Thursday, April 2, 2009

Money Rates

___________________________________
MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Thursday, April 2, 2009


International rates
Prime rates
Latest Wk ago
U.S.
3.25 3.25

Canada
2.50 2.50

Euro zone
1.50 1.50

Japan
1.475 1.475

Switzerland
0.52 0.52

Britain
0.50 0.50

Australia
3.25 3.25

Hong Kong
5.25 5.00


Overnight repurchase
Latest Wk ago
U.S.
0.23 0.18

U.K. (BBA)
0.553 0.565

Euro zone
0.98 0.94


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
0.17 0.21
Target rate
0-0.25 0-0.25
High
0.5000 0.5000
Low
0.0200 0.0500
Bid
0.0313 0.0500
Offer
0.1250 0.1500

Treasury bill auction
[ Auction Date: 4/2/2009 ]
4 weeks
0.170 0.050
13 weeks
0.195 0.225
26 weeks
0.420 0.390

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.32 4.29
60 days
4.41 4.39
One-year ARM
3.375 3.375

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.320 4.429
60 days
4.423 4.538

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
0.75 0.60
60 days
1.00 0.90
90 days
1.25 1.18
120 days
1.40 1.25
150 days
1.50 1.50
180 days
1.75 1.63

Other short-term rates

Latest Wk ago
Call money
2.00 2.00

Commercial paper
Latest Wk ago
30 to 30 days
0.25 ...
31 to 59 days
n.q. ...
60 to 89 days
n.q. ...
90 to 119 days
n.q. ...
120 to 149 days
n.q. ...
150 to 164 days
n.q. ...
165 to 174 days
n.q. ...
175 to 180 days
n.q. ...
181 to 270 days
n.q. ...

Dealer commercial paper
Latest Wk ago
30 days
0.50 0.55
60 days
0.85 0.75
90 days
1.00 0.90

Euro commercial paper
Latest Wk ago
30 day
0.70 0.78
Two month
1.00 1.01
Three month
1.28 1.38
Four month
1.35 1.40
Five month
1.38 1.43
Six month
1.43 1.39

London interbank offered rate, or Libor
Latest Wk ago
One month
0.48938 0.52250
Three month
1.16594 1.23188
Six month
1.71563 1.79438
One year
1.95500 2.05250

Libor Swaps (USD)
Latest Wk ago
Two year
1.443 1.482
Three year
1.768 1.789
Five year
2.296 2.315
Ten year
2.942 2.944
20 year
3.265 3.297
30 year
3.279 3.339

Euro Libor
Latest Wk ago
One month
1.074 1.151
Three month
1.480 1.533
Six month
1.651 1.705
One year
1.799 1.855

Euro interbank offered rate
Latest Wk ago
One month
1.086 1.155
Three month
1.483 1.538
Six month
1.646 1.700
One year
1.791 1.849

Hibor
Latest Wk ago
One month
0.322 0.317
Three month
0.905 0.899
Six month
1.191 1.199
One year
1.519 1.598

Asian dollars
Latest Wk ago
One month
0.504 0.530
Three month
1.174 1.224
Six month
1.718 1.776
One year
1.944 2.034

Certificates of Deposit
Latest Wk ago
One month
0.500 0.650
Three month
1.000 1.100
Six Month
1.550 1.800

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
0.270 0.330

Eurodollars (mid rates)
Offer Bid
One month
0.45 0.90
Two month
0.65 1.25
Three month
0.95 1.40
Four month
1.15 1.50
Five month
1.25 1.75
Six month
1.50 2.00

Freddie Mac
Weekly survey
Thursday, April 2, 2009


Latest Wk ago
30-year fixed
4.78 4.85
15-year fixed
4.52 4.58
Five-year ARM
4.92 4.96
One-year ARM
4.75 4.85

__________________________________
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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