Money Rates

___________________________________
MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Monday, July 27, 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 0.18

U.K. (BBA)
0.468 0.450

Euro zone
0.31 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
0.17 0.16
Target rate
0-0.25 0-0.25
High
0.3800 0.3800
Low
0.1000 0.1000
Bid
0.2500 0.1250
Offer
0.2800 0.2500

Treasury bill auction
[ Auction Date: 7/27/2009 ]
4 weeks
0.150 0.155
13 weeks
0.190 0.190
26 weeks
0.275 0.285

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
5.07 5.02
60 days
5.16 5.10
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
5.043 5.031
60 days
5.125 5.109

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 0.40
60 days
0.48 0.48
90 days
0.55 0.55
120 days
0.55 0.55
150 days
0.73 0.75
180 days
0.73 0.85

Other short-term rates

Latest Wk ago
Call money
2.00 2.00

Commercial paper
Latest Wk ago
30 to 30 days
0.20 ...
31 to 44 days
0.18 ...
45 to 59 days
0.22 ...
60 to 89 days
0.23 ...
90 to 119 days
0.29 ...
120 to 149 days
0.34 ...
150 to 179 days
0.37 ...
180 to 209 days
0.40 ...
210 to 270 days
0.40 ...

Dealer commercial paper
Latest Wk ago
30 days
0.25 0.32
60 days
0.28 0.37
90 days
0.31 0.40

Euro commercial paper
Latest Wk ago
30 day
0.12 0.25
Two month
0.31 0.41
Three month
0.49 0.61
Four month
0.60 0.72
Five month
0.68 0.79
Six month
0.82 0.89

London interbank offered rate, or Libor
Latest Wk ago
One month
0.28750 0.28625
Three month
0.49625 0.50500
Six month
0.94750 0.96750
One year
1.49250 1.50125

Libor Swaps (USD)
Latest Wk ago
Two year
1.450 1.433
Three year
2.101 2.088
Five year
3.009 2.938
Ten year
3.938 3.823
20 year
4.331 4.199
30 year
4.414 4.266

Euro Libor
Latest Wk ago
One month
0.511 0.536
Three month
0.892 0.933
Six month
1.164 1.197
One year
1.374 1.399

Euro interbank offered rate
Latest Wk ago
One month
0.549 0.578
Three month
0.914 0.944
Six month
1.168 1.194
One year
1.377 1.389

Hibor
Latest Wk ago
One month
0.101 0.126
Three month
0.246 0.277
Six month
0.547 0.578
One year
0.966 0.999

Asian dollars
Latest Wk ago
One month
0.286 0.289
Three month
0.516 0.516
Six month
0.953 0.978
One year
1.488 1.496

Certificates of Deposit
Latest Wk ago
One month
0.250 0.300
Three month
0.310 0.380
Six Month
0.510 0.700

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

Eurodollars (mid rates)
Offer Bid
One month
0.25 0.60
Two month
0.35 0.70
Three month
0.40 0.95
Four month
0.40 1.00
Five month
0.45 1.10
Six month
0.55 1.15

Freddie Mac
Weekly survey
Thursday, July 23, 2009

Latest Wk ago
30-year fixed
5.20 5.14
15-year fixed
4.68 4.63
Five-year ARM
4.74 4.83
One-year ARM
4.77 4.76

__________________________________
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.

___________________________________
ADVERTISEMENT

The most powerful investment tool you'll find online

Our exclusive Markets Data Center puts the sophisticated financial information that matters to you in one place. It?s your personal dashboard for the markets. The newly enhanced Markets Data Center brings you constantly updated data on the companies and investments that you select, plus valuable tools and reliable research.

http://online.wsj.com/mdc/public/page/marketsdata.html

__________________________________
ONLINE JOURNAL E-MAIL CENTER

TO UNSUBSCRIBE DIRECTLY from this list, go to:
http://setup.wsj.com/EmailSubMgr/do/delete?addr=wsindexes%40GMAIL.COM&id=116
Your request will take effect within 48 hours.

TO VIEW OR CHANGE any of your e-mail settings, go to the E-Mail Setup Center:
http://online.wsj.com/email
You are currently subscribed as wsindexes@GMAIL.COM

FOR FURTHER ASSISTANCE, please contact Customer Service at 1-800-JOURNAL (1-800-568-7625)
between the hours of 7 am - 10 pm Monday - Friday ET and 8 am - 3 pm Saturday ET or e-mail onlinejournal@wsj.com.

___________________________________
Copyright 2009 Dow Jones & Company, Inc. All Rights Reserved.

Privacy Policy -
http://online.wsj.com/public/privacy_policy

Contact Us -
http://online.wsj.com/public/contact_us