|
Money Rates
|
Wednesday, October 31, 2007
|
|
|
% CHG FROM
|
| Inflation |
Sept. index level |
Aug. '07 |
Sept. '06 |
| U.S. consumer price index |
| All items |
208.5 |
0.3 |
2.8 |
| Core |
211.6 |
0.2 |
2.1 |
|
| |
|
|
|
52-WEEK
|
| International rates |
Latest |
Wk ago |
High |
Low |
| Prime rates
[ U.S. Effective Date: 10/31/2007 ]
|
| U.S. |
7.50 |
7.75 |
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 |
4.03 |
3.97 |
4.62 |
2.74 |
| Britain |
5.75 |
5.75 |
5.75 |
4.75 |
| Australia |
6.50 |
6.50 |
6.50 |
6.00 |
| Hong Kong |
8.00 |
8.00 |
8.25 |
8.00 |
| Overnight repurchase |
| U.S. |
4.55 |
4.63 |
5.35 |
2.38 |
| U.K. (BBA) |
5.783 |
5.745 |
6.667 |
4.742 |
| Euro zone |
4.05 |
4.04 |
4.52 |
3.29 |
|
| |
| U.S. government rates |
| Discount
[ Effective Date: 10/31/2007 ]
|
| |
5.00 |
5.25 |
6.25 |
5.00 |
| Federal funds
[ Effective Date: 10/31/2007 ]
|
| Effective rate |
4.71 |
4.76 |
5.42 |
4.50 |
| Target rate |
4.50 |
4.75 |
5.25 |
4.50 |
| High |
4.8750 |
5.2500 |
7.5000 |
4.8125 |
| Low |
3.0000 |
4.5625 |
5.3750 |
0.2500 |
| Bid |
2.5000 |
4.5000 |
6.7500 |
0.0100 |
| Offer |
3.5000 |
5.0000 |
7.5000 |
0.0313 |
| Treasury bill auction
[ Auction Date: 10/31/2007 ]
|
| 4 weeks |
3.970 |
3.915 |
5.175 |
3.270 |
| 13 weeks |
3.920 |
3.900 |
5.035 |
2.850 |
| 26 weeks |
3.945 |
3.990 |
4.980 |
3.945 |
|
| |
Secondary Market
| Freddie Mac |
| 30-year mortgage yields |
| 30 days |
6.08 |
5.99 |
6.63 |
5.81 |
| 60 days |
6.11 |
6.01 |
6.64 |
5.82 |
| One-year RNY |
3.375 |
3.375 |
3.375 |
3.375 |
|
| |
| Fannie Mae |
| 30-year mortgage yields |
| 30 days |
6.074 |
6.079 |
6.727 |
5.913 |
| 60 days |
6.101 |
6.105 |
6.761 |
5.924 |
| Constant maturity debt index |
| Three months |
4.463 |
4.560 |
5.321 |
4.463 |
| Six months |
4.449 |
4.512 |
5.519 |
4.407 |
| One year |
4.302 |
4.307 |
5.323 |
4.216 |
| Bankers acceptance |
| 30 days |
4.73 |
4.78 |
5.81 |
4.68 |
| 60 days |
4.86 |
4.82 |
5.81 |
4.71 |
| 90 days |
4.83 |
4.94 |
5.81 |
4.83 |
| 120 days |
4.81 |
4.88 |
5.73 |
4.81 |
| 150 days |
4.78 |
4.85 |
5.63 |
4.75 |
| 180 days |
4.73 |
4.79 |
5.58 |
4.71 |
|
| |
| Other short-term rates |
| Call money
[ Effective Date: 10/31/2007 ]
|
| |
6.25 |
6.50 |
7.00 |
6.25 |
| Commercial paper |
| 30 to 45 days |
4.52 |
... |
... |
... |
| 46 to 82 days |
4.50 |
... |
... |
... |
| 83 to 90 days |
4.55 |
... |
... |
... |
| 91 to 120 days |
4.51 |
... |
... |
... |
| 121 to 149 days |
4.51 |
... |
... |
... |
| 150 to 180 days |
4.51 |
... |
... |
... |
| 181 to 210 days |
4.47 |
... |
... |
... |
| 211 to 240 days |
4.42 |
... |
... |
... |
| 241 to 270 days |
4.36 |
... |
... |
... |
| Dealer commercial paper |
| 30 days |
4.72 |
4.98 |
5.78 |
4.72 |
| 60 days |
4.80 |
5.05 |
5.78 |
4.80 |
| 90 days |
4.84 |
5.13 |
5.75 |
4.84 |
| Euro commercial paper |
| 30 day |
4.03 |
4.03 |
5.24 |
3.30 |
| Two month |
4.32 |
4.13 |
5.26 |
3.43 |
| Three month |
4.47 |
4.45 |
5.23 |
3.49 |
| Four month |
4.45 |
4.45 |
5.22 |
3.54 |
| Five month |
4.43 |
4.45 |
5.21 |
3.59 |
| Six month |
4.43 |
4.45 |
5.16 |
3.63 |
| London interbank offered rate, or Libor |
| One month |
4.70625 |
4.85625 |
5.82375 |
4.70625 |
| Three month |
4.89375 |
5.06500 |
5.72500 |
4.89375 |
| Six month |
4.80625 |
4.90000 |
5.59500 |
4.80625 |
| One year |
4.63750 |
4.68625 |
5.50656 |
4.61750 |
| Libor Swaps (USD) |
| Two year |
4.570 |
4.400 |
5.530 |
4.400 |
| Three year |
4.635 |
4.450 |
5.590 |
4.450 |
| Five year |
4.815 |
4.630 |
5.710 |
4.630 |
| Ten year |
5.100 |
4.960 |
5.900 |
4.890 |
| 30 year |
5.345 |
5.220 |
6.070 |
5.030 |
| Euro Libor |
| One month |
4.156 |
4.164 |
4.500 |
3.367 |
| Three month |
4.603 |
4.621 |
4.792 |
3.562 |
| Six month |
4.614 |
4.598 |
4.794 |
3.698 |
| One year |
4.613 |
4.573 |
4.807 |
3.803 |
| Euro interbank offered rate |
| One month |
4.155 |
4.166 |
4.495 |
3.365 |
| Three month |
4.603 |
4.626 |
4.795 |
3.563 |
| Six month |
4.606 |
4.598 |
4.793 |
3.696 |
| One year |
4.599 |
4.574 |
4.807 |
3.804 |
| Hibor |
| One month |
4.690 |
4.831 |
5.704 |
3.833 |
| Three month |
4.689 |
4.886 |
5.451 |
3.904 |
| Six month |
4.539 |
4.706 |
5.876 |
3.950 |
| One year |
4.284 |
4.491 |
5.688 |
3.964 |
| Asian dollars |
| One month |
4.720 |
4.880 |
5.840 |
4.720 |
| Three month |
4.915 |
5.086 |
5.755 |
3.570 |
| Six month |
4.820 |
4.927 |
5.600 |
4.820 |
| One year |
4.646 |
4.740 |
5.936 |
4.633 |
| Certificates of Deposit |
| One month |
4.750 |
5.010 |
5.830 |
4.750 |
| Three month |
4.870 |
5.200 |
5.800 |
4.870 |
| Six Month |
4.780 |
5.130 |
5.640 |
4.780 |
| Merrill Lynch Ready Assets Trust |
| |
4.740 |
4.800 |
4.900 |
4.660 |
|
| |
|
LATEST
|
|
52-WEEK
|
| Eurodollars (mid rates) |
Offer |
Bid |
Wk ago |
High |
Low |
| One month |
4.65 |
4.75 |
4.79 |
5.88 |
4.70 |
| Two month |
4.85 |
4.90 |
4.83 |
5.85 |
4.75 |
| Three month |
4.80 |
4.90 |
4.99 |
5.83 |
4.85 |
| Four month |
4.80 |
4.90 |
4.95 |
5.78 |
4.85 |
| Five month |
4.80 |
4.90 |
4.90 |
5.69 |
4.77 |
| Six month |
4.77 |
4.85 |
4.83 |
5.60 |
4.73 |
|
| |
| Freddie Mac |
Thursday, October 25, 2007
|
| Weekly survey |
Latest |
Wk ago |
Year ago |
| 30-year fixed |
6.33 |
6.40 |
6.40 |
| 15-year fixed |
5.99 |
6.08 |
6.10 |
| Five-year ARM |
6.03 |
6.11 |
6.14 |
| One-year ARM |
5.66 |
5.76 |
5.60 |
|
| |