MARKETS DATA CENTER
from The Wall Street Journal Online
MONEY RATES
Wednesday, December 24, 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 2.02
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 0.10
U.K. (BBA)
1.767 2.000
Euro zone
2.15 2.17
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
0.16 0.17
Target rate
0.0-0.25 0.0-0.25
High
0.5000 0.5000
Low
0.0300 0.0313
Bid
0.0625 0.2500
Offer
0.1250 0.2813
Treasury bill auction
[ Auction Date: 12/24/2008 ]
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
4.55 4.42
60 days
4.70 4.51
One-year ARM
3.375 3.375
Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.594 4.099
60 days
4.695 4.186
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 0.50
60 days
1.25 1.00
90 days
1.50 1.25
120 days
1.50 1.50
150 days
1.50 1.70
180 days
1.75 1.80
Other short-term rates
Latest Wk ago
Call money
2.00 2.00
Commercial paper
Latest Wk ago
31 to 119 days
n.q. ...
120 to 149 days
0.30 ...
150 to 165 days
0.35 ...
166 to 180 days
0.40 ...
181 to 270 days
n.q. ...
Dealer commercial paper
Latest Wk ago
30 days
0.79 0.89
60 days
1.19 1.29
90 days
1.49 1.64
Euro commercial paper
Latest Wk ago
30 day
2.38 2.71
Two month
2.51 2.92
Three month
2.62 3.04
Four month
2.89 3.08
Five month
2.90 3.09
Six month
2.93 3.11
London interbank offered rate, or Libor
Latest Wk ago
One month
0.47125 0.58125
Three month
1.46750 1.57750
Six month
1.83000 1.89125
One year
2.09125 2.09875
Libor Swaps (USD)
Latest Wk ago
Two year
1.574 1.533
Three year
1.828 1.733
Five year
2.171 2.043
Ten year
2.551 2.365
20 year
2.775 2.500
30 year
2.711 2.442
Euro Libor
Latest Wk ago
One month
2.709 2.849
Three month
2.987 3.145
Six month
3.057 3.244
One year
3.144 3.335
Euro interbank offered rate
Latest Wk ago
One month
2.711 2.873
Three month
2.991 3.155
Six month
3.061 3.243
One year
3.150 3.333
Hibor
Latest Wk ago
One month
0.300 0.449
Three month
1.000 1.194
Six month
1.550 1.707
One year
1.900 2.046
Asian dollars
Latest Wk ago
One month
0.475 0.656
Three month
1.459 1.630
Six month
1.830 1.946
One year
2.073 2.140
Certificates of Deposit
Latest Wk ago
One month
0.800 0.900
Three month
1.500 1.650
Six Month
1.900 1.950
Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.880 2.010
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
Wednesday, December 24, 2008
Latest Wk ago
30-year fixed
5.14 5.19
15-year fixed
4.91 4.92
Five-year ARM
5.49 5.60
One-year ARM
4.95 4.94
__________________________________
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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