Money Rates

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MARKETS DATA CENTER
from The Wall Street Journal Online

MONEY RATES
Friday, July 31, 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
0.51 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.
0.23 0.18

U.K. (BBA)
0.432 0.463

Euro zone
0.32 0.31

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
0.19 0.16
Target rate
0-0.25 0-0.25
High
0.3800 0.3800
Low
0.0625 0.1000
Bid
0.2500 0.1000
Offer
0.3125 0.2500

Treasury bill auction
[ Auction Date: 7/31/2009 ]
4 weeks
0.130 0.150
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
4.82 5.05
60 days
4.93 5.14
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.915 5.020
60 days
5.005 5.101

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 0.73
180 days
0.73 0.73

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 44 days
n.q. ...
45 to 59 days
0.23 ...
60 to 89 days
0.24 ...
90 to 119 days
0.27 ...
120 to 149 days
0.31 ...
150 to 179 days
0.35 ...
180 to 240 days
0.39 ...
241 to 270 days
0.39 ...

Dealer commercial paper
Latest Wk ago
30 days
0.30 0.32
60 days
0.33 0.37
90 days
0.35 0.40

Euro commercial paper
Latest Wk ago
30 day
0.12 0.12
Two month
0.30 0.31
Three month
0.49 0.49
Four month
0.60 0.60
Five month
0.72 0.68
Six month
0.82 0.82

London interbank offered rate, or Libor
Latest Wk ago
One month
0.27938 0.28500
Three month
0.47938 0.50188
Six month
0.92500 0.95063
One year
1.49750 1.48938

Libor Swaps (USD)
Latest Wk ago
Two year
1.472 1.455
Three year
2.085 2.109
Five year
2.898 3.001
Ten year
3.747 3.897
20 year
4.115 4.280
30 year
4.175 4.355

Euro Libor
Latest Wk ago
One month
0.494 0.516
Three month
0.862 0.899
Six month
1.131 1.168
One year
1.350 1.377

Euro interbank offered rate
Latest Wk ago
One month
0.532 0.553
Three month
0.893 0.921
Six month
1.142 1.170
One year
1.355 1.378

Hibor
Latest Wk ago
One month
0.071 0.120
Three month
0.218 0.258
Six month
0.529 0.557
One year
0.939 0.966

Asian dollars
Latest Wk ago
One month
0.283 0.286
Three month
0.503 0.515
Six month
0.935 0.955
One year
1.498 1.493

Certificates of Deposit
Latest Wk ago
One month
0.280 0.300
Three month
0.350 0.370
Six Month
0.700 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 30, 2009

Latest Wk ago
30-year fixed
5.25 5.20
15-year fixed
4.69 4.68
Five-year ARM
4.75 4.74
One-year ARM
4.80 4.77

__________________________________
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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