advertisement
Key Interest Rates: Weekly Snapshot
Monday, May 21, 2012
Data are annualized on a 360-day basis. Treasury yields are per annum, on actively traded noninflation and inflation-indexed issues that are adjusted to constant maturities. Data are from weekly Federal Reserve release H.15.
WEEK ENDED
52-WEEK
  May. 18 May. 11 High Low
Federal funds
  0.15 0.16 0.16 0.05
Commercial paper
Nonfinancial
1-month 0.13 0.12 0.15 0.07
2-month 0.16 0.15 0.18 0.08
3-month 0.19 0.19 0.21 0.10
Financial
1-month 0.12 0.12 0.17 0.03
2-month 0.16 0.15 0.21 0.07
3-month 0.20 0.19 0.35 0.13
CDs
1-month 0.18 0.17 0.25 0.14
3-month 0.29 0.27 0.51 0.20
6-month 0.47 0.43 0.68 0.29
Discount window primary credit
  0.75 0.75 0.75 0.75
Conventional mortgages
  3.79 3.83 4.61 3.79
Treasury yields at constant maturities
1-month 0.07 0.07 0.09 0.00
3-month 0.09 0.10 0.11 0.01
6-month 0.15 0.15 0.15 0.03
1-year 0.20 0.18 0.21 0.10
2-year 0.30 0.27 0.55 0.20
3-year 0.39 0.36 0.93 0.31
5-year 0.74 0.77 1.83 0.73
7-year 1.18 1.27 2.51 1.18
10-year 1.74 1.88 3.15 1.74
20-year 2.46 2.63 4.05 2.46
Treasury yields (secondary market)
1-month 0.07 0.07 0.09 0.00
3-month 0.09 0.10 0.11 0.01
6-month 0.15 0.15 0.15 0.03
Treasury inflation-protected securities
5-year -1.15 -1.17 -0.27 -1.20
7-year -0.82 -0.79 0.33 -0.82
10-year -0.35 -0.27 0.84 -0.35
20-year 0.45 0.60 1.61 0.41
Long-term avg 0.23 0.33 1.53 0.23
Interest rate swaps
1-year 0.59 0.53 0.76 0.36
2-year 0.65 0.58 0.80 0.45
3-year 0.74 0.68 1.19 0.59
4-year 0.90 0.86 1.63 0.78
5-year 1.10 1.08 2.04 1.01
7-year 1.49 1.52 2.67 1.48
10-year 1.91 2.00 3.24 1.91
30-year 2.60 2.76 4.06 2.60
Corporate bonds, Moody's seasoned
Aaa 3.72 3.87 5.11 3.72
Baa 4.98 5.08 5.88 4.98
State and local bonds
  3.75 3.71 4.65 3.60
Eurodollars
1 month 0.30 0.30 0.36 0.20
3 month 0.43 0.43 0.51 0.30
6 month 0.63 0.63 0.73 0.50
Notes on data:
Federal-funds rate is an average for the seven days ended Wednesday, weighted according to rates on broker trades; Commercial paper rates are discounted offer rates interpolated from sales by dealers or direct issuers to investors that are settled by the Depository Trust Company; CD rates are discounted averages of dealer bid rates on nationally traded certificates of deposit; Discount window primary credit rate is charged for discounts made and advances extended under the Federal Reserve's primary credit discount window program; rate is average for seven days ended Wednesday; Inflation-indexed long-term TIPS average is indexed and is based on the unweighted average bid yields for all TIPS with remaining terms to maturity of 10 years or more; Swap rates are International Swaps and Derivatives Association (ISDA(R)) mid-market par rates for a fixed-rate payer, who in return receives three-month Libor, and are based on rates collected at 11:00 a.m. ET by Garban Intercapital PLC; Source is Reuters; Moody's triple-AAA rates are averages of industrial bonds only; Muni rates are Thursday quotes based on the Bond Buyer Index for general obligation, 20 years to maturity, mixed quality debt; Mortgage rates are contract rates on commitments for fixed-rate first mortgages.
Sources : Federal Reserve; for additional information on these rate data and their derivation, please see, www.federalreserve.gov/releases/h15/data.htm
An Advertising Feature    PARTNER CENTER
Return To Top

Key Interest Rates: Weekly Snapshot - Markets Data Center - WSJ.com