MARKETS DATA CENTER
from The Wall Street Journal Online
MONEY RATES
Tuesday, January 20, 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
1.475 1.475
Switzerland
0.53 0.52
Britain
1.50 1.50
Australia
4.25 4.25
Hong Kong
5.00 5.25
Overnight repurchase
Latest Wk ago
U.S.
0.23 0.13
U.K. (BBA)
1.495 1.442
Euro zone
1.64 2.06
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
0.20 0.12
Target rate
0.00-0.25 0.00-0.25
High
0.4500 0.4500
Low
0.0625 0.0313
Bid
0.1250 0.0625
Offer
0.2500 0.2500
Treasury bill auction
[ Auction Date: 1/20/2009 ]
4 weeks
0.020 0.020
13 weeks
0.140 0.120
26 weeks
0.320 0.290
Secondary Market
Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.42 4.08
60 days
4.56 4.22
One-year ARM
3.375 3.375
Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.399 4.182
60 days
4.528 4.274
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
0.48 0.50
60 days
0.75 0.60
90 days
1.00 0.75
120 days
1.20 0.95
150 days
1.35 0.95
180 days
1.53 1.25
Other short-term rates
Latest Wk ago
Call money
2.00 2.00
Commercial paper
Latest Wk ago
30 to 30 days
0.14 ...
31 to 59 days
n.q. ...
60 to 89 days
0.18 ...
90 to 119 days
0.30 ...
120 to 149 days
0.40 ...
150 to 165 days
0.53 ...
166 to 180 days
0.60 ...
181 to 270 days
n.q. ...
Dealer commercial paper
Latest Wk ago
30 days
0.49 0.49
60 days
0.74 0.99
90 days
1.09 1.04
Euro commercial paper
Latest Wk ago
30 day
1.56 1.82
Two month
1.76 2.00
Three month
1.90 2.10
Four month
2.03 2.22
Five month
2.05 2.24
Six month
2.08 2.27
London interbank offered rate, or Libor
Latest Wk ago
One month
0.35250 0.33313
Three month
1.12250 1.09438
Six month
1.54500 1.46500
One year
1.83000 1.73750
Libor Swaps (USD)
Latest Wk ago
Two year
1.318 1.258
Three year
1.628 1.581
Five year
2.000 1.969
Ten year
2.460 2.447
20 year
2.773 2.770
30 year
2.754 2.773
Euro Libor
Latest Wk ago
One month
2.011 2.317
Three month
2.369 2.608
Six month
2.445 2.673
One year
2.533 2.737
Euro interbank offered rate
Latest Wk ago
One month
2.029 2.326
Three month
2.370 2.612
Six month
2.447 2.671
One year
2.531 2.738
Hibor
Latest Wk ago
One month
0.289 0.151
Three month
0.889 0.801
Six month
1.196 1.101
One year
1.696 1.601
Asian dollars
Latest Wk ago
One month
0.363 0.332
Three month
1.140 1.120
Six month
1.548 1.474
One year
1.828 1.724
Certificates of Deposit
Latest Wk ago
One month
0.500 0.500
Three month
1.100 1.050
Six Month
1.500 1.400
Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.290 1.440
Eurodollars (mid rates)
Offer Bid
One month
0.25 0.75
Two month
0.50 1.00
Three month
0.75 1.25
Four month
1.25 1.50
Five month
1.25 1.50
Six month
1.35 1.75
Freddie Mac
Weekly survey
Thursday, January 15, 2009
Latest Wk ago
30-year fixed
4.96 5.01
15-year fixed
4.65 4.62
Five-year ARM
5.25 5.49
One-year ARM
4.89 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.
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