Article & Journal Resources

Wednesday, January 2, 2008


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
3.84 3.86

Britain
5.50 5.50

Australia
6.75 6.75

Hong Kong
8.00 8.00


Overnight repurchase
Latest Wk ago
U.S.
4.15 4.15

U.K. (BBA)
5.575 5.583

Euro zone
3.99 3.92




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
4.10 4.25
Target rate
4.25 4.25
High
4.5000 4.7500
Low
3.0000 1.0000
Bid
3.5000 1.0000
Offer
4.5000 2.5000

Treasury bill auction
[ Auction Date: 1/2/2008 ]
4 weeks
3.000 3.040
13 weeks
3.310 3.280
26 weeks
3.390 3.490



Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
5.68 6.05
60 days
5.72 6.08
One-year ARM
3.375 3.375



Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
5.896 6.101
60 days
5.932 6.127

Constant maturity debt index
Latest Wk ago
Three months
4.258 4.397
Six months
4.195 4.328
One year
3.745 4.025

Bankers acceptance
Latest Wk ago
30 days
4.63 4.93
60 days
4.68 4.94
90 days
4.68 4.94
120 days
4.68 4.83
150 days
4.64 4.82
180 days
4.62 4.74



Other short-term rates

Latest Wk ago
Call money
6.00 6.00

Commercial paper
Latest Wk ago
30 to 47 days
4.25 ...
48 to 59 days
4.27 ...
60 to 97 days
4.29 ...
98 to 105 days
4.31 ...
106 to 120 days
4.29 ...
121 to 180 days
4.24 ...
181 to 210 days
4.21 ...
211 to 240 days
4.15 ...
241 to 270 days
4.11 ...

Dealer commercial paper
Latest Wk ago
30 days
4.60 4.98
60 days
4.63 4.95
90 days
4.65 4.93

Euro commercial paper
Latest Wk ago
30 day
4.03 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
4.28 4.31

London interbank offered rate, or Libor
Latest Wk ago
One month
4.57000 4.85500
Three month
4.68063 4.84250
Six month
4.56625 4.71750
One year
4.18750 4.34375

Libor Swaps (USD)
Latest Wk ago
Two year
3.669 4.072
Three year
3.751 4.182
Five year
4.031 4.470
Ten year
4.551 4.923
30 year
4.912 5.252

Euro Libor
Latest Wk ago
One month
4.226 4.437
Three month
4.663 4.763
Six month
4.702 4.774
One year
4.735 4.774

Euro interbank offered rate
Latest Wk ago
One month
4.239 4.459
Three month
4.665 4.765
Six month
4.703 4.775
One year
4.733 4.772

Hibor
Latest Wk ago
One month
3.053 3.535
Three month
3.401 3.680
Six month
3.477 3.689
One year
3.451 3.606

Asian dollars
Latest Wk ago
One month
4.605 4.861
Three month
4.698 4.854
Six month
4.594 4.725
One year
4.253 4.353

Certificates of Deposit
Latest Wk ago
One month
4.650 5.000
Three month
4.700 5.000
Six Month
4.640 4.800

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
4.480 4.500



Eurodollars (mid rates)
Offer Bid
One month
4.50 4.62
Two month
4.55 4.65
Three month
4.60 4.70
Four month
4.58 4.68
Five month
4.55 4.65
Six month
4.52 4.62



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