See below for Kensington Capital Advisors latest press releases.
Market Volitility and the Fed
Current views on the status of the Fed
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Liquidity Crisis in Short Term Deposit Markets
Please see the attached document for a discusion of the liquidity cris in short term deposit markets affecting short term debt spread and rates.
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Move in SIFMA-LIBOR Ratios
Please see the attached document for a discussion of the recent shift in SIFMA-LIBOR Ratios.
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Analysis - Comparison of Probability of Fed Action April to May
As a follow up to the analysis posted in April, we look at the change in the probability of Fed action over a 7 week period
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Analysis - Probability of Fed Action
By using Fed Funds futures contracts it is possible to mathematically determine the probability the that market is placing on future FOMC activity.
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Opportunity to Reduce Borrowing Costs
Please see the attached document for more details on an opportunity to reduce borrowing costs in the current yield environment.
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Link to Rates from the Federal Reserve Statistical Release H:15
The H.15 release contains daily interest rates for selected U.S. Treasury and private money market and capital market instruments. It is published weekly.
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Indicative Market Rates
Kensington Capital Advisors publishes indicative market rates on a weekly basis. Register to receive the update on the Contact Us page. A non-current sample is available for download.
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Link to Historic SIFMA (Formerly BMA) Rates
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Link to Historic LIBOR Rates
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Historic Perspective on Current Market
The current market is unique in the low level of rates and the inversion in the yield curve. Please see the attached document for details.
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