MARKETS DATA CENTER
from The Wall Street Journal Online
MONEY RATES
Wednesday, January 28, 2009
International rates
Prime rates
Latest Wk ago
U.S.
3.25 3.25
Canada
3.00 3.00
Euro zone
2.00 2.00
Japan
1.475 1.475
Switzerland
0.52 0.54
Britain
1.50 1.50
Australia
4.25 4.25
Hong Kong
5.25 5.00
Overnight repurchase
Latest Wk ago
U.S.
0.23 0.23
U.K. (BBA)
1.558 1.408
Euro zone
1.15 1.44
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
0.22 0.23
Target rate
0.00-0.25 0.00-0.25
High
0.4500 0.5000
Low
0.0313 0.1250
Bid
0.1250 0.1250
Offer
0.3125 0.5000
Treasury bill auction
[ Auction Date: 1/28/2009 ]
4 weeks
0.040 0.030
13 weeks
0.150 0.140
26 weeks
0.345 0.320
Secondary Market
Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.50 4.57
60 days
4.64 4.72
One-year ARM
3.375 3.375
Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.387 4.415
60 days
4.549 4.552
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 0.48
60 days
0.83 0.75
90 days
1.20 1.00
120 days
1.30 1.20
150 days
1.30 1.40
180 days
1.50 1.60
Other short-term rates
Latest Wk ago
Call money
2.00 2.00
Commercial paper
Latest Wk ago
30 to 30 days
0.23 ...
31 to 59 days
n.q. ...
60 to 89 days
0.22 ...
90 to 119 days
0.40 ...
120 to 149 days
0.50 ...
150 to 165 days
0.63 ...
166 to 180 days
0.70 ...
181 to 270 days
n.q. ...
Dealer commercial paper
Latest Wk ago
30 days
0.74 0.49
60 days
1.04 0.74
90 days
1.14 1.09
Euro commercial paper
Latest Wk ago
30 day
1.28 1.53
Two month
1.47 1.72
Three month
1.83 1.86
Four month
1.87 1.98
Five month
1.81 2.01
Six month
1.95 2.03
London interbank offered rate, or Libor
Latest Wk ago
One month
0.40938 0.35625
Three month
1.17438 1.12500
Six month
1.63063 1.55875
One year
1.91125 1.84000
Libor Swaps (USD)
Latest Wk ago
Two year
1.441 1.447
Three year
1.811 1.772
Five year
2.304 2.159
Ten year
2.873 2.640
20 year
3.265 2.961
30 year
3.258 2.939
Euro Libor
Latest Wk ago
One month
1.766 1.950
Three month
2.118 2.308
Six month
2.220 2.391
One year
2.323 2.480
Euro interbank offered rate
Latest Wk ago
One month
1.771 1.974
Three month
2.115 2.312
Six month
2.214 2.390
One year
2.318 2.474
Hibor
Latest Wk ago
One month
0.347 0.296
Three month
0.949 0.898
Six month
1.250 1.201
One year
1.700 1.701
Asian dollars
Latest Wk ago
One month
0.415 0.366
Three month
1.173 1.136
Six month
1.613 1.544
One year
1.920 1.820
Certificates of Deposit
Latest Wk ago
One month
0.750 0.500
Three month
1.150 1.100
Six Month
1.750 1.500
Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.170 1.270
Eurodollars (mid rates)
Offer Bid
One month
0.35 0.75
Two month
0.50 1.20
Three month
1.00 1.50
Four month
1.15 1.60
Five month
1.15 1.60
Six month
1.25 1.75
Freddie Mac
Weekly survey
Thursday, January 22, 2009
Latest Wk ago
30-year fixed
5.12 4.96
15-year fixed
4.80 4.65
Five-year ARM
5.24 5.25
One-year ARM
4.92 4.89
__________________________________
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-JOURNAL (1-800-568-7625)
between the hours of 7 am - 10 pm Monday - Friday ET and 8 am - 3 pm Saturday ET 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