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

com RATES Treasury Rates 3 month 6 month 1 year 2 year 3 year 5 year 7 year 10 year 30 year Swaps - Monthly Money* Maturity 1 year 2 year 3 year 5 year 10 year Monday, November 26th, 2012
1-month LIBOR Forward Curve

11/12

08/13

08/14

02/15

05/15

08/15

02/16

08/16

spot 0.24% 0.30% 0.39% 0.71% 1.61%

05/04

05/06

05/08

05/11

05/02

05/03

05/05

05/07

05/09

05/10

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

Caps - Percentage of Notional* 1 year 2 year 3 year 4 year 5 year

1.00% 0.068% 0.168% 0.463% 1.150% 2.170%

2.00% 0.057% 0.100% 0.278% 0.710% 1.370%

3.00% 0.045% 0.069% 0.190% 0.485% 0.932%

4.00% 0.036% 0.049% 0.140% 0.310% 0.635%

*cap premiums represented as a percentage of the original notional amount; assumes monthly payments, 1-month LIBOR, interest only, and ACT/360

2.5% 2.0% 1.5% 1.0% 0.5% 0.0%

Cap Cost
1.00% 2.00% 3.00% 4.00%

1 year 2 year 3 year 4 year 5 year

MAJOR ECONOMIC RELEASES Time Tuesday 8:30AM 9:00AM 10:00AM 1:00PM 1:00PM 2:00PM 8:30AM 8:30AM 1:00PM 8:30AM 8:30AM 9:45AM

Report Durable Orders (exp. -0.3%, prev. +9.9%) Case-Shiller 20-city Index (exp. +3.0%, prev. +2.0%) Consumer Confidence (exp. 73.1, prev. 72.2) 2-year Treasury ($35B) 5-year Treasury ($35B) Fed releases Beige Book Economic Survey GDP (exp. +2.8%, prev. +2.0%) Personal Consumption (prev. +2.0%) 7-year Treasury ($29B) Personal Income (exp. +0.2%, prev. +0.4%) Personal Spending (exp. +0.1%, prev. +0.8%) Chicago Purchasing Manager (exp. 51.1, prev. 49.9)

Wednesday Thursday

Friday

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05/12

1-year 1.5-year 2-year forward forward forward n/a n/a n/a 0.35% 0.38% n/a 0.46% 0.50% 0.56% 0.83% 0.91% 1.00% 1.77% 1.86% 1.95%

10-year Swap History

7.0% 6.0% 5.0% 4.0% 3.0% 2.0% 1.0%

08/17

02/13

05/13

11/13

02/14

05/14

11/14

11/15

05/16

11/16

02/17

05/17

0.08% 0.14% 0.17% 0.26% 0.35% 0.66% 1.06% 1.64% 2.77%

2.0%
1.5%

1.0%
0.5%

0.0%