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MARKETS DATA CENTER
from The Wall Street Journal Online
MONEY RATES
Friday, August 10, 2012
International rates
Prime rates
Latest Wk ago
U.S.
3.25 3.25
Canada
3.00 3.00
Euro zone
0.75 0.75
Japan
1.475 1.475
Switzerland
0.50 0.50
Britain
0.50 0.51
Australia
3.50 3.50
Overnight repurchase
Latest Wk ago
U.S.
0.20 0.28
U.K. (BBA)
0.436 0.464
Euro zone
0.01 0.02
U.S. government rates
Latest Wk ago
Discount
[ Effective Date: 2/19/2010 ]
0.75 0.75
Federal funds
[ Effective Date: 12/16/2008 ]
Effective rate
0.14 0.15
Target rate
0-0.25 0-0.25
High
0.3750 0.3750
Low
0.0600 0.1000
Bid
0.1000 0.1300
Offer
0.2800 0.1500
Treasury bill auction
[ Auction Date: 8/10/2012 ]
4 weeks
0.085 0.075
13 weeks
0.100 0.110
26 weeks
0.135 0.145
Secondary Market
Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
2.72 2.63
60 days
2.79 2.68
Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
2.943 2.863
60 days
2.996 2.906
Bankers acceptance
Latest Wk ago
30 days
0.23 0.23
60 days
0.28 0.28
90 days
0.28 0.28
120 days
0.33 0.33
150 days
0.38 0.38
180 days
0.38 0.38
Other short-term rates
Latest Wk ago
Call money
2.00 2.00
Commercial paper
Latest Wk ago
7 to 14 days
0.13 ...
15 to 29 days
0.14 ...
30 to 46 days
0.15 ...
47 to 65 days
0.10 ...
66 to 89 days
0.15 ...
90 to 119 days
0.17 ...
120 to 149 days
0.23 ...
150 to 179 days
0.27 ...
180 to 270 days
0.32 ...
Dealer commercial paper
Latest Wk ago
30 days
n.q. n.q.
60 days
n.q. n.q.
90 days
n.q. n.q.
Euro commercial paper
Latest Wk ago
30 day
n.q. n.q.
Two month
n.q. n.q.
Three month
0.06 0.05
Four month
0.11 0.10
Five month
0.16 0.15
Six month
0.25 0.24
London interbank offered rate, or Libor
Latest Wk ago
One month
0.23975 0.24375
Three month
0.43700 0.43935
Six month
0.72015 0.72365
One year
1.04650 1.04620
New York Funding Rate
Latest Wk ago
One month
n.a. n.a.
Three month
n.a. n.a.
Libor Swaps (USD)
Latest Wk ago
Two year
0.466 0.445
Three year
0.549 0.532
Five year
0.908 0.884
Ten year
1.763 1.721
20 year
2.372 2.321
30 year
2.522 2.458
Euro Libor
Latest Wk ago
One month
0.086 0.094
Three month
0.224 0.247
Six month
0.523 0.561
One year
0.841 0.888
Euro interbank offered rate
Latest Wk ago
One month
0.137 0.139
Three month
0.353 0.375
Six month
0.631 0.659
One year
0.903 0.930
Hibor
Latest Wk ago
One month
0.301 0.301
Three month
0.401 0.401
Six month
0.560 0.561
One year
0.878 0.871
Certificates of Deposit
Latest Wk ago
One month
n.q. n.q.
Three month
n.q. n.q.
Six Month
n.q. n.q.
Eurodollars (mid rates)
Offer Bid
One month
0.12 0.25
Two month
0.12 0.25
Three month
0.20 0.30
Four month
0.30 0.45
Five month
0.25 0.40
Six month
0.45 0.60
Freddie Mac
Weekly survey
Thursday, August 9, 2012
Latest Wk ago
30-year fixed
3.59 3.55
15-year fixed
2.84 2.83
Five-year ARM
2.77 2.75
One-year ARM
2.65 2.70
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Footnotes
U.S. prime rate is effective December 16, 2008. Discount rate is effective February 19, 2010. 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. 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.; SIX Telekurs; General Electric Capital Corp.; Tullett Prebon Information, Ltd.