Money Rates

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MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Friday, June 19, 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
0.53 0.53

Britain
0.50 0.50

Australia
3.00 3.00

Hong Kong
5.25 5.00

Overnight repurchase
Latest Wk ago
U.S.
0.28 0.23

U.K. (BBA)
0.510 0.513

Euro zone
0.83 0.87

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 0.19
Target rate
0-0.25 0-0.25
High
0.3750 0.3400
Low
0.1000 0.1000
Bid
0.2188 0.1875
Offer
0.2813 0.2500

Treasury bill auction
[ Auction Date: 6/19/2009 ]
4 weeks
0.095 0.075
13 weeks
0.160 0.190
26 weeks
0.290 0.345

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
5.24 5.28
60 days
5.36 5.39
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
5.233 5.265
60 days
5.344 5.381

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 0.38
60 days
0.48 0.48
90 days
0.55 0.55
120 days
0.60 0.63
150 days
0.75 0.75
180 days
0.88 0.88

Other short-term rates

Latest Wk ago
Call money
2.00 2.00

Commercial paper
Latest Wk ago
30 to 30 days
0.22 ...
31 to 49 days
n.q. ...
50 to 89 days
n.q. ...
90 to 119 days
n.q. ...
120 to 125 days
n.q. ...
126 to 141 days
n.q. ...
142 to 151 days
n.q. ...
152 to 161 days
n.q. ...
162 to 270 days
n.q. ...

Dealer commercial paper
Latest Wk ago
30 days
0.35 0.35
60 days
0.40 0.40
90 days
0.45 0.45

Euro commercial paper
Latest Wk ago
30 day
n.q. 0.60
Two month
n.q. 0.79
Three month
1.03 1.00
Four month
1.11 1.07
Five month
1.20 1.13
Six month
1.25 1.21

London interbank offered rate, or Libor
Latest Wk ago
One month
0.31688 0.31813
Three month
0.61188 0.62438
Six month
1.18250 1.18375
One year
1.74000 1.73250

Libor Swaps (USD)
Latest Wk ago
Two year
1.700 1.686
Three year
2.371 2.368
Five year
3.235 3.243
Ten year
4.049 4.076
20 year
4.376 4.392
30 year
4.388 4.403

Euro Libor
Latest Wk ago
One month
0.920 0.939
Three month
1.226 1.260
Six month
1.443 1.481
One year
1.619 1.661

Euro interbank offered rate
Latest Wk ago
One month
0.941 0.961
Three month
1.224 1.268
Six month
1.438 1.478
One year
1.609 1.659

Hibor
Latest Wk ago
One month
0.101 0.093
Three month
0.344 0.344
Six month
0.699 0.717
One year
1.213 1.227

Asian dollars
Latest Wk ago
One month
0.326 0.320
Three month
0.637 0.648
Six month
1.202 1.214
One year
1.760 1.775

Certificates of Deposit
Latest Wk ago
One month
0.350 0.350
Three month
0.450 0.450
Six Month
0.900 0.900

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
0.100 0.120

Eurodollars (mid rates)
Offer Bid
One month
0.35 0.60
Two month
0.35 0.75
Three month
0.40 1.00
Four month
0.45 1.05
Five month
0.55 1.20
Six month
0.65 1.25

Freddie Mac
Weekly survey
Thursday, June 18, 2009

Latest Wk ago
30-year fixed
5.38 5.59
15-year fixed
4.89 5.06
Five-year ARM
4.97 5.17
One-year ARM
4.95 5.04

__________________________________
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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