MONEY RATES: Monday, December 14, 2009

MARKETS DATA CENTER
from The Wall Street Journal Online

International rates
Prime rates
Latest Wk ago
U.S.
3.25 3.25

Canada
2.25 2.25

Euro zone
1.00 1.00

Japan
1.475 1.475

Switzerland
0.53 0.53

Britain
0.50 0.50

Australia
3.75 3.75

Hong Kong
5.25 5.25

Overnight repurchase
Latest Wk ago
U.S.
0.14 0.12

U.K. (BBA)
0.480 0.485

Euro zone
0.38 0.36

U.S. government rates
Latest Wk ago
Discount
[ Effective Date: 12/16/2008 ]
0.50 0.50

Federal funds
[ Effective Date: 12/16/2008 ]
Effective rate
0.13 0.13
Target rate
0-0.25 0-0.25
High
0.3800 0.4000
Low
0.0313 0.3200
Bid
0.1200 0.1000
Offer
0.2500 0.2500

Treasury bill auction
[ Auction Date: 12/14/2009 ]
4 weeks
0.070 0.085
13 weeks
0.040 0.050
26 weeks
0.160 0.165

Secondary Market

Freddie Mac
30-year mortgage yields
Latest Wk ago
30 days
4.67 4.57
60 days
4.73 4.63
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.611 4.578
60 days
4.678 4.645

Bankers acceptance
Latest Wk ago
30 days
0.22 0.22
60 days
0.25 0.25
90 days
0.26 0.26
120 days
0.28 0.28
150 days
0.33 0.33
180 days
0.36 0.36

Other short-term rates

Latest Wk ago
Call money
2.00 2.00

Commercial paper
Latest Wk ago
30 to 59 days
0.10 ...
60 to 69 days
0.12 ...
70 to 89 days
0.17 ...
90 to 125 days
0.18 ...
126 to 149 days
0.22 ...
150 to 179 days
0.26 ...
180 to 209 days
0.28 ...
210 to 239 days
0.29 ...
240 to 270 days
0.30 ...

Dealer commercial paper
Latest Wk ago
30 days
0.20 0.20
60 days
0.21 0.21
90 days
0.22 0.22

Euro commercial paper
Latest Wk ago
30 day
n.a. n.a.
Two month
n.a. 0.49
Three month
0.53 0.53
Four month
0.56 0.56
Five month
0.65 0.65
Six month
0.72 0.72

London interbank offered rate, or Libor
Latest Wk ago
One month
0.23250 0.23469
Three month
0.25375 0.25656
Six month
0.45313 0.48438
One year
1.00063 1.05438

New York Funding Rate
Latest Wk ago
One month
0.2125 0.2338
Three month
0.2540 0.2756

Libor Swaps (USD)
Latest Wk ago
Two year
1.195 1.148
Three year
1.785 1.723
Five year
2.666 2.574
Ten year
3.676 3.593
20 year
4.235 4.187
30 year
4.315 4.275

Euro Libor
Latest Wk ago
One month
0.457 0.458
Three month
0.676 0.680
Six month
0.979 0.981
One year
1.226 1.225

Euro interbank offered rate
Latest Wk ago
One month
0.486 0.481
Three month
0.715 0.717
Six month
0.999 0.998
One year
1.247 1.245

Hibor
Latest Wk ago
One month
0.050 0.050
Three month
0.099 0.109
Six month
0.226 0.259
One year
0.534 0.583

Asian dollars
Latest Wk ago
One month
0.243 0.243
Three month
0.267 0.265
Six month
0.470 0.496
One year
1.007 1.058

Certificates of Deposit
Latest Wk ago
One month
0.200 0.200
Three month
0.220 0.220
Six Month
0.280 0.280

Merrill Lynch Ready Assets Trust
Latest Wk ago
Call money
0.070 0.070

Eurodollars (mid rates)
Offer Bid
One month
0.20 0.40
Two month
0.30 0.50
Three month
0.40 0.60
Four month
0.35 0.55
Five month
0.35 0.55
Six month
0.45 0.65

Freddie Mac
Weekly survey
Thursday, December 10, 2009

Latest Wk ago
30-year fixed
4.81 4.71
15-year fixed
4.32 4.27
Five-year ARM
4.26 4.19
One-year ARM
4.24 4.25

__________________________________
Footnotes
U.S. prime rate and discount rate are effective December 16, 2008. 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; Freddie Mac RNY is the required net yield for the one-year 2% rate-capped ARM. 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; ICAP plc.; Reuters; General Electric Capital Corp.; Tullett Prebon Information, Ltd.
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IWAN CAHYO SURYADI, "The Trend is Your Friend"