MARKETS DATA CENTER
from The Wall Street Journal Online
MONEY RATES
Monday, February 2, 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
0.58 0.52
Britain
1.50 1.50
Australia
4.25 4.25
Hong Kong
5.25 5.25
Overnight repurchase
Latest Wk ago
U.S.
0.33 0.23
U.K. (BBA)
1.503 1.387
Euro zone
1.23 1.10
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
0.25 0.23
Target rate
0.00-0.25 0.00-0.25
High
0.3750 0.4500
Low
0.1250 0.1250
Bid
0.2500 0.2500
Offer
0.3125 0.2813
Treasury bill auction
[ Auction Date: 2/2/2009 ]
4 weeks
0.040 0.030
13 weeks
0.270 0.150
26 weeks
0.390 0.345
Secondary Market
Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.52 4.49
60 days
4.70 4.64
One-year ARM
3.375 3.375
Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.681 4.485
60 days
4.824 4.615
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
0.60 0.48
60 days
0.95 0.75
90 days
1.15 1.00
120 days
1.38 1.20
150 days
1.58 1.35
180 days
1.75 1.53
Other short-term rates
Latest Wk ago
Call money
2.00 2.00
Commercial paper
Latest Wk ago
30 to 30 days
0.27 ...
31 to 59 days
n.q. ...
60 to 76 days
0.32 ...
77 to 89 days
0.38 ...
90 to 119 days
0.44 ...
120 to 149 days
0.56 ...
150 to 165 days
0.73 ...
166 to 180 days
0.80 ...
181 to 270 days
n.q. ...
Dealer commercial paper
Latest Wk ago
30 days
0.79 0.59
60 days
1.14 1.04
90 days
1.24 1.24
Euro commercial paper
Latest Wk ago
30 day
1.25 1.35
Two month
1.44 1.55
Three month
1.80 1.69
Four month
1.85 1.83
Five month
1.90 1.85
Six month
1.92 1.89
London interbank offered rate, or Libor
Latest Wk ago
One month
0.43750 0.40875
Three month
1.22500 1.18375
Six month
1.76000 1.67250
One year
2.07000 1.96625
Libor Swaps (USD)
Latest Wk ago
Two year
1.614 1.490
Three year
1.958 1.841
Five year
2.396 2.292
Ten year
2.944 2.832
20 year
3.256 3.209
30 year
3.244 3.211
Euro Libor
Latest Wk ago
One month
1.730 1.800
Three month
2.076 2.143
Six month
2.163 2.250
One year
2.260 2.343
Euro interbank offered rate
Latest Wk ago
One month
1.735 1.812
Three month
2.077 2.149
Six month
2.162 2.252
One year
2.259 2.347
Hibor
Latest Wk ago
One month
0.390 0.347
Three month
0.991 0.949
Six month
1.339 1.250
One year
1.742 1.700
Asian dollars
Latest Wk ago
One month
0.440 0.408
Three month
1.234 1.180
Six month
1.732 1.625
One year
2.084 1.903
Certificates of Deposit
Latest Wk ago
One month
0.800 0.600
Three month
1.250 1.250
Six Month
1.650 1.700
Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
1.090 1.200
Eurodollars (mid rates)
Offer Bid
One month
0.50 1.25
Two month
0.75 1.30
Three month
1.00 1.50
Four month
1.25 1.60
Five month
1.50 2.00
Six month
1.65 2.05
Freddie Mac
Weekly survey
Thursday, January 29, 2009
Latest Wk ago
30-year fixed
5.10 5.12
15-year fixed
4.80 4.80
Five-year ARM
5.27 5.24
One-year ARM
4.90 4.92
__________________________________
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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