536-7a_quote[1]

536-7a_quote[1] - Apr 20 Euro Danish Krone Sterling Swiss...

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Euro 1.37 - 1.19 1.20 - 1.05 1.26 - 1.17 1.40 - 1.31 1.69 - 1.57 2.14 - 1.94 Danish Krone 1.10 - 0.70 1.29 - 0.89 1.34 - 0.94 1.52 - 1.02 1.75 - 1.25 2.13 - 1.98 Sterling 0.65 - 0.50 0.77 - 0.57 0.68 - 0.56 1.08 - 0.78 1.13 - 0.93 1.59 - 1.39 Swiss Franc 0.16 - 0.01 0.14 - -0.01 0.24 - 0.04 0.39 - 0.09 0.51 - 0.21 0.83 - 0.71 Canadian Dol ar 1.00 - 0.85 1.18 - 0.86 1.21 - 0.89 1.38 - 1.06 1.66 - 1.34 2.17 - 1.85 US Dol ar 0.33 - 0.18 0.19 - 0.09 0.23 - 0.13 0.38 - 0.28 0.63 - 0.43 0.97 - 0.77 Japanese Yen 0.28 - 0.03 0.28 - 0.03 0.32 - 0.07 0.25 - 0.15 0.46 - 0.26 0.69 - 0.44 Singapore $ 0.03 - 0.01 0.35 - 0.05 0.38 - 0.13 0.42 - 0.16 0.58 - 0.32 0.80 - 0.49 Source: Reuters. Short term rates are cal for the US Dol ar and Yen, others: two day’s notice. Short 7 days One Three Six One term notice month month month year Apr 20 Page 1 of 9
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Over Change One Three Six One night Day Week Month month month month year US$ Libor* 0.13350 -0.003 -0.017 -0.072 0.21260 0.27375 0.43375 0.76250 Euro Libor* 1.09625 0.008 0.580 0.446 1.10750 1.29125 1.59188 2.06563 £ Libor* 0.56688 - -0.001 0.010 0.62250 0.81938 1.11625 1.59063 Swiss Fr Libor* 0.06833 -0.002 -0.007 -0.007 0.14000 0.18500 0.26167 0.56167 Yen Libor* 0.11563 - 0.003 -0.028 0.14563 0.19813 0.34563 0.56438 Canada Libor* 0.96833 0.003 0.008 0.006 1.08250 1.20000 1.39917 1.92667 Euro Euribor - - - - 1.17 1.34 1.64 2.11 Sterling CDs - - - - 0.62 0.76 1.16 1.62 US$ CDs - - - - 0.20 0.28 0.43 0.90 Euro CDs - - - - 1.00 1.20 1.50 2.00 US o’night repo 0.17 -0.070 0.080 -0.080 Fed Funds eff 0.10 0.010 0.010 -0.040 US 3m Bil s 0.07 -0.005 0.020 -0.005 SDR int rate 0.51 0.010 0.010 0.080 EONIA 1.131 -0.009 0.600 0.421 EURONIA 1.0569 -0.006 0.610 0.433 RONIA 0.5432 0.005 0.035 0.048 SONIA 0.5239 0.005 -0.002 0.008 LA 7 Day Notice 0.45-0.40 Interbank £ 0.60-0.40 0.55-0.45 0.57-0.47 0.77-0.67 1.13-1.03 1.60-1.50 Over One One Three Six One night Week months months months year *Libor rates come from BBA (see www.bba.org.uk) and are fixed at 11am UK time. Other data sources: US $, Euro & CDs: dealers; SDR int rate: IMF; EONIA: ECB; EURONIA & SONIA: WMBA. LA 7 days notice: Tradition (UK). Apr 19 INTEREST RATES - MARKET Page 2 of 9
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adve Find Historical Data | WHAT'S THIS? Market Data Home U.S. Stocks International Markets ETFs Mutual Funds Bonds, Rates & Credit Markets Commoditie U.S. Treasury Quotes GO TO: Bills Tuesday, April 19, 2011 Treasury note and bond data are representative over-the-counter quotations as of 3pm Eastern time. Figures after colons in bid and ask quotes represent 32nds; 101:26 means 101 26/32, or 101.8125% of face value; 99:01 means 99 1/32, or 99.03125% of face value. For notes and bonds callable prior to maturity, yields are computed to the earliest call date for issues quoted above par and to the maturity date for issues below par. Maturity
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536-7a_quote[1] - Apr 20 Euro Danish Krone Sterling Swiss...

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