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Key Interest Rates: Weekly Snapshot
Monday, January 05, 2009
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
  Jan. 02 Dec. 26 High Low
Federal funds
  0.10 0.11 4.24 0.10
Commercial paper
Nonfinancial
1-month 0.12 0.14 4.13 0.11
2-month 0.20 n.a. 3.98 0.19
3-month n.a. n.a. 4.13 0.25
Financial
1-month 0.35 0.29 4.24 0.29
2-month 0.48 0.41 4.30 0.40
3-month 0.40 0.44 4.33 0.40
CDs
1-month 0.43 0.50 4.81 0.43
3-month 1.35 1.38 4.94 1.35
6-month 1.74 1.80 5.00 1.74
Discount window primary credit
  0.50 0.50 4.75 0.50
Conventional mortgages
  5.10 5.14 6.63 5.10
Treasury yields at constant maturities
1-month 0.08 0.01 3.30 0.01
3-month 0.09 0.02 3.27 0.02
6-month 0.27 0.25 3.33 0.20
1-year 0.37 0.40 3.18 0.37
2-year 0.79 0.89 2.94 0.71
3-year 1.01 1.12 3.24 0.96
5-year 1.55 1.50 3.64 1.36
7-year 1.86 1.79 3.87 1.73
10-year 2.24 2.18 4.20 2.18
20-year 3.02 2.93 4.81 2.93
Treasury yields (secondary market)
1-month 0.08 0.01 3.25 0.01
3-month 0.09 0.02 3.19 0.02
6-month 0.27 0.25 3.22 0.20
Treasury inflation-protected securities
5-year 1.79 1.79 4.18 0.12
7-year 1.95 1.91 3.97 0.63
10-year 2.12 2.04 3.07 0.99
20-year 2.32 2.16 3.20 1.64
Long-term avg 2.39 2.24 3.28 1.63
Interest rate swaps
1-year 1.26 1.35 3.97 1.26
2-year 1.47 1.57 3.85 1.47
3-year 1.74 1.82 4.18 1.74
4-year 1.95 2.01 4.40 1.95
5-year 2.10 2.15 4.53 2.10
7-year 2.31 2.35 4.71 2.31
10-year 2.51 2.53 4.88 2.49
30-year 2.72 2.68 5.18 2.53
Corporate bonds, Moody's seasoned
Aaa 4.74 n.a. 6.47 4.74
Baa 8.07 n.a. 9.49 6.49
State and local bonds
  5.24 n.a. 6.01 4.15
Eurodollars
1 month 0.90 1.21 6.30 0.90
3 month 1.88 2.00 6.00 1.88
6 month 2.50 2.50 5.50 2.50
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
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