Article & Journal Resources

Friday, December 28, 2007

International rates
Prime rates
Latest Wk ago
U.S.
7.25 7.25

Canada
6.00 6.00

Euro zone
4.00 4.00

Japan
1.875 1.875

Switzerland
3.90 3.84

Britain
5.50 5.50

Australia
6.75 6.75

Hong Kong
8.00 8.00


Overnight repurchase
Latest Wk ago
U.S.
3.80 3.75

U.K. (BBA)
5.475 5.550

Euro zone
4.37 3.97




U.S. government rates
Latest Wk ago
Discount
[ Effective Date: 12/11/2007 ]
4.75 4.75

Federal funds
[ Effective Date: 12/11/2007 ]
Effective rate
4.17 4.32
Target rate
4.25 4.25
High
4.4375 4.5000
Low
4.0000 4.2300
Bid
4.0000 4.3750
Offer
4.2500 4.5000

Treasury bill auction
[ Auction Date: 12/28/2007 ]
4 weeks
3.040 2.750
13 weeks
3.280 3.000
26 weeks
3.490 3.280



Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
5.90 5.97
60 days
5.93 6.00
One-year ARM
3.375 3.375



Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
6.110 5.962
60 days
6.130 5.988

Constant maturity debt index
Latest Wk ago
Three months
4.394 4.334
Six months
4.311 4.289
One year
4.017 3.993

Bankers acceptance
Latest Wk ago
30 days
4.70 4.93
60 days
4.80 4.94
90 days
4.80 4.94
120 days
4.74 4.86
150 days
4.70 4.82
180 days
4.65 4.78



Other short-term rates

Latest Wk ago
Call money
6.00 6.00

Commercial paper
Latest Wk ago
30 to 36 days
4.26 ...
37 to 59 days
4.28 ...
60 to 90 days
4.35 ...
91 to 122 days
4.33 ...
123 to 151 days
4.31 ...
152 to 180 days
4.30 ...
181 to 210 days
4.28 ...
211 to 241 days
4.26 ...
242 to 270 days
4.20 ...

Dealer commercial paper
Latest Wk ago
30 days
4.98 4.98
60 days
4.95 4.95
90 days
4.93 4.93

Euro commercial paper
Latest Wk ago
30 day
4.02 4.02
Two month
4.24 4.24
Three month
4.30 4.28
Four month
4.30 4.30
Five month
4.30 4.30
Six month
4.30 4.31

London interbank offered rate, or Libor
Latest Wk ago
One month
4.63125 4.86500
Three month
4.72875 4.85750
Six month
4.64875 4.72750
One year
4.29500 4.31750

Libor Swaps (USD)
Latest Wk ago
Two year
3.883 4.010
Three year
3.990 4.090
Five year
4.267 4.360
Ten year
4.747 4.825
30 year
5.081 5.160

Euro Libor
Latest Wk ago
One month
4.294 4.466
Three month
4.689 4.776
Six month
4.708 4.780
One year
4.754 4.779

Euro interbank offered rate
Latest Wk ago
One month
4.294 4.476
Three month
4.690 4.774
Six month
4.709 4.781
One year
4.754 4.777

Hibor
Latest Wk ago
One month
3.326 3.551
Three month
3.519 3.686
Six month
3.626 3.679
One year
3.579 3.627

Asian dollars
Latest Wk ago
One month
4.680 4.901
Three month
4.738 4.879
Six month
4.685 4.746
One year
4.338 4.356

Certificates of Deposit
Latest Wk ago
One month
5.000 5.000
Three month
5.000 5.000
Six Month
4.800 4.800

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
4.490 4.500



Eurodollars (mid rates)
Offer Bid
One month
4.60 4.75
Two month
4.65 4.80
Three month
4.70 4.90
Four month
4.68 4.78
Five month
4.65 4.75
Six month
4.60 4.75



Freddie Mac
Weekly survey
Thursday, December 27, 2007


Latest Wk ago
30-year fixed
6.17 6.14
15-year fixed
5.79 5.79
Five-year ARM
5.90 5.90
One-year ARM
5.53 5.51