|
Rates
| Miscellaneous Rates: |
| 10/10/2008 6:15 PM CT |
4.500% |
| 10/10/2008 6:15 PM CT |
2.693% |
| Libors | | 4.588% | 4.513% | 4.110% | 2.487% | | 4.683% | 4.585% | 4.206% | 2.687% | | 4.819% | 4.750% | 4.334% | 2.819% | | 4.394% | 4.375% | 4.131% | 3.088% | | 4.169% | 4.234% | 4.058% | 3.144% |
Last Refreshed 10/10/2008 5:43 PM CT.
| US Treasuries | | 0.070% | 0.190% | 0.150% | 1.580% | | 0.180% | 0.600% | 0.510% | 1.650% | | 0.810% | 1.070% | 1.140% | 1.870% | | 1.080% | 1.330% | 1.410% | 2.060% | | 1.630% | 1.650% | 1.600% | 2.220% | | 1.860% | 1.930% | 1.860% | 2.420% | | 2.760% | 2.790% | 2.640% | 2.910% | | 3.270% | 3.250% | 3.090% | 3.230% | | 3.870% | 3.840% | 3.630% | 3.650% | | 4.410% | 4.410% | 4.260% | 4.270% | | 4.140% | 4.140% | 4.110% | 4.230% |
Last Refreshed 10/10/2008 6:50 PM CT.
| Swap Spreads | | 155.5 bp | 171.4 bp | 182.0 bp | 83.0 bp | | 146.9 bp | 140.4 bp | 169.0 bp | 94.0 bp | | 163.3 bp | 148.8 bp | 172.0 bp | 101.0 bp | | 119.9 bp | 108.8 bp | 130.0 bp | 87.0 bp | | 84.7 bp | 87.9 bp | 108.0 bp | 77.0 bp | | 59.7 bp | 44.7 bp | 74.0 bp | 57.0 bp | | 7.0 bp | 13.6 bp | 39.0 bp | 33.0 bp |
Last Refreshed 10/10/2008 6:50 PM CT.
| US Treasuries + SWAP Spreads | | 3.072% | 3.044% | 3.230% | 2.890% | | 3.099% | 3.054% | 3.290% | 3.160% | | 3.493% | 3.418% | 3.580% | 3.430% | | 3.767% | 3.410% | 3.790% | 3.640% | | 3.959% | 3.878% | 3.940% | 3.780% | | 4.251% | 4.129% | 4.170% | 4.000% | | 4.467% | 4.287% | 4.370% | 4.220% | | 4.210% | 4.276% | 4.500% | 4.560% |
Last Refreshed 10/10/2008 6:50 PM CT.
| Hourly Yields |
| 1.379% |
1.590% |
1.850% |
2.750% |
3.800% |
4.090% |
| 1.557% |
1.580% |
1.830% |
2.750% |
3.810% |
4.110% |
| 1.515% |
1.590% |
1.850% |
2.800% |
3.860% |
4.110% |
| 1.414% |
1.520% |
1.790% |
2.740% |
3.830% |
4.070% |
| 1.537% |
1.610% |
1.870% |
2.800% |
3.880% |
4.140% |
| 1.484% |
1.550% |
1.810% |
2.750% |
3.870% |
4.120% |
| 1.464% |
1.620% |
1.880% |
2.780% |
3.860% |
4.130% |
| 1.505% |
1.590% |
1.850% |
2.740% |
3.850% |
4.130% |
| 1.517% |
1.630% |
1.860% |
2.760% |
3.870% |
4.140% |
| 1.517% |
1.630% |
1.860% |
2.760% |
3.870% |
4.140% |
Last Refreshed 10/10/2008 4:05 PM CT. All hours listed above are in CT.
| Treasuries Composites | | 0.110% | 0.390% | 0.300% | 1.580% | | 0.720% | 0.940% | 0.950% | 1.800% | | 1.590% | 1.530% | 1.570% | 2.180% | | 1.400% | 1.370% | 1.450% | 2.030% | | 2.750% | 2.690% | 2.630% | 2.890% | | 3.840% | 3.780% | 3.610% | 3.630% | | 4.120% | 4.100% | 4.090% | 4.220% |
Last Refreshed 10/10/2008 6:15 PM CT.
| Treasury Bills Secondary | | 0.170% | 0.170% | 0.130% | 1.560% | | 0.580% | 0.580% | 0.500% | 1.620% | | 1.050% | 1.050% | 1.110% | 1.830% | | 1.290% | 1.290% | 1.370% | 2.000% |
Last Refreshed 10/10/2008 6:15 PM CT.
| Treasury Bills Auction Average | | 5.680% | 5.680% | 5.680% | 5.680% | | 5.960% | 5.960% | 5.960% | 5.960% | | 6.000% | 6.000% | 6.000% | 6.000% |
Last Refreshed 10/10/2008 6:15 PM CT.
| Commercial Paper - Financial | | 4.010% | 4.010% | 2.850% | 2.330% | | 3.510% | 3.510% | 2.270% | 2.600% | | 3.820% | 3.820% | 3.810% | 2.700% |
Last Refreshed 10/10/2008 6:15 PM CT.
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