Money Rates

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MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Monday, July 20, 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 0.51

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 0.18

U.K. (BBA)
0.450 0.458

Euro zone
0.32 0.32

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
0.16 0.15
Target rate
0-0.25 0-0.25
High
0.3800 0.3800
Low
0.1000 0.0500
Bid
0.1250 0.1000
Offer
0.2500 0.2000

Treasury bill auction
[ Auction Date: 7/20/2009 ]
4 weeks
0.155 0.160
13 weeks
0.190 0.180
26 weeks
0.285 0.270

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
5.02 4.86
60 days
5.10 4.95
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
5.031 4.734
60 days
5.109 4.814

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
0.40 0.30
60 days
0.48 0.35
90 days
0.55 0.45
120 days
0.55 0.55
150 days
0.75 0.65
180 days
0.85 0.80

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
0.32 0.32
60 days
0.37 0.37
90 days
0.40 0.40

Euro commercial paper
Latest Wk ago
30 day
0.25 0.28
Two month
0.41 0.45
Three month
0.61 0.65
Four month
0.72 0.79
Five month
0.79 0.86
Six month
0.89 0.94

London interbank offered rate, or Libor
Latest Wk ago
One month
0.28625 0.28813
Three month
0.50500 0.50938
Six month
0.96750 0.96500
One year
1.50125 1.46125

Libor Swaps (USD)
Latest Wk ago
Two year
1.433 1.322
Three year
2.088 1.907
Five year
2.938 2.705
Ten year
3.823 3.545
20 year
4.199 3.928
30 year
4.266 3.993

Euro Libor
Latest Wk ago
One month
0.536 0.579
Three month
0.933 0.969
Six month
1.197 1.221
One year
1.399 1.426

Euro interbank offered rate
Latest Wk ago
One month
0.578 0.625
Three month
0.944 0.996
Six month
1.194 1.229
One year
1.389 1.426

Hibor
Latest Wk ago
One month
0.126 0.072
Three month
0.277 0.259
Six month
0.578 0.559
One year
0.999 0.959

Asian dollars
Latest Wk ago
One month
0.289 0.296
Three month
0.516 0.505
Six month
0.978 0.972
One year
1.496 1.460

Certificates of Deposit
Latest Wk ago
One month
0.300 0.320
Three month
0.380 0.400
Six Month
0.700 0.750

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

Eurodollars (mid rates)
Offer Bid
One month
0.25 0.65
Two month
0.35 0.75
Three month
0.40 1.00
Four month
0.40 1.00
Five month
0.45 1.15
Six month
0.55 1.25

Freddie Mac
Weekly survey
Thursday, July 16, 2009

Latest Wk ago
30-year fixed
5.14 5.20
15-year fixed
4.63 4.69
Five-year ARM
4.83 4.82
One-year ARM
4.76 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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