MARKETS DATA CENTER
from The Wall Street Journal Online
MONEY RATES
Friday, January 2, 2009
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
5.00 5.25
Overnight repurchase
Latest Wk ago
U.S.
0.10 0.13
U.K. (BBA)
1.883 1.767
Euro zone
2.16 2.15
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
0.13 0.12
Target rate
0.00-0.25 0.00
High
0.5000 0.5000
Low
0.0100 0.0313
Bid
0.0313 0.0313
Offer
0.1250 0.0625
Treasury bill auction
[ Auction Date: 1/2/2009 ]
4 weeks
0.030 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
4.67 4.48
60 days
4.80 4.63
One-year ARM
3.375 3.375
Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.488 4.531
60 days
4.635 4.644
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 0.50
60 days
0.95 0.88
90 days
1.25 1.33
120 days
1.50 1.75
150 days
1.50 1.75
180 days
1.75 2.00
Other short-term rates
Latest Wk ago
Call money
2.00 2.00
Commercial paper
Latest Wk ago
30 to 97 days
n.q. ...
98 to 119 days
0.15 ...
120 to 149 days
0.20 ...
150 to 165 days
0.30 ...
166 to 180 days
0.35 ...
181 to 270 days
n.q. ...
Dealer commercial paper
Latest Wk ago
30 days
0.52 0.74
60 days
0.97 0.94
90 days
1.12 1.14
Euro commercial paper
Latest Wk ago
30 day
2.34 n.a.
Two month
2.50 n.a.
Three month
2.61 n.a.
Four month
2.70 n.a.
Five month
2.71 n.a.
Six month
2.73 n.a.
London interbank offered rate, or Libor
Latest Wk ago
One month
0.43000 0.47125
Three month
1.41250 1.46750
Six month
1.75250 1.83000
One year
2.02375 2.09125
Libor Swaps (USD)
Latest Wk ago
Two year
1.643 1.550
Three year
1.922 1.780
Five year
2.327 2.137
Ten year
2.793 2.525
20 year
3.001 2.737
30 year
2.941 2.709
Euro Libor
Latest Wk ago
One month
2.555 2.709
Three month
2.849 2.987
Six month
2.946 3.057
One year
3.027 3.144
Euro interbank offered rate
Latest Wk ago
One month
2.570 2.711
Three month
2.859 2.991
Six month
2.945 3.061
One year
3.025 3.150
Hibor
Latest Wk ago
One month
0.204 0.300
Three month
0.949 1.000
Six month
1.450 1.550
One year
1.850 1.900
Asian dollars
Latest Wk ago
One month
0.430 0.478
Three month
1.415 1.470
Six month
1.773 1.830
One year
2.035 2.093
Certificates of Deposit
Latest Wk ago
One month
0.550 0.750
Three month
1.150 1.150
Six Month
1.700 1.250
Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.690 1.840
Eurodollars (mid rates)
Offer Bid
One month
0.50 1.00
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 2.10
Freddie Mac
Weekly survey
Wednesday, December 31, 2008
Latest Wk ago
30-year fixed
5.10 5.14
15-year fixed
4.83 4.91
Five-year ARM
5.57 5.49
One-year ARM
4.85 4.95
__________________________________
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."
__________________________________
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 2009 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