Financial Rates
Friday, March 15, 2013
03:55 AM CDT


TREASURY YIELD CURVE
(based on the $1 million market)

Term Fri
3/15
Thu
3/14
Wed
3/13
Tue
3/12
Mon
3/11
1 month 0.08 0.09 0.10 0.09 0.09
3 month 0.10 0.09 0.10 0.10 0.10
6 month 0.12 0.12 0.12 0.12 0.11
1 year 0.15 0.15 0.15 0.15 0.15
2 year 0.27 0.27 0.27 0.27 0.27
3 year 0.42 0.42 0.41 0.43 0.42
5 year 0.88 0.89 0.88 0.90 0.90
7 year 1.40 1.41 1.40 1.43 1.43
10 year 2.04 2.04 2.03 2.07 2.06
20 year 2.87 2.85 2.85 2.89 2.89
30 year 3.25 3.22 3.22 3.26 3.25

TREASURY BILLS

Results of the March 11, 2013 auction of short-term U.S. government bills, sold at a discount from face value in units of $10,000 to $ 1 million

Term Latest
Mon, 3/11
Week Ago
Mon, 3/4
13 weeks 0.095 0.110
26 weeks 0.115 0.120

PRIME RATE

3.25% Last changed December 16, 2008

FEDERAL FUNDS

Term Fri
3/15
Thu
3/14
Wed
3/13
Tue
3/12
Mon
3/11
high 0.312 0.312 0.250 0.312 0.270
low 0.050 0.070 0.070 0.110 0.110
near closing bid 0.120 0.100 0.120 0.150 0.100
offered 0.160 0.280 0.160 0.180 0.280
effective rate2 0.170 0.160 0.170 0.180 0.170

FREDDIE MAC (Mortgage commitments, 30 days)

Term Fri
3/15
Thu
3/14
Wed
3/13
Tue
3/12
Mon
3/11
30 year 0.00 0.00 0.00 0.00 0.00

FANNIE MAE (Mortgage commitments, 30 days)

Term Fri
3/15
Thu
3/14
Wed
3/13
Tue
3/12
Mon
3/11
30 year 3.262 3.242 3.256 3.252 3.216

LIBOR

Term Fri
3/15
Thu
3/14
Wed
3/13
Tue
3/12
Mon
3/11
1 month 0.20320 0.20320 0.20320 0.20220 0.20220
3 month 0.28010 0.28010 0.28110 0.28010 0.28010
6 month 0.44490 0.44490 0.44590 0.44690 0.44740
1 year 0.72900 0.73000 0.73050 0.73300 0.73350

COMMERCIAL PAPER (Financial, 90 days)

Term Week ended
3/12
Week ended
3/5
90 days 0.28 0.28

NA: Data not available at time of page generation (shown at top of page)

Sources:
Wall Street Journal
U.S. Dept. of the Treasury


All rates are from the previous business day unless otherwise noted.