|
Money Rates
|
Monday, December 31, 2007
|
|
|
% CHG FROM
|
| Inflation |
Nov. index level |
Oct. '07 |
Nov. '06 |
| U.S. consumer price index |
| All items |
210.2 |
0.6 |
4.3 |
| Core |
212.4 |
0.1 |
2.3 |
|
| |
|
|
|
52-WEEK
|
| International rates |
Latest |
Wk ago |
High |
Low |
| Prime rates
[ U.S. Effective Date: 12/11/2007 ]
|
| U.S. |
7.25 |
7.25 |
8.25 |
7.25 |
| Canada |
6.00 |
6.00 |
6.25 |
6.00 |
| Euro zone |
4.00 |
4.00 |
4.00 |
3.50 |
| Japan |
1.875 |
1.875 |
1.875 |
1.625 |
| Switzerland |
3.84 |
3.86 |
4.62 |
2.74 |
| Britain |
5.50 |
5.50 |
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. |
1.95 |
4.15 |
5.35 |
1.95 |
| U.K. (BBA) |
5.667 |
5.583 |
6.667 |
5.030 |
| Euro zone |
4.00 |
3.92 |
4.52 |
3.52 |
|
| |
| U.S. government rates |
| Discount
[ Effective Date: 12/11/2007 ]
|
| |
4.75 |
4.75 |
6.25 |
4.75 |
| Federal funds
[ Effective Date: 12/11/2007 ]
|
| Effective rate |
3.20 |
4.19 |
5.42 |
3.20 |
| Target rate |
4.25 |
4.25 |
5.25 |
4.25 |
| High |
10.0000 |
4.2000 |
10.0000 |
4.2000 |
| Low |
0.2500 |
2.5000 |
5.3750 |
0.2500 |
| Bid |
8.0000 |
4.0000 |
8.0000 |
0.0100 |
| Offer |
10.0000 |
4.2500 |
10.0000 |
0.0313 |
| Treasury bill auction
[ Auction Date: 12/31/2007 ]
|
| 4 weeks |
3.040 |
2.750 |
5.175 |
2.750 |
| 13 weeks |
3.310 |
3.280 |
5.035 |
2.850 |
| 26 weeks |
3.390 |
3.490 |
4.980 |
3.190 |
|
| |
Secondary Market
| Freddie Mac |
| 30-year mortgage yields |
| 30 days |
5.82 |
6.03 |
6.63 |
5.68 |
| 60 days |
5.86 |
6.06 |
6.64 |
5.69 |
| One-year RNY |
3.375 |
3.375 |
4.460 |
3.375 |
|
| |
| Fannie Mae |
| 30-year mortgage yields |
| 30 days |
5.921 |
6.037 |
6.727 |
5.731 |
| 60 days |
5.955 |
6.063 |
6.761 |
5.743 |
| Constant maturity debt index |
| Three months |
n.a. |
4.385 |
5.321 |
4.256 |
| Six months |
n.a. |
4.266 |
5.519 |
4.171 |
| One year |
n.a. |
4.039 |
5.323 |
3.947 |
| Bankers acceptance |
| 30 days |
4.68 |
4.83 |
5.81 |
4.64 |
| 60 days |
4.68 |
4.83 |
5.81 |
4.68 |
| 90 days |
4.68 |
4.82 |
5.81 |
4.68 |
| 120 days |
4.69 |
4.79 |
5.73 |
4.69 |
| 150 days |
4.65 |
4.74 |
5.63 |
4.65 |
| 180 days |
4.62 |
4.68 |
5.58 |
4.62 |
|
| |
| Other short-term rates |
| Call money
[ Effective Date: 12/11/2007 ]
|
| |
6.00 |
6.00 |
7.00 |
6.00 |
| Commercial paper |
| 30 to 35 days |
4.25 |
... |
... |
... |
| 36 to 59 days |
4.27 |
... |
... |
... |
| 60 to 75 days |
4.30 |
... |
... |
... |
| 76 to 93 days |
4.31 |
... |
... |
... |
| 94 to 120 days |
4.29 |
... |
... |
... |
| 121 to 150 days |
4.26 |
... |
... |
... |
| 151 to 182 days |
4.25 |
... |
... |
... |
| 183 to 210 days |
4.22 |
... |
... |
... |
| 211 to 240 days |
4.18 |
... |
... |
... |
| 241 to 270 days |
4.13 |
... |
... |
... |
| Dealer commercial paper |
| 30 days |
4.98 |
4.98 |
5.78 |
4.58 |
| 60 days |
4.95 |
4.95 |
5.78 |
4.76 |
| 90 days |
4.93 |
4.93 |
5.75 |
4.79 |
| Euro commercial paper |
| 30 day |
4.02 |
4.02 |
5.24 |
3.55 |
| Two month |
4.24 |
4.24 |
5.26 |
3.60 |
| Three month |
4.30 |
4.28 |
5.23 |
3.68 |
| Four month |
4.30 |
4.30 |
5.22 |
3.72 |
| Five month |
4.30 |
4.30 |
5.21 |
3.76 |
| Six month |
4.28 |
4.31 |
5.16 |
3.81 |
| London interbank offered rate, or Libor |
| One month |
4.60000 |
4.85500 |
5.82375 |
4.60000 |
| Three month |
4.70250 |
4.84250 |
5.72500 |
4.70250 |
| Six month |
4.59625 |
4.71750 |
5.59500 |
4.59625 |
| One year |
4.22375 |
4.34375 |
5.50656 |
4.22375 |
| Libor Swaps (USD) |
| Two year |
3.815 |
4.025 |
5.530 |
3.815 |
| Three year |
3.920 |
4.125 |
5.590 |
3.870 |
| Five year |
4.183 |
4.410 |
5.710 |
4.105 |
| Ten year |
4.668 |
4.865 |
5.900 |
4.550 |
| 30 year |
5.023 |
5.200 |
6.070 |
4.895 |
| Euro Libor |
| One month |
4.281 |
4.437 |
4.945 |
3.607 |
| Three month |
4.679 |
4.763 |
4.953 |
3.725 |
| Six month |
4.706 |
4.774 |
4.918 |
3.860 |
| One year |
4.747 |
4.774 |
4.886 |
3.998 |
| Euro interbank offered rate |
| One month |
4.288 |
4.459 |
4.947 |
3.606 |
| Three month |
4.684 |
4.765 |
4.953 |
3.725 |
| Six month |
4.707 |
4.775 |
4.917 |
3.857 |
| One year |
4.745 |
4.772 |
4.885 |
3.995 |
| Hibor |
| One month |
3.253 |
3.535 |
5.704 |
2.199 |
| Three month |
3.451 |
3.680 |
5.451 |
3.150 |
| Six month |
3.544 |
3.689 |
5.876 |
3.459 |
| One year |
3.456 |
3.606 |
5.688 |
3.456 |
| Asian dollars |
| One month |
4.646 |
4.892 |
5.840 |
4.646 |
| Three month |
4.707 |
4.874 |
5.755 |
4.707 |
| Six month |
4.606 |
4.750 |
5.600 |
4.606 |
| One year |
4.309 |
4.366 |
5.936 |
4.309 |
| Certificates of Deposit |
| One month |
5.000 |
5.000 |
5.830 |
4.630 |
| Three month |
5.000 |
5.000 |
5.800 |
4.840 |
| Six Month |
4.800 |
4.800 |
5.640 |
4.730 |
| Merrill Lynch Ready Assets Trust |
| |
4.490 |
4.500 |
4.900 |
4.490 |
|
| |
|
LATEST
|
|
52-WEEK
|
| Eurodollars (mid rates) |
Offer |
Bid |
Wk ago |
High |
Low |
| One month |
4.55 |
4.75 |
4.85 |
5.88 |
4.64 |
| Two month |
4.65 |
4.80 |
4.85 |
5.85 |
4.73 |
| Three month |
4.70 |
4.90 |
4.90 |
5.83 |
4.80 |
| Four month |
4.60 |
4.75 |
4.77 |
5.78 |
4.68 |
| Five month |
4.65 |
4.75 |
4.73 |
5.69 |
4.70 |
| Six month |
4.60 |
4.75 |
4.70 |
5.60 |
4.68 |
|
| |
| Freddie Mac |
Thursday, December 27, 2007
|
| Weekly survey |
Latest |
Wk ago |
Year ago |
| 30-year fixed |
6.17 |
6.14 |
6.18 |
| 15-year fixed |
5.79 |
5.79 |
5.93 |
| Five-year ARM |
5.90 |
5.90 |
5.98 |
| One-year ARM |
5.53 |
5.51 |
5.47 |
|
| |