B8| Tuesday, December 1, 2020 * THE WALL STREET JOURNAL.
Metal & Petroleum Futures
Contract Open
Open High hi lo Low Settle Chg interest
Copper-High(CMX)-25,000 lbs.; $ per lb.
Dec 3.4050 3.4845s 3.4050 3.42050.0210 6,205
March'21 3.4180 3.5050s 3.4170 3.43800.0205 165,137
Gold(CMX)-100 troy oz.; $ per troy oz.
Dec 1785.00 1787.20 1762.30 1775.70 –6.20 31,681
Jan'21 1787.40 1789.90 t1764.90 1778.00 –6.80 2,579
Feb 1790.80 1793.30 1767.20 1780.90 –7.20 393,284
April 1795.00 1797.00 1771.30 1784.80 –7.30 65,712
June 1800.00 1800.00 1774.20 1787.60 –7.40 30,486
Aug 1798.80 1800.60 1776.60 1790.20 –7.30 7,367
Palladium(NYM)- 50 troy oz.; $ per troy oz.
Dec 2417.30 2421.00 2378.00 2392.80–31.60 346
March'212438.20 2442.00 2374.00 2405.90–33.80 9,747
Platinum(NYM)-50 troy oz.; $ per troy oz.
Dec 964.10 1.10 38
Jan'21 969.00 983.00 956.40 965.90 1.10 46,994
Silver(CMX)-5,000 troy oz.; $ per troy oz.
Dec 22.740 22.740 22.000 22.534–0.019 9,444
March'21 22.780 22.830 21.960 22.593–0.046 123,904
Crude Oil, Light Sweet(NYM)-1,000 bbls.; $ per bbl.
Jan 45.34 45.80 44.42 45.34 –0.19 406,432
Feb 45.57 45.98 44.64 45.51 –0.23 192,524
March 45.79 46.13 44.85 45.65 –0.26 181,268
June 45.76 46.17 45.11 45.77 –0.30 213,291
Dec 45.37 45.56 44.79 45.32 –0.30 283,883
Dec'22 44.78 45.05 44.43 44.88 –0.24 93,610
NY Harbor ULSD(NYM)-42,000 gal.; $ per gal.
Dec 1.3716 1.3793 1.3500 1.3559–.0246 4,553
Jan'21 1.3786 1.3857 1.3560 1.3714–.0135 114,595
Gasoline-NY RBOB(NYM)-42,000 gal.; $ per gal.
Dec 1.2680 1.2820 1.2445 1.2489–.0331 5,485
Jan'21 1.2640 1.2660 1.2304 1.2416–.0244 140,308
Natural Gas(NYM)-10,000 MMBtu.; $ per MMBtu.
Jan 2.831 2.996 2.823 2.882 .039 295,779
Feb 2.823 2.977 2.813 2.865 .033 94,878
March 2.777 2.910 2.759 2.799 .023 195,905
April 2.672 2.788 2.671 2.701 .016 85,520
May 2.666 2.774 2.665 2.698 .016 56,602
Oct 2.802 2.900 2.801 2.833 .014 92,738
Agriculture Futures
Corn(CBT)-5,000 bu.; cents per bu.
Dec 427.50 430.50s 418.25 419.75 –5.75 18,632
March'21 435.25 439.50s 424.25 426.00 –7.75 902,912
Oats(CBT)-5,000 bu.; cents per bu.
Dec 297.25 297.25 284.00 284.75 –3.75 464
March'21 300.25 304.50 290.00 291.50 –8.00 4,072
Soybeans(CBT)-5,000 bu.; cents per bu.
Jan 1198.00 1199.00 1168.00 1168.50–23.25 316,839
March 1199.00 1199.75 1169.00 1169.50–23.25 256,127
Soybean Meal(CBT)-100 tons; $ per ton.
Dec 400.60 405.00s 392.80 393.10 –5.40 5,915
Jan'21 398.00 399.90 389.80 390.50 –5.80 129,732
Soybean Oil(CBT)-60,000 lbs.; cents per lb.
Dec 38.91 39.00 37.69 37.88 –.82 3,127
Jan'21 38.65 38.65 37.41 37.49 –.94 154,473
Rough Rice(CBT)-2,000 cwt.; $ per cwt.
Jan 12.68 12.70 12.41 12.56 –.12 8,698
March 12.82 12.82 12.59 12.74 –.10 286
Wheat(CBT)-5,000 bu.; cents per bu.
Dec 599.50 600.00 579.50 580.25–16.25 1,191
March'21 607.50 609.25 584.25 585.00–21.00 204,419
Wheat(KC)-5,000 bu.; cents per bu.
Dec 559.50 561.25 545.50 545.75–15.75 627
March'21 565.50 567.75 546.00 547.00–18.25 128,413
Futures Contracts Open High hiloContractLow Settle Chg interestOpen Open High hiloContractLow Settle Chg interestOpen Open High hiloContractLow Settle Chg interestOpen
Cattle-Feeder(CME)-50,000 lbs.; cents per lb.
Jan 139.400 141.250 138.925 141.050 1.225 19,605
March 138.475 140.075 138.000 139.975 .975 9,578
Cattle-Live(CME)-40,000 lbs.; cents per lb.
Dec 110.200 110.550 109.800 110.175 –.450 23,353
Feb'21 112.725 113.400 112.450 112.875 –.375 111,409
Hogs-Lean(CME)-40,000 lbs.; cents per lb.
Dec 66.250 67.850 66.000 67.575 1.700 21,153
Feb'21 67.425 68.775 67.150 68.575 1.325 82,291
Lumber(CME)-110,000 bd. ft., $ per 1,000 bd. ft.
Jan 627.50 648.00 615.00 636.80 5.90 1,955
March 580.00 596.90 571.40 596.80 16.80 625
Milk(CME)-200,000 lbs., cents per lb.
Nov 23.24 23.27 23.23 23.27 .16 5,593
Dec 15.33 15.49 15.02 15.15 –.18 5,009
Cocoa(ICE-US)-10 metric tons; $ per ton.
Dec 3,008 3,008 3,008 3,008 –27 118
March'21 2,760 2,768 2,725 2,739 –27 93,613
Coffee(ICE-US)-37,500 lbs.; cents per lb.
Dec 121.35 121.40 118.90 120.70 –1.00 768
March'21 123.40 124.45 120.70 123.30 –.90 114,719
Sugar-World(ICE-US)-112,000 lbs.; cents per lb.
March 14.82 14.91 14.41 14.51 –.31 426,604
May 14.06 14.10 13.73 13.82 –.20 219,379
Sugar-Domestic(ICE-US)-112,000 lbs.; cents per lb.
Jan 29.50 29.50 29.35 29.30 –.10 1,808
March 28.98 28.98 28.98 28.98 ... 3,334
Cotton(ICE-US)-50,000 lbs.; cents per lb.
Dec 70.75 70.75 69.56 70.59 –1.09 191
March'21 73.24 73.48 72.05 72.15 –1.09 139,130
Orange Juice(ICE-US)-15,000 lbs.; cents per lb.
Jan 128.90 129.30 128.35 128.75 .05 7,012
March 129.00 129.20 128.65 129.00 .20 3,124
Interest Rate Futures
Ultra Treasury Bonds(CBT)- $100,000; pts 32nds of 100%
Dec 217-160 218-090 216-300 217-230 2.0 44,926
March'21215-310 216-200 215-080 216-010 1.01,008,635
Treasury Bonds(CBT)-$100,000; pts 32nds of 100%
Dec 173-280 174-060 173-140 173-250 –3.0 86,193
March'21175-000 175-100 174-180 174-290 –4.01,120,063
Treasury Notes(CBT)-$100,000; pts 32nds of 100%
Dec 138-170 138-200 138-135 138-170 –.5 143,310
March'21138-055 138-080 138-015 138-055 –.53,201,384
5 Yr. Treasury Notes(CBT)-$100,000; pts 32nds of 100%
Dec 125-210 125-232 125-197 125-222 .7 149,404
March'21125-315 126-017 125-300 126-010 1.03,082,921
2 Yr. Treasury Notes(CBT)-$200,000; pts 32nds of 100%
Dec 110-130 110-140 110-130 110-135 .2 95,308
March'21110-130 110-139 110-127 110-136 .51,819,829
30 Day Federal Funds(CBT)-$5,000,000; 100 - daily avg.
Nov 99.9150 99.9125 99.9125 99.9125 .0000 148,858
Jan'21 99.9200 99.9250 99.9200 99.9200 .0000 153,358
10 Yr. Del. Int. Rate Swaps(CBT)-$100,000; pts 32nds of 100%
Dec 101-090 101-140 101-055 101-125 ... 155,634
Eurodollar(CME)-$1,000,000; pts of 100%
Dec 99.7500 99.7500 99.7425 99.7500 ...1,126,269
March'2199.7850 99.7950 99.7850 99.7900 ...1,146,691
June 99.7950 99.8000 99.7900 99.7950 ... 868,961
Dec 99.7550 99.7650 99.7500 99.7600 .0050 841,021
Currency Futures
Japanese Yen(CME)-¥12,500,000; $ per 100¥
Dec .9613 .9633 .9579 .9587–.0028 187,961
March'21 .9628 .9647 .9595 .9602–.0028 2,446
Canadian Dollar(CME)-CAD 100,000; $ per CAD
Dec .7701 .7739s .7687 .7716 .0015 137,467
March'21 .7706 .7741s .7691 .7719 .0016 3,868
British Pound(CME)-£62,500; $ per £
Dec 1.3328 1.3392 1.3305 1.3344 .0026 142,116March'21 1.3338 1.3401 1.3318 1.3356 .0027 4,051
Swiss Franc(CME)-CHF 125,000; $ per CHF
Dec 1.1059 1.1092 1.1002 1.1037–.0017 49,678
March'21 1.1096 1.1124 1.1036 1.1071–.0016 674
Australian Dollar(CME)-AUD 100,000; $ per AUD
Dec .7389 .7409 .7340 .7355–.0037 126,449
March'21 .7395 .7413 .7345 .7360–.0037 1,222
Mexican Peso(CME)-MXN 500,000; $ per MXN
Dec .04978 .04987 .04938 .04953–.00027 138,355
March'21 .04935 .04938 .04894 .04906–.00025 1,942
Euro(CME)-€125,000; $ per €
Dec 1.1968 1.2008 1.1928 1.1951–.0010 629,388
March'21 1.1997 1.2036 1.1957 1.1980–.0010 11,508
Index Futures
Mini DJ Industrial Average(CBT)-$5 x index
Dec 29914 29972 29428 29629 –245 88,068
March'21 29836 29852 29335 29526 –245 7,006
S&P 500 Index(CME)-$250 x index
Dec 3644.40 3650.40 3604.10 3623.20–13.30 28,744March'21 ...... ...3614.70–13.20 26
Mini S&P 500(CME)-$50 x index
Dec 3643.75 3652.00 3592.25 3623.25–13.252,486,928
March'213634.25 3642.25 3583.75 3614.75–13.25 76,855
Mini S&P Midcap 400(CME)-$100 x index
Dec 2210.00 2212.00 2164.00 2168.40–36.90 54,149
March'21 ... 2198.80 2165.90 2166.90–35.20 n.a.
Mini Nasdaq 100(CME)-$20 x index
Dec 12286.5012337.25 12086.0012277.00 19.50 241,851
March'2112287.2512328.25 12082.0012271.75 19.75 4,501
Mini Russell 2000(CME)-$50 x index
Dec 1855.20 1859.00 1811.80 1820.10–32.90 556,844
Mini Russell 1000(CME)-$50 x index
Dec 2042.80 2045.00 2019.50 2037.70 –7.90 9,095
U.S. Dollar Index(ICE-US)-$1,000 x index
Dec 91.73 92.04 t 91.49 91.86 .06 32,504
March'21 91.70 91.96 t 91.43 91.79 .05 1,352Source: FactSetMonday
Aluminum, LME, $ per metric ton *1975.0
Copper,Comex spot 3.4205
Iron Ore, 62% Fe CFR China-s 132.3
Shredded Scrap, US Midwest-s,m 287
Steel, HRC USA, FOB Midwest Mill-s 784
Fibers and Textiles
Burlap,10-oz,40-inch NY yd-n,w 0.6450
Cotton,1 1/16 std lw-mdMphs-u 0.6940
Cotlook 'A' Index-t *78.95
Hides,hvy native steers piece fob-u 39.000
Wool,64s,staple,Terr del-u,w n.a.
Grains and Feeds
Barley,top-quality Mnpls-u n.a.
Bran,wheat middlings, KC-u 135
Corn,No. 2 yellow,Cent IL-bp,u 4.0850
Corn gluten feed,Midwest-u,w 150.2
Corn gluten meal,Midwest-u,w 549.3
Cottonseed meal-u,w 403
Hominy feed,Cent IL-u,w 120
Meat-bonemeal,50% pro Mnpls-u,w 260
Oats,No.2 milling,Mnpls-u 3.3450
Rice, Long Grain Milled, No. 2 AR-u,w 28.38
Sorghum,(Milo) No.2 Gulf-u 6.2975
SoybeanMeal,Cent IL,rail,ton48%-u 391.10
Soybeans,No.1 yllw IL-bp,u 11.5800
Wheat,Spring14%-pro Mnpls-u 6.9300
Wheat,No.2 soft red,St.Louis-u 6.0775Monday
Wheat - Hard - KC (USDA) $ per bu-u 5.7075
Wheat,No.1soft white,Portld,OR-u 6.1500
Food
Beef,carcass equiv. index
choice 1-3,600-900 lbs.-u 198.95
select 1-3,600-900 lbs.-u 178.02
Broilers, National comp wtd. avg.-u,w 0.8383
Butter,AA Chicago 1.3625
Cheddar cheese,bbl,Chicago 141.50
Cheddar cheese,blk,Chicago 166.00
Milk,Nonfat dry,Chicago lb. 111.00
Coffee,Brazilian,Comp 1.1613
Coffee,Colombian, NY 1.7164
Eggs,large white,Chicago-u 0.9350
Flour,hard winter KC 15.20
Hams,17-20 lbs,Mid-US fob-u 0.78
Hogs,Iowa-So. Minnesota-u 68.31
Pork bellies,12-14 lb MidUS-u n.a.
Pork loins,13-19 lb MidUS-u 0.7583
Steers,Tex.-Okla. Choice-u 110.80
Steers,feeder,Okla. City-u,w 145.63
Fats and Oils
Corn oil,crude wet/dry mill wtd. avg.-u,w42.0000
Grease,choice white,Chicago-h 0.2900
Lard,Chicago-u 0.4100
Soybean oil,crude;Centl IL-u 0.3951
Tallow,bleach;Chicago-h 0.3250
Tallow,edible,Chicago-u 0.3400KEY TO CODES: A=ask; B=bid; BP=country elevator bids to producers; C=corrected; E=Manfra,Tordella & Brookes; H=American Commodities Brokerage Co;
M=monthly; N=nominal; n.a.=not quoted or not available; R=SNL Energy; S=Platts-TSI; T=Cotlook Limited; U=USDA; W=weekly; Z=not quoted. *Data as of 11/29
Source: Dow Jones Market Data
Cash Prices Monday, November 30, 2020
These prices reflect buying and selling of a variety of actual or “physical” commodities in the marketplace—
separate from the futures price on an exchange, which reflects what the commodity might be worth in future
months.
Monday
Energy
Coal,C.Aplc.,12500Btu,1.2SO2-r,w 52.750
Coal,PwdrRvrBsn,8800Btu,0.8SO2-r,w 11.600
Metals
Gold, per troy oz
Engelhard industrial 1775.00
Handy & Harman base 1762.55
Handy & Harman fabricated 1956.43
LBMA Gold Price AM 1808.05
LBMA Gold Price PM 1779.30
Krugerrand,wholesale-e 1848.50
Maple Leaf-e 1866.27
American Eagle-e 1866.27
Mexican peso-e 2151.01
Austria crown-e 1745.21
Austria phil-e 1866.27
Silver, troy oz.
Engelhard industrial 22.1500
Handy & Harman base 22.5650
Handy & Harman fabricated 28.2060
LBMA spot price £17.3700
(U.S.$ equivalent) 23.1350
Coins,wholesale $1,000 face-a 17086
Other metals
LBMA Platinum Price PM *949.0
Platinum,Engelhard industrial 982.0
Palladium,Engelhard industrial 2415.0
|wsj.com/market-data/commodities
Borrowing Benchmarks|wsj.com/market-data/bonds/benchmarks
Money Rates November 30, 2020
Key annual interest rates paid to borrow or lend money in U.S. and international markets. Rates below are a
guide to general levels but don’t always represent actual transactions.
Inflation
Oct. index Chg From (%)
level Sept. '20 Oct. '19U.S. consumer price index
All items 260.388 0.04 1.2
Core 269.328 0.10 1.6
International rates
Week 52-Week
Latest ago High LowPrime rates
U.S. 3.25 3.25 4.75 3.25
Canada 2.45 2.45 3.95 2.45
Japan 1.475 1.475 1.475 1.475
Policy Rates
Euro zone 0.00 0.00 0.00 0.00
Week —52-WEEK—
Latest ago High Low
Treasury bill auction
4 weeks 0.0800.070 1.620 0.000
13 weeks 0.0850.085 1.560 0.000
26 weeks 0.0900.090 1.570 0.080
Secondary market
Fannie Mae
30-year mortgage yields
30 days 1.8801.883 3.362 1.751
60 days 1.9061.913 3.370 1.804
Other short-term rates
Week 52-Week
Latest ago high low
Call money
2.00 2.00 3.50 2.00
Commercial paper (AA financial)
90 days n.a. n.a. 2.53 0.04
Libor
One month 0.15338 0.15013 1.80475 0.12663
Three month 0.22763 0.20650 1.96050 0.20488
Six month 0.25500 0.25375 1.92438 0.23375
One year 0.33025 0.33563 2.01200 0.32763
Euro Libor
One month -0.584 -0.579 -0.360 -0.621
Three month-0.552 -0.543 -0.142 -0.548
Six month -0.517 -0.520 -0.052 -0.526
One year -0.478 -0.470 0.008 -0.477
Secured Overnight Financing Rate
0.08 0.05 1.65 0.01
Value 52-Week
Latest Traded High Low
DTCC GCF Repo Index
Treasury 0.110 n.a. 1.720 0.002
MBS 0.124 n.a. 1.763 0.011
Notes on data:
U.S. prime rateis the base rate on corporate
loans posted by at least 70% of the 10 largest
U.S. banks, and is effective March 16, 2020.
Other prime ratesaren’t directly comparable;
lending practices vary widely by location;
Discount rateis effective March 16, 2020.
Secured Overnight Financing Rateis as of
November 27, 2020.DTCC GCF Repo Indexis
Depository Trust & Clearing Corp.'s weighted
average for overnight trades in applicable
CUSIPs. Value traded is in billions of U.S. dollars.
Federal-funds ratesare Tullett Prebon rates as
of 5:30 p.m. ET.
Sources: Federal Reserve; Bureau of Labor
Statistics; DTCC; FactSet;
Tullett Prebon Information, Ltd.Switzerland 0.00 0.00 0.50 0.00
Britain 0.10 0.10 0.75 0.10
Australia 0.10 0.10 0.75 0.10
Overnight repurchase
U.S. 0.10 0.03 1.65 -0.07
U.S. government rates
Discount
0.25 0.25 2.25 0.25
Federal funds
Effective rate0.09000.0900 1.6200 0.0600
High 0.10000.1000 1.6500 0.1000
Low 0.05000.0500 1.5800 0.0100
Bid 0.08000.0800 1.6000 0.0100
Offer 0.11000.1000 1.6300 0.0500Week —52-WEEK—
Latest ago High LowGlobal Government Bonds: Mapping Yields
Yields and spreads over or under U.S. Treasurys on benchmark two-year and 10-year government bonds in
selected other countries; arrows indicate whether the yield rose(s) or fell (t) in the latest session
Country/ Yield (%) Spread Under/Over U.S. Treasurys, in basis points
Coupon (%) Maturity, in years Latest(l)-2-101234Previous Month ago Year ago Latest Prev Year ago
0.125 U.S. 2 0.141t l 0.156 0.176 1.6080.875 (^10) 0.841t l 0.846 0.879 1.782
2.250 Australia 2 0.101s l 0.101 0.123 0.710 -4.0 -5.5 -89.8
1.000 10 0.909t l 0.910 0.841 1.045 6.8 6.5 -73.7
0.000 France 2 -0.678s l -0.684 -0.721 -0.587 -81.9 -84.1 -219.5
0.000 10 -0.324s l -0.341 -0.336 -0.042 -116.5 -118.6 -182.4
0.000 Germany 2 -0.738s l -0.754 -0.787 -0.625 -87.9 -91.0 -223.3
0.000 10 -0.570s l -0.585 -0.624 -0.357-141.1 -143.0 -213.9
0.050 Italy 2 -0.394s l -0.413 -0.344 -0.108 -53.4 -56.9 -171.6
0.900 (^10) 0.623s l 0.598 0.721 1.234 -21.8 -24.8 -54.8
0.100 Japan 2 -0.125s l -0.141 -0.119 -0.178 -26.6 -29.8 -178.6
0.100 10 0.030s l 0.030 0.040 -0.081 -81.0 -81.6 -186.3
0.400 Spain 2 -0.584s l -0.592 -0.572 -0.386 -72.4 -74.9 -199.4
1.250 10 0.077s l 0.062 0.136 0.415 -76.4 -78.4 -136.7
0.500 U.K. 2 -0.021s l -0.042 -0.027 0.552 -16.2 -19.8 -105.6
4.750 10 0.306s l 0.286 0.263 0.701 -53.5 -56.0 -108.1
Source: Tullett Prebon
Corporate Debt
Prices of firms' bonds reflect factors including investors' economic, sectoral and company-specific
expectations
Investment-grade spreads that tightened the most...
Spread, in basis points
Issuer Symbol Coupon (%) Yield (%) Maturity Current One-day change Last week
Toronto–Dominion Bank TD 0.750 0.30 June 12, ’23 11 –12 20
MidAmerican Energy Holdings BRKHEC 5.950 2.46 May 15, ’37 88 –7 n.a.
Westpac Banking WSTP 4.421 2.42 July 24, ’39 84 –7 95
Anthem ANTM 4.650 2.67 Jan. 15, ’43 109 –6 n.a.
Danske Bank DANBNK 5.375 1.14 Jan. 12, ’24 78 –6 n.a.
Home Depot HD 5.875 2.02 Dec. 16, ’36 44 –6 53
Telefonica Emisiones TELEFO 5.213 3.54 March 8, ’47 195 –6 198
DuPont de Nemours DD 2.169 1.46 May 1, ’23 127 –5 135
...And spreads that widened the most
Delta Airlines, Inc. Retirement Plan ... 4.750 3.62 Oct. 20, ’28 (^27813277)
Bank of Montreal BMO 1.850 0.73 May 1, ’25 (^371141)
Lloyds Banking LLOYDS 4.050 0.69 Aug. 16, ’23 (^50855)
Southwest Airlines LUV 4.750 1.20 May 4, ’23 101 8 97
American Tower AMT 0.600 0.57 Jan. 15, ’24 (^385) n.a.
Toyota Motor Credit TOYOTA 0.800 0.71 Oct. 16, ’25 (^35535)
BlackRock BLK 3.500 0.37 March18, ’24 (^13) n.a.
Caterpillar Financial Services ... 0.800 0.70 Nov. 13, ’25 (^34335)
High-yield issues with the biggest price increases...
Bond Price as % of face value
Issuer Symbol Coupon (%) Yield (%) Maturity Current One-day change Last week
American Airlines AAL 3.375 5.89 May 1, ’27 86.730 0.73 85.750
Ford Motor F 4.750 4.84 Jan. 15, ’43 98.730 0.70 96.650
Intesa Sanpaolo ISPIM 5.017 2.26 June 26, ’24 109.394 0.69 108.367
FirstEnergy FE 7.375 3.30 Nov. 15, ’31 137.211 0.67 134.310
L Brands LB 9.375 4.01 July 1, ’25 122.250 0.53 121.000
Genworth Holdings GNW 4.800 7.10 Feb. 15, ’24 93.500 0.51 95.001
...And with the biggest price decreases
WeWork WEWORK 7.875 19.09 May 1, ’25 67.500 –1.75 n.a.
Dell DELL 5.400 4.48 Sept. 10, ’40 112.000 –0.50 110.055
Barclays Bank BACR 7.625 2.11 Nov. 21, ’22 110.602 –0.50 110.845
Navient NAVI 7.250 3.84 Sept. 25, ’23 109.000 –0.41 110.000
Sprint S 7.875 2.11 Sept. 15, ’23 115.522 –0.35 115.125
Teva Pharmaceutical Finance Netherlands... 3.150 4.17 Oct. 1, ’26 94.750 –0.35 93.438
Hughes Satellite Systems ... 6.625 4.31 Aug. 1, ’26 111.519 –0.20 111.720
Dish DBS ... 7.750 4.85 July 1, ’26 114.025 –0.20 112.692
Estimated spread over 2-year, 3-year, 5-year, 10-year or 30-year hot-run Treasury; 100 basis points=one percentage pt.; change in spread shown is for Z-spread.
Note: Data are for the most active issue of bonds with maturities of two years or more
Source: MarketAxess
Broad MarketBloomberg Barclays
2288.70 7.4 U.S. Aggregate 1.1501.0202.380
U.S. Corporate IndexesBloomberg Barclays
3445.26 9.4 U.S. Corporate 1.8001.8004.580
3097.53 6.9Intermediate 1.1701.1704.400
5177.38 13.6 Long term 2.7902.7304.930
702.47 8.9 Double-A-rated 1.4101.3003.360
915.93 9.1 Triple-B-rated 2.0902.0905.350
High Yield BondsICE BofA
486.10 4.1 High Yield Constrained4.7384.65511.400
439.15 0.3 Triple-C-rated 9.4539.45319.071
3274.36 2.5 High Yield 100 n.a.3.58910.740
439.35 4.2 Global High Yield Constrained4.7064.70611.310
334.94 1.9 Europe High Yield Constrained3.0432.4648.183
U.S AgencyBloomberg Barclays
1865.62 5.4 U.S Agency 0.5000.4701.950
1625.52 4.0 10-20 years 0.3900.3401.850
4280.47 12.2 20-plus years 1.6301.1702.450
2921.35 6.8Yankee 1.4201.4203.500
Bonds|wsj.com/market-data/bonds/benchmarks
Tracking Bond Benchmarks
Return on investment and spreads over Treasurys and/or yields paid to investors compared with 52-week
highs and lows for different types of bonds
Total
return YTD total Yield (%)
close return (%) Index Latest Low High
*Constrained indexes limit individual issuer concentrations to 2%; the High Yield 100 are the 100 largest bonds † In local currency § Euro-zone bonds
EMBI Global Index Sources: ICE Data Services; Bloomberg Barclays; J.P.Morgan
Total
return YTD total Yield (%)
close return (%) Index Latest Low High
Mortgage-BackedBloomberg Barclays
2226.41 3.6 Mortgage-Backed 1.2900.9302.690
2174.23 3.5 Ginnie Mae(GNMA) 0.7200.2902.660
1314.69 3.7 Fannie mae(FNMA) 1.4901.1102.690
2017.89 3.7 Freddie Mac(FHLMC)1.4701.0802.710
592.40 4.7 Muni Master 0.9600.8383.441
418.87 5.0 7-12 year 0.9490.7713.447
478.46 5.6 12-22 year 1.3861.2243.690
463.91 5.3 22-plus year 2.0361.7654.123
Global GovernmentJ.P. Morgan†
614.91 5.5 Global Government 0.5500.3901.060
863.59 7.5 Canada 0.8100.5901.740
n.a. n.a. EMU§ n.a.n.a.n.a.
792.91 4.5 France -0.110-0.1600.430
552.14 3.0 Germany -0.460-0.740-0.050
295.18 -1.0 Japan 0.2900.0400.320
617.67 3.6 Netherlands -0.380-0.5400.080
1078.25 7.3 U.K. 0.6600.3901.180
n.a. n.a. Emerging Markets n.a.n.a.n.a.
Key Interest Rates
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
Nov 27Nov 20 High Low
Federal funds(effective)
0.08 0.09 1.59 0.04
Commercial paper
Nonfinancial
1-month 0.07 0.10 1.64 0.07
2-month 0.09 0.11 1.74 0.07
3-month 0.12 0.14 1.84 0.09
Financial
1-month 0.11 0.17 2.15 0.08
2-month n.a. 0.18 2.27 0.08
3-month 0.12 0.18 2.44 0.11
Discount window primary credit
0.25 0.25 2.25 0.25
Treasury yields at constant
maturities
1-month 0.08 0.08 1.63 0.01
3-month 0.09 0.08 1.61 0.01
Week Ended 52-Week
Nov 27Nov 20 High Low
6-month 0.09 0.10 1.62 0.06
1-year 0.11 0.11 1.59 0.11
2-year 0.16 0.17 1.63 0.11
3-year 0.21 0.22 1.66 0.13
5-year 0.39 0.39 1.73 0.21
7-year 0.64 0.64 1.84 0.39
10-year 0.87 0.87 1.91 0.55
20-year 1.38 1.39 2.20 0.99
Treasury yields(secondary market)
1-month 0.08 0.08 1.60 0.00
3-month 0.09 0.08 1.58 -0.01
6-month 0.09 0.10 1.58 0.06
TIPS
5-year -1.27 -1.23 0.41 -1.34
7-year -1.08 -1.06 0.35 -1.22
10-year -0.87 -0.83 0.35 -1.05
20-year -0.50 -0.42 0.47 -0.70
Long-term avg-0.39 -0.35 0.62 -0.50
Notes on data:
Federal-funds rateis an average for the seven days ended Wednesday, weighted according to rates
on broker trades;Commercial paper ratesare discounted offer rates interpolated from sales by
discounted averages of dealer bid rates on nationally traded certificates of deposit;Discount window
primary credit rateis charged for discounts made and advances extended under the Federal
Reserve's primary credit discount window program;rateis average for seven days ended Wednesday;
Inflation-indexed long-term TIPSaverage is indexed and is based on the unweighted average bid
yields for all TIPS with remaining terms to maturity of 10 years or more;
Sources: Federal Reserve; for additional information on these rate data and their derivation,
please see, http://www.federalreserve.gov/releases/h15/data.htm
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