MARKETS DATA CENTER from The Wall Street Journal Online

MONEY RATES
Thursday, December 17, 2009

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
0.52 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.
0.12 0.14

U.K. (BBA)
0.478 0.470

Euro zone
0.32 0.37

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 0.12
Target rate
0-0.25 0-0.25
High
0.3800 0.3800
Low
0.0500 0.0313
Bid
0.0625 0.1000
Offer
0.1250 0.1500

Treasury bill auction
[ Auction Date: 12/17/2009 ]
4 weeks
0.000 0.070
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
4.59 4.60
60 days
4.66 4.66
One-year ARM
2.500 2.500

Fannie Mae
30-year mortgage yields
Latest Wk ago
30 days
4.635 4.577
60 days
4.701 4.643

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 30 days
0.12 ...
31 to 59 days
0.12 ...
60 to 75 days
0.17 ...
76 to 122 days
0.18 ...
123 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. n.a.
Three month
n.a. 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
0.23313 0.23406
Three month
0.25338 0.25425
Six month
0.44388 0.45756
One year
0.99163 1.00650

New York Funding Rate
Latest Wk ago
One month
0.2212 0.2237
Three month
0.2531 0.2612

Libor Swaps (USD)
Latest Wk ago
Two year
1.108 1.111
Three year
1.703 1.680
Five year
2.600 2.543
Ten year
3.627 3.596
20 year
4.185 4.220
30 year
4.262 4.323

Euro Libor
Latest Wk ago
One month
0.453 0.457
Three month
0.672 0.678
Six month
0.978 0.980
One year
1.223 1.224

Euro interbank offered rate
Latest Wk ago
One month
0.483 0.481
Three month
0.712 0.714
Six month
0.997 0.997
One year
1.242 1.243

Hibor
Latest Wk ago
One month
0.060 0.051
Three month
0.110 0.108
Six month
0.249 0.236
One year
0.586 0.539

Asian dollars
Latest Wk ago
One month
0.245 0.245
Three month
0.266 0.266
Six month
0.471 0.471
One year
1.013 1.005

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 17, 2009

Latest Wk ago
30-year fixed
4.94 4.81
15-year fixed
4.38 4.32
Five-year ARM
4.37 4.26
One-year ARM
4.34 4.24

__________________________________
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.

---
IWAN CAHYO SURYADI, "The Trend is Your Friend"

Nikkei Pagi Dibuka Melemah, Imbas Senimen Negatif Wall Street

Pada pembukaan perdagangan di bursa Jepang pagi hari ini terjadi penurunan yang cukup signifikan (18/12). Bursa Jepang turut terseret penurunan yang terjadi di bursa Wall Street pada penutupan perdagangannya dini hari tadi. Wall Street terbenam seiring dengan muramnya ekspektasi laba dari perusahaan hedge fund seperti Morgan Stanley dan Goldman Sachs.

---
IWAN CAHYO SURYADI, "The Trend is Your Friend"

MARKETS DATA CENTER from The Wall Street Journal Online

MAJOR CURRENCIES

Americas

Country
Last
in US$ per US$ US$ vs. % chg

Argentina peso*
0.2621 3.8153 0.15

Brazil real
0.5604 1.7844 1.61

Canada dollar
0.9343 1.0703 0.91

1-mos forward
0.9343 1.0703 0.91

3-mos forward
0.9343 1.0703 0.91

6-mos forward
0.9340 1.0707 0.92

Chile peso
0.001998 500.50 0.45

Colombia peso
0.0004962 2015.32 0.75

Ecuador US dollar
1 1 unch

Mexico peso*
0.0776 12.8800 1.31

Peru new sol
0.3469 2.8827 0.29

Uruguay peso†
0.05090 19.65 unch

Venezuela b. fuerte
0.46570111 2.1473 unch

Asia-Pacific

Last
in US$ per US$ US$ vs. % chg

Australian dollar
0.8869 1.1275 1.56

China yuan
0.1464 6.8296 unch

Hong Kong dollar
0.1289 7.7560 unch

India rupee
0.02131 46.9263 0.75

Indonesia rupiah
0.0001055 9479 0.19

Japan yen
0.011117 89.95 0.18

1-mos forward
0.01112 89.93 0.18

3-mos forward
0.011123 89.90 0.19

6-mos forward
0.011133 89.82 0.20

Malaysia ringgit§
0.2909 3.4376 0.38

New Zealand dollar
0.7097 1.4090 1.56

Pakistan rupee
0.01186 84.317 0.17

Philippines peso
0.0213 46.882 1.55

Singapore dollar
0.7129 1.4027 0.39

South Korea won
0.0008504 1175.92 0.91

Taiwan dollar
0.03088 32.383 0.19

Thailand baht
0.03008 33.245 0.17

Vietnam dong
0.00005 18465 0.54

Europe

Last
in US$ per US$ US$ vs. % chg

Czech Rep. koruna**
0.05470 18.282 1.21

Denmark krone
0.1927 5.1894 1.35

Euro area euro
1.4340 0.6974 1.37

Hungary forint
0.005177 193.16 1.29

Norway krone
0.1703 5.8720 1.94

Poland zloty
0.3418 2.9257 1.70

Romania leu
0.3407 2.9349 0.99

Russia ruble‡
0.03245 30.817 1.91

Sweden krona
0.1372 7.2886 1.38

Switzerland franc
0.9550 1.0471 0.83

1-mos forward
0.9552 1.0469 0.84

3-mos forward
0.9557 1.0464 0.82

6-mos forward
0.9565 1.0455 0.83

Turkey lira**
0.6578 1.5201 0.82

UK pound
1.6165 0.6186 1.08

1-mos forward
1.6162 0.6187 1.08

3-mos forward
1.6155 0.6190 1.09

6-mos forward
1.6147 0.6193 1.09

Middle East/Africa

Last
in US$ per US$ US$ vs. % chg

Bahrain dinar
2.6526 0.3770 unch

Eqypt pound*
0.1818 5.4999 unch

Israel shekel
0.2635 3.7951 0.46

Jordan dinar
1.4119 0.7083 0.07

Kenya shilling
0.01324 75.550 0.40

Kuwait dinar
3.4921 0.2864 0.21

Lebanon pound
0.0006660 1501.50 unch

Saudi Arabia riyal
0.2666 3.7509 unch

South Africa rand
0.1328 7.5301 1.36

UAE dirham
0.2723 3.6724 unch

SDR††
1.5709 0.6366 0.74

__________________________________
Footnotes
*Floating rate
† Financial
§Government rate
‡Russian Central Bank rate
**Commercial rate
††Special Drawing Rights (SDR); from the
International Monetary Fund; based on
exchange rates forU.S., British and
Japanese currencies.
Note: Based on trading among banks of
$1 million and more, as quoted at 4 p.m. ET by Reuters.

Source: Reuters

The "US$ vs. % chg" column reflects
the percentage change in the value
of the U.S. dollar vs. each currency.

---
IWAN CAHYO SURYADI, "The Trend is Your Friend"