MARKETS DATA CENTER
from The Wall Street Journal Online
MONEY RATES
Tuesday, December 23, 2008
International rates
Prime rates
Latest Wk ago
U.S.
3.25 3.25
Canada
3.50 3.50
Euro zone
2.50 2.50
Japan
1.675 1.675
Switzerland
2.02 2.03
Britain
2.00 2.00
Australia
4.25 4.25
Hong Kong
5.25 5.25
Overnight repurchase
Latest Wk ago
U.S.
0.13 0.13
U.K. (BBA)
1.792 2.008
Euro zone
2.15 2.22
U.S. government rates
Latest Wk ago
Discount
[ Effective Date: 12/16/2008 ]
0.50 0.50
Federal funds
[ Effective Date: 12/16/2008 ]
Effective rate
0.18 0.24
Target rate
0.00-0.25 0.00
High
0.5000 1.0000
Low
0.0313 0.0313
Bid
0.2500 0.0625
Offer
0.3125 0.2500
Treasury bill auction
[ Auction Date: 12/23/2008 ]
4 weeks
0.000 0.000
13 weeks
0.040 0.050
26 weeks
0.285 0.270
Secondary Market
Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.62 4.64
60 days
4.76 4.68
One-year ARM
3.375 3.375
Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.569 4.516
60 days
4.728 4.688
Constant maturity debt index
Latest Wk ago
Three months
n.a. n.a.
Six months
n.a. n.a.
One year
n.a. n.a.
Bankers acceptance
Latest Wk ago
30 days
0.65 1.00
60 days
1.25 1.20
90 days
1.50 1.70
120 days
1.50 1.80
150 days
1.50 2.00
180 days
1.75 2.25
Other short-term rates
Latest Wk ago
Call money
2.00 2.00
Commercial paper
Latest Wk ago
30 to 119 days
n.q. ...
120 to 149 days
0.15 ...
150 to 165 days
0.20 ...
166 to 180 days
0.25 ...
181 to 270 days
n.q. ...
Dealer commercial paper
Latest Wk ago
30 days
0.79 0.99
60 days
1.19 1.49
90 days
1.49 1.89
Euro commercial paper
Latest Wk ago
30 day
n.a. 2.73
Two month
n.a. 2.97
Three month
n.a. 3.08
Four month
n.a. 3.13
Five month
n.a. 3.15
Six month
n.a. 3.17
London interbank offered rate, or Libor
Latest Wk ago
One month
0.47125 0.88375
Three month
1.46625 1.84750
Six month
1.85000 2.16750
One year
2.10625 2.36750
Libor Swaps (USD)
Latest Wk ago
Two year
1.561 1.546
Three year
1.778 1.773
Five year
2.106 2.092
Ten year
2.499 2.530
20 year
2.740 2.648
30 year
2.698 2.587
Euro Libor
Latest Wk ago
One month
2.731 2.905
Three month
3.011 3.203
Six month
3.086 3.301
One year
3.184 3.397
Euro interbank offered rate
Latest Wk ago
One month
2.743 2.915
Three month
3.019 3.204
Six month
3.092 3.298
One year
3.185 3.395
Hibor
Latest Wk ago
One month
0.345 0.610
Three month
0.997 1.503
Six month
1.552 2.051
One year
1.900 2.201
Asian dollars
Latest Wk ago
One month
0.463 0.960
Three month
1.470 1.850
Six month
1.833 2.190
One year
2.073 2.393
Certificates of Deposit
Latest Wk ago
One month
0.800 1.000
Three month
1.500 1.900
Six Month
1.900 2.400
Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.910 2.040
Eurodollars (mid rates)
Offer Bid
One month
0.40 1.00
Two month
0.75 1.25
Three month
1.00 1.50
Four month
1.50 2.00
Five month
1.50 2.00
Six month
1.75 2.25
Freddie Mac
Weekly survey
Thursday, December 18, 2008
Latest Wk ago
30-year fixed
5.19 5.47
15-year fixed
4.92 5.20
Five-year ARM
5.60 5.82
One-year ARM
4.94 5.09
__________________________________
Footnotes
U.S. prime rate and discount rate are effective December 16, 2008. U.S. prime rate is the base rate on corporate loans posted by at least 70% of the 10 largest U.S. banks.; Other prime rates aren't directly comparable; lending practices vary widely by location; Discount rate is the charge on loans to depository institutions by the New York Federal Reserve Banks; Federal-funds rate is on reserves traded among commercial banks for overnight use in amounts of $1 million or more; Call money rate is the charge on loans to brokers on stock-exchange collateral; Dealer commercial paper rates are for high-grade unsecured notes sold through dealers by major corporations; Freddie Mac RNY is the required net yield for the one-year 2% rate-capped ARM. Libor is the British Bankers' Association average of interbank offered rates for dollar deposits in the London market; Libor Swaps quoted are mid-market, semi-annual swap rates and pay the floating 3-month Libor rate..
Sources: Merrill Lynch; Bureau of Labor Statistics; ICAP plc.; Reuters; General Electric Capital Corp.; Tullett Prebon Information, Ltd.
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