Market Intelligence
Update on Credit: A Remarkable Run
LGIP and Money Yields*
| . | 3 Mo | Yield | Wk Change | 12 Mo Chg | Trends | Week Change Total |
|---|---|---|---|---|---|---|
| LGIP Govt | 3.61 | 0.01 | -0.61 | 3.58,3.59,3.6,3.61 | 3.62 | |
| LGIP Prime | 3.83 | 0.01 | -0.57 | 3.81,3.81,3.82,3.83 | 3.84 | |
| MMF Govt | 3.60 | 0.01 | -0.58 | 3.57,3.58,3.59,3.6 | 3.61 | |
| MMF Prime | 3.74 | 0.01 | -0.59 | 3.71,3.72,3.73,3.74 | 3.75 | |
| 3 Mo CP | 3.98 | 0.07 | -0.27 | 3.91,3.9,3.91,3.98 | 4.05 | |
| 3 Mo Tsy Bill | 3.85 | 0.05 | -0.15 | 3.78,3.79,3.8,3.85 | 3.90 | |
| Fed Funds | 3.63 | 0.00 | -0.70 | 3.63,3.63,3.63,3.63 | 3.63 |
Bank CD Rates*
| . | 3 Mo | Yield | Wk Chg | 12 Mo Chg | Trends |
|---|---|---|---|---|---|
| 3 MO CD | 3.89% | 0.05 | -0.15 | 3.82,3.83,3.84,3.89 | |
| 6 Mo CD | 3.99% | 0.01 | 0.05 | 3.91,3.92,3.98,3.99 | |
| 12 Mo CD | 4.17% | -0.02 | 0.45 | 4.06,4.07,4.19,4.17 |
Short Term Bond Yields/Returns #
| . | Yield | 1 Mo. Rtn | 3 Mo. Rtn | 12 Mo. Rtn | 1 Month Rtn Total | 3 Month Rtn Total | 12 Month Rtn Total |
|---|---|---|---|---|---|---|---|
| 1-3 Model | 4.30% | 0.11 | 0.56 | 3.27 | 0.11 | 0.56 | 3.27 |
| 1-5 Corp. Bond | 4.67% | 0.11 | 0.71 | 4.58 | 0.11 | 0.71 | 4.58 |
| 12 Month Tsy | 4.00% | 0.18 | 0.69 | 3.50 | 0.18 | 0.69 | 3.50 |
| 2 YearTsy | 4.27% | 0.05 | 0.27 | 2.62 | 0.05 | 0.27 | 2.62 |
| 5 YearTsy | 4.43% | 0.06 | -0.17 | 1.93 | 0.06 | -0.17 | 1.93 |
Treasury Yields*
| Treasury Yields | Yield | Week Chg | 12 Month Chg |
|---|---|---|---|
| 12 Mo Tsy | 4.11 | -0.02 | 0.46 |
| 2 Yr Tsy | 4.37 | 0.03 | 0.86 |
| 5 Yr Tsy | 4.55 | 0.07 | 0.97 |
| 10 Yr Tsy | 4.78 | 0.06 | 0.71 |
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