Monday, December 29, 2008

Money Rates

___________________________________
MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Monday, December 29, 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
2.03 2.02

Britain
2.00 2.00

Australia
4.25 4.25

Hong Kong
5.00 5.25


Overnight repurchase
Latest Wk ago
U.S.
0.10 0.10

U.K. (BBA)
1.858 1.758

Euro zone
2.17 2.14


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
0.15 0.16
Target rate
0.00-0.25 0.00
High
0.5000 0.5000
Low
0.0400 0.0313
Bid
0.0625 0.0625
Offer
0.1250 0.3750

Treasury bill auction
[ Auction Date: 12/29/2008 ]
4 weeks
0.000 0.000
13 weeks
0.050 0.040
26 weeks
0.250 0.285

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.44 4.52
60 days
4.61 4.68
One-year ARM
3.375 3.375

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.470 4.465
60 days
4.583 4.601

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
0.68 0.73
60 days
0.88 1.20
90 days
1.13 1.40
120 days
1.50 1.50
150 days
1.50 1.50
180 days
1.88 1.75

Other short-term rates

Latest Wk ago
Call money
2.00 2.00

Commercial paper
Latest Wk ago
30 to 30 days
n.q. ...
60 to 89 days
0.12 ...
90 to 119 days
0.25 ...
120 to 149 days
0.35 ...
150 to 165 days
0.45 ...
166 to 180 days
0.50 ...

Dealer commercial paper
Latest Wk ago
30 days
0.74 0.79
60 days
0.94 0.99
90 days
1.14 1.24

Euro commercial paper
Latest Wk ago
30 day
2.37 2.39
Two month
2.50 2.53
Three month
2.59 2.64
Four month
2.86 2.69
Five month
2.89 2.70
Six month
2.91 2.73

London interbank offered rate, or Libor
Latest Wk ago
One month
0.46125 0.46125
Three month
1.45875 1.46625
Six month
1.81125 1.82625
One year
2.07750 2.07625

Libor Swaps (USD)
Latest Wk ago
Two year
1.461 1.564
Three year
1.714 1.821
Five year
2.076 2.116
Ten year
2.477 2.465
20 year
2.736 2.648
30 year
2.713 2.598

Euro Libor
Latest Wk ago
One month
2.680 2.757
Three month
2.964 3.049
Six month
3.035 3.133
One year
3.124 3.219

Euro interbank offered rate
Latest Wk ago
One month
2.692 2.772
Three month
2.973 3.053
Six month
3.037 3.132
One year
3.126 3.227

Hibor
Latest Wk ago
One month
0.299 0.351
Three month
0.999 1.049
Six month
1.549 1.600
One year
1.900 1.949

Asian dollars
Latest Wk ago
One month
0.468 0.460
Three month
1.462 1.485
Six month
1.818 1.835
One year
2.076 2.045

Certificates of Deposit
Latest Wk ago
One month
0.750 0.800
Three month
1.150 1.250
Six Month
1.250 1.750

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.780 1.930

Eurodollars (mid rates)
Offer Bid
One month
0.75 1.25
Two month
1.00 1.50
Three month
1.25 1.75
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.


___________________________________
ADVERTISEMENT

10 questions to determine if your organization is customer-centric
Find out what they are, and how your organization rates in customer-centricity.
Download this free white paper: "The Center of the Customer-Centric Enterprise."

http://ad.doubleclick.net/clk;27311254;8059500;z?http://www.convergys.com/cvg_customer_centric_enterprise_request.html?CMP=OTC-14

__________________________________
ONLINE JOURNAL E-MAIL CENTER


TO UNSUBSCRIBE DIRECTLY from this list, go to:
http://setup.wsj.com/EmailSubMgr/do/delete?addr=wsindexes%40GMAIL.COM&id=116
Your request will take effect within 48 hours.

TO VIEW OR CHANGE any of your e-mail settings, go to the E-Mail Setup Center:
http://online.wsj.com/email
You are currently subscribed as wsindexes@GMAIL.COM

FOR FURTHER ASSISTANCE, please contact Customer Service at 1-800-369-2834
or 1-609-514-0870 between the hours of 7 am - 10 pm Monday - Friday and 8 am - 3 pm Saturday or e-mail onlinejournal@wsj.com.

___________________________________
Copyright 2008 Dow Jones & Company, Inc. All Rights Reserved.

Privacy Policy -
http://online.wsj.com/public/privacy_policy

Contact Us -
http://online.wsj.com/public/contact_us

No comments:

Post a Comment