Money Rates

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MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Monday, June 1, 2009

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

Canada
2.25 2.25

Euro zone
1.00 1.00

Japan
1.475 1.475

Switzerland
0.52 0.52

Britain
0.50 0.50

Australia
3.00 3.00

Hong Kong
5.25 5.25

Overnight repurchase
Latest Wk ago
U.S.
0.23 0.20

U.K. (BBA)
0.512 0.508

Euro zone
0.83 1.01

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
0.21 0.18
Target rate
0-0.25 0-0.25
High
0.3750 0.3750
Low
0.0800 0.0700
Bid
0.1875 0.1500
Offer
0.2500 0.2500

Treasury bill auction
[ Auction Date: 6/1/2009 ]
4 weeks
0.120 0.130
13 weeks
0.150 0.185
26 weeks
0.290 0.295

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.99 4.60
60 days
5.05 4.69
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.808 4.490
60 days
4.912 4.579

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
0.38 0.43
60 days
0.45 0.48
90 days
0.50 0.65
120 days
0.58 0.75
150 days
0.63 0.85
180 days
0.68 0.98

Other short-term rates

Latest Wk ago
Call money
2.00 2.00

Commercial paper
Latest Wk ago
30 to 30 days
0.20 ...
31 to 59 days
n.q. ...
60 to 89 days
n.q. ...
90 to 119 days
0.17 ...
120 to 130 days
0.23 ...
131 to 140 days
0.23 ...
141 to 151 days
0.30 ...
152 to 161 days
n.q. ...
162 to 270 days
n.q. ...

Dealer commercial paper
Latest Wk ago
30 days
0.30 0.38
60 days
0.40 0.65
90 days
0.45 0.75

Euro commercial paper
Latest Wk ago
30 day
0.60 0.56
Two month
0.79 0.74
Three month
0.97 0.92
Four month
1.07 1.02
Five month
1.13 1.08
Six month
1.21 1.15

London interbank offered rate, or Libor
Latest Wk ago
One month
0.32000 0.31313
Three month
0.65000 0.66000
Six month
1.23375 1.20125
One year
1.59375 1.53125

Libor Swaps (USD)
Latest Wk ago
Two year
1.430 1.292
Three year
2.060 1.848
Five year
3.051 2.683
Ten year
4.023 3.600
20 year
4.368 4.015
30 year
4.395 4.072

Euro Libor
Latest Wk ago
One month
0.927 0.918
Three month
1.263 1.266
Six month
1.474 1.472
One year
1.638 1.636

Euro interbank offered rate
Latest Wk ago
One month
0.933 0.923
Three month
1.266 1.264
Six month
1.464 1.464
One year
1.626 1.631

Hibor
Latest Wk ago
One month
0.091 0.087
Three month
0.360 0.380
Six month
0.689 0.716
One year
1.067 1.096

Asian dollars
Latest Wk ago
One month
0.319 0.317
Three month
0.666 0.667
Six month
1.240 1.203
One year
1.594 1.537

Certificates of Deposit
Latest Wk ago
One month
0.300 0.300
Three month
0.450 0.450
Six Month
1.000 0.950

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
0.230 0.250

Eurodollars (mid rates)
Offer Bid
One month
0.30 0.65
Two month
0.35 0.75
Three month
0.40 1.00
Four month
0.45 1.05
Five month
0.60 1.20
Six month
0.75 1.20

Freddie Mac
Weekly survey
Thursday, May 28, 2009

Latest Wk ago
30-year fixed
4.91 4.82
15-year fixed
4.53 4.50
Five-year ARM
4.82 4.79
One-year ARM
4.69 4.82

__________________________________
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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