704-887-9880 office jp.conklin@pensfordfinancial.com www.pensfordfinancial.

com RATES T rea suryR a tes 3 month 6 month 1 year 2 year 3 year 5 year 7 year 10year 30year S wa ps- MonthlyMoney* Maturity 1 year 2 year 3 year 5 year 10year Monday, March 25th, 2013 0.06% 0.10% 0.13% 0.25% 0.38% 0.79% 1.27% 1.92% 3.14% spot 0.26% 0.32% 0.44% 0.90% 1.96%
2.5% 2.0% 1.5% 1.0% 0.5% 0.0%
1-m on th L IBORForward C u rve

1-year 1.5-year 2-year forward forward forward n/a n/a n/a 0.38% 0.42% n/a 0.54% 0.61% 0.70% 1.06% 1.17% 1.29% 2.16% 2.28% 2.40%

*monthly money assumesmonthly payments, 1-month LIBOR floating index, ACT/360 daycount conventions, interest-only, and modified following businessday adjustments

Ca ps- Percenta g e of Notiona l* 1 year 2 year 3 year 4 year 5 year

1.00% 0.060% 0.125% 0.540% 1.450% 2.650%

2.00% 0.052% 0.078% 0.420% 0.910% 1.680%

3.00% 0.043% 0.058% 0.340% 0.640% 1.200%

4.00% 0.035% 0.039% 0.230% 0.460% 0.840%

3.0% 2.0% 1.0% 0.0%

2 0 / 5 3 / 5 0 4 / 5 0 / 5 0 6 / 5 0 7 / 5 0 8 / 5 0 9 / 5 0 1 / 5 0 1 / 5 0 2 1 / 5 0
C ap C ost
1.00% 2.00% 3.00% 4.00%

*cap premiumsrepresented asa percentageof the original notional amount; assumes monthly payments, 1-month LIBOR, interest only, and ACT/360

MAJOR ECONOMIC RELEASES Time T uesda y 8:30AM 9:00AM 10:00AM 10:00AM 1:00PM 10:00AM 12:15PM 1:00PM 1:00PM 8:30AM 8:30AM 8:30AM 8:30AM 9:45AM 11:00AM 1:00PM 8:30AM 8:30AM 9:55AM

Durable Goods Orders (exp. + 3.9% , prev. -5.2% ) Case-Shiller 20-city Index (exp. + 7.80% , prev. 6.84% ) Richmond Fed Manufacturing Index (exp. 6, prev. 6) Consumer Confidence (exp. 67.5, prev. 69.6) 2-year Treasury ($35B) Pending Home Sales (exp. -0.4% , prev. + 4.5% ) Fed's Pianalto speaks on Monetary Policy Fed's Kocherlakota speaks on Monetary Policy 5-year Treasury ($35B) Initial Jobless Claims (exp. 340k, prev. 336k) ContinuingClaims (exp. 3042k, prev. 3053k) GDP (exp. + 0.5% , prev. + 0.1% ) Personal Consumption (exp. + 2.1% , prev. + 2.1% ) Chicago PurchasingManager (exp. 56.5, prev. 56.8) Kansas City Fed Manufacturing(exp. -2, prev. -10) 7-year Treasury ($29B) Personal Income (exp. + 0.9% , prev. -3.6% ) Personal Spending(exp. + 0.6% , prev. + 0.2% ) Consumer Sentiment (exp. 72.8, prev. 71.8)

Wednesda y

T hursda y

F rida y

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10-yearS wap History

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Report

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