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Money Rates
Friday, November 28, 2008
Inflation
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U.S. consumer price index
% CHG FROM
  Oct. index level Sept. '08 Oct. '07
All items 216.573 -1.0 3.7
Core 217.023 0.1 2.2
International rates
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Prime rates [ U.S. Effective Date: 10/30/2008 ]
52-WEEK
  Latest Wk ago High Low
U.S. 4.00 4.00 7.50 4.00
Canada 4.00 4.00 6.25 4.00
Euro zone 3.25 3.25 4.25 3.25
Japan 1.675 1.675 1.875 1.675
Switzerland 2.03 2.19 4.56 2.02
Britain 3.00 3.00 5.75 3.00
Australia 5.25 5.25 7.25 5.25
Hong Kong 5.25 5.25 8.00 5.25
Overnight repurchase
52-WEEK
  Latest Wk ago High Low
U.S. 0.35 0.53 4.50 0.15
U.K. (BBA) 2.628 2.567 5.820 2.525
Euro zone 2.87 2.84 4.50 2.83
U.S. government rates
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Discount [ Effective Date: 10/29/2008 ]
52-WEEK
  Latest Wk ago High Low
  1.25 1.25 5.00 1.25
Federal funds [ Effective Date: 10/29/2008 ]
52-WEEK
  Latest Wk ago High Low
Effective rate 0.63 0.65 4.69 0.23
Target rate 1.00 1.00 4.50 1.00
High 1.2500 1.2500 10.0000 1.0000
Low 0.2500 0.2000 4.5000 0.0000
Bid 0.2500 0.5000 8.0000 0.0000
Offer 0.5000 1.0000 10.0000 0.0500
Treasury bill auction [ Auction Date: 11/28/2008 ]
52-WEEK
  Latest Wk ago High Low
4 weeks 0.050 0.100 3.640 0.050
13 weeks 0.150 0.150 3.310 0.150
26 weeks 0.490 0.840 3.490 0.490
Secondary Market
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Freddie Mac
30-year mortgage yields
52-WEEK
  Latest Wk ago High Low
30 days 4.97 5.75 6.49 4.82
60 days 5.11 5.83 6.56 4.99
One-year RNY 3.375 3.375 3.375 3.375
Fannie Mae
30-year mortgage yields
52-WEEK
  Latest Wk ago High Low
30 days 5.091 5.817 6.566 5.044
60 days 5.146 5.892 6.618 5.091
Constant maturity debt index
52-WEEK
  Latest Wk ago High Low
Three months n.a. 0.813 4.486 0.710
Six months n.a. 1.378 4.328 1.173
One year n.a. 1.858 4.356 1.714
Bankers acceptance
52-WEEK
  Latest Wk ago High Low
30 days 1.98 1.50 5.38 1.50
60 days 2.18 2.08 5.23 2.00
90 days 2.25 2.33 5.23 2.25
120 days 2.50 2.53 5.03 2.50
150 days 2.50 2.53 5.00 2.45
180 days 2.88 2.88 5.00 2.40
Other short-term rates
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Call money [ Effective Date: 10/30/2008 ]
52-WEEK
  Latest Wk ago High Low
  2.75 2.75 6.25 2.75
Commercial paper
52-WEEK
  Latest Wk ago High Low
30 to 37 days 1.05 ... ... ...
38 to 59 days 1.30 ... ... ...
60 to 89 days 1.45 ... ... ...
90 to 119 days 1.65 ... ... ...
120 to 149 days 1.70 ... ... ...
150 to 170 days 1.80 ... ... ...
171 to 180 days 1.85 ... ... ...
181 to 209 days 1.65 ... ... ...
210 to 270 days 1.60 ... ... ...
Dealer commercial paper
52-WEEK
  Latest Wk ago High Low
30 days 1.49 1.49 5.95 1.49
60 days 2.29 2.24 5.95 1.99
90 days 2.54 2.49 5.95 2.14
Euro commercial paper
52-WEEK
  Latest Wk ago High Low
30 day 3.27 3.35 4.75 3.17
Two month 3.62 3.68 4.80 3.62
Three month 3.70 3.70 5.00 3.70
Four month 3.70 3.58 5.00 3.58
Five month 3.73 3.72 5.02 3.72
Six month 3.74 3.74 5.07 3.74
London interbank offered rate, or Libor
52-WEEK
  Latest Wk ago High Low
One month 1.90125 1.39500 5.25188 1.39500
Three month 2.21688 2.15750 5.15063 2.13250
Six month 2.59125 2.56875 4.96750 2.36625
One year 2.76625 2.73625 4.55250 2.17813
Libor Swaps (USD)
52-WEEK
  Latest Wk ago High Low
Two year 2.092 2.155 4.169 2.049
Three year 2.335 2.477 4.325 2.335
Five year 2.768 3.010 4.661 2.768
Ten year 3.120 3.418 4.968 3.120
20 year 3.054 3.372 5.200 3.054
30 year 3.026 3.312 5.248 3.026
Euro Libor
52-WEEK
  Latest Wk ago High Low
One month 3.566 3.526 5.186 3.371
Three month 3.851 4.004 5.391 3.851
Six month 3.901 4.053 5.438 3.901
One year 3.958 4.113 5.514 3.958
Euro interbank offered rate
52-WEEK
  Latest Wk ago High Low
One month 3.574 3.543 5.197 3.392
Three month 3.853 4.021 5.393 3.853
Six month 3.897 4.065 5.448 3.897
One year 3.951 4.123 5.526 3.951
Hibor
52-WEEK
  Latest Wk ago High Low
One month 1.101 0.958 4.993 0.904
Three month 1.951 1.950 4.442 1.732
Six month 2.251 2.251 4.100 1.724
One year 2.451 2.446 3.950 1.671
Asian dollars
52-WEEK
  Latest Wk ago High Low
One month 1.944 1.385 5.254 1.385
Three month 2.226 2.145 5.156 2.100
Six month 2.588 2.528 4.969 2.315
One year 2.752 2.663 5.408 2.113
Certificates of Deposit
52-WEEK
  Latest Wk ago High Low
One month 1.500 1.500 6.000 1.500
Three month 2.550 2.500 6.000 2.150
Six Month 3.050 3.000 6.000 2.250
Merrill Lynch Ready Assets Trust
52-WEEK
  Latest Wk ago High Low
  2.330 2.460 4.560 1.550
Eurodollars (mid rates)
LATEST
52-WEEK
  Offer Bid Wk ago High Low
One month 1.50 2.25 1.55 6.25 1.50
Two month 2.00 2.50 2.03 5.50 2.00
Three month 2.15 2.75 2.13 5.75 2.13
Four month 2.30 3.00 2.50 5.25 2.50
Five month 2.40 3.00 2.50 5.25 2.40
Six month 2.50 3.25 2.88 5.25 2.38
Notes on data:
U.S. prime rate and discount rate are effective October 30, 2008. U.S. prime rate is the base rate on corporate loans posted by at least 75% of the 30 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; Thomson Reuters; General Electric Capital Corp.; ICAP plc; Tullett Prebon Information, Ltd.
Weekly survey
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Thursday, November 27, 2008
Freddie Mac
52-WEEK
  Latest Wk ago Year ago
30-year fixed 5.97 6.04 6.10
15-year fixed 5.74 5.73 5.73
Five-year ARM 5.86 5.87 5.86
One-year ARM 5.18 5.29 5.43
Source: Freddie Mac
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