non-Callable Agency Yields
Yield Maturity Yield Spread
0.00% 90 - Days    
0.00% 180 - Days    
0.34% 2 - Year 0.41% 7bp
0.87% 3 - Year 0.90% 3bp
1.70% 5 - Year 1.84% 14bp
2.69% 10 - Year 3.09% 40bp
3.49% 30 - Year    
235 BPs Yield Curve(2's-10's)
Sample 1x Callable Agency Issues
Description Call Date YTC YTM
FHLB 1.6 11/15/18 5/15 1.65% 1.65%
Select MBS Levels
Description Coupon Yield Spread/Duration*
15-Yr FNMA 3.00% 2.35% 57 / 4.57
30-Yr GNMA 3.50% 3.13% 87 / 5.60
*Duration @ 12 month Historical CPR
Morning Commentary: Blake Scharlach

Bond and equity markets are closed in honor of Good Friday today. Have a great holiday! 

Information contained herein is based on sources we believe to be reliable but its accuracy is not guaranteed. Customers should rely on their own outside counsel or accounting firm for specific circumstances. The securities, yields or levels discussed herein are for illustration purposes and are not guaranteed, not obligations of any bank, thrift or other entity and are not insured by the FDIC.

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