Money Rates

Thursday, November 29, 2007

		% CHG FROM
Inflation	Oct. index level	Sept. '07	Oct. '06
U.S. consumer price index
All items	208.9	0.2	3.5
Core	212.3	0.3	2.2

			52-WEEK
International rates	Latest	Wk ago	High	Low
Prime rates [ U.S. Effective Date: 10/31/2007 ]
U.S.	7.50	7.50	8.25	7.50
Canada	6.25	6.25	6.25	6.00
Euro zone	4.00	4.00	4.00	3.25
Japan	1.875	1.875	1.875	1.625
Switzerland	3.95	4.03	4.62	2.74
Britain	5.75	5.75	5.75	5.00
Australia	6.75	6.75	6.75	6.25
Hong Kong	8.00	8.00	8.00	8.00
Overnight repurchase
U.S.	3.10	4.28	5.35	2.38
U.K. (BBA)	5.820	5.725	6.667	5.030
Euro zone	4.01	4.06	4.52	3.29

U.S. government rates
Discount [ Effective Date: 10/31/2007 ]
	5.00	5.00	6.25	5.00
Federal funds [ Effective Date: 10/31/2007 ]
Effective rate	4.56	4.51	5.42	4.21
Target rate	4.50	4.50	5.25	4.50
High	4.7500	4.7500	7.5000	4.6250
Low	4.4900	2.0000	5.3750	0.2500
Bid	4.0000	2.0000	6.7500	0.0100
Offer	4.5000	3.5000	7.5000	0.0313
Treasury bill auction [ Auction Date: 11/29/2007 ]
4 weeks	3.640	3.680	5.175	3.270
13 weeks	3.175	3.390	5.035	2.850
26 weeks	3.340	3.460	4.980	3.340

Secondary Market

Freddie Mac
30-year mortgage yields
30 days	5.81	5.93	6.63	5.81
60 days	5.83	5.95	6.64	5.82
One-year RNY	3.375	3.375	4.460	3.375

Fannie Mae
30-year mortgage yields
30 days	5.934	6.133	6.727	5.913
60 days	5.948	6.142	6.761	5.924
Constant maturity debt index
Three months	4.384	4.407	5.321	4.384
Six months	4.342	4.325	5.519	4.309
One year	4.038	4.155	5.323	4.038
Bankers acceptance
30 days	5.38	4.78	5.81	4.64
60 days	5.23	5.05	5.81	4.71
90 days	5.18	5.03	5.81	4.81
120 days	5.04	4.96	5.73	4.81
150 days	4.98	4.93	5.63	4.75
180 days	4.93	4.88	5.58	4.71

Other short-term rates
Call money [ Effective Date: 10/31/2007 ]
	6.25	6.25	7.00	6.25
Commercial paper
30 to 59 days	4.50	...	...	...
60 to 90 days	4.68	...	...	...
91 to 120 days	4.65	...	...	...
121 to 151 days	4.58	...	...	...
152 to 180 days	4.55	...	...	...
181 to 210 days	4.50	...	...	...
211 to 242 days	4.40	...	...	...
243 to 270 days	4.35	...	...	...
Dealer commercial paper
30 days	4.75	4.70	5.78	4.58
60 days	5.10	5.00	5.78	4.76
90 days	5.10	5.00	5.75	4.79
Euro commercial paper
30 day	4.43	4.00	5.24	3.52
Two month	4.51	4.44	5.26	3.56
Three month	4.53	4.44	5.23	3.59
Four month	4.49	4.43	5.22	3.63
Five month	4.50	4.42	5.21	3.64
Six month	4.50	4.41	5.16	3.66
London interbank offered rate, or Libor
One month	5.22500	4.78875	5.82375	4.65188
Three month	5.12375	5.03000	5.72500	4.86500
Six month	4.91250	4.85500	5.59500	4.73750
One year	4.48875	4.44875	5.50656	4.39875
Libor Swaps (USD)
Two year	3.960	4.030	5.530	3.860
Three year	4.000	4.103	5.590	3.895
Five year	4.210	4.365	5.710	4.130
Ten year	4.610	4.835	5.900	4.580
30 year	4.910	5.175	6.070	4.905
Euro Libor
One month	4.809	4.196	4.809	3.576
Three month	4.783	4.678	4.792	3.636
Six month	4.740	4.656	4.794	3.720
One year	4.684	4.623	4.807	3.803
Euro interbank offered rate
One month	4.809	4.191	4.809	3.574
Three month	4.776	4.677	4.795	3.636
Six month	4.737	4.654	4.793	3.721
One year	4.686	4.620	4.807	3.804
Hibor
One month	3.740	3.251	5.704	2.199
Three month	3.851	3.669	5.451	3.150
Six month	3.811	3.707	5.876	3.459
One year	3.741	3.750	5.688	3.593
Asian dollars
One month	5.203	4.793	5.840	4.655
Three month	5.118	5.023	5.755	3.570
Six month	4.903	4.873	5.600	4.758
One year	4.510	4.525	5.936	4.420
Certificates of Deposit
One month	4.800	n.a.	5.830	4.630
Three month	5.150	n.a.	5.800	4.840
Six Month	4.950	n.a.	5.640	4.730
Merrill Lynch Ready Assets Trust
	4.560	4.600	4.900	4.560

	LATEST			52-WEEK
Eurodollars (mid rates)	Offer	Bid	Wk ago	High	Low
One month	5.25	5.50	4.77	5.88	4.64
Two month	5.15	5.25	5.05	5.85	4.75
Three month	5.15	5.25	5.05	5.83	4.83
Four month	5.00	5.10	4.98	5.78	4.81
Five month	4.95	5.05	4.94	5.69	4.77
Six month	4.90	4.98	4.88	5.60	4.73

Freddie Mac		Thursday, November 29, 2007
Weekly survey	Latest	Wk ago	Year ago
30-year fixed	6.10	6.20	6.14
15-year fixed	5.73	5.83	5.87
Five-year ARM	5.86	5.88	5.95
One-year ARM	5.43	5.42	5.46