Money Rates

Tuesday, May 22, 2012

Inflation

GO TO: International Rates | U.S Government rates | Secondary Market | Other short-term rates | Weekly Survey

U.S. consumer price index
		% CHG FROM
	April index level	March '12	April '11
All items	230.085	0.30	2.3
Core	229.303	0.25	2.3

International rates

GO TO: Inflation | U.S Government rates | Secondary Market | Other short-term rates | Weekly Survey

Prime rates[ U.S. Effective Date: 12/16/2008 ]
			52-WEEK
	Latest	Wk ago	High	Low
U.S.	3.25	3.25	3.25	3.25
Canada	3.00	3.00	3.00	3.00
Euro zone	1.00	1.00	1.50	1.00
Japan	1.475	1.475	1.475	1.475
Switzerland	0.50	0.50	0.59	0.50
Britain	0.50	0.50	0.50	0.50
Australia	3.75	3.75	4.75	3.75
Overnight repurchase
			52-WEEK
	Latest	Wk ago	High	Low
U.S.	0.20	0.26	0.33	0.02
U.K. (BBA)	0.453	0.460	0.557	0.308
Euro zone	0.13	0.13	1.59	0.13

U.S. government rates

GO TO: Inflation | International Rates | Secondary Market | Other short-term rates | Weekly Survey

Discount [ Effective Date: 2/19/2010 ]
			52-WEEK
	Latest	Wk ago	High	Low
	0.75	0.75	0.75	0.75
Federal funds [ Effective Date: 12/16/2008 ]
			52-WEEK
	Latest	Wk ago	High	Low
Effective rate	0.17	0.17	0.18	0.05
Target rate	0-0.25	0-0.25	0-0.25	0-0.25
High	0.3750	0.3750	0.5000	0.2500
Low	0.0700	0.1400	0.5000	0.0100
Bid	0.1500	0.1500	0.2500	0.0100
Offer	0.2800	0.2800	0.3750	0.0500
Treasury bill auction [ Auction Date: 5/22/2012 ]
			52-WEEK
	Latest	Wk ago	High	Low
4 weeks	0.065	0.075	0.110	0.000
13 weeks	0.085	0.095	0.115	0.005
26 weeks	0.140	0.145	0.150	0.030

Freddie Mac

Secondary Market

GO TO: Inflation | International Rates | U.S Government rates | Other short-term rates | Weekly Survey

Freddie Mac
30-year mortgage yields
			52-WEEK
	Latest	Wk ago	High	Low
30 days	3.26	3.25	4.38	2.92
60 days	3.30	3.29	4.42	3.00

Fannie Mae
30-year mortgage yields
			52-WEEK
	Latest	Wk ago	High	Low
30 days	3.259	3.292	4.398	3.212
60 days	3.296	3.325	4.447	3.248
Bankers acceptance
			52-WEEK
	Latest	Wk ago	High	Low
30 days	0.23	0.23	0.23	0.17
60 days	0.28	0.28	0.28	0.19
90 days	0.28	0.28	0.28	0.20
120 days	0.33	0.33	0.33	0.23
150 days	0.38	0.38	0.38	0.25
180 days	0.38	0.38	0.38	0.33

Other short-term rates

GO TO: Inflation | International Rates | U.S Government rates | Secondary Market | Weekly Survey

Call money [ Effective Date: 12/16/2008 ]
			52-WEEK
	Latest	Wk ago	High	Low
	2.00	2.00	2.00	2.00
Commercial paper
			52-WEEK
	Latest	Wk ago	High	Low
30 to 38 days	0.13	...	...	...
39 to 59 days	0.10	...	...	...
60 to 89 days	0.14	...	...	...
90 to 119 days	0.16	...	...	...
120 to 149 days	0.23	...	...	...
150 to 179 days	0.28	...	...	...
180 to 209 days	0.32	...	...	...
210 to 270 days	0.33	...	...	...
Dealer commercial paper
			52-WEEK
	Latest	Wk ago	High	Low
30 days	n.q.	n.q.	0.18	0.12
60 days	n.q.	n.q.	0.20	0.15
90 days	n.q.	n.q.	0.25	0.18
Euro commercial paper
			52-WEEK
	Latest	Wk ago	High	Low
30 day	0.23	n.q.	0.24	0.23
Two month	n.q.	n.q.	n.q.	n.q.
Three month	0.28	0.31	1.41	0.25
Four month	0.33	0.36	1.47	0.33
Five month	0.40	0.46	1.55	0.40
Six month	0.50	0.56	1.65	0.50
London interbank offered rate, or Libor
			52-WEEK
	Latest	Wk ago	High	Low
One month	0.23875	0.23875	0.29630	0.18505
Three month	0.46685	0.46585	0.58250	0.24500
Six month	0.73640	0.73190	0.81200	0.39325
One year	1.06920	1.06145	1.13035	0.72025
New York Funding Rate
			52-WEEK
	Latest	Wk ago	High	Low
One month	0.2113	0.2188	0.3371	0.1713
Three month	0.4412	0.4550	0.5781	0.2428
Libor Swaps (USD)
			52-WEEK
	Latest	Wk ago	High	Low
Two year	0.638	0.659	0.826	0.421
Three year	0.738	0.752	1.180	0.571
Five year	1.105	1.110	2.070	0.973
Ten year	1.916	1.924	3.318	1.835
20 year	2.485	2.498	3.978	2.383
30 year	2.608	2.615	4.106	2.493
Euro Libor
			52-WEEK
	Latest	Wk ago	High	Low
One month	0.339	0.343	1.414	0.339
Three month	0.610	0.616	1.560	0.610
Six month	0.923	0.931	1.805	0.923
One year	1.248	1.260	2.178	1.248
Euro interbank offered rate
			52-WEEK
	Latest	Wk ago	High	Low
One month	0.392	0.396	1.470	0.392
Three month	0.681	0.687	1.615	0.681
Six month	0.966	0.975	1.831	0.966
One year	1.259	1.272	2.201	1.259
Hibor
			52-WEEK
	Latest	Wk ago	High	Low
One month	0.303	0.303	0.362	0.189
Three month	0.402	0.403	0.403	0.250
Six month	0.573	0.579	0.580	0.339
One year	0.876	0.898	0.899	0.610
Certificates of Deposit
			52-WEEK
	Latest	Wk ago	High	Low
One month	n.q.	n.q.	0.180	0.120
Three month	n.q.	n.q.	0.250	0.180
Six Month	n.q.	n.q.	0.380	0.250

Eurodollars (mid rates)
	LATEST			52-WEEK
	Offer	Bid	Wk ago	High	Low
One month	0.12	0.25	0.19	0.19	0.14
Two month	0.12	0.25	0.19	0.19	0.19
Three month	0.20	0.30	0.25	0.25	0.20
Four month	0.30	0.45	0.38	0.38	0.28
Five month	0.25	0.40	0.33	0.33	0.33
Six month	0.45	0.60	0.53	0.53	0.40

Notes on data:
U.S. prime rate is effective December 16, 2008. Discount rate is effective February 19, 2010. U.S. prime rate is the base rate on corporate loans posted by at least 70% of the 10 largest U.S. banks; Other prime rates aren't directly comparable; lending practices vary widely by location; Discount rate is the charge on loans to depository institutions by the New York Federal Reserve Banks; Federal-funds rate is on reserves traded among commercial banks for overnight use in amounts of $1 million or more; Call money rate is the charge on loans to brokers on stock-exchange collateral; Dealer commercial paper rates are for high-grade unsecured notes sold through dealers by major corporations. Libor is the British Bankers' Association average of interbank offered rates for dollar deposits in the London market; Libor Swaps quoted are mid-market, semi-annual swap rates and pay the floating 3-month Libor rate..

Sources: Merrill Lynch; Bureau of Labor Statistics; SIX Telekurs; General Electric Capital Corp.; ICAP plc; Tullett Prebon Information, Ltd.

Weekly survey

GO TO: Inflation | International Rates | U.S Government rates | Secondary Market | Other short-term rates

Thursday, May 17, 2012