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Interest Rates
31.03.2008 Yields & Rates
INTERBANK INTEREST RATES - LIBOR
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Currency
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1 week
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1 month
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3 months
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6 months
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9 months
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12 months
|
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USD
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2.97
|
2.71
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2.70
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2.63
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2.55
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2.52
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EUR
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4.26
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4.36
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4.74
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4.74
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4.74
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4.74
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JPY
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0.68
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0.74
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0.92
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1.00
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1.06
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1.10
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GBP
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5.54
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5.79
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6.01
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5.97
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5.90
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5.85
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CHF
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2.71
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2.72
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2.89
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2.94
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3.02
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3.06
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CAD
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3.70
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3.68
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3.60
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3.50
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3.50
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3.50
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AUD
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7.41
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7.56
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7.81
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7.92
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8.00
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8.06
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KEY INTEREST RATES
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Central bank
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Current Rate
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Last move
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Next meeting
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Date
|
Tenor
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US Federal Reserve System
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2.25 %
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March 18, 2008
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-0.75 bp
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April 30, 2008
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European Central Bank
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4.00 %
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June 6, 2007
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+0.25 bp
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April 10, 2008
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Bank of Japan
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0.50 %
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February 21, 2007
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+0.25 bp
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April 9, 2008
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Bank of England
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5.25 %
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February 7, 2008
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-0.25 bp
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April 10, 2008
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National Bank of Swiss
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2.75 %
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September 13, 2007
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+0.25 bp
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June 19, 2008
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Bank of Canada
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3.50 %
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March 4, 2008
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-0.50bp
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April 22, 2008
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Reserve Bank of Australia
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7.25 %
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March 4, 2008
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+0.25 bp
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April 1, 2008
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Reserve Bank of New Zealand
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8.25 %
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July 26, 2007
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+0.25 bp
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April 24, 2008
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BENCHMARK BONDS
|
Government
|
Maturity date
|
|
2 years
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5 years
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10 years
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30 years
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US
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1.65
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2.51
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3.44
|
4.32
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Germany
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3.47
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3.65
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3.94
|
4.58
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Japan
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0.58
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0.75
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1.28
|
2.35
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UK
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4.01
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4.01
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4.41
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4.39
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Switzerland
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2.15
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2.46
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2.90
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3.04
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Source: Bloomberg, Reuters
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