Money Rates

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MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Friday, December 26, 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 1.850

Euro zone
2.15 2.13

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
0.12 0.15
Target rate
0.0-0.25 0.0-0.25
High
0.5000 0.5000
Low
0.0313 0.0313
Bid
0.0313 0.0313
Offer
0.0625 0.1250

Treasury bill auction
[ Auction Date: 12/26/2008 ]
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
4.48 4.47
60 days
4.63 4.60
One-year ARM
3.375 3.375

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.531 4.262
60 days
4.644 4.469

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
0.50 0.70
60 days
0.88 1.30
90 days
1.33 1.50
120 days
1.75 1.50
150 days
1.75 1.50
180 days
2.00 2.00

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
0.30 ...
150 to 165 days
0.40 ...
166 to 180 days
0.45 ...

Dealer commercial paper
Latest Wk ago
30 days
0.74 0.84
60 days
0.94 0.99
90 days
1.14 1.14

Euro commercial paper
Latest Wk ago
30 day
2.38 2.42
Two month
2.51 2.56
Three month
2.62 2.68
Four month
2.89 2.73
Five month
2.90 2.74
Six month
2.93 2.76

London interbank offered rate, or Libor
Latest Wk ago
One month
0.47125 0.47375
Three month
1.46750 1.49750
Six month
1.83000 1.84500
One year
2.09125 2.09250

Libor Swaps (USD)
Latest Wk ago
Two year
1.550 1.523
Three year
1.780 1.767
Five year
2.137 2.083
Ten year
2.525 2.419
20 year
2.737 2.555
30 year
2.709 2.472

Euro Libor
Latest Wk ago
One month
2.709 2.798
Three month
2.987 3.076
Six month
3.057 3.163
One year
3.144 3.249

Euro interbank offered rate
Latest Wk ago
One month
2.711 2.804
Three month
2.991 3.082
Six month
3.061 3.165
One year
3.150 3.257

Hibor
Latest Wk ago
One month
0.300 0.403
Three month
1.000 1.104
Six month
1.550 1.646
One year
1.900 2.000

Asian dollars
Latest Wk ago
One month
0.478 0.468
Three month
1.470 1.508
Six month
1.830 1.848
One year
2.093 2.063

Certificates of Deposit
Latest Wk ago
One month
0.750 0.850
Three month
1.150 1.150
Six Month
1.250 1.250

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.840 1.970

Eurodollars (mid rates)
Offer Bid
One month
0.25 1.00
Two month
0.50 1.25
Three month
0.75 1.50
Four month
1.00 2.00
Five month
1.00 2.00
Six month
1.50 2.50

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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