Money Rates

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MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Tuesday, July 14, 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.
0.18 0.23

U.K. (BBA)
0.420 0.482

Euro zone
0.32 0.38

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
0.14 0.19
Target rate
0-0.25 0-0.25
High
0.3800 0.3800
Low
0.0625 0.1000
Bid
0.1000 0.1875
Offer
0.2500 0.2500

Treasury bill auction
[ Auction Date: 7/14/2009 ]
4 weeks
0.155 0.160
13 weeks
0.180 0.190
26 weeks
0.270 0.285

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.94 4.91
60 days
5.02 5.01
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.736 4.960
60 days
4.817 5.048

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
0.30 0.40
60 days
0.35 0.48
90 days
0.35 0.55
120 days
0.55 0.55
150 days
0.60 0.75
180 days
0.75 0.85

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 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
0.32 0.35
60 days
0.37 0.40
90 days
0.40 0.45

Euro commercial paper
Latest Wk ago
30 day
n.a. 0.36
Two month
n.a. 0.56
Three month
n.a. 0.75
Four month
n.a. 0.83
Five month
n.a. 0.90
Six month
n.a. 0.98

London interbank offered rate, or Libor
Latest Wk ago
One month
0.28750 0.30188
Three month
0.51313 0.53750
Six month
0.98375 1.02250
One year
1.49375 1.51125

Libor Swaps (USD)
Latest Wk ago
Two year
1.382 1.350
Three year
1.986 1.946
Five year
2.811 2.782
Ten year
3.670 3.652
20 year
4.060 4.044
30 year
4.135 4.116

Euro Libor
Latest Wk ago
One month
0.573 0.635
Three month
0.966 1.107
Six month
1.221 1.254
One year
1.415 1.451

Euro interbank offered rate
Latest Wk ago
One month
0.615 0.675
Three month
0.985 1.044
Six month
1.225 1.261
One year
1.419 1.452

Hibor
Latest Wk ago
One month
0.080 0.091
Three month
0.268 0.299
Six month
0.568 0.599
One year
0.985 1.000

Asian dollars
Latest Wk ago
One month
0.294 0.300
Three month
0.514 0.561
Six month
0.980 1.040
One year
1.472 1.520

Certificates of Deposit
Latest Wk ago
One month
0.320 0.350
Three month
0.400 0.450
Six Month
0.750 0.800

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
0.040 0.050

Eurodollars (mid rates)
Offer Bid
One month
0.35 0.60
Two month
0.40 0.80
Three month
0.50 1.00
Four month
0.50 1.00
Five month
0.50 1.00
Six month
0.60 1.00

Freddie Mac
Weekly survey
Thursday, July 9, 2009

Latest Wk ago
30-year fixed
5.20 5.32
15-year fixed
4.69 4.77
Five-year ARM
4.82 4.88
One-year ARM
4.82 4.94

__________________________________
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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