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Federal R eserve Bank OF DALLAS HELEN E. HOLCOM B FI RST VICE P R E S I D E NT AND CHI EF OPE RAT I NG O FF ICER DALLAS, TEX A S . .. Q A p ril!# , .. Q Q / r 75265-5906 lyyO Notice 96-36 TO: The Chief Operating Officer of each financial institution in the Eleventh Federal Reserve District SUBJECT Selected Interest Rates Booklet DETAILS The Federal Reserve Bank of Dallas’ Selected Interest Rates booklet has been updated and is now available. The booklet contains selected interest rates for the years 1970 through 1995. ENCLOSURE The updated Selected Interest Rates booklet is enclosed. Please provide the booklet to the person most likely to use it in your institution. MORE INFORMATION For more information, please contact Cray Pixley at (214) 922-5259. For additional copies of the booklet, please contact the Public Affairs Department at (214) 922-5254. Sincerely, For additional copies, bankers and others are encouraged to use one o f the following toll-free numbers in contacting the Federal Reserve Bank o f Dallas: D allas Office (800) 333 -4460; E l Paso Branch Intrastate (800) 592-1631, Interstate (800) 351-1012; H ouston Branch Intrastate (800) 392-4162, Interstate (800) 221-0363; San A n tonio Branch Intrastate (800) 292-5810. This publication was digitized and made available by the Federal Reserve Bank of Dallas' Historical Library (FedHistory@dal.frb.org) S e l e c t e d I n t e r e s t R th* „ F*0m Tu °* DATr AN° IHTrl°AT£Hr* Afi° r«Y,;;o r* w ? JS^tea F e d e r a l R e s e r v e B a n k of D a l l a s a t e s This booklet contains selected interest rates on U.S. Treasury bills, U.S. Treasury constant m aturity indexes, and federal funds, prime and discount rates. The figures, compiled from H.15 and G.13 statistical releases, are published by the Board of Governors of the Federal Reserve System. Both releases may be obtained by calling the Board’s Publications Services D epartm ent in W ashington, D.C., at (202) 452-3244. The H.15 contains daily interest rates and is released every Monday; the G.13 table is compiled monthly. C urrent Treasury bill rates and constant m aturity indexes can also be obtained from the recorded messages at the Federal Reserve Bank of Dallas. Telephone num bers are (214) 922-6101 Dallas (800) 333-2231 Toll-Free December 1995 U.S. TREASURY BILLS Monthly auction averages Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. 7.914 7.863 7.533 7.164 7.249 6.933 6.710 6.598 6.132 6.480 6.568 6.814 7.035 7.262 7.277 6.742 6.907 7.079 6.468 6.555 6.379 6.412 6.526 6.496 6.244 6.450 6.216 5.927 6.251 6.072 5.288 5.422 5.009 4.860 4.848 4.886 6.458 6.562 6.394 4.494 4.510 4.248 3.773 3.806 3.675 3.323 3.431 3.586 3.780 3.927 4.422 4.139 4.367 4.790 4.699 4.890 5.567 5.405 5.586 5.953 5.078 5.363 5.126 4.668 4.934 5.279 4.489 4.626 4.490 4.191 4.338 4.563 4.023 4.199 3.927 4.348 4.511 4.636 3.403 3.656 3.936 3.180 3.594 4.091 3.723 4.086 4.661 3.723 4.218 4.362 3.648 4.064 4.465 3.874 4.270 4.854 4.059 4.583 4.918 4.014 4.527 5.178 4.651 5.086 5.529 4.719 5.118 5.318 4.774 5.079 5.226 5.061 5.287 5.337 4.069 4.464 4.823 5.307 5.527 5.986 5.558 5.749 6.051 6.054 6.430 6.615 6.289 6.525 6.598 6.348 6.615 6.818 7.188 7.234 7.235 8.015 8.081 8.390 8.672 8.700 8.388 8.478 8.537 8.057 7.155 7.259 7.132 7.866 7.822 7.708 7.364 7.444 6.881 7.025 7.160 7.155 7.755 7.627 6.948 7.060 6.874 6.342 7.986 7.829 6.897 8.229 8.171 7.886 8.430 8.496 8.421 8.145 8.232 8.252 7.752 8.028 8.046 8.744 8.853 9.564 8.363 8.599 8.341 7.244 7.559 7.629 7.585 7.551 7.362 7.179 7.091 6.625 7.873 7.910 7.693 6.493 6.525 6.377 5.583 5.674 5.313 5.544 5.635 5.637 5.694 6.012 6.475 5.315 5.649 6.400 5.193 5.463 5.803 6.164 6.492 6.537 6.463 6.940 7.331 6.383 6.870 7.338 6.081 6.385 6.601 5.468 5.751 6.010 5.504 5.933 6.439 5.825 6.111 6.355 4.961 5.238 5.578 4.852 5.144 5.572 5.047 5.488 6.010 4.878 5.201 5.781 5.185 5.600 5.645 5.443 5.784 6.081 5.278 5.597 5.887 5.153 5.416 5.633 5.075 5.311 5.561 4.930 5.073 5.126 4.810 4.944 5.201 4.355 4.513 4.708 4.989 5.266 5.565 4.597 4.783 4.728 4.662 4.896 5.345 4.613 4.883 5.226 4.540 4.790 5.158 4.942 5.193 5.163 5.004 5.198 5.405 5.146 5.351 5.647 5.500 5.810 6.105 5.770 5.991 6.156 6.188 6.410 6.618 6.160 6.433 6.542 6.063 6.377 6.545 5.265 5.510 5.720 6.448 6.685 6.552 6.457 6.740 6.814 6.319 6.644 6.859 6.306 6.700 6.877 6.430 7.019 7.072 6.707 7.200 7.678 7.074 7.471 7.820 7.036 7.363 7.875 7.836 7.948 7.945 8.132 8.493 8.272 8.787 9.204 9.313 9.122 9.397 9.605 7.221 7.572 7.678 9.351 9.501 9.605 9.265 9.349 9.348 9.457 9.458 9.485 9.493 9.498 9.230 9.579 9.531 9.153 9.046 9.062 8.829 9.262 9.190 8.896 9.450 9.450 9.189 10.182 10.125 9.893 11.470 11.339 11.508 11.868 11.856 11.810 12.071 11.847 10.818 10.041 10.017 9.817 1970 3 -m o n th .... 6 -m onth.... 1-year ........ 1971 3 -m o n th .... 6-m o nth .... 1-year......... 1972 3 -m o n th .... 6-m o nth .... 1-year......... 1973 3 -m o n th .... 6-m o nth .... 1-year ..... 1974 3 -m o n th .... 6-m o n th.... 1-year ........ 1975 3 -m o n th .... 6-m o nth .... 1-year........ 1976 3-m o n th.... 6 -m onth.... 1-year ........ 1977 3-m o n th.... 6 -m onth.... 1-year ........ 1978 3 -m o n th .... 6 -m onth.... 1-year ......... 1979 3 -m o n th .... 6-m o n th .... 1-year......... - 1 - U.S. TREASURY BILLS Monthly auction averages Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. 12.036 11.851 11.040 12.814 12.721 11.211 15.526 15.100 13.527 14.003 13.618 12.450 9.150 9.149 8.341 6.995 7.218 7.491 8.126 8.101 7.669 9.259 9.443 8.963 10.321 10.546 9.967 11.580 11.566 11.136 13.888 13.612 12.219 15.661 14.770 13.261 11.506 11.374 10.748 14.724 13.883 12.554 14.905 14.134 12.801 13.478 12.983 11.481 13.635 13.434 12.991 16.295 15.334 14.623 14.557 13.947 13.146 14.699 14.402 13.735 15.612 15.548 14.542 14.951 15.057 15.056 13.873 14.013 14.580 11.269 11.530 13.159 10.926 11.471 11.504 14.077 13.811 13.348 12.412 12.930 13.143 13.780 13.709 13.180 12.493 12.621 12.509 12.821 12.861 12.731 12.148 12.220 12.194 12.108 12.310 12.173 11.914 12.236 12.318 9.006 10.105 11.195 8.196 9.539 10.286 7.750 8.299 9.521 8.042 8.319 8.567 8.013 8.225 8.234 10.686 11.084 11.099 7.810 7.898 8.007 8.130 8.233 8.308 8.304 8.325 8.427 8.252 8.343 8.275 8.185 8.198 8.050 8.82 8.89 8.80 9.12 9.29 9.36 9.39 9.53 9.77 9.05 9.19 9.64 8.71 8.90 9.13 8.71 8.89 9.03 8.96 9.14 9.16 8.62 8.74 8.83 7.14 9.06 9.04 9.03 9.13 9.24 9.08 9.32 9.68 9.69 9.83 9.86 9.90 10.31 10.64 9.94 10.55 10.92 10.13 10.58 10.99 10.49 10.65 10.79 10.41 10.51 10.84 9.97 10.05 10.32 8.79 8.99 9.10 8.16 8.36 8.38 9.39 9.78 9.98 7.76 8.03 8.39 8.17 8.28 8.46 8.57 8.92 9.24 8.00 8.31 8.44 7.56 7.75 7.94 7.01 7.16 7.18 7.05 7.16 7.09 7.18 7.35 7.60 7.08 7.27 7.36 7.17 7.32 7.42 7.20 7.26 7.33 7.07 7.09 7.06 7.48 7.66 7.79 7.04 7.13 7.31 7.03 7.08 7.19 6.59 6.60 6.61 6.06 6.07 5.94 6.12 6.16 6.17 6.21 6.28 6.59 5.84 5.85 5.98 5.57 5.58 5.82 5.19 5.31 5.33 5.18 5.26 5.46 5.35 5.42 5.45 5.49 5.53 5.60 5.97 6.02 6.12 5.45 5.47 5.44 5.59 5.60 5.74 5.56 5.56 5.68 5.76 5.93 5.92 5.75 6.11 6.56 5.69 5.99 6.54 5.78 5.86 6.22 6.00 6.14 6.52 6.32 6.57 6.74 6.40 6.86 6.89 5.81 6.23 6.48 5.80 6.36 6.74 5.83 6.06 6.29 5.90 6.31 6.67 5.69 5.96 6.18 5.69 5.91 6.30 5.92 6.21 6.57 6.27 6.53 6.74 6.50 6.76 7.08 6.73 6.97 7.04 7.02 7.36 7.40 7.23 7.43 7.60 7.34 7.50 7.57 7.68 7.76 7.92 8.09 8.24 8.49 6.67 6.91 7.13 8.29 8.38 8.45 8.48 8.49 8.59 8.83 8.87 8.68 8.70 8.73 8.75 8.40 8.39 8.44 8.22 8.00 8.18 7.92 7.63 7.58 7.91 7.72 7.45 7.72 7.74 7.61 7.63 7.61 7.35 7.65 7.46 7.17 7.64 7.45 7.14 8.11 8.04 7.95 1980 3 -m o n th .... 6 -m onth.... 1-year ......... 1981 3 -m o n th .... 6 -m o n th .... 1-year ..... 1982 3 -m o n th .... 6-m o n th .... 1-year ......... 1983 3 -m o n th .... 6 -m onth .... 1-year......... 1984 3 -m o n th .... 6 -m onth .... 1-year......... 1985 3 -m o n th .... 6 -m onth.... 1-year 1986 3 -m o n th .... 6 -m onth .... 1-year ......... 1987 3 -m o n th .... 6 -m onth .... 1-year ........ 1988 3 -m o n th .... 6 -m o n th .... 1-year......... 1989 3 -m o n th .... 6-m o n th .... 1-year......... - 2 - U.S. TREASURY BILLS Monthly auction averages Jan. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. Feb. Mar. 7.64 7.52 7.21 7.76 7.72 7.42 7.87 7.83 7.76 7.78 7.82 7.72 7.78 7.82 8.05 7.74 7.64 7.65 7.66 7.57 7.52 7.44 7.36 7.37 7.38 7.33 7.25 7.19 7.20 7.01 7.07 7.04 6.81 6.81 6.76 6.58 7.51 7.47 7.36 6.30 6.34 6.22 5.95 5.93 5.85 5.91 5.91 6.06 5.67 5.73 5.88 5.51 5.65 5.71 5.60 5.76 5.73 5.58 5.71 6.00 5.39 5.47 5.62 5.25 5.29 5.26 5.03 5.08 5.12 4.60 4.66 4.72 4.12 4.16 4.20 5.42 5.49 5.54 3.84 3.88 3.84 3.84 3.94 4.01 4.05 4.19 4.37 3.81 3.93 4.34 3.66 3.78 4.20 3.70 3.81 4.07 3.28 3.36 3.65 3.14 3.23 3.28 2.97 3.01 3.02 2.84 2.98 3.12 3.14 3.35 3.61 3.25 3.39 3.57 3.45 3.57 3.75 3.06 3.17 3.52 2.95 3.08 3.32 2.97 3.08 3.09 2.89 3.00 3.24 2.96 3.07 3.13 3.10 3.23 3.40 3.05 3.15 3.42 3.05 3.17 3.30 2.96 3.06 3.27 3.04 3.13 3.25 3.12 3.27 3.43 3.08 3.25 3.47 3.02 3.14 3.33 3.02 3.19 3.52 3.21 3.38 3.59 3.52 3.79 4.03 3.74 4.13 4.30 4.19 4.64 4.77 4.18 4.58 5.03 4.39 4.81 5.20 4.50 4.91 5.36 4.64 5.02 5.38 4.96 5.39 5.72 5.25 5.69 6.09 5.64 6.21 6.75 4.29 4.66 4.98 5.81 6.31 6.86 5.80 6.10 6.59 5.73 5.91 6.16 5.67 5.80 6.02 5.70 5.73 5.90 5.50 5.46 5.38 5.47 5.41 5.38 5.41 5.40 5.55 5.26 5.28 5.21 5.30 5.34 5.30 5.35 5.29 5.15 5.16 5.15 5.06 5.51 5.59 5.65 1990 3 -m o n th .... 6 -m o n th .... 1-year......... 1991 3 -m o n th .... 6 -m onth .... 1-year......... 1992 3 -m o n th .... 6-m o n th .... 1-year......... 1993 3 -m o n th .... 6 -m onth..... 1-year......... 1994 3 -m o n th .... 6 -m onth.... 1-year......... 1995 3 -m o n th .... 6-m o n th .... 1-year......... - 3 - U.S. TREASURY BILLS Weekly auction averages Auctioned Week of1 3m onth 6m onth 1970 Jan. Feb. 4 4.92 7.78 11 4.64 19 26 2 7.79 7.66 7.89 7.75 7.31 7.78 7.72 7.39 18 25 1 4.21 4.20 4.11 4.24 4.24 8 3.85 3.64 3.84 3.50 3.59 3.47 6.78 6.92 6.81 6.87 6.98 6.77 6.88 6.84 6.73 6.71 6.26 6.18 30 6 6.33 6.41 6.39 6.45 13 20 27 6.31 6.48 6.25 6.49 6.88 7.18 7.25 7.49 6.99 6.83 7.20 7.00 7.13 6.82 7.36 6.86 6.79 6.90 6.73 6.63 6.42 6.64 6.55 6.95 6.93 6.60 2 9 4 11 18 25 June 1 8 15 22 29 July Aug. 6 13 20 27 3 10 17 24 31 Sep. 7 14 21 28 Oct. Nov. 5 12 19 26 2 9 16 23 30 Dec. 7.99 7 14 21 28 6.39 6.35 6.41 6.51 6.53 6.66 6.64 6.44 6.43 6.50 6.68 Jan. Feb. Mar. Apr. May 15 22 1 8 3.35 3.31 15 22 29 3.31 3.33 3.52 5 3.70 12 19 26 4.04 3.77 3 10 17 24 June July Aug. 3.87 3.87 3.86 4.35 31 4.48 4.34 7 14 4.51 4.99 21 28 5 12 19 4.95 5.08 5.47 5.38 5.55 26 5.55 2 9 16 5.27 5.37 4.92 23 4.75 30 6 13 4.55 4.54 4.83 20 4.74 27 4 11 4.68 4.53 4.49 4.49 4.44 4.23 4.93 4.63 3.36 3.70 3.75 4.51 4.72 5.28 5.61 3m onth 6m onth 3.74 4.04 3.38 June July 6.13 6.12 5.77 5.46 5.65 8 5.28 4.76 5.08 5.41 4.86 4.98 15 22 29 4.17 4.12 4.24 4.32 4.88 4.78 4.73 4.87 4.79 4.77 6 13 20 4.09 3.94 4.02 4.14 4.26 4.83 4.84 27 3.73 3.95 4.99 4.97 4.74 3.37 3.14 Aug. Sep. 3.51 6 13 3.55 3.85 20 27 3 3.92 3.85 3.80 4.20 4.32 3.80 4.35 4.37 10 17 3.73 3.85 4.22 4.28 24 1 3.51 4.00 3.60 3.46 4.00 3.91 4.12 29 5 12 19 26 3 10 24 31 7 14 21 28 4 18 25 2 3.70 3.83 3.76 3.86 3.80 3.92 4.02 4.14 4.10 3.95 4.05 3.79 3.93 3.96 4.06 4.33 4.57 4.76 4.63 4.64 3.76 4.23 4.11 4.24 4.19 4.33 4.48 4.69 4.61 4.46 4.59 4.30 4.43 4.46 4.62 4.82 4.94 5.07 5.10 5.24 5.08 4.60 4.64 9 16 4.60 4.74 4.82 4.53 4.35 23 30 4.71 4.77 5.11 5.14 4.34 Nov. 4.26 4.41 4.43 4.21 6 13 20 27 Dec. 4 11 18 25 5.16 5.13 4.67 4.96 4.78 4.78 4.89 5.07 5.05 5.18 4.95 5.10 5.09 5.23 5.11 5.31 ■The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 4 - 3.73 3.59 3.54 28 11 Oct. 3.07 3.45 3.75 3.15 3.45 17 4.86 4.77 4.85 5.09 31 7 22 5.83 5.62 5.77 5.20 17 24 3.11 3.28 3.49 8 15 5.48 5.72 6.49 6.24 Dec. May 5.20 5.13 6.31 5.95 5.81 6.03 6.03 5.94 5.83 5.65 Nov. Apr. 4.53 4.58 6.51 6.56 18 25 1 Mar. 4.14 3.96 4.09 4.18 4.18 3 10 14 21 3.42 3.48 6.34 6.37 Oct. Feb. 3.68 6.20 6.37 6.41 6.23 Jan. 4.11 6.59 6.34 Sep. Auctioned Week of1 1972 7.96 7.84 16 23 May 6m onth 5 12 16 23 Apr. 3m onth 1971 9 Mar. Auctioned Week of1 5.31 5.30 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of1 3month 6m onth 1 5.16 5.40 8 15 5.16 5.28 5.41 22 29 5.63 5.69 5 12 19 5.67 5.42 3m onth 6m onth 7 14 7.62 7.98 7.56 7.87 5.54 21 8.00 7.82 5.76 28 4 7.78 6.95 7.08 7.52 1973 Jan. Feb. Mar. Apr. May Auctioned Week of1 5.87 5.85 Feb. 11 5.62 18 5.46 5.65 26 5.81 5 12 5.88 6.00 6.05 6.27 25 4 19 26 2 6.33 6.25 6.53 6.81 9 6.19 6.27 16 23 6.19 6.25 6.39 6.63 30 7 14 21 28 6.28 6.14 6.58 6.43 6.18 6.45 6.46 7.08 11 7.68 7.92 7.57 7.64 6.44 18 8.05 7.88 6.76 6.63 25 1 8.23 8 8.30 8.36 8.65 8.21 8.39 15 8.05 8.08 22 7.86 8.91 9.04 8.00 6.75 6.86 7.21 Apr. May 29 6 13 20 27 3 10 11 6.69 7.13 7.13 18 25 2 7.26 7.23 7.99 9 16 7.99 7.97 23 30 8.11 8.32 8.02 8.27 8.48 6 13 8.49 8.65 20 27 8.98 8.91 8.67 8.94 8.86 Sep. 3 8.78 8.58 8.74 9.02 8.79 8.92 8.83 9 16 23 Oct. 10 17 24 1 7.33 7.15 7.32 7.66 7.58 7.26 7.24 30 7 14 21 June July Aug. 4 8 15 22 Nov. Dec. 7.19 6.96 29 7.20 5 12 19 8.10 8.64 7.70 26 7.70 3 10 17 7.36 7.39 7.37 24 7.35 7.41 31 6.75 6.88 6.79 7.02 7.19 Mar. June 7.17 7.26 7.30 8.01 July 17 24 1 8 15 22 29 8.02 Aug. Sep. 5 12 19 26 2 8.02 8.20 7.98 8.30 8.26 8.18 7.84 7.81 7.89 7.70 7.60 8.80 9.01 8.43 8.32 8.85 9.91 8.90 9.93 9.17 9.10 9.28 8.98 8.20 7.93 6.70 7.72 7.52 28 4 7.89 7.88 7.77 7.86 7.99 8.38 11 18 7.60 7.55 7.43 7.81 7.68 7.77 7.53 25 2 9 16 7.16 7.32 23 30 6.95 7.26 Nov. Dec. 7.53 7.33 7.52 7.17 7.06 6.96 7.11 Mar. Apr. May June July 7.70 8.06 8.66 8.72 7.00 6.39 Feb. 8.00 8.06 8.48 7.88 7.37 7.56 6.91 6.86 7.03 7.10 6 13 20 27 8.18 7.70 8.51 8.76 8.19 Jan. 8.03 8.44 8.21 7.44 7.36 7.83 7.40 Oct. 3m onth 6month 6.70 6.68 6.68 6.65 1975 1974 Jan. Auctioned Week of1 Aug. Sep. Oct. Nov. 6.37 6.37 5.83 5.74 5.80 17 24 5.61 5.67 5.80 5.41 5.46 5.48 5.68 3 10 5.64 5.62 5.74 5.66 17 24 5.38 5.54 5.47 31 7 14 5.56 6.02 5.67 5.79 6.35 5.54 5.84 21 28 5 5.65 5.72 6.07 6.16 5.72 3 10 12 5.36 5.18 19 26 2 5.12 5.21 5.26 9 5.08 5.28 4.77 5.67 5.13 5.94 30 7 6.01 6.20 14 21 6.05 6.25 28 4 6.32 6.46 6.26 6.51 6.34 6.63 6.72 11 18 6.35 6.45 6.81 7.00 25 1 6.59 6.38 7.09 6.87 8 15 6.39 6.44 6.89 6.90 22 29 6 13 6.32 6.55 6.24 6.05 6.82 6.98 20 27 5.89 5.69 5.60 5.28 5.47 3 10 6.86 6.57 6.24 6.16 5.97 5.79 5.48 1 8 5.55 5.63 5.80 5.93 6.00 6.14 15 22 5.49 5.34 5.91 5.68 29 5.21 5.51 5.52 7.37 ■The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 5 - 5.47 5.51 16 23 17 24 Dec. 5.48 5.41 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of1 3m onth 6m onth 3m onth 6m onth 5.23 5.52 3 4.41 5.07 5.05 10 17 4.61 4.67 4.56 4.80 4.87 4.83 4.78 4.76 4.81 4.87 5.05 5.07 24 31 4.70 4.72 5.13 7 4.63 4.85 4.87 5.26 5.17 5.20 5.72 14 21 4.63 4.67 4.71 4.87 4.94 5.06 5.49 4.98 4.89 4.93 5.46 5.28 5.33 4.65 4.55 4.55 4.81 4.83 4.96 5.29 4 4.61 4.59 4.85 4.83 4.76 4.91 5.07 5.09 11 18 4.56 4.49 25 2 9 4.52 4.81 4.82 16 23 30 5.00 5.14 4.99 6 13 5.05 5.00 20 27 4 11 5.01 4.97 5.04 1976 Jan. 2 9 16 Mar. 23 1 8 15 22 29 Apr. 5 12 19 26 May 3 10 17 24 June 31 7 July 14 21 28 5 12 19 Aug. Sep. Oct. Nov. Dec. 26 2 Feb. Mar. 28 Apr. 5.23 5.34 5.07 5.25 5.43 5.73 5.50 5.58 5.46 5.38 5.91 5.95 5.77 5.70 5.36 5.37 5.72 5.75 5.77 5.43 5.54 July 5.50 5.47 5.42 Aug. 5.41 5.19 5.23 5.19 9 16 23 30 6 13 20 27 4 11 28 7 14 21 4.92 5.15 5.18 5.14 18 25 1 Jan. May June 18 25 1 8 5.14 5.39 5.38 15 22 5.09 5.09 5.35 5.33 29 5.10 5.03 5.07 5.31 5.24 5.09 4.91 4.80 4.93 8 4.86 4.89 15 22 4.89 4.60 29 6 13 20 27 4.47 4.38 4.36 4.27 4.30 5.33 5.27 5.02 4.91 5.09 5.03 5.04 Sep. Oct. 5 12 19 26 3 10 17 24 5.16 5.21 5.16 5.42 5.35 5.67 5.55 5.57 5.55 5.89 5.85 5.98 6.11 6.16 6.28 31 6.21 6.28 5.02 7 14 6.19 6.09 4.68 4.57 21 28 6.08 4.52 4.51 4.50 4.47 Nov. Dec. Auctioned Week of1 3m onth 6montl 2 6.14 6.42 9 16 6.68 6.54 6.85 23 6.43 1978 1977 5 12 19 26 Feb. Auctioned Week of1 5 12 19 26 6.06 6.05 6.07 5.99 6.15 4.91 5.01 4.84 4.86 4.97 Jan. 6.44 6 13 6.48 6.45 20 27 6.46 6.43 6.75 6.76 6.71 6 13 20 6.35 6.30 6.21 6.68 6.62 6.55 27 6.31 3 10 17 6.42 6.37 6.14 6.67 6.72 6.74 6.56 24 6.29 6.78 1 8 6.46 6.46 6.94 6.99 15 22 6.32 6.48 June 29 5 6.66 6.63 6.62 6.67 6.97 July 12 19 26 3 7.01 7.14 7.16 7.10 7.12 Mar. Apr. 4.77 4.71 4.84 May 5.13 5.23 5.35 5.19 5.23 5.17 5.22 5.17 5.25 5.36 5.44 5.36 5.69 5.68 Aug. 5.98 5.89 5.85 5.85 6.10 Sep. 5.98 6.19 6.29 6.38 6.72 6.74 30 Feb. 4.87 5.05 6.76 6.71 Oct. 7.06 7.19 7.11 7.23 7.40 7.45 10 17 24 7.52 7.50 6.94 31 7 14 6.90 6.81 6.89 21 7.27 7.47 28 4 11 7.32 7.66 7.70 18 25 2 7.88 8.11 7.55 7.74 7.79 7.98 8.28 7.43 7.36 7.17 7.26 16 23 8.16 8.26 8.21 7.90 8.56 8.61 30 6 8.45 9.03 8.98 9.42 6.37 13 8.59 9.29 6.39 6.37 20 27 4 11 18 8.70 9.17 8.98 8.93 9.24 9.00 9.33 9.22 9.26 9.52 25 9.34 9.58 9 6.50 6.48 6.51 6.46 6.35 6.37 6.34 6.46 Nov. Dec. 'The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. 8.38 8.42 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of* 3m onth 6m onth 1979 Jan. 1 22 Mar. July Aug. Sep. Oct. Nov. Dec. 9.41 9.53 9.48 9.29 Jan. 11.94 11.90 21 28 12.19 12.04 9.32 9.38 9.31 9.34 4 11 12.09 12.31 18 9.37 9.50 9.42 25 3 10 13.16 13.70 15.14 19 26 5 9.36 9.48 9.50 9.50 9.44 2 9 16 9.59 9.65 9.61 9.50 9.57 9.63 23 9.12 9.30 30 7 14 9.50 9.62 9.57 9.62 9.51 9.74 9.46 9.60 9.41 9.53 9.55 8.96 8.87 Mar. 9.46 9.48 26 28 4 11 Feb. 7 14 9.19 9.26 9.29 9.45 21 June 9.55 9.44 5 12 19 May 9.39 9.32 June 9.05 8.87 18 25 2 8.80 8.97 9 16 9.27 9.34 8.87 9.16 9.26 23 30 9.48 9.47 6 13 9.15 9.32 9.50 9.30 9.32 9.48 20 9.60 9.50 27 3 10 9.68 9.86 10.53 9.65 9.78 10.29 17 10.35 24 1 8.90 July 14.42 14.23 13.82 12.73 13.55 11.89 10.79 9.73 10.79 9.50 8.78 5 12 19 2 9 16 23 30 7 14 28 4 11 18 8.60 8.95 7.68 8.04 6.50 6.37 7.08 8.15 8.21 8.17 7.88 8.22 8.88 8.72 14.23 19 26 2 15.60 15.20 14.66 14.12 13.74 9 15.40 14.43 16 23 14.76 13.61 2 15.46 14.10 14.46 9 14.00 13.43 16 23 12.76 12.70 12.50 12.27 12.08 14.15 12.10 13.78 13.65 13.62 18 7.75 8.17 6.94 25 1 16.03 16.75 15.03 15.68 14.49 14.00 May June 8 6.66 7.11 8.10 8.11 8.11 7.91 8.28 July 8.87 8.89 Aug. 10.32 22 10.46 9.99 10.31 10.11 10.33 29 6 11.72 11.14 8 15 22 29 10.81 11.84 10.66 11.72 12.93 12.26 12.65 12.19 11.52 11.30 11.34 11.41 12.33 5 12 12.09 11.95 13.27 13.23 13.92 19 26 12.10 12.03 11.94 11.02 13.34 13.51 3 10 11.93 12.05 11.77 11.77 17 24 12.23 12.07 12.00 11.85 31 12.11 11.88 Sep. 11.28 11.41 12.28 Nov. 13.36 13.94 6 13 14.40 14.56 20 27 15.56 15.07 3 10 15.67 15.24 17 24 15.71 15.83 31 7 15.58 15.61 14.41 15.65 15.80 14.66 13.62 14.05 14.23 15.32 14.79 15.57 15.12 15.64 15.85 14.20 14.13 28 5 12 19 14.67 14.93 14.22 26 13.35 2 9 12.70 11.13 10.69 14.31 24 1 8 14.03 15 14.38 14.65 16.34 16.67 16 23 14.55 15.07 15.42 30 7 14 22 29 14.99 13.91 14.03 13.41 Dec. 14.98 13.45 14.34 13.91 14 21 Oct. 15.46 14.04 15 22 29 17 14.21 13.53 13.61 10.56 21 10.40 10.40 11.10 11.04 28 11.69 'T he date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 7 - 14.13 8.92 10.06 10.64 27 3 10 30 6 14.47 15.10 15.53 8 15 13 20 Apr. 13.18 15.96 16.43 9.77 Dec. 13.60 15.32 5 4 11 10.25 10.25 10.23 10.88 10.82 12.04 11.02 12 13.78 13.55 14.19 9.41 Nov. 6m onth 13 20 27 10.03 10.12 Oct. Mar. 14.80 25 1 Sep. Feb. 14.96 14.95 15.70 21 Aug. 13.63 14.79 16.53 15.04 26 9.43 . 11.99 12.26 13.01 24 7 14 21 Jan. 11.85 15.05 28 May 15.38 11.86 11.78 11.89 17 31 Apr. 3month Auctioned Week of' 1981 29 12 Apr. 6m onth 3m onth 1980 8 15 Feb. Auctioned Week of' 13.50 13.80 13.62 12.72 11.51 10.97 10.92 10.70 10.77 11.60 11.84 12.45 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of' 3m onth 6m onth 12.28 18 11.66 12.12 12.51 25 1 3m onth 6m onth 3 7.90 7.95 12.81 10 7.67 7.77 17 24 7.62 13.36 13.85 13.10 13.53 13.85 8 15 14.10 14.74 14.36 31 7 14 7.73 8.14 8.23 22 1 12.43 12.45 12.70 21 8.26 7.89 12.79 28 7.94 8 15 12.06 7 14 8.21 12.91 12.06 12.96 7.95 8.17 8.26 8.43 8.26 8.54 1982 Jan. Feb. Mar. Apr. May 22 29 5 12 12.55 13.40 19 26 3 10 31 July 7 14 21 28 5 12 19 Aug. 26 2 9 16 23 30 Sep. Oct. Nov. 6 13 20 27 4 11 18 25 1 8 15 22 29 Dec. 13.93 Jan. Feb. Mar. 8.06 8.12 8.25 8.35 21 8.68 12.89 28 4 8.66 8.71 8.71 12.85 12.90 8.17 8.25 12.50 12.47 12.72 12.64 11 18 8.20 8.22 12.68 12.78 12.24 8.03 8.15 8.04 8.14 8.13 8.14 12.25 12.19 12.19 11.48 11.52 11.68 11.59 12.07 12.25 12.12 12.50 12.59 13.27 13.03 13.42 12.81 11.80 11.14 12.98 11.97 11.44 10.56 11.38 10.67 10.94 9.82 9.63 10.03 8.62 7.75 8.60 8.57 8.99 9.75 9.61 8.16 7.85 9.70 9.44 7.80 8.10 7.43 7.44 9.20 9.23 7.73 7.76 8.47 8.03 7.81 7.96 8.45 7.94 6 8.28 7.96 13 20 27 8.00 7.86 7.98 8.23 8.40 8.54 8.11 May 16 23 30 June July Aug. Sep. Oct. Nov. 8.05 Dec. 8.65 8.64 8.79 8.83 9.10 9.07 9.20 9.26 18 25 1 8 9.19 9.37 9.31 9.56 9.70 9.57 9.43 29 9.18 9.28 5 12 19 9.21 9.04 8.99 26 3 10 17 8.73 8.72 24 31 7 8.66 8.41 8.83 8.63 14 8.83 8.78 21 8.81 28 5 12 8.90 9.00 8.93 9.04 8.94 19 26 Apr. May 8.47 8.67 8.73 8.98 9.09 9.13 9.36 Mar. 8.05 13 20 27 4 11 15 22 8.51 8.25 8.21 8.10 6 8.10 8.46 Feb. 7.97 13.24 12.80 25 2 9 Jan. 8.39 12.67 Apr. Auctioned Week of' 3m onth 6montf 2 9.04 9.19 9 16 8.92 8.82 8.92 9.10 8.92 1984 1983 4 11 17 24 June Auctioned Week of1 June 9.02 9.14 July Aug. 23 30 8.87 9.01 8.97 6 13 9.08 9.04 9.11 9.16 20 27 9.28 9.33 5 12 9.13 9.20 9.24 9.37 19 26 2 9.65 9.76 9.67 9 16 23 9.66 9.80 9.64 9.92 9.74 30 7 9.68 9.99 9.88 10.27 14 21 10.07 9.95 10.40 10.38 28 9.83 10.62 4 11 18 9.90 10.07 10.01 10.57 10.66 10.49 9.77 10.49 10.54 25 2 9 16 10.01 10.04 10.17 23 10.30 30 6 10.40 10.55 10.49 9.37 9.52 9.79 9.88 9.83 9.82 10.52 10.60 10.64 10.64 10.68 10.63 9.55 9.29 13 20 10.40 9.53 27 3 10.60 10.63 10.59 10.70 10.75 10 17 24 10.39 10.33 10.49 10.40 10.27 10.23 10.11 9.98 9.54 10.39 10.35 10.21 9.38 8.82 9.59 9.07 8.91 29 5 12 8.73 8.99 8.96 9.05 19 26 8.59 8.43 8.79 8.50 3 10 17 24 31 8.52 8.38 7.97 7.75 7.86 8.67 8.57 9.40 9.14 9.06 8.84 8.92 8.97 Sep. Oct. 8.79 8.91 8.68 9.02 9.16 9.12 9.24 9.14 Nov. Dec. 1 8 15 22 'The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. 10.08 9.57 8.15 8.04 8.19 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of1 3m onth 6m onth 1985 Jan. Feb. Mar. Apr. May July 8.20 18 25 4 8.15 8.36 8.73 11 8.48 8.64 18 25 1 8.41 8.18 8 8.14 15 22 8.04 7.62 7.87 29 6 27 3 10 17 24 Nov. Dec. 5.59 5.58 6.43 6.32 23 5.55 5.72 5.55 5.80 5.53 5.98 5.63 6.08 5.77 5.79 6.00 6.14 5.81 5.47 6.16 5.74 6.03 5.70 6.34 6.18 6.10 5.99 15 22 5.81 5.59 5.70 5.64 29 6 5.82 5.62 13 5.55 6.00 5.68 5.54 20 27 6.14 6.14 5.96 6.35 6.19 8.27 7.87 14 21 5.84 5.86 8.11 7.93 7.90 7.43 28 5 6.08 6.07 12 19 6.07 6.22 26 2 6.15 6.33 9 16 6.31 6.11 23 30 7 14 6.09 5.99 21 28 4 11 5.72 5.86 Mar. Apr. May June July 7.20 7.35 7.40 7.52 7.36 Aug. 7.28 7.21 7.30 Sep. 5.85 5.78 5.70 5.60 18 25 1 8 5.64 5.32 5.12 5.24 7.17 6.81 7.39 7.32 7.05 15 22 5.16 5.25 7.07 7.14 7.24 7.32 29 6 5.20 7.36 7.32 13 20 28 4 7.20 7.18 7.24 7.21 7.37 Nov. 27 3 11 18 7.21 7.24 25 2 7.15 7.19 Dec. 9 16 7.05 7.00 7.26 7.02 7.01 10 17 24 1 23 30 7.02 7.04 7.05 7.07 7 14 21 5.63 5.58 31 7 8.55 8.56 7.00 30 9 16 6.52 6.36 7.08 7.07 6.54 6.55 6.55 17 24 7.00 7.12 7.22 5.69 5.70 5.41 5.51 10 8.98 8.79 9.04 8.86 6.92 7.06 2 23 2 5.72 5.66 5.40 5.47 6.97 6.96 6.92 1 5 12 9 16 17 24 3 Feb. 8.25 8.53 8 7.23 7.23 7.30 7.14 7.14 Feb. 6.99 7.18 6.73 7.06 7.03 7.21 5.43 5.27 3 10 8.30 8.28 7.39 7.16 7.35 6.90 7.24 9 16 23 Oct. 7.76 7.69 7.28 7.22 5.55 5.38 5.23 5.44 5.58 6.98 6.92 7.68 7.76 11 5.53 20 27 21 28 4 8.16 5 7.28 7.14 7.03 Jan. 7.30 7.23 7.26 Oct. 7.26 6month 12 19 26 2 7.11 7.23 8.05 7.93 7.97 3m onth Jan. 7.05 8.02 7.74 Auctioned Week of1 1987 6 7.78 19 26 Sep. 6m onth 13 7 14 15 22 29 Aug. 3m onth 1 98 6 13 20 June Auctioned Week of1 8 15 22 29 5.08 5.13 5.30 5.18 5.23 5.41 5.39 5.35 5.40 5.51 5.55 5.49 5.68 7.06 7.23 7.03 7.00 6.87 6.17 5.93 Mar. Apr. 13 20 5.87 6.14 6.09 6.10 May 27 4 11 June 25 1 8 18 6.28 6.21 6.41 6.39 6.18 6.13 5.96 5.85 July 5.80 5.77 5.89 5.73 5.60 5.65 Aug. 3 10 17 24 5.35 5.17 5.35 5.34 30 6 Sep. 31 7 14 5.39 21 5.37 5.13 5.22 28 5 12 19 Oct. 5.39 5.21 5.30 5.54 5.44 5.39 5.46 5.50 5.58 5.56 5.68 Nov. Dec. 5.93 5.97 6.12 6.19 5.43 5.59 5.95 5.93 6.20 6.20 6.15 6.14 6.12 6.45 6.32 6.16 6.34 6.72 6.64 — 6.59 — 6.83 6.49 6.96 7.34 6.96 6.84 5.12 7.21 5.98 26 2 9 16 23 5.80 5.74 6.24 6.24 6.01 5.70 30 5.49 7 14 21 5.81 6.00 5.96 5.73 6.33 6.11 6.12 6.42 28 ‘The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. 6.45 6.48 6.32 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of1 3m onth 6month Feb. Mar. Apr. 4 5.90 5.85 18 5.98 25 1 8 5.85 5.74 5.63 15 5.73 5.85 6.03 22 29 5.64 5.62 5.83 5.86 7 14 5.74 5.65 5.76 5.69 5.98 5.93 5.78 5.96 6.00 Mar. 6.21 6.19 6.14 6.28 Apr. May 6.28 6.34 6.41 6.51 6.50 6.71 6.53 6.44 6.83 6.72 21 28 4 25 2 9 16 23 30 June July Aug. Sep. 6 13 20 27 4 11 Nov. Dec. 6m onth 5.78 5.92 6.13 6.31 6.44 6.51 6.59 6.33 6.37 6.19 6.11 Feb. June 6.67 6.57 6.83 6.75 6.71 July 2 8.24 9 8.36 16 8.30 23 30 6 8.26 8.33 8.57 13 8.49 8.54 20 27 8.51 8.73 8.50 6 13 20 27 3 8.65 8.69 9.00 9.10 8.87 10 8.71 17 24 1 8.57 8.66 8.64 8 8.41 15 22 29 8.21 8.32 5 8.50 8.17 12 19 8.13 8.22 26 3 8.07 7.96 7.76 7.87 6.72 6.76 6.88 6.99 7.09 7.09 10 17 24 6.89 6.94 7.15 31 15 22 7.05 7.18 29 5 12 7.26 7.26 26 3 10 17 24 31 7.21 7.17 7.23 7.23 7.32 7.26 7.51 7.51 Aug. 7.50 7.40 7.41 7.34 7.48 7.46 Sep. Oct. 7 14 21 28 4 9 16 23 7.63 7.37 7.52 30 6 7.78 7.67 7.68 7.48 7.71 21 28 7.82 7.97 8.05 7.87 7.99 13 20 5 8.04 8.13 8.25 27 4 12 19 7.98 8.14 26 8.22 Nov. Dec. 8.77 8.66 7.61 7.63 8.21 11 7.55 7.60 8.29 8.33 18 25 7.62 7.77 Feb. Mar. 8.76 9.04 9.12 8.84 Apr. 8.78 8.59 8.72 8.64 8.39 8.19 8.33 8.36 7.99 7.79 8.08 7.78 7.63 7.50 7.94 7.72 7.83 7.37 7.54 8.39 8.53 8.01 7.99 25 2 Jan. 8.35 8.31 8.09 7.65 7.94 11 18 7.46 7.55 7.54 8.37 8.48 7.67 7.73 7.35 7.70 7.88 7.64 7.64 7.36 7.45 7 14 Auctioned Week of1 3month 6m onth 1990 18 25 1 8 19 Oct. 5.98 6.35 Jan. 11 11 18 May 3m onth 1989 1988 Jan. Auctioned Week of1 May June 1 7.64 7.52 8 15 7.57 7.68 7.44 7.54 22 29 5 12 7.66 7.77 7.83 7.65 7.58 7.73 7.72 7.65 19 26 7.80 7.72 7.77 7.70 5 7.85 7.79 12 19 26 2 9 7.96 7.97 7.85 7.83 7.80 7.89 7.92 7.83 7.81 7.80 16 23 7.71 7.78 7.75 7.91 30 7 7.91 7.79 8.03 7.84 14 21 7.67 7.74 28 4 7.80 7.69 7.68 7.79 7.74 7.62 11 7.73 7.74 7.64 7.64 7.78 7.67 7.60 18 25 July 2 9 16 7.73 7.81 7.62 23 7.49 7.40 7.83 7.85 30 6 13 7.50 7.23 7.41 7.37 7.19 7.31 20 7.55 7.45 7.88 7.87 7.64 27 3 10 7.49 7.39 7.41 7.48 7.36 7.34 17 24 7.39 7.30 7.32 7.18 7.19 7.33 7.21 7.21 7.18 7.20 7.12 7.22 7.16 7.13 Aug. Sep. 7.64 7.79 7.92 7.60 7.42 7.50 7.62 7.49 Oct. Nov. 7.51 7.40 7.45 7.30 7.41 7.43 7.64 Dec. 1 8 15 22 29 5 7.07 7.05 12 19 26 7.05 7.08 7.02 7.02 7.05 6.96 3 7.06 10 17 6.86 6.96 6.74 6.77 24 31 6.78 6.52 6.52 'The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 10 - 7.75 7.52 6.57 6.48 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of1 3m onth 6m onth Feb. Mar. Apr. 7 14 6.52 6.12 6.51 6.21 21 28 4 11 6.14 6.22 6.21 6.28 5.94 5.85 18 25 4 11 18 25 1 8 15 22 29 May 3m onth 6 13 20 5.97 5.86 5.94 Jan. 6 13 20 27 Feb. 3 10 3.86 3.72 17 24 3.83 3.93 3.96 2 9 4.02 4.02 4.09 4.08 4.10 5.79 5.68 30 6 4.08 3.95 5.57 5.69 5.67 5.79 3.60 3.69 5.60 5.50 5.50 5.68 5.61 13 20 27 4 11 18 3.61 25 1 3.75 3.75 3.71 4.08 3.71 3.65 3.64 June 5.46 5.59 5.60 5.61 July 10 17 24 1 8 15 5.58 5.56 22 5.60 29 5 12 5.58 5.51 5.30 5.17 5.40 5.69 5.59 5.39 5.23 5.47 3 10 17 24 5.34 5.29 5.19 5.18 5.39 5.30 5.22 5.23 31 7 14 21 2.89 2.91 5.11 5.04 5.14 5.08 28 5 2.73 2.67 4.99 5.04 5.03 12 5.11 5.04 19 26 2 2.88 2.94 19 Sep. 26 2 9 16 Oct. 23 30 7 14 21 28 Nov. Dec. 4 11 5.58 5.59 4.99 4.74 4.64 18 25 2 4.58 4.44 4.39 9 16 4.21 4.14 23 30 3.75 3.91 June 5.78 5.79 5.76 5.71 5.71 5.70 5.72 4.80 4.71 4.62 8 15 22 29 July Aug. Sep. Oct. Nov. 4.20 4.19 3.85 3.91 6 13 20 27 9 16 4.50 4.39 Dec. 3.03 2.98 2.97 3.13 3.09 2.94 3.09 2.93 2.96 2.97 2.98 3.08 3.06 18 5.80 5.60 5.63 5.66 5.65 5.71 3.28 3.19 25 1 3.93 3.93 3.80 16 23 5.50 3.15 3.07 3.84 5.82 5.84 May 4 11 3.84 5.83 5.86 Apr. Jan. 3.86 3.87 6.09 5.85 Mar. 6m onth 3.85 3.83 3.78 5.91 6.01 6.06 5.91 6.01 3m onth Auctioned Week of1 1993 27 3 Aug. 6m onth 1992 1991 Jan. Auctioned Week of1 3.66 3.67 3.59 3.23 3.22 3.16 3.18 3.20 3.13 3.10 3.14 3.17 2.91 2.97 3.05 3.10 3.13 23 30 7 14 3.27 3.31 21 28 3.16 3.22 3.29 3.26 Feb. 8 15 22 Mar. 4.27 4.19 4.02 3.73 3.86 3.85 3.78 3.74 29 Apr. May 3.71 3.90 3.90 3.83 June July Aug. 3.26 2.95 2.90 Sep. Oct. 3.27 3.31 3.37 3.45 3.46 3.37 3.43 3.32 3.38 Nov. 3.04 3.04 2.89 2.82 3.00 2.96 2.88 2.88 2.95 2.98 2.99 2.89 3.00 3.06 3.08 3.14 3.07 3.10 3.01 3.04 3.10 3.14 19 26 3.05 3.10 3.10 3.15 3.24 2 9 16 23 30 6 4 25 1 22 29 6 13 20 27 3.05 3.03 3.02 3.02 2.95 2.98 3.25 3.18 3.12 3.12 3.11 3.03 3.06 2.93 2.90 2.96 3.04 3.06 3.02 3.06 3.08 3.14 3.19 3.11 3.11 3.11 3.14 3.25 3.28 3.12 3.26 3.27 3.11 3.06 3.06 3.06 ‘The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 11 - 3.10 3.05 8 15 Dec. 3.05 2.96 2.92 5 12 31 7 14 11 18 3.10 3.22 3.00 2.94 3.05 3.09 3.12 3.19 3.22 3.30 3.19 3.19 3.14 13 20 27 2.93 2.85 2.78 2.95 19 26 3 10 17 21 28 3.31 3.24 3.27 3.30 3.19 3.18 3.24 5 12 24 3.75 3.77 3.66 3.32 1 8 15 22 4.13 4.27 3.10 3.08 3.12 3.26 3.30 3.26 3.25 3.21 U.S. TREASURY BILLS Weekly auction averages Auctioned Week of1 3m onth 6m onth 3 3.10 3.29 10 17 3.02 2.99 3.18 3.15 24 2.96 3.14 31 2.99 3.24 3.16 3.40 3.43 1994 Jan. Feb. Apr. May June July Aug. Sep. Oct. Nov. Dec. 6m onth 2 5.78 9 16 5.87 5.77 6.37 6.42 23 30 5.80 5.79 6 13 20 27 5.83 5.82 1995 7 14 21 Mar. 3m onth Auctioned Week of1 3.28 28 3.33 3.40 7 3.52 14 3.57 21 3.61 28 4 3.50 3.71 11 3.63 18 25 3.76 3.85 2 9 16 23 4.00 4.32 4.22 4.23 30 6 4.23 4.15 Jan. Feb. 3.53 3.61 3.75 3.85 3.90 3.85 4.02 Mar. 20 Apr. 4.03 4.21 4.25 4.41 4.81 6 13 27 3 10 17 24 May 4.69 4.63 4.67 Jun. 5.74 6.19 6.24 6.12 6.10 6.15 6.01 5.73 5.77 5.76 5.90 5.76 5.64 5.91 5.80 5.90 5.76 5.70 5.56 6.00 5.92 5.84 5.69 5.75 5.84 1 8 5.66 5.74 5.63 5.65 15 22 5.71 5.72 5.69 5.72 29 5 5.64 5.48 5.61 5.35 12 5.57 19 26 3 5.46 5.35 5.53 5.56 5.42 13 4.16 4.53 4.55 20 27 4 11 4.18 4.20 4.31 4.55 4.60 4.74 4.50 4.94 10 5.40 18 25 1 4.31 4.43 4.35 4.71 4.83 17 24 31 5.46 5.47 5.44 8 15 4.43 4.59 7 14 5.41 5.42 22 29 4.62 4.61 5.43 5.34 5 12 4.58 4.61 21 28 4 11 5.30 5.34 5.30 5.33 19 26 4.61 4.79 4.92 4.92 4.92 18 25 5.25 5.14 5.22 5.27 5.34 5.38 5.32 5.34 5.33 5.31 3 10 17 24 31 7 5.07 5.07 14 5.25 5.29 21 28 5.40 5.44 5 12 5.83 5.76 4.75 4.93 4.99 4.98 4.93 4.89 Jul. Aug. Sep. 4.99 5.05 5.22 5.38 5.34 5.34 5.51 5.51 5.68 5.72 Oct. 2 9 16 23 30 5.31 5.32 5.22 6 13 5.29 5.36 5.43 5.85 20 5.34 5.86 6.33 6.32 27 4 11 5.32 5.29 5.30 Nov. Dec. 19 5.59 6.30 18 5.15 26 5.56 6.24 25 4.91 5.34 5.46 5.30 5.40 5.46 5.39 5.40 5.42 5.43 5.34 5.29 5.33 5.25 5.25 5.19 5.20 5.15 5.04 'The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 12 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. 8.10 8.24 8.17 7.73 7.79 7.59 7.79 7.82 7.51 7.24 6.97 7.15 7.21 7.13 7.07 7.06 7.39 7.50 7.45 7.39 7.55 7.84 7.85 7.84 7.84 7.10 7.56 7.59 7.61 7.46 6.99 7.46 7.57 7.59 7.53 6.73 7.12 7.29 7.40 7.39 6.43 6.96 7.12 7.32 7.33 5.51 6.25 6.47 6.76 6.84 5.00 5.75 5.95 6.23 6.39 6.90 7.29 7.38 7.38 7.35 — — — — 7.75 7.94 7.97 7.93 7.91 - — — — — — — — — 4.57 5.60 5.89 6.16 6.24 3.89 5.07 5.56 5.94 6.11 3.69 4.50 5.00 5.42 5.70 4.30 5.22 5.65 5.87 5.83 5.04 5.97 6.28 6.42 6.39 5.64 6.32 6.53 6.65 6.52 6.04 6.74 6.85 6.92 6.73 5.80 6.35 6.55 6.67 6.58 5.41 5.89 6.14 6.20 6.14 4.91 5.56 5.93 5.98 5.93 4.67 5.35 5.78 5.94 5.81 4.60 5.27 5.69 5.97 5.93 4.88 5.65 5.99 6.18 6.16 — — — — — — — — — — — — — ...... ...... ...... ...... ...... ...... 4.28 5.14 5.59 5.91 5.95 4.67 5.56 5.87 6.05 6.07 4.96 5.88 6.17 6.22 6.19 4.64 5.55 5.85 6.07 6.13 4.93 5.64 5.91 6.06 6.11 5.52 6.06 6.25 6.43 6.55 — 5.52 6.05 6.18 6.35 6.48 — 4.96 5.72 5.98 6.15 6.21 — 4.98 5.79 6.02 6.19 6.21 — 5.52 6.01 6.16 6.20 6.36 — 4.96 5.78 5.97 6.09 6.11 — 5.27 5.94 6.12 6.18 6.28 — 4.27 5.25 5.69 5.99 6.08 — — — — 1-year ....... 3-year ....... 5-year ....... 7-year ....... 10-year...... 30-year ....... 5.89 6.27 6.34 6.36 6.46 — 6.19 6.58 6.60 6.60 6.64 — 6.85 6.86 6.80 6.76 6.71 — 6.85 6.78 6.67 6.67 6.67 — 6.89 6.83 6.80 6.83 6.85 — 7.31 6.84 6.69 6.81 6.90 — 8.39 7.54 7.33 7.23 7.13 — 8.82 7.89 7.63 7.52 7.40 — 8.31 7.25 7.05 7.08 7.09 — 7.40 6.81 6.77 6.78 6.79 7.57 7.00 6.92 6.89 6.73 7.27 6.81 6.80 6.77 6.74 7.31 6.95 6.87 6.86 6.84 — — — — 7.42 6.96 6.95 6.88 6.99 6.88 6.76 6.82 6.92 6.96 7.76 7.35 7.31 7.34 7.21 8.62 8.05 7.92 7.77 7.51 8.78 8.27 8.18 7.93 7.58 8.67 8.15 8.10 7.90 7.54 8.80 8.41 8.38 8.19 7.81 9.36 8.66 8.63 8.41 8.04 8.87 8.41 8.37 8.25 8.04 8.05 8.00 7.97 7.92 7.90 7.66 7.61 7.68 7.68 7.68 7.31 7.24 7.31 7.38 7.43 8.18 7.82 7.80 7.71 7.56 — — — — — — — — — — — — — 6.83 7.23 7.41 7.45 7.50 5.98 6.65 7.11 7.30 7.39 6.11 6.81 7.30 7.58 7.73 6.90 7.76 7.99 8.11 8.23 6.39 7.39 7.72 7.90 8.06 6.29 7.17 7.51 7.69 7.86 7.11 7.72 7.92 7.99 8.06 7.70 8.16 8.33 8.37 8.40 7.75 8.29 8.37 8.39 8.43 6.95 7.81 7.97 8.06 8.14 6.49 7.46 7.80 7.98 8.05 6.60 7.43 7.76 7.93 8.00 6.76 7.49 7.77 7.90 7.99 — — — — — — — — — — — — — 5.81 6.99 7.46 7.67 7.74 5.91 7.06 7.45 7.72 7.79 6.21 7.13 7.49 7.65 7.73 5.92 6.84 7.25 7.44 7.56 6.40 7.27 7.59 7.77 7.90 6.52 7.31 7.61 7.76 7.86 6.20 7.12 7.49 7.70 7.83 6.00 6.86 7.31 7.58 7.77 5.84 6.66 7.13 7.41 7.59 5.50 6.24 6.75 7.16 7.41 5.29 6.09 6.52 6.86 7.29 4.89 5.68 6.10 6.37 6.87 5.88 6.77 7.18 7.42 7.61 — — — — — --- --- 1970 1-year....... 3-year ...... 5-year ...... 7-year ...... 10-year ...... 30-year 1971 1-year....... 3-year....... 5-year....... 7-year ....... 10-year....... 30-year 1972 1-year 3-year 5-year 7-year 10-year 30-year — — 1973 1974 1-year ...... 3-year....... 5-year....... 7-year....... 10-year...... 30-year 1975 1-year ...... 3-year ...... 5-year ...... 7-year ...... 10-year....... 30-year 1976 1-year 3-year 5-year 7-year 10-year 30-year ...... ....... ...... ...... ...... 'Yields on Treasury securities at “constant m aturity" are estim ated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its tim e to m aturity, is based on the closing m arket bid yields on actively traded Treasury securities in the over-the-counter market. These m arket yields are calculated from the composites of quotations reported by five leading U.S. governm ent securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from the yield curve at fixed m aturities. This m ethod perm its estim ation of the yield for a 10-year m aturity, for example, even if no outstanding security has exactly 10 years rem aining to m aturity. - 13 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. 5.29 6.22 6.58 6.92 7.21 5.47 6.44 6.83 7.16 7.39 5.50 6.47 6.93 7.20 7.46 5.44 6.31 6.79 7.11 7.37 5.80 6.39 6.76 7.05 7.28 5.94 6.51 6.84 7.12 7.33 6.37 6.79 7.03 7.24 7.40 6.53 6.84 7.04 7.21 7.34 6.97 7.19 7.32 7.44 7.52 6.95 7.22 7.34 7.46 7.58 6.96 7.30 7.48 7.59 7.69 6.09 6.69 6.99 7.23 7.42 — — — — 5.84 6.55 6.94 7.26 7.46 — — — — — — — — — 7.28 7.61 7.77 7.86 7.96 8.18 7.34 7.67 7.83 7.94 8.03 8.25 7.31 7.70 7.86 7.95 8.04 8.23 7.45 7.85 7.98 8.06 8.15 8.34 7.82 8.07 8.18 8.25 8.35 8.43 8.09 8.30 8.36 8.40 8.46 8.50 8.39 8.54 8.54 8.55 8.64 8.65 8.31 8.33 8.33 8.38 8.41 8.47 8.64 8.41 8.43 8.42 8.42 8.47 9.14 8.62 8.61 8.64 8.64 8.67 10.01 9.04 8.84 8.80 8.81 8.75 10.30 9.33 9.08 9.03 9.01 8.88 8.34 8.29 8.32 8.36 8.41 8.49 ...... ...... ...... ...... ...... ...... 10.41 9.50 9.20 9.14 9.10 8.94 10.24 9.29 9.13 9.11 9.10 9.00 10.25 9.38 9.20 9.15 9.12 9.03 10.12 9.43 9.25 9.21 9.18 9.08 10.12 9.42 9.24 9.23 9.25 9.19 9.57 8.95 8.85 8.86 8.91 8.92 9.64 8.94 8.90 8.92 8.95 8.93 9.98 9.14 9.06 9.05 9.03 8.98 10.84 9.69 9.41 9.38 9.33 9.17 12.44 10.95 10.63 10.47 10.30 9.85 12.39 11.18 10.93 10.80 10.65 10.30 11.98 10.71 10.42 10.42 10.39 10.12 10.67 9.71 9.52 9.48 9.44 9.29 1-year ...... 3-year ...... 5-year...... 7-year...... 10-year...... 30-year 12.06 10.88 10.74 10.77 10.80 10.60 13.92 12.84 12.60 12.53 12.41 12.13 15.82 14.05 13.47 13.00 12.75 12.34 13.30 12.02 11.84 11.49 11.47 11.40 9.39 9.44 9.95 10.09 10.18 10.36 8.16 8.91 9.21 9.45 9.78 9.81 8.65 9.27 9.53 9.84 10.25 10.24 10.24 10.63 10.84 10.95 11.10 11.00 11.52 11.57 11.62 11.57 11.51 11.34 12.49 12.01 11.86 11.79 11.75 11.59 14.15 13.31 12.83 12.71 12.68 12.37 14.88 13.65 13.25 13.00 12.84 12.40 12.05 11.55 11.48 11.43 11.46 11.30 14.08 13.01 12.77 12.66 12.57 12.14 14.57 13.65 13.41 13.28 13.19 12.80 13.71 13.51 13.41 13.24 13.12 12.69 14.32 14.09 13.99 13.85 13.68 13.20 16.20 15.08 14.63 14.30 14.10 13.60 14.86 14.29 13.95 13.67 13.47 12.96 15.72 15.15 14.79 14.49 14.28 13.59 16.72 16.00 15.56 15.22 14.94 14.17 16.52 16.22 15.93 15.65 15.32 14.67 15.38 15.50 15.41 15.33 15.15 14.68 12.41 13.11 13.38 13.42 13.39 13.35 12.85 13.66 13.60 13.62 13.72 13.45 14.78 14.44 14.24 14.06 13.91 13.44 14.32 14.64 14.65 14.67 14.59 14.22 14.73 14.73 14.54 14.46 14.43 14.22 13.95 14.13 13.98 13.93 13.86 13.53 13.98 14.18 14.00 13.94 13.87 13.37 13.34 13.77 13.75 13.74 13.62 13.24 14.07 14.48 14.43 14.47 14.30 13.92 13.24 14.00 14.07 14.07 13.95 13.55 11.43 12.62 13.00 13.14 13.06 12.77 10.85 12.03 12.25 12.36 12.34 12.07 9.32 10.62 10.80 10.88 10.91 11.17 9.16 9.98 10.38 10.53 10.55 10.54 8.91 9.88 10.22 10.49 10.54 10.54 12.27 12.92 13.01 13.06 13.00 12.76 8.62 9.64 10.03 10.36 10.46 10.63 8.92 9.91 10.26 10.56 10.72 10.88 9.04 9.84 10.08 10.31 10.51 10.63 8.98 9.76 10.02 10.29 10.40 10.48 8.90 9.66 10.03 10.30 10.38 10.53 9.66 10.32 10.63 10.83 10.85 10.93 10.20 10.90 11.21 11.35 11.38 11.40 10.53 11.30 11.63 11.77 11.85 11.82 10.16 11.07 11.43 11.61 11.65 11.63 9.81 10.87 11.28 11.47 11.54 11.58 9.94 10.96 11.41 11.61 11.69 11.75 10.11 11.13 11.54 11.78 11.83 11.88 9.57 10.45 10.80 11.02 11.10 11.18 1977 1-year...... 3-year...... 5-year...... 7-year ...... 10-year...... 30-year...... 1978 1-year ....... 3-year ...... 5-year...... 7-year...... 10-year ...... 30-year ....... 1979 1-year 3-year 5-year 7-year 10-year 30-year 1980 1981 1-year....... 3-year ...... 5-year ...... 7-year...... 10-year...... 30-year 1982 1-year ....... 3-year....... 5-year ....... 7-year ...... 10-year ...... 30-year 1983 1-year ...... 3-year ...... 5-year ...... 7-year ...... 10-year....... 30-year ‘Yields on Treasury securities at “constant m aturity” are estim ated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its tim e to m aturity, is based on the closing m arket bid yields on actively traded Treasury securities in the over-the-counter m arket. These m arket yields are calculated from the composites of quotations reported by five leading U.S. governm ent securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from the yield curve at fixed m aturities. This method perm its estim ation of the yield for a 10-year m aturity, for example, even if no outstanding security has exactly 10 years rem aining to m aturity. - 14 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. 9.90 10.93 11.37 11.58 11.68 11.75 10.04 11.05 11.54 11.75 11.84 11.95 10.59 11.59 12.02 12.25 12.32 12.38 10.90 11.98 12.56 12.56 12.63 12.65 11.66 12.75 13.17 13.34 13.41 13.43 12.08 13.18 13.48 13.56 13.56 13.44 12.03 13.08 13.27 13.35 13.36 13.21 11.82 12.50 12.68 12.75 12.72 12.54 11.58 12.34 12.53 12.60 12.52 12.29 10.90 11.85 12.06 12.16 12.16 11.98 9.82 10.90 11.33 11.49 11.57 11.56 9.33 10.56 11.07 11.45 11.50 11.52 10.89 11.89 12.24 12.40 12.44 12.39 9.02 10.43 10.93 11.27 11.38 11.45 9.29 10.55 11.13 11.44 11.51 11.47 9.86 11.05 11.52 11.82 11.86 11.81 9.14 10.49 11.01 11.34 11.43 11.47 8.46 9.75 10.34 10.72 10.85 11.05 7.80 9.05 9.60 10.08 10.16 10.45 7.86 9.18 9.70 10.16 10.31 10.50 8.05 9.31 9.81 10.20 10.33 10.56 8.07 9.37 9.81 10.24 10.37 10.61 8.01 9.25 9.69 10.11 10.24 10.50 7.88 8.88 9.28 9.62 9.78 10.06 7.68 8.40 8.73 9.11 9.26 9.54 8.43 9.64 10.12 10.51 10.62 10.78 7.73 8.41 8.68 9.03 9.19 9.40 7.61 8.10 8.34 8.58 8.70 8.93 7.03 7.30 7.46 7.67 7.78 7.96 6.44 6.86 7.05 7.16 7.30 7.39 6.65 7.27 7.52 7.65 7.71 7.52 6.73 7.41 7.64 7.75 7.80 7.57 6.27 6.86 7.06 7.22 7.30 7.27 5.93 6.49 6.80 7.01 7.17 7.33 5.77 6.62 6.92 7.28 7.45 7.62 5.72 6.56 6.83 7.24 7.43 7.70 5.80 6.46 6.76 7.08 7.25 7.52 5.87 6.43 6.67 6.97 7.11 7.37 6.46 7.06 7.31 7.55 7.68 7.80 5.78 6.41 6.64 6.92 7.08 7.39 5.96 6.56 6.79 7.06 7.25 7.54 6.03 6.58 6.79 7.06 7.25 7.55 6.50 7.32 7.57 7.83 8.02 8.25 7.00 8.02 8.26 8.47 8.61 8.78 6.80 7.82 8.02 8.27 8.40 8.57 6.68 7.74 8.01 8.27 8.45 8.64 7.03 8.03 8.32 8.59 8.76 8.97 7.67 8.67 8.94 9.26 9.42 9.59 7.59 8.75 9.08 9.37 9.52 9.61 6.96 7.99 8.35 8.69 8.86 8.95 7.17 8.13 8.45 8.82 8.99 9.12 6.76 7.67 7.94 8.23 8.38 8.58 ....... ...... ....... ....... ...... 6.99 7.87 8.18 8.48 8.67 8.83 6.64 7.38 7.71 8.02 8.21 8.43 6.71 7.50 7.83 8.19 8.37 8.63 7.01 7.83 8.19 8.52 8.72 8.95 7.40 8.24 8.58 8.89 9.09 9.23 7.49 8.22 8.49 8.78 8.92 9.00 7.75 8.44 8.66 8.91 9.06 9.14 8.17 8.77 8.94 9.13 9.26 9.32 8.09 8.57 8.69 8.87 8.98 9.06 8.11 8.43 8.51 8.69 8.80 8.89 8.48 8.72 8.79 8.89 8.96 9.02 8.99 9.11 9.09 9.13 9.11 9.01 7.65 8.26 8.47 8.71 8.85 8.96 ...... ....... ...... ....... ...... 9.05 9.20 9.15 9.14 9.09 8.93 9.25 9.32 9.27 9.23 9.17 9.01 9.57 9.61 9.51 9.43 9.36 9.17 9.36 9.40 9.30 9.24 9.18 9.02 8.98 8.98 8.91 8.88 8.86 8.83 8.44 8.37 8.29 8.31 8.28 8.27 7.89 7.83 7.83 7.94 8.02 8.08 8.18 8.13 8.09 8.11 8.11 8.12 8.22 8.26 8.17 8.23 8.19 8.15 7.99 8.02 7.97 8.03 8.01 8.00 7.77 7.80 7.81 7.86 7.87 7.90 7.72 7.77 7.75 7.85 7.84 7.90 8.54 8.56 8.50 8.52 8.50 8.45 ....... ....... ...... ...... ...... ...... 7.92 8.13 8.12 8.20 8.21 8.26 8.11 8.39 8.42 8.48 8.47 8.50 8.35 8.63 8.60 8.65 8.59 8.56 8.40 8.78 8.77 8.81 8.79 8.76 8.32 8.69 8.74 8.78 8.76 8.73 8.10 8.40 8.43 8.52 8.48 8.46 7.94 8.26 8.33 8.46 8.47 8.50 7.78 8.22 8.44 8.64 8.75 8.86 7.76 8.27 8.51 8.79 8.89 9.03 7.55 8.07 8.33 8.59 8.72 8.86 7.31 7.74 8.02 8.28 8.39 8.54 7.05 7.47 7.73 8.00 8.08 8.24 7.89 8.26 8.37 8.52 8.55 8.61 1984 1-year ...... 3-year....... 5-year ...... 7-year ...... 10-year....... 30-year 1985 1-year....... 3-year ...... 5-year ...... 7-year....... 10-year ...... 30-year.... 1986 1-year ...... 3-year....... 5-year ...... 7-year...... 10-year....... 30-year 1987 1-year ....... 3-year....... 5-year....... 7-year....... 10-year ...... 30-year 1988 1-year 3-year 5-year 7-year 10-year 30-year 1989 1-year 3-year 5-year 7-year 10-year 30-year 1990 1-year 3-year 5-year 7-year 10-year 30-year ’Yields on Treasury securities at “constant m aturity” are estimated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its tim e to m aturity, is based on the closing m arket bid yields on actively traded Treasury securities in the over-the-counter m arket. These m arket yields are calculated from the composites of quotations reported by five leading U.S. governm ent securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from the yield curve at fixed m aturities. This m ethod perm its estim ation of the yield for a 10-year m aturity, for example, even if no outstanding security has exactly 10 years rem aining to m aturity. - 15 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. 6.64 7.38 7.70 7.97 8.09 8.27 6.27 7.08 7.47 7.73 7.85 8.03 6.40 7.35 7.77 8.00 8.11 8.29 6.24 7.23 7.70 7.92 8.04 8.21 6.13 7.12 7.70 7.94 8.07 8.27 6.36 7.39 7.94 8.17 8.28 8.47 6.31 7.38 7.91 8.15 8.27 8.45 5.78 6.80 7.43 7.74 7.90 8.14 5.57 6.50 7.14 7.48 7.65 7.95 5.33 6.23 6.87 7.25 7.53 7.93 4.89 5.90 6.62 7.06 7.42 7.92 4.38 5.39 6.19 6.69 7.09 7.70 5.86 6.82 7.37 7.68 7.86 8.14 4.15 5.40 6.24 6.70 7.03 7.58 4.29 5.72 6.58 6.96 7.34 7.85 4.63 6.18 6.95 7.26 7.54 7.97 4.30 5.93 7.15 7.15 7.48 7.96 4.19 5.81 6.69 7.06 7.39 7.89 4.17 5.60 6.48 6.90 7.26 7.84 3.60 4.91 5.84 6.36 6.84 7.60 3.47 4.72 5.60 6.12 6.59 7.39 3.18 4.42 5.38 5.96 6.42 7.34 3.30 4.64 5.60 6.15 6.59 7.53 3.68 5.14 6.04 6.49 6.87 7.61 3.71 5.21 6.08 6.46 6.77 7.44 3.89 5.30 6.19 6.63 7.01 7.67 3.50 4.93 5.83 6.26 6.60 7.34 3.39 4.58 5.43 5.87 6.26 7.09 3.33 4.40 5.19 5.66 5.98 6.82 3.24 4.30 5.13 5.59 5.97 6.85 3.36 4.40 5.20 5.66 6.04 6.92 3.54 4.53 5.22 5.61 5.96 6.81 3.47 4.43 5.09 5.48 5.81 6.63 3.44 4.36 5.03 5.35 5.68 6.32 3.36 4.17 4.73 5.08 5.36 6.00 3.39 4.18 4.71 5.05 5.33 5.94 3.58 4.50 5.06 5.45 5.72 6.21 3.61 4.54 5.15 5.48 5.77 6.25 3.43 4.44 5.14 5.54 5.87 6.59 3.54 4.48 5.09 5.43 5.75 6.29 3.87 4.83 5.40 5.72 5.97 6.49 4.32 5.40 5.94 6.28 6.48 6.91 4.82 5.99 6.52 6.80 6.97 7.27 5.31 6.34 6.78 7.01 7.18 7.41 5.27 6.27 6.70 6.91 7.10 7.40 5.48 6.48 6.91 7.12 7.30 7.58 5.56 6.50 6.88 7.06 7.24 7.49 5.76 6.69 7.08 7.28 7.46 7.71 6.11 7.04 7.40 7.58 7.74 7.94 6.54 7.44 7.72 7.83 7.96 8.08 7.14 7.71 7.78 7.80 7.81 7.87 5.32 6.27 6.69 6.91 7.09 7.37 7.05 7.66 7.76 7.79 7.78 7.85 6.70 7.25 7.37 7.44 7.47 7.61 6.43 6.89 7.05 7.14 7.20 7.45 6.27 6.68 6.86 6.95 7.06 7.36 6.00 6.27 6.41 6.50 6.63 6.95 5.64 5.80 5.93 6.05 6.17 6.57 5.59 5.89 6.01 6.20 6.28 6.72 5.75 6.10 6.24 6.41 6.49 6.86 5.62 5.89 6.00 6.13 6.20 6.55 5.59 5.77 5.86 5.97 6.04 6.37 5.43 5.57 5.69 5.83 5.93 6.26 5.31 5.39 5.51 5.63 5.71 6.06 5.94 6.25 6.38 6.50 6.57 6.88 1991 1-year. 3-year. 5-year. 7-year. 10-year. 30-year. 1992 1-year. 3-year. 5-year. 7-year. 10-year. 30-year. 1993 1-year. 3-year. 5-year. 7-year. 10-year. 30-year. 1994 1-year. 3-year. 5-year. 7-year. 10-year. 30-year. 1995 1-year.. 3-year.. 5-year.. 7-year.. 10-year.. 30-year.. 'Yields on Treasury securities at “constant m aturity” are estim ated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its tim e to m aturity, is based on the closing m arket bid yields on actively traded Treasury securities in the over-the-counter m arket. These m arket yields are calculated from the composites of quotations reported by five leading U.S. governm ent securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from the yield curve at fixed m aturities. This m ethod perm its estim ation of the yield for a 10-year m aturity, for example, even if no outstanding security has exactly 10 years rem aining to m aturity. - 16 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 7year 10year 30year 5.96 5.77 5.74 5.68 5.82 5.82 5.96 6.02 6.39 6.23 6.23 6.06 6.12 5.96 5.75 5.84 6.02 6.09 6.29 6.54 6.69 6.69 6.52 6.48 6.45 6.46 6.28 6.12 6.21 6.11 6.10 6.02 6.00 5.93 5.91 5.89 5.87 5.76 5.80 5.63 5.38 5.41 5.50 5.45 5.51 5.33 5.05 4.92 4.93 4.91 4.86 4.87 7.02 6.94 7.00 6.98 7.00 7.11 7.10 7.05 7.30 7.16 7.13 7.00 7.05 6.88 6.70 6.74 6.91 7.00 7.18 7.38 7.52 7.45 7.33 7.28 7.24 7.27 7.17 7.03 7.16 7.06 6.96 6.86 6.83 6.81 6.75 6.71 6.66 6.61 6.59 6.33 6.02 6.15 6.35 6.30 6.33 6.11 5.79 5.65 5.67 5.69 5.67 5.71 7.44 7.42 7.48 7.47 7.47 7.49 7.44 7.40 7.57 7.54 7.51 7.40 7.40 7.28 7.16 7.19 7.30 7.37 7.54 7.68 7.77 7.72 7.63 7.58 7.53 7.58 7.52 7.42 7.51 7.47 7.45 7.34 7.26 7.22 7.17 7.17 7.14 7.10 7.06 6.87 6.62 6.65 6.81 6.74 6.79 6.58 6.20 6.02 6.09 6.14 6.11 6.14 7.59 7.62 7.71 7.76 7.79 7.79 7.69 7.62 7.75 7.68 7.66 7.57 7.57 7.46 7.35 7.37 7.49 7.59 7.76 7.86 7.89 7.84 7.78 7.74 7.68 7.74 7.72 7.65 7.73 7.71 7.66 7.62 7.56 7.51 7.46 7.45 7.41 7.37 7.37 7.21 7.07 7.09 7.21 7.12 7.05 6.91 6.57 6.36 6.33 6.38 6.40 6.42 7.69 7.70 7.77 7.81 7.84 7.85 7.79 7.71 7.83 7.76 7.75 7.66 7.66 7.57 7.49 7.52 7.62 7.74 7.93 7.95 7.96 7.92 7.88 7.84 7.81 7.86 7.82 7.78 7.86 7.86 7.83 7.82 7.75 7.71 7.67 7.65 7.60 7.54 7.55 7.44 7.34 7.38 7.46 7.40 7.45 7.33 7.12 6.96 6.88 6.89 6.85 6.83 — Week ending1 1976 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 1year 3year 5year 7year 10year 30year 5.02 5.22 5.38 5.50 5.57 5.40 5.37 5.54 5.55 5.52 5.49 5.49 5.45 5.43 5.39 5.41 5.54 5.67 5.87 5.93 5.91 5.86 5.83 5.80 5.79 5.72 5.81 5.88 5.99 6.08 6.24 6.34 6.48 6.42 6.35 6.41 6.57 6.55 6.63 6.79 7.05 7.07 6.96 7.05 6.99 6.92 6.91 6.91 6.94 6.94 6.97 7.01 5.83 6.20 6.33 6.48 6.54 6.39 6.35 6.51 6.49 6.50 6.46 6.44 6.45 6.45 6.22 6.23 6.36 6.49 6.58 6.57 6.56 6.49 6.46 6.35 6.35 6.32 6.40 6.47 6.55 6.61 6.74 6.81 6.85 6.78 6.72 6.75 6.84 6.86 6.94 6.97 7.18 7.28 7.28 7.32 7.24 7.17 7.19 7.22 7.27 7.27 7.33 7.39 6.24 6.59 6.65 6.80 6.88 6.75 6.73 6.95 6.96 6.96 6.90 6.89 6.94 6.94 6.73 6.70 6.80 6.93 6.98 6.95 6.91 6.87 6.84 6.72 6.72 6.68 6.78 6.80 6.86 6.94 7.03 7.06 7.08 7.00 6.93 6.98 7.05 7.06 7.10 7.18 7.32 7.36 7.39 7.45 7.36 7.27 7.30 7.35 7.44 7.46 7.51 7.57 6.59 6.97 6.99 7.09 7.17 7.12 7.13 7.24 7.22 7.23 7.17 7.18 7.22 7.22 7.06 7.04 7.14 7.27 7.31 7.25 7.21 7.17 7.13 7.01 7.01 6.98 7.08 7.09 7.12 7.18 7.27 7.30 7.29 7.18 7.11 7.15 7.22 7.22 7.26 7.32 7.47 7.47 7.50 7.56 7.47 7.41 7.42 7.45 7.54 7.56 7.63 7.70 6.92 7.24 7.29 7.36 7.40 7.35 7.35 7.47 7.46 7.49 7.45 7.45 7.45 7.45 7.32 7.31 7.40 7.46 7.50 7.46 7.41 7.38 7.35 7.24 7.25 7.22 7.33 7.31 7.32 7.35 7.43 7.45 7.44 7.34 7.27 7.29 7.35 7.36 7.40 7.43 7.54 7.55 7.57 7.65 7.60 7.55 7.54 7.56 7.63 7.66 7.73 7.79 — 1977 10 17 24 31 7 14 21 28 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 4 11 18 24 31 Jan. — — — F eb. — — — — Mar. — — — — Apr. — — — — — May — — — — June — — — — July — — — — — Aug. — — — — Sep. — — — — Oct. — — — — — Nov. — — — — Dec. — — — — 8 15 22 29 5 12 19 26 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 3 10 17 24 31 — — — — — — 7.80 7.81 7.82 7.78 7.77 7.79 7.78 7.71 7.68 7.76 7.81 7.85 7.79 7.76 7.74 7.68 7.61 7.61 7.57 7.63 7.64 7.64 7.67 7.71 7.73 7.72 7.63 7.59 7.60 7.64 7.66 7.68 7.71 7.79 7.79 7.81 7.88 7.87 7.83 7.82 7.84 7.88 7.91 7.98 8.04 'The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 17 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 7year 10year Week ending1 30year Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 3year 5year 7year 10year 30year 10.51 10.51 10.50 10.31 10.13 10.19 10.19 10.33 10.36 10.30 10.31 10.22 10.11 10.09 10.24 10.04 10.12 10.30 10.27 10.09 9.95 9.88 9.74 9.48 9.61 9.39 9.44 9.53 9.70 9.82 9.72 9.72 9.95 10.14 10.28 10.75 10.91 10.89 10.81 11.02 12.50 12.68 13.31 12.91 12.94 12.31 12.45 11.76 11.93 12.28 11.91 11.84 9.58 9.60 9.59 9.42 9.15 9.20 9.28 9.39 9.45 9.39 9.39 9.38 9.33 9.34 9.46 9.44 9.47 9.54 9.54 9.45 9.27 9.19 9.06 8.90 8.99 8.81 8.78 8.88 8.96 9.05 9.01 8.98 9.06 9.20 9.40 9.68 9.66 9.72 9.71 9.85 10.65 11.01 11.83 11.64 11.56 11.12 11.31 10.64 10.61 10.86 10.68 10.71 9.30 9.30 9.26 9.10 8.94 9.05 9.13 9.24 9.28 9.20 9.20 9.21 9.18 9.18 9.28 9.24 9.28 9.36 9.35 9.27 9.08 9.01 8.91 8.80 8.89 8.76 8.73 8.86 8.94 8.98 8.96 8.93 9.01 9.11 9.27 9.42 9.36 9.41 9.45 9.61 10.42 10.70 11.37 11.25 11.21 10.95 11.09 10.42 10.34 10.45 10.39 10.51 9.21 9.22 9.21 9.06 8.93 9.05 9.12 9.21 9.22 9.13 9.16 9.15 9.13 9.12 9.23 9.20 9.26 9.34 9.34 9.26 9.08 9.01 8.94 8.82 8.87 8.78 8.74 8.87 8.97 9.00 8.99 8.95 9.00 9.09 9.23 9.38 9.34 9.37 9.41 9.58 10.29 10.56 11.09 11.00 11.03 10.83 10.91 10.40 10.35 10.48 10.39 10.49 9.14 9.15 9.16 9.04 8.94 9.05 9.12 9.17 9.18 9.11 9.12 9.12 9.09 9.09 9.18 9.17 9.25 9.36 9.37 9.28 9.11 9.04 8.97 8.88 8.95 8.83 8.79 8.93 9.01 9.01 8.97 8.94 9.00 9.06 9.17 9.33 9.31 9.32 9.38 9.53 10.09 10.37 10.89 10.78 10.87 10.69 10.71 10.34 10.29 10.45 10.37 10.45 8.96 8.98 8.98 8.89 8.85 8.96 9.01 9.06 9.08 9.03 9.03 9.03 9.01 9.01 9.07 9.08 9.15 9.24 9.27 9.21 9.11 9.06 8.98 8.90 8.93 8.85 8.82 8.90 8.97 8.99 8.97 8.93 8.96 9.00 9.05 9.16 9.15 9.16 9.21 9.32 9.71 9.88 10.25 10.26 10.45 10.36 10.35 10.07 10.03 10.18 10.13 10.18 1979 1978 Jan. 1year 7 14 21 28 4 11 18 25 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 2 9 16 23 30 7.03 7.43 7.34 7.30 7.28 7.31 7.38 7.38 7.34 7.29 7.28 7.25 7.39 7.43 7.40 7.42 7.57 7.68 7.78 7.86 7.93 7.92 7.89 8.03 8.22 8.32 8.34 8.42 8.42 8.39 8.23 8.13 8.38 8.40 8.47 8.46 8.56 8.72 8.81 8.88 8.93 9.17 9.24 9.95 10.16 9.89 9.92 10.11 10.14 10.12 10.49 10.54 7.40 7.71 7.66 7.65 7.58 7.62 7.71 7.74 7.71 7.69 7.64 7.65 7.79 7.82 7.81 7.83 7.95 7.99 8.06 8.07 8.15 8.19 8.16 8.19 8.40 8.51 8.51 8.56 8.55 8.55 8.36 8.21 8.37 8.35 8.37 8.35 8.34 8.45 8.49 8.50 8.47 8.57 8.69 9.12 9.10 8.95 8.96 9.16 9.12 9.19 9.52 9.59 7.59 7.85 7.81 7.79 7.74 7.79 7.87 7.90 7.87 7.85 7.81 7.81 7.94 7.97 7.95 7.96 8.05 8.09 8.17 8.17 8.24 8.27 8.25 8.29 8.43 8.49 8.50 8.56 8.56 8.53 8.36 8.25 8.37 8.35 8.39 8.37 8.35 8.46 8.52 8.52 8.49 8.59 8.66 8.89 8.86 8.78 8.81 8.92 8.89 8.97 9.25 9.32 7.72 7.93 7.89 7.89 7.85 7.91 7.99 7.99 7.95 7.94 7.91 7.90 8.02 8.04 8.04 8.04 8.13 8.16 8.25 8.26 8.30 8.34 8.30 8.35 8.46 8.50 8.52 8.57 8.56 8.55 8.40 8.32 8.43 8.36 8.39 8.35 8.33 8.46 8.54 8.56 8.52 8.63 8.69 8.82 8.84 8.76 8.78 8.88 8.86 8.95 9.19 9.22 7.83 8.01 7.98 7.98 7.96 8.00 8.08 8.08 8.04 8.03 8.00 7.98 8.12 8.14 8.15 8.12 8.21 8.28 8.35 8.35 8.39 8.41 8.38 8.41 8.49 8.59 8.62 8.68 8.65 8.63 8.46 8.39 8.48 8.37 8.38 8.34 8.31 8.46 8.55 8.58 8.54 8.62 8.69 8.82 8.86 8.77 8.78 8.85 8.86 8.95 9.14 9.14 Jan. 8.08 8.21 8.19 8.21 8.20 8.24 8.28 8.29 8.25 8.23 8.20 8.19 8.30 8.32 8.35 8.31 8.38 8.40 8.44 8.42 8.46 8.49 8.45 8.45 8.52 8.59 8.63 8.69 8.66 8.63 8.49 8.45 8.54 8.45 8.45 8.41 8.38 8.50 8.59 8.63 8.60 8.66 8.70 8.77 8.81 8.72 8.73 8.78 8.80 8.86 8.98 8.95 Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 5 12 19 26 2 9 16 23 2 9 16 23 30 6 13 20 27 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 31 7 14 21 28 5 12 19 26 2 9 16 23 30 7 14 21 28 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 18 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending' 1year 3year 5year 7year 10year 30year 12.02 11.90 11.92 12.11 12.36 12.80 13.22 14.71 15.24 15.77 15.68 15.58 16.25 15.74 14.68 13.21 11.86 10.94 9.77 9.44 9.02 8.68 8.56 7.89 7.87 8.23 8.51 8.54 8.57 8.58 9.13 9.35 9.71 10.79 11.28 10.74 11.12 11.65 12.07 12.28 11.99 11.98 12.56 13.51 13.97 13.61 14.20 14.81 15.18 15.52 15.44 13.82 10.75 10.69 10.78 10.96 11.24 11.83 12.12 13.65 14.07 14.27 13.83 13.86 14.31 13.64 12.91 11.81 11.23 10.49 9.57 9.44 9.23 9.14 9.23 8.78 8.64 8.96 9.15 9.16 9.19 9.23 9.72 9.90 10.18 11.06 11.52 10.92 11.18 11.74 12.06 11.97 11.54 11.65 12.08 12.82 13.27 12.99 13.33 13.62 13.77 14.10 14.17 12.91 10.52 10.54 10.64 10.87 11.15 11.68 11.99 13.22 13.76 13.65 13.22 13.21 13.83 13.29 12.57 11.67 11.08 10.63 9.94 9.94 9.89 9.79 9.58 9.08 8.90 9.23 9.47 9.46 9.44 9.46 9.92 10.12 10.47 11.21 11.69 11.23 11.31 11.68 12.01 11.80 11.46 11.55 11.89 12.62 12.94 12.59 12.77 13.06 13.40 13.68 13.69 12.50 10.52 10.57 10.66 10.91 11.17 11.73 12.02 13.16 13.50 13.23 12.76 12.76 13.28 12.74 12.04 11.25 10.93 10.54 10.02 10.16 10.08 9.98 9.80 9.32 9.16 9.47 9.74 9.78 9.76 9.76 10.20 10.39 10.66 11.20 11.65 11.23 11.30 11.60 11.91 11.79 11.44 11.49 11.80 12.45 12.76 12.50 12.74 12.82 13.09 13.38 13.40 12.37 10.52 10.59 10.71 10.95 11.19 11.71 12.01 12.99 13.20 12.94 12.54 12.54 13.00 12.62 12.05 11.25 10.90 10.57 10.08 10.25 10.16 10.14 10.07 9.66 9.51 9.80 10.11 10.18 10.20 10.20 10.59 10.75 10.93 11.20 11.59 11.19 11.26 11.51 11.82 11.79 11.42 11.44 11.76 12.37 12.69 12.63 12.69 12.72 12.91 13.19 13.18 12.29 10.25 10.31 10.46 10.80 11.12 11.63 11.94 12.63 12.57 12.44 12.23 12.13 12.55 12.30 11.76 11.17 11.05 10.77 10.30 10.40 10.38 10.25 10.17 9.70 9.54 9.81 10.06 10.19 10.19 10.20 10.58 10.74 10.94 11.09 11.28 11.03 11.11 11.34 11.63 11.66 11.28 11.25 11.60 12.16 12.44 12.41 12.33 12.30 12.44 12.78 12.68 11.87 Week ending' 1980 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 1year 3year 5year 7year 10year 30year 13.86 13.68 13.91 14.52 14.24 14.41 14.92 14.50 14.50 14.69 13.92 12.96 13.51 13.20 13.98 14.27 14.70 15.11 16.36 16.63 16.44 15.44 15.22 14.73 14.67 14.86 14.94 15.27 15.34 16.36 16.13 16.56 16.45 16.74 17.07 17.15 16.93 16.13 16.05 16.52 15.53 15.14 15.34 15.02 13.83 12.51 11.88 11.70 12.00 12.32 12.79 13.56 12.81 12.72 12.91 13.32 13.13 13.41 13.86 13.53 13.50 13.95 13.55 13.06 13.57 13.40 13.89 14.07 14.33 14.57 15.35 15.36 15.05 14.55 14.42 14.16 14.15 14.39 14.58 14.76 14.86 15.61 15.55 15.88 15.67 15.98 16.39 16.47 16.42 15.97 15.98 16.36 15.59 15.21 15.50 15.34 14.17 13.07 12.72 12.67 13.06 13.46 13.56 14.15 12.54 12.53 12.69 13.01 12.89 13.13 13.59 13.32 13.63 13.76 13.33 12.98 13.55 13.46 13.84 14.01 14.14 14.36 14.94 14.88 14.54 14.09 14.06 13.83 13.81 14.05 14.28 14.48 14.53 15.17 15.13 15.45 15.13 15.51 16.04 16.13 16.07 15.70 15.73 16.11 15.39 15.14 15.45 15.36 14.36 13.43 13.12 12.81 13.03 13.47 13.44 14.03 12.43 12.40 12.62 12.85 12.78 13.00 13.45 13.24 13.45 13.56 13.14 12.83 13.42 13.36 13.73 13.89 13.96 14.17 14.64 14.52 14.14 13.81 13.72 13.56 13.49 13.76 14.10 14.22 14.27 14.79 14.80 15.15 14.83 15.13 15.69 15.76 15.72 15.39 15.52 15.95 15.31 15.08 15.37 15.33 14.34 13.41 13.17 12.97 13.10 13.51 13.47 13.99 12.36 12.31 12.53 12.72 12.74 12.95 13.39 13.16 13.32 13.43 13.04 12.71 13.27 13.23 13.56 13.70 13.78 14.01 14.46 14.32 13.92 13.61 13.53 13.34 13.29 13.61 13.88 14.00 14.08 14.56 14.59 14.90 14.61 14.83 15.32 15.44 15.37 15.05 15.21 15.68 15.02 14.88 15.21 15.25 14.22 13.29 13.09 13.12 13.32 13.66 13.58 14.00 11.95 11.85 12.12 12.31 12.32 12.60 12.99 12.77 12.89 12.99 12.62 12.29 12.83 12.77 13.12 13.24 13.25 13.50 13.93 13.81 13.42 13.16 13.08 12.85 12.76 13.05 13.31 13.35 13.40 13.81 13.87 14.14 13.83 14.00 14.57 14.77 14.72 14.37 14.56 15.07 14.49 14.45 14.77 14.87 14.07 13.40 13.12 13.00 13.05 13.40 13.35 13.70 1981 4 11 18 25 1 8 15 22 29 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 4 11 18 25 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 5 12 19 26 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 2 9 16 23 30 6 13 20 27 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 4 11 18 25 'T he week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 19 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 7year 10year Week ending1 30year Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 3year 5year 7year 10year 30year 8.62 8.41 8.56 8.83 8.98 9.06 8.98 8.67 8.59 8.93 9.05 9.28 9.34 9.17 8.94 8.98 8.83 8.64 8.70 8.93 9.23 9.43 9.64 9.54 9.82 9.78 10.12 10.27 10.18 10.31 10.63 10.77 10.43 10.27 10.57 10.38 10.21 10.01 9.89 9.77 9.92 9.69 9.86 9.92 9.95 9.92 9.90 10.01 10.10 10.15 10.13 10.09 9.65 9.45 9.55 9.87 10.00 10.06 9.95 9.66 9.48 9.78 9.83 10.03 10.06 9.90 9.71 9.77 9.68 9.43 9.45 9.69 9.95 10.17 10.29 10.20 10.45 10.47 10.77 10.92 10.93 11.06 11.38 11.58 11.17 11.03 11.41 11.23 11.14 10.99 10.82 10.74 10.95 10.79 10.98 11.01 11.04 10.96 10.88 10.98 11.10 11.21 11.13 11.10 10.04 9.88 9.92 10.22 10.38 10.45 10.28 9.95 9.76 10.03 10.08 10.26 10.28 10.13 9.98 10.02 9.95 9.77 9.84 10.10 10.32 10.51 10.61 10.49 10.71 10.80 11.07 11.22 11.22 11.39 11.74 11.89 11.49 11.34 11.73 11.56 11.46 11.37 11.22 11.15 11.36 11.20 11.39 11.42 11.50 11.42 11.35 11.38 11.52 11.62 11.55 11.54 10.29 10.22 10.28 10.58 10.74 10.78 10.59 10.17 9.97 10.24 10.30 10.51 10.53 10.40 10.26 10.28 10.20 10.07 10.12 10.38 10.55 10.76 10.85 10.70 10.84 10.96 11.24 11.37 11.32 11.53 11.88 12.06 11.61 11.47 11.88 11.73 11.64 11.54 11.42 11.34 11.55 11.40 11.58 11.64 11.70 11.62 11.52 11.59 11.76 11.88 11.77 11.74 10.36 10.32 10.41 10.68 10.88 10.92 10.75 10.40 10.25 10.51 10.52 10.60 10.62 10.52 10.37 10.38 10.33 10.19 10.21 10.45 10.59 10.79 10.87 10.71 10.87 11.01 11.25 11.40 11.36 11.57 11.95 12.10 11.71 11.58 11.94 11.76 11.69 11.59 11.46 11.38 11.60 11.47 11.68 11.75 11.80 11.70 11.59 11.64 11.82 11.93 11.82 11.79 10.46 10.48 10.63 10.87 11.01 11.05 10.91 10.59 10.47 10.66 10.67 10.67 10.68 10.58 10.43 10.47 10.43 10.32 10.35 10.62 10.73 10.93 10.96 10.80 10.92 11.07 11.29 11.41 11.36 11.59 11.93 12.05 11.69 11.55 11.92 11.73 11.67 11.57 11.45 11.41 11.63 11.51 11.72 11.81 11.84 11.76 11.66 11.69 11.87 11.98 11.90 11.84 1983 1982 Jan. 1year 1 8 15 22 29 5 12 19 26 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 3 10 17 24 31 13.68 13.80 14.39 14.72 14.37 14.85 15.11 15.03 14.08 13.71 13.73 14.08 14.01 14.32 14.20 14.07 13.86 13.75 13.71 13.49 13.18 13.00 13.46 13.59 14.22 14.62 14.41 13.98 13.46 12.50 12.73 12.32 12.23 10.63 10.63 11.12 11.05 11.10 10.67 10.34 10.05 8.82 8.89 9.26 9.03 9.19 9.23 9.07 9.26 9.06 8.83 8.80 8.75 14.09 14.32 14.73 14.92 14.57 14.84 15.05 14.88 14.26 13.96 13.94 14.19 14.18 14.47 14.36 14.21 14.09 14.02 13.95 13.73 13.71 13.71 13.99 14.08 14.57 14.95 14.81 14.49 14.08 13.53 13.72 13.26 13.24 12.07 12.00 12.25 12.16 12.23 11.96 11.60 11.19 10.27 10.28 10.52 9.96 9.96 10.01 9.92 10.04 9.95 9.84 9.88 9.79 14.04 14.46 14.79 14.81 14.52 14.73 14.91 14.58 14.02 13.76 13.82 14.04 14.03 14.34 14.25 14.00 13.85 13.87 13.87 13.69 13.72 13.74 13.98 14.04 14.48 14.90 14.73 14.48 14.10 13.66 13.89 13.62 13.59 12.53 12.38 12.54 12.43 12.47 12.11 11.74 11.29 10.46 10.50 10.73 10.34 10.44 10.51 10.21 10.31 10.26 10.23 10.22 10.15 14.04 14.54 14.84 14.80 14.48 14.66 14.87 14.42 13.97 13.77 13.80 13.96 13.96 14.30 14.21 13.90 13.76 13.82 13.83 13.67 13.69 13.78 14.07 14.11 14.51 14.90 14.73 14.47 14.06 13.67 13.93 13.69 13.66 12.68 12.62 12.77 12.63 12.60 12.13 11.77 11.32 10.55 10.63 10.84 10.48 10.54 10.56 10.46 10.58 10.48 10.50 10.55 10.40 14.07 14.47 14.76 14.73 14.42 14.63 14.84 14.39 13.92 13.70 13.80 13.90 13.86 14.15 14.13 13.85 13.69 13.78 13.73 13.53 13.57 13.66 13.92 13.97 14.36 14.70 14.54 14.30 13.93 13.58 13.85 13.63 13.57 12.60 12.51 12.69 12.58 12.58 12.14 11.78 11.33 10.57 10.67 10.87 10.48 10.53 10.56 10.52 10.69 10.56 10.56 10.56 10.43 Jan. 13.78 14.15 14.38 14.28 14.09 14.39 14.68 14.18 13.71 13.43 13.54 13.54 13.48 13.70 13.66 13.31 13.19 13.28 13.27 13.17 13.24 13.29 13.67 13.68 13.99 14.21 14.03 13.79 13.53 13.27 13.49 13.28 13.19 12.39 12.30 12.38 12.25 12.21 11.86 11.76 11.56 10.87 10.93 11.16 10.70 10.46 10.47 10.47 10.64 10.51 10.59 10.59 10.45 Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 7 14 21 28 4 11 18 25 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 2 9 16 23 30 1The week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 20 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 7year 10year 30year 10.02 9.91 9.86 9.87 9.81 9.94 10.05 10.21 10.24 10.33 10.53 10.85 10.79 10.91 10.76 10.94 10.98 11.19 11.52 11.68 11.84 12.10 11.92 12.02 12.15 12.28 12.17 12.10 12.03 11.90 11.84 11.80 11.73 11.80 11.97 11.95 11.61 11.41 11.42 11.39 11.16 10.93 10.46 10.31 9.98 9.99 9.64 9.55 9.63 9.49 9.09 9.10 11.04 10.98 10.86 10.89 10.87 10.96 11.04 11.17 11.24 11.38 11.53 11.77 11.80 11.96 11.84 11.99 12.08 12.26 12.59 12.78 12.93 13.25 12.99 13.08 13.24 13.46 13.38 13.19 13.06 12.86 12.63 12.44 12.45 12.46 12.60 12.63 12.34 12.19 12.27 12.26 12.06 11.88 11.48 11.33 11.06 11.05 10.75 10.67 10.80 10.71 10.32 10.39 11.50 11.42 11.29 11.31 11.31 11.43 11.55 11.67 11.75 11.85 11.98 12.17 12.20 12.36 12.24 12.38 12.47 12.65 12.99 13.24 13.35 13.69 13.34 13.36 13.49 13.72 13.67 13.39 13.23 13.03 12.77 12.63 12.67 12.66 12.79 12.84 12.55 12.34 12.46 12.46 12.26 12.10 11.69 11.58 11.47 11.53 11.21 11.09 11.21 11.19 10.90 10.96 11.71 11.63 11.50 11.52 11.53 11.65 11.75 11.87 11.97 12.09 12.22 12.40 12.39 12.54 12.41 12.58 12.66 12.82 13.17 13.41 13.50 13.82 13.45 13.46 13.55 13.77 13.77 13.46 13.31 13.10 12.83 12.69 12.74 12.70 12.86 12.91 12.60 12.42 12.53 12.56 12.39 12.19 11.80 11.69 11.63 11.66 11.36 11.32 11.52 11.56 11.31 11.39 11.79 11.71 11.59 11.63 11.63 11.74 11.85 11.97 12.05 12.18 12.29 12.46 12.46 12.61 12.49 12.66 12.74 12.89 13.23 13.49 13.59 13.86 13.47 13.43 13.55 13.79 13.80 13.46 13.32 13.11 12.82 12.67 12.71 12.66 12.82 12.83 12.51 12.35 12.46 12.51 12.33 12.19 11.85 11.76 11.71 11.75 11.44 11.39 11.58 11.61 11.37 11.42 11.86 11.79 11.67 11.71 11.74 11.83 11.96 12.09 12.15 12.27 12.38 12.52 12.47 12.60 12.50 12.70 12.76 12.93 13.27 13.52 13.60 13.80 13.42 13.32 13.41 13.59 13.57 13.24 13.16 13.06 12.79 12.58 12.51 12.42 12.56 12.53 12.29 12.14 12.26 12.31 12.16 12.00 11.68 11.62 11.64 11.72 11.49 11.43 11.59 11.61 11.41 11.45 Week ending1 1984 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 1year 3year 5year 7year 10year 30year 9.19 9.04 9.05 8.90 9.03 9.18 9.19 9.30 9.61 9.89 9.91 9.97 9.68 9.54 9.32 8.95 8.89 8.92 8.73 8.52 8.22 8.09 7.80 7.85 7.66 7.91 7.66 7.73 7.82 8.03 8.14 8.15 8.07 7.95 7.97 8.04 8.20 8.11 7.88 7.96 8.06 8.01 8.03 7.97 7.91 7.89 7.85 7.87 7.90 7.65 7.57 7.59 10.58 10.51 10.49 10.25 10.34 10.42 10.40 10.56 10.91 11.07 11.08 11.13 10.93 10.84 10.66 10.28 10.29 10.32 10.06 9.74 9.43 9.36 8.97 9.06 8.90 9.27 8.98 8.96 9.13 9.41 9.51 9.46 9.28 9.18 9.22 9.36 9.51 9.43 9.17 9.25 9.35 9.25 9.21 9.13 9.00 8.94 8.78 8.75 8.75 8.41 8.23 8.24 11.16 11.07 11.01 10.70 10.76 10.99 11.00 11.17 11.47 11.51 11.54 11.60 11.43 11.33 11.19 10.81 10.79 10.85 10.68 10.39 10.06 9.84 9.45 9.60 9.50 9.85 9.53 9.50 9.64 9.91 10.01 9.98 9.84 9.67 9.66 9.76 9.95 9.85 9.66 9.71 9.82 9.70 9.63 9.55 9.38 9.30 9.21 9.17 9.12 8.76 8.55 8.54 11.59 11.39 11.35 11.02 11.04 11.28 11.30 11.50 11.78 11.83 11.84 11.90 11.73 11.64 11.49 11.15 11.16 11.21 11.06 10.78 10.45 10.25 9.93 10.06 10.01 10.32 9.98 9.97 10.08 10.36 10.45 10.38 10.24 10.04 10.05 10.18 10.36 10.27 10.13 10.16 10.26 10.11 10.02 9.91 9.74 9.63 9.53 9.52 9.52 9.15 8.94 8.90 11.64 11.50 11.49 11.16 11.15 11.37 11.37 11.57 11.83 11.87 11.85 11.92 11.77 11.92 11.79 11.24 11.27 11.33 11.17 10.89 10.60 10.39 10.00 10.12 10.08 10.43 10.14 10.12 10.23 10.51 10.61 10.53 10.37 10.16 10.17 10.29 10.48 10.40 10.30 10.32 10.37 10.23 10.16 10.07 9.92 9.82 9.68 9.65 9.65 9.31 9.09 9.05 11.64 11.54 11.59 11.28 11.21 11.31 11.32 11.54 11.80 11.85 11.80 11.87 11.73 11.70 11.55 11.29 11.36 11.41 11.30 11.08 10.87 10.68 10.37 10.43 10.38 10.60 10.39 10.36 10.42 10.64 10.73 10.69 10.63 10.45 10.42 10.52 10.70 10.62 10.58 10.58 10.63 10.50 10.42 10.34 10.18 10.10 9.98 9.93 9.90 9.61 9.38 9.31 1985 6 13 20 27 3 10 17 24 2 9 16 23 30 6 13 20 27 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 31 7 14 21 28 5 12 19 26 2 9 16 23 30 7 14 21 28 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 4 11 18 25 1 8 15 22 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 5 12 19 26 2 9 16 23 30 6 13 20 27 4 11 18 25 1 8 15 22 29 6 13 20 27 1The week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 21 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 7year 10year Week ending1 30year Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 3year 5year 7year 10year 30year 5.97 5.80 5.76 5.69 5.82 5.92 6.05 5.98 5.90 5.94 6.06 5.99 6.07 6.18 6.26 6.60 6.67 6.76 6.88 7.03 7.20 6.95 6.91 6.80 6.73 6.77 6.71 6.61 6.53 6.71 6.88 6.96 6.93 7.01 7.16 7.41 7.72 7.65 7.70 7.88 8.10 8.33 7.22 6.73 6.87 6.96 7.01 7.02 7.02 7.24 7.23 7.19 6.54 6.38 6.39 6.37 6.46 6.53 6.65 6.57 6.52 6.52 6.56 6.53 6.63 6.86 6.98 7.40 7.57 7.71 7.87 8.00 8.27 8.01 8.00 7.89 7.68 7.72 7.72 7.65 7.65 7.77 7.91 8.02 7.93 7.98 8.13 8.41 8.70 8.64 8.71 8.89 9.10 9.43 8.54 8.01 7.96 7.96 7.98 8.05 8.04 8.21 8.17 8.12 6.79 6.63 6.63 6.58 6.66 6.74 6.88 6.81 6.74 6.71 6.77 6.76 6.83 7.09 7.24 7.68 7.83 7.92 8.09 8.24 8.52 8.23 8.19 8.10 7.87 7.91 7.96 7.91 7.93 8.05 8.18 8.30 8.24 8.30 8.41 8.69 8.96 8.94 8.97 9.17 9.39 9.73 8.90 8.38 8.32 8.30 8.35 8.41 8.40 8.54 8.50 8.41 7.07 6.91 6.92 6.86 6.96 7.03 7.13 7.09 7.01 6.99 7.04 7.03 7.08 7.36 7.51 7.92 8.10 8.16 8.33 8.47 8.71 8.42 8.44 8.38 8.14 8.14 8.20 8.14 8.19 8.33 8.45 8.56 8.51 8.55 8.67 9.00 9.29 9.27 9.29 9.48 9.65 9.97 9.23 8.71 8.66 8.64 8.66 8.77 8.80 8.96 8.88 8.72 7.20 7.05 7.07 7.03 7.15 7.22 7.31 7.28 7.20 7.18 7.22 7.21 7.27 7.56 7.71 8.12 8.30 8.32 8.49 8.61 8.84 8.55 8.58 8.50 8.27 8.28 8.35 8.32 8.38 8.52 8.62 8.75 8.68 8.71 8.85 9.18 9.43 9.43 9.45 9.61 9.78 10.11 9.36 8.90 8.84 8.80 8.83 8.95 8.98 9.14 9.05 8.87 7.45 7.33 7.37 7.36 7.47 7.50 7.59 7.58 7.50 7.47 7.52 7.52 7.59 7.87 7.98 8.30 8.48 8.54 8.67 8.77 9.00 8.71 8.75 8.66 8.46 8.44 8.48 8.45 8.56 8.75 8.86 8.98 8.90 8.92 9.04 9.36 9.60 9.61 9.61 9.75 9.84 10.13 9.49 9.05 8.95 8.89 8.92 9.03 9.12 9.31 9.18 8.97 1987 1986 Jan. 1year 3 10 17 24 31 7 14 21 28 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 4 1] 18 25 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 5 12 19 26 7.63 7.74 7.86 7.73 7.62 7.63 7.69 7.62 7.52 7.22 7.03 7.01 6.89 6.67 6.41 6.21 6.46 6.56 6.49 6.65 6.74 6.79 7.00 6.85 6.61 6.54 6.36 6.29 6.18 6.25 6.27 6.16 6.01 5.85 5.67 5.66 5.79 5.81 5.80 5.79 5.57 5.73 5.82 5.74 5.76 5.89 5.79 5.77 5.78 5.83 5.90 5.92 8.25 8.39 8.57 8.46 8.29 8.21 8.17 8.10 7.91 7.51 7.26 7.29 7.19 7.03 6.82 6.59 6.94 7.07 6.98 7.28 7.45 7.47 7.74 7.57 7.25 7.14 6.99 6.92 6.73 6.82 6.89 6.75 6.55 6.35 6.25 6.35 6.64 6.71 6.71 6.65 6.43 6.59 6.66 6.57 6.48 6.55 6.44 6.39 6.37 6.38 6.45 6.46 8.50 8.65 8.86 8.75 8.56 8.52 8.44 8.32 8.06 7.66 7.40 7.46 7.36 7.22 7.04 6.80 7.10 7.21 7.19 7.58 7.78 7.70 8.02 7.83 7.45 7.33 7.21 7.13 6.91 7.01 7.10 7.06 6.87 6.70 6.55 6.63 6.96 7.01 6.99 6.93 6.72 6.88 6.92 6.80 6.76 6.85 6.75 6.66 6.61 6.62 6.68 6.69 8.90 9.01 9.18 9.07 8.90 8.85 8.73 8.52 8.20 7.90 7.61 7.71 7.52 7.27 7.15 6.92 7.24 7.31 7.34 7.71 7.87 7.86 8.16 7.93 7.59 7.42 7.29 7.27 7.11 7.17 7.29 7.26 7.06 6.88 6.81 6.99 7.30 7.38 7.35 7.28 7.13 7.33 7.35 7.17 7.12 7.18 7.04 6.99 6.93 6.93 6.98 6.96 9.03 9.16 9.35 9.24 9.09 9.02 8.87 8.62 8.29 8.01 7.72 7.80 7.63 7.39 7.31 7.10 7.35 7.44 7.44 7.75 7.90 7.88 8.23 7.98 7.62 7.45 7.35 7.33 7.19 7.26 7.41 7.39 7.19 7.04 7.02 7.18 7.46 7.56 7.52 7.43 7.31 7.53 7.52 7.39 7.31 7.34 7.21 7.14 7.09 7.09 7.12 7.08 Jan. 9.28 9.37 9.49 9.43 9.34 9.27 9.11 8.86 8.47 8.17 7.95 7.98 7.81 7.47 7.39 7.22 7.42 7.52 7.45 7.48 7.56 7.57 7.84 7.70 7.46 7.36 7.21 7.18 7.16 7.32 7.50 7.51 7.31 7.22 7.24 7.40 7.63 7.71 7.69 7.60 7.59 7.81 7.80 7.68 7.58 7.59 7.47 7.42 7.35 7.35 7.39 7.35 Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 2 9 16 23 30 6 13 20 27 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 4 11 18 25 1The week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 22 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 7year 10year 30year 7.15 7.15 7.12 6.90 6.77 6.65 6.59 6.70 6.63 6.63 6.72 6.63 6.77 6.78 7.01 6.92 7.03 7.07 7.23 7.33 7.40 7.58 7.59 7.46 7.40 7.53 7.52 7.62 7.79 7.79 7.85 7.89 8.17 8.27 8.28 8.24 8.09 8.01 8.07 8.18 8.13 8.07 8.12 8.13 8.10 8.35 8.55 8.71 8.75 8.89 9.10 9.00 9.07 8.08 8.05 7.99 7.80 7.63 7.42 7.34 7.42 7.35 7.33 7.45 7.44 7.60 7.66 7.78 7.75 7.88 7.92 8.06 8.19 8.26 8.40 8.34 8.20 8.13 8.26 8.21 8.27 8.45 8.51 8.56 8.52 8.76 8.85 8.89 8.79 8.56 8.52 8.54 8.62 8.48 8.44 8.43 8.42 8.38 8.61 8.77 8.94 8.98 9.01 9.17 9.12 9.20 8.38 8.37 8.33 8.08 7.91 7.73 7.67 7.79 7.70 7.63 7.78 7.78 7.95 8.03 8.13 8.12 8.25 8.27 8.39 8.53 8.64 8.73 8.61 8.50 8.41 8.52 8.46 8.51 8.67 8.72 8.74 8.67 8.94 9.05 9.06 8.92 8.68 8.64 8.67 8.73 8.57 8.53 8.52 8.47 8.44 8.69 8.84 8.99 9.00 8.99 9.16 9.10 9.18 8.69 8.69 8.65 8.37 8.19 8.02 7.99 8.10 8.00 7.96 8.11 8.15 8.31 8.40 8.47 8.44 8.59 8.60 8.71 8.84 8.95 9.04 8.91 8.80 8.70 8.80 8.73 8.80 8.94 8.97 8.97 8.90 9.13 9.22 9.24 9.10 8.86 8.81 8.85 8.90 8.75 8.71 8.69 8.66 8.59 8.81 8.92 9.05 9.08 9.04 9.19 9.12 9.22 8.85 8.84 8.84 8.57 8.39 8.20 8.18 8.29 8.20 8.17 8.32 8.33 8.48 8.57 8.62 8.63 8.81 8.82 8.93 9.04 9.14 9.22 9.07 8.96 8.84 8.94 8.86 8.93 9.08 9.13 9.12 9.04 9.27 9.36 9.36 9.21 8.98 8.93 8.96 8.99 8.83 8.81 8.80 8.77 8.72 8.91 8.99 9.10 9.11 9.03 9.16 9.08 9.17 8.95 8.98 9.01 8.74 8.56 8.39 8.41 8.52 8.43 8.41 8.57 8.60 8.74 8.82 8.84 8.85 9.05 9.07 9.14 9.18 9.26 9.33 9.16 9.06 8.95 8.98 8.90 8.99 9.14 9.23 9.22 9.11 9.30 9.42 9.42 9.27 9.03 9.00 9.05 9.08 8.94 8.91 8.88 8.88 8.80 8.98 9.08 9.13 9.11 9.00 9.02 8.97 9.00 Week ending1 1988 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 1year 3year 5year 7year 10year 30year 9.17 9.11 8.96 8.97 9.05 9.15 9.27 9.41 9.40 9.39 9.56 9.78 9.71 9.47 9.48 9.28 9.22 9.16 9.05 8.89 8.86 8.80 8.40 8.45 8.53 8.28 7.97 7.85 7.96 7.86 7.73 8.12 8.30 8.36 8.32 8.27 8.07 8.18 8.38 8.35 8.00 7.85 7.81 7.89 7.87 7.71 7.64 7.73 7.73 7.73 7.66 7.80 9.30 9.27 9.14 9.11 9.14 9.24 9.36 9.42 9.43 9.43 9.61 9.82 9.74 9.47 9.53 9.35 9.26 9.18 9.08 8.90 8.82 8.71 8.33 8.38 8.45 8.20 7.94 7.80 7.89 7.77 7.66 8.01 8.23 8.33 8.37 8.29 8.11 8.19 8.42 8.32 8.00 7.94 7.86 7.92 7.89 7.74 7.69 7.76 7.77 7.74 7.72 7.90 9.28 9.23 9.09 9.04 9.07 9.14 9.32 9.43 9.42 9.37 9.49 9.69 9.61 9.36 9.42 9.25 9.16 9.09 9.06 8.86 8.73 8.60 8.28 8.30 8.37 8.13 7.93 7.81 7.88 7.75 7.64 7.99 8.20 8.26 8.26 8.18 8.07 8.12 8.32 8.21 7.95 7.92 7.83 7.86 7.87 7.79 7.75 7.77 7.74 7.72 7.69 7.88 9.31 9.25 9.07 9.02 9.04 9.11 9.28 9.38 9.39 9.32 9.42 9.58 9.47 9.29 9.36 9.19 9.13 9.07 9.06 8.81 8.67 8.61 8.31 8.30 8.38 8.16 8.07 7.92 7.98 7.86 7.72 8.00 8.20 8.27 8.29 8.21 8.14 8.18 8.37 8.25 8.02 7.98 7.90 7.91 7.89 7.84 7.81 7.83 7.83 7.83 7.81 7.99 9.24 9.18 9.02 8.97 9.00 9.05 9.21 9.31 9.33 9.27 9.35 9.49 9.37 9.20 9.27 9.14 9.09 9.07 9.05 8.79 8.63 8.57 8.28 8.26 8.34 8.14 8.08 8.01 8.07 7.97 7.82 8.04 8.18 8.23 8.25 8.17 8.13 8.15 8.31 8.18 8.00 7.99 7.89 7.92 7.92 7.86 7.83 7.85 7.84 7.82 7.78 7.93 9.08 9.00 8.87 8.81 8.83 8.90 9.07 9.13 9.15 9.09 9.17 9.27 9.17 9.05 9.10 9.00 8.95 8.97 9.02 8.80 8.63 8.58 8.33 8.22 8.30 8.10 8.09 8.05 8.14 8.08 7.91 8.10 8.17 8.19 8.20 8.11 8.10 8.14 8.26 8.13 7.99 7.99 7.91 7.91 7.91 7.89 7.90 7.91 7.90 7.88 7.85 7.98 1989 1 8 15 22 29 5 12 19 26 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 2 9 16 23 30 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 6 13 20 27 3 10 17 24 3 10 17 24 31 7 14 21 28 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 1 8 15 22 29 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 23 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 7year 10year Week ending1 30year Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 3year 5year 7year 10year 30year 6.78 6.71 6.62 6.58 6.51 6.23 6.20 6.30 6.40 6.48 6.32 6.41 6.34 6.26 6.22 6.26 6.25 6.11 6.13 6.13 6.15 6.13 6.30 6.40 6.37 6.36 6.40 6.30 6.32 6.29 6.18 5.88 5.72 5.62 5.74 5.70 5.58 5.56 5.50 5.40 5.36 5.33 5.39 5.15 5.00 4.96 4.82 4.74 4.61 4.44 4.35 4.17 7.34 7.41 7.43 7.35 7.29 7.01 6.98 7.12 7.27 7.36 7.26 7.42 7.36 7.25 7.24 7.21 7.25 7.16 7.13 7.13 7.12 7.07 7.29 7.44 7.41 7.42 7.42 7.44 7.38 7.35 7.21 6.92 6.77 6.66 6.70 6.66 6.56 6.48 6.38 6.26 6.23 6.21 6.30 6.12 5.99 5.95 5.84 5.81 5.63 5.46 5.38 5.17 7.62 7.77 7.77 7.66 7.60 7.41 7.39 7.51 7.65 7.75 7.70 7.85 7.79 7.69 7.69 7.70 7.74 7.64 7.69 7.76 7.73 7.66 7.86 7.97 7.95 7.96 7.95 7.97 7.92 7.87 7.76 7.54 7.40 7.29 7.35 7.30 7.18 7.10 7.04 6.88 6.85 6.85 6.96 6.79 6.71 6.64 6.56 6.54 6.34 6.25 6.21 6.00 7.93 8.06 8.02 7.92 7.87 7.69 7.66 7.76 7.88 8.00 7.94 8.07 8.01 7.92 7.92 7.89 7.96 7.89 7.93 7.99 7.96 7.92 8.08 8.21 8.19 8.20 8.18 8.21 8.15 8.11 8.02 7.83 7.71 7.64 7.68 7.65 7.53 7.43 7.37 7.26 7.22 7.19 7.34 7.20 7.14 7.04 7.00 7.03 6.82 6.76 6.73 6.51 8.00 8.18 8.15 8.04 8.02 7.82 7.78 7.86 8.00 8.10 8.06 8.18 8.10 8.03 8.04 8.00 8.09 8.02 8.06 8.11 8.08 8.06 8.20 8.31 8.31 8.31 8.28 8.32 8.28 8.25 8.17 7.98 7.87 7.82 7.84 7.80 7.71 7.61 7.55 7.45 7.48 7.50 7.66 7.52 7.48 7.37 7.38 7.42 7.25 7.21 7.13 6.86 8.18 8.38 8.31 8.22 8.19 8.01 7.97 8.03 8.16 8.27 8.24 8.36 8.28 8.22 8.21 8.16 8.25 8.19 8.25 8.35 8.29 8.26 8.39 8.50 8.50 8.49 8.45 8.50 8.47 8.43 8.35 8.21 8.13 8.09 8.08 8.06 7.91 7.92 7.88 7.82 7.88 7.93 8.07 7.94 7.96 7.84 7.92 7.96 7.86 7.79 7.71 7.52 1991 1990 Jan. 1year 5 12 19 26 2 9 16 23 2 9 16 23 30 6 13 20 27 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 31 7 14 21 28 5 12 19 26 2 9 16 23 30 7 14 21 28 7.82 7.78 7.97 8.01 8.09 8.13 8.05 8.19 8.14 8.34 8.42 8.35 8.34 8.29 8.29 8.41 8.57 8.56 8.36 8.24 8.22 8.18 8.08 8.05 8.14 8.13 8.06 8.09 7.87 7.85 7.67 7.70 7.73 7.93 7.85 7.74 7.75 7.77 7.79 7.58 7.62 7.58 7.50 7.41 7.35 7.30 7.29 7.30 7.24 7.08 6.96 6.95 7.93 7.95 8.19 8.28 8.38 8.38 8.30 8.49 8.44 8.60 8.70 8.63 8.63 8.62 8.61 8.80 9.02 9.01 8.73 8.60 8.58 8.50 8.38 8.36 8.44 8.42 8.33 8.39 8.23 8.21 8.01 8.15 8.15 8.38 8.33 8.24 8.24 8.25 8.33 8.07 8.18 8.10 7.99 7.95 7.81 7.70 7.69 7.68 7.57 7.40 7.42 7.49 7.91 7.94 8.17 8.27 8.39 8.44 8.36 8.53 8.44 8.59 8.68 8.60 8.57 8.59 8.60 8.79 9.01 9.01 8.79 8.67 8.64 8.52 8.41 8.39 8.47 8.45 8.36 8.43 8.31 8.30 8.12 8.36 8.39 8.62 8.56 8.48 8.47 8.52 8.58 8.33 8.47 8.34 8.24 8.22 8.13 8.00 7.96 7.93 7.80 7.65 7.69 7.79 8.02 8.04 8.23 8.33 8.43 8.47 8.40 8.60 8.53 8.66 8.71 8.62 8.62 8.65 8.65 8.84 9.04 9.03 8.83 8.71 8.70 8.61 8.50 8.48 8.56 8.55 8.48 8.54 8.44 8.43 8.28 8.60 8.60 8.81 8.79 8.76 8.73 8.80 8.85 8.59 8.75 8.61 8.50 8.49 8.39 8.24 8.19 8.20 8.08 7.90 7.96 8.08 7.98 8.04 8.24 8.36 8.47 8.48 8.39 8.58 8.50 8.61 8.65 8.55 8.56 8.59 8.62 8.83 9.02 9.02 8.81 8.68 8.66 8.58 8.46 8.44 8.52 8.51 8.44 8.53 8.47 8.48 8.37 8.72 8.71 8.92 8.88 8.85 8.84 8.92 8.96 8.69 8.87 8.74 8.64 8.64 8.53 8.35 8.30 8.29 8.16 7.97 8.03 8.15 Jan. 8.04 8.12 8.29 8.40 8.50 8.51 8.43 8.61 8.53 8.60 8.63 8.49 8.53 8.56 8.58 8.80 9.00 8.98 8.80 8.64 8.63 8.56 8.44 8.42 8.49 8.49 8.44 8.53 8.51 8.54 8.44 8.82 8.84 9.03 9.00 8.97 8.97 9.06 9.10 8.83 9.02 8.88 8.77 8.77 8.67 8.51 8.47 8.44 8.32 8.13 8.20 8.31 Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 4 11 18 25 1 8 15 22 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 5 12 19 26 2 9 16 23 30 6 13 20 27 4 11 18 25 1 8 15 22 29 6 13 20 27 1The week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 24 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending1 1year 3year 5year 4.14 4.06 4.17 4.14 4.23 4.19 4.19 4.37 4.41 4.55 4.64 4.73 4.64 4.50 4.25 4.14 4.32 4.34 4.25 4.12 4.12 4.27 4.27 4.18 4.12 4.14 3.96 3.64 3.53 3.53 3.57 3.54 3.43 3.40 3.52 3.39 3.17 3.15 3.16 3.02 3.09 3.26 3.48 3.50 3.58 3.64 3.73 3.76 3.82 3.72 3.76 3.64 5.14 5.12 5.45 5.47 5.65 5.61 5.61 5.82 5.86 6.00 6.14 6.33 6.26 6.09 5.81 5.77 6.02 6.02 5.92 5.75 5.73 5.83 5.77 5.67 5.55 5.49 5.33 4.99 4.87 4.80 4.83 4.84 4.69 4.59 4.79 4.58 4.35 4.40 4.44 4.26 4.34 4.56 4.89 4.93 5.03 5.09 5.17 5.24 5.35 5.19 5.25 5.14 5.98 6.01 6.34 6.32 6.41 6.44 6.50 6.70 6.70 6.79 6.91 7.08 7.00 6.86 6.69 6.65 6.89 6.88 6.78 6.65 6.61 6.70 6.61 6.56 6.44 6.40 6.22 5.93 5.85 5.74 5.70 5.69 5.53 5.48 5.69 5.48 5.26 5.37 5.46 5.26 5.35 5.52 5.83 5.85 5.96 6.00 6.05 6.12 6.20 6.04 6.10 6.03 7year 10year Week ending1 30year 1992 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 1year 3year 5year 7year 10year 30year 3.62 3.60 3.50 3.47 3.41 3.41 3.45 3.36 3.31 3.30 3.39 3.36 3.30 3.32 3.31 3.21 3.18 3.25 3.23 3.27 3.40 3.55 3.58 3.61 3.49 3.53 3.42 3.42 3.41 3.53 3.57 3.55 3.48 3.41 3.37 3.34 3.32 3.38 3.39 3.35 3.35 3.36 3.40 3.46 3.56 3.55 3.58 3.61 3.62 3.60 3.61 3.60 3.61 5.13 5.06 4.98 4.91 4.78 4.70 4.71 4.51 4.38 4.28 4.47 4.46 4.39 4.43 4.38 4.26 4.23 4.30 4.24 4.30 4.48 4.60 4.58 4.65 4.50 4.50 4.37 4.36 4.34 4.49 4.54 4.53 4.44 4.34 4.22 4.16 4.09 4.19 4.22 4.17 4.15 4.09 4.17 4.28 4.47 4.48 4.49 4.56 4.54 4.51 4.57 4.54 4.53 6.03 5.95 5.90 5.82 5.66 5.55 5.56 5.39 5.21 5.09 5.24 5.23 5.20 5.25 5.21 5.08 5.06 5.14 5.05 5.10 5.28 5.36 5.29 5.32 5.19 5.18 5.04 5.03 5.00 5.15 5.21 5.19 5.12 5.02 4.87 4.76 4.66 4.73 4.80 4.72 4.69 4.62 4.69 4.82 5.03 5.04 5.04 5.13 5.14 5.10 5.18 5.16 5.14 6.42 6.39 6.34 6.23 6.08 5.98 6.00 5.85 5.64 5.54 5.65 5.73 5.67 5.75 5.72 5.53 5.48 5.60 5.53 5.58 5.74 5.78 5.70 5.70 5.59 5.56 5.45 5.45 5.39 5.52 5.56 5.53 5.46 5.34 5.18 5.09 5.00 5.10 5.16 5.03 5.03 4.95 5.04 5.19 5.41 5.42 5.41 5.54 5.51 5.42 5.53 5.50 5.47 6.70 6.67 6.68 6.59 6.46 6.40 6.38 6.24 6.02 5.90 5.96 6.03 5.98 6.07 6.06 5.90 5.87 6.01 5.92 5.96 6.12 6.14 6.07 6.06 5.96 5.89 5.79 5.79 5.74 5.83 5.88 5.85 5.78 5.66 5.51 5.41 5.28 5.35 5.44 5.33 5.33 5.24 5.31 5.44 5.66 5.68 5.71 5.83 5.80 5.71 5.82 5.79 5.77 7.39 7.38 7.43 7.31 7.23 7.21 7.18 7.07 6.89 6.79 6.76 6.85 6.83 6.95 6.96 6.77 6.76 6.89 6.83 6.88 7.00 6.97 6.88 6.87 6.82 6.76 6.68 6.67 6.58 6.61 6.63 6.54 6.42 6.26 6.16 6.06 5.90 5.98 6.09 5.99 5.99 5.87 5.89 5.99 6.12 6.19 6.22 6.31 6.26 6.17 6.28 6.27 6.28 1993 3 10 17 24 31 7 14 21 28 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 3 10 17 24 31 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 4 11 18 25 6.46 6.48 6.76 6.80 6.88 6.87 6.90 7.06 7.04 7.13 7.24 7.37 7.29 7.20 7.09 7.03 7.24 7.24 7.16 7.01 6.98 7.07 7.01 6.98 6.87 6.82 6.69 6.45 6.40 6.29 6.17 6.18 6.03 6.03 6.23 6.06 5.85 5.93 6.04 5.88 5.96 6.09 6.35 6.34 6.47 6.48 6.48 6.52 6.59 6.43 6.47 6.39 6.78 6.80 7.04 7.14 7.25 7.25 7.31 7.44 7.37 7.45 7.54 7.63 7.56 7.49 7.40 7.38 7.58 7.59 7.50 7.34 7.29 7.40 7.35 7.32 7.24 7.20 7.07 6.90 6.92 6.82 6.67 6.65 6.52 6.50 6.67 6.53 6.32 6.39 6.47 6.32 6.39 6.54 6.78 6.78 6.90 6.88 6.84 6.86 6.91 6.77 6.79 6.68 7.45 7.43 7.57 7.65 7.74 7.77 7.84 7.94 7.88 7.92 7.97 8.03 7.97 7.92 7.89 7.89 8.04 8.06 7.98 7.86 7.81 7.89 7.87 7.87 7.83 7.82 7.74 7.62 7.66 7.61 7.46 7.43 7.34 7.34 7.44 7.37 7.26 7.32 7.41 7.34 7.44 7.52 7.62 7.63 7.69 7.64 7.54 7.56 7.56 7.44 7.44 7.36 Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 1 8 15 22 29 5 12 19 26 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 2 9 16 23 30 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 3 10 17 24 31 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 25 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week ending' 1year 3year 5year 7year 10year 30year 3.63 3.52 3.51 3.51 3.66 3.85 3.88 4.01 4.16 4.28 4.31 4.36 4.46 4.71 4.70 4.90 4.99 5.23 5.49 5.23 5.29 5.31 5.16 5.18 5.30 5.47 5.49 5.49 5.41 5.51 5.41 5.60 5.63 5.61 5.56 5.62 5.72 5.85 5.92 6.07 6.04 6.10 6.22 6.28 6.42 6.58 6.63 6.89 7.10 7.20 7.12 7.21 4.59 4.43 4.45 4.44 4.57 4.81 4.85 5.03 5.19 5.32 5.37 5.45 5.62 5.92 5.91 6.09 6.08 6.30 6.54 6.20 6.30 6.29 6.13 6.21 6.32 6.46 6.50 6.53 6.39 6.48 6.36 6.58 6.53 6.52 6.45 6.55 6.65 6.78 6.87 7.02 6.95 7.01 7.16 7.24 7.38 7.45 7.50 7.62 7.64 7.73 7.74 7.79 5.21 5.03 5.06 5.05 5.14 5.36 5.40 5.60 5.74 5.85 5.91 6.00 6.19 6.47 6.47 6.60 6.56 6.76 6.98 6.65 6.73 6.70 6.54 6.65 6.76 6.89 6.95 6.97 6.83 6.89 6.77 6.96 6.90 6.92 6.83 6.95 7.05 7.17 7.25 7.38 7.30 7.37 7.53 7.61 7.69 7.73 7.74 7.79 7.74 7.78 7.79 7.81 5.58 5.37 5.41 5.38 5.46 5.67 5.73 5.94 6.08 6.20 6.24 6.33 6.53 6.81 6.78 6.85 6.77 7.00 7.22 6.87 6.94 6.90 6.76 6.87 6.97 7.11 7.18 7.19 7.04 7.08 6.96 7.14 7.07 7.10 7.02 7.14 7.26 7.38 7.44 7.57 7.48 7.54 7.70 7.77 7.84 7.85 7.81 7.83 7.76 7.81 7.82 7.81 5.85 5.69 5.74 5.74 5.80 5.94 5.95 6.15 6.29 6.40 6.45 6.52 6.72 6.97 6.93 7.03 6.95 7.16 7.37 7.06 7.14 7.09 6.97 7.08 7.17 7.27 7.34 7.36 7.23 7.26 7.15 7.31 7.24 7.27 7.21 7.33 7.44 7.54 7.60 7.72 7.65 7.71 7.86 7.94 8.00 7.97 7.91 7.89 7.79 7.82 7.82 7.81 6.36 6.24 6.29 6.29 6.30 6.42 6.51 6.68 6.79 6.87 6.87 6.92 7.06 7.29 7.26 7.31 7.22 7.38 7.56 7.31 7.40 7.36 7.27 7.38 7.46 7.55 7.63 7.64 7.53 7.52 7.43 7.54 7.46 7.52 7.48 7.61 7.70 7.78 7.83 7.91 7.86 7.92 8.03 8.08 8.13 8.10 8.04 7.99 7.88 7.87 7.85 7.83 Week ending1 Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. 3year 5year 7year 10year 30year 7.24 7.12 7.02 6.95 6.88 6.79 6.70 6.54 6.47 6.54 6.39 6.37 6.38 6.38 6.28 6.17 6.24 6.16 6.00 5.98 5.92 5.71 5.69 5.66 5.59 5.65 5.53 5.47 5.64 5.72 5.68 5.71 5.86 5.81 5.66 5.63 5.59 5.57 5.69 5.61 5.60 5.59 5.58 5.48 5.45 5.43 5.44 5.39 5.35 5.35 5.30 5.21 7.81 7.73 7.65 7.60 7.41 7.39 7.28 7.07 6.95 7.04 6.81 6.83 6.84 6.80 6.72 6.58 6.64 6.54 6.27 6.25 6.14 5.83 5.83 5.83 5.73 5.83 5.74 5.70 5.97 6.07 6.06 6.07 6.21 6.15 5.96 5.88 5.84 5.87 5.97 5.84 5.79 5.74 5.75 5.64 5.62 5.58 5.56 5.47 5.38 5.42 5.43 5.29 7.86 7.80 7.73 7.74 7.54 7.47 7.40 7.23 7.10 7.18 6.95 7.01 7.01 6.96 6.89 6.78 6.81 6.70 6.41 6.40 6.28 5.98 5.96 5.96 5.86 5.95 5.85 5.81 6.11 6.21 6.19 6.24 6.36 6.28 6.08 5.99 5.96 5.98 6.08 5.92 5.88 5.83 5.84 5.75 5.73 5.71 5.70 5.59 5.49 5.55 5.56 5.44 7.88 7.83 7.76 7.78 7.59 7.53 7.47 7.33 7.21 7.28 7.03 7.10 7.11 7.04 6.98 6.90 6.90 6.79 6.52 6.46 6.37 6.08 6.07 6.09 5.99 6.07 6.05 6.00 6.30 6.39 6.38 6.42 6.52 6.45 6.23 6.13 6.08 6.12 6.20 6.04 5.97 5.92 5.95 5.87 5.85 5.85 5.84 5.74 5.60 5.66 5.69 5.56 7.86 7.80 7.74 7.78 7.62 7.56 7.48 7.36 7.27 7.35 7.11 7.16 7.15 7.12 7.08 7.03 7.03 6.93 6.66 6.59 6.49 6.23 6.20 6.21 6.10 6.17 6.12 6.09 6.37 6.46 6.48 6.50 6.57 6.52 6.31 6.20 6.15 6.17 6.26 6.10 6.05 5.99 6.04 5.98 5.97 5.96 5.92 5.82 5.68 5.73 5.78 5.64 7.89 7.86 7.82 7.86 7.72 7.66 7.60 7.56 7.49 7.56 7.37 7.43 7.40 7.38 7.37 7.37 7.33 7.22 6.98 6.90 6.81 6.62 6.57 6.61 6.53 6.58 6.57 6.56 6.82 6.88 6.89 6.92 6.92 6.85 6.68 6.59 6.51 6.53 6.57 6.45 6.40 6.32 6.35 6.30 6.29 6.27 6.26 6.19 6.04 6.07 6.12 6.00 1995 1994 Jan. 1year 7 14 21 28 4 11 18 25 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 1 8 15 22 29 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 2 9 16 23 30 Jan. Feb. Mar. Apr. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. 6 13 20 27 3 10 17 24 3 10 17 24 31 7 14 21 28 5 12 19 26 2 9 16 23 30 7 14 21 28 4 11 18 25 1 8 15 22 29 6 13 20 27 3 10 17 24 1 8 15 22 29 'T he week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: Because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 26 - FEDERAL FUNDS RATE,1 1970-PRESENT 1970 1971 1972 1973 1974 1975 1976 197 1978 1979 1980 1981 1982 198 1984 198 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 .......... .......... .......... .......... .......... .......... .......... 7 ...... .......... .......... .......... .......... .......... 3 ...... .......... 5 ...... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Year’s Avg. 8.98 4.14 3.50 5.94 9.65 7.13 4.87 4.61 6.70 10.07 13.82 19.08 13.22 8.68 9.56 8.35 8.14 6.43 6.83 9.12 8.23 6.91 4.03 3.02 3.05 5.53 8.98 3.72 3.29 6.58 8.97 6.24 4.77 4.68 6.78 10.06 14.13 15.93 14.78 8.51 9.59 8.50 7.86 6.10 6.58 9.36 8.24 6.25 4.06 3.03 3.25 5.92 7.76 3.71 3.83 7.09 9.35 5.54 4.84 4.69 6.79 10.09 17.19 14.70 14.68 8.77 9.91 8.58 7.48 6.13 6.58 9.85 8.28 6.12 3.98 3.07 3.34 5.98 8.10 4.15 4.17 7.12 10.51 5.49 4.82 4.73 6.89 10.01 17.61 15.72 14.94 8.80 10.29 8.27 6.99 6.37 6.87 9.84 8.26 5.91 3.73 2.96 3.56 6.05 7.94 4.63 4.27 7.84 11.31 5.22 5.29 5.35 7.36 10.24 10.98 18.52 14.45 8.63 10.32 7.97 6.85 6.85 7.09 9.81 8.18 5.78 3.82 3.00 4.01 6.01 7.60 4.91 4.46 8.49 11.93 5.55 5.48 5.39 7.60 10.29 9.47 19.10 14.15 8.98 11.06 7.53 6.92 6.73 7.51 9.53 8.29 5.90 3.76 3.04 4.25 6.00 7.21 5.31 4.55 10.40 12.92 6.10 5.31 5.42 7.81 10.47 9.03 19.04 12.59 9.37 11.23 7.88 6.56 6.58 7.75 9.24 8.15 5.82 3.25 3.06 4.26 5.85 6.61 5.57 4.80 10.50 12.01 6.14 5.29 5.90 8.04 10.94 9.61 17.82 10.12 9.56 11.64 7.90 6.17 6.73 8.01 8.99 8.13 5.66 3.30 3.03 4.47 5.74 6.29 5.55 4.87 10.78 11.34 6.24 5.25 6.14 8.45 11.43 10.87 15.87 10.31 9.45 11.30 7.92 5.89 7.22 8.19 9.02 8.20 5.45 3.22 3.09 4.73 5.80 6.20 5.20 5.04 10.01 10.06 5.82 5.03 6.47 8.96 13.77 12.81 15.08 9.71 9.48 9.99 7.99 5.85 7.29 8.30 8.84 8.11 5.21 3.10 2.99 4.76 5.76 5.60 4.91 5.06 10.03 9.45 5.22 4.95 6.51 9.76 13.18 15.85 13.31 9.20 9.34 9.43 8.05 6.04 6.69 8.35 8.55 7.81 4.81 3.09 3.02 5.29 5.80 4.90 4.14 5.33 9.95 8.53 5.20 4.65 6.56 10.03 13.78 18.90 12.37 8.95 9.47 8.38 8.27 6.91 6.77 8.76 8.45 7.31 4.43 2.92 2.96 5.45 5.60 7.18 4.66 4.43 8.73 10.50 5.82 5.04 5.54 7.93 11.19 13.35 16.38 12.26 9.09 10.22 8.10 6.80 6.66 7.57 9.22 8.10 5.69 3.52 3.02 4.21 5.83 'Except for new bill issues, yields are m onthly averages computed from daily closing bid prices. - 27 - PRIME RATE, 1 9 7 0 -P R E S E N T Monthly averages of daily effective rates Year's 197 1971 1972 197 1974 197 1976 1977 1978 1979 1980 1981 1982 1983 1984 1985 198 1987 198 198 1990 1991 1992 1993 1994 1995 0 ...... .......... .......... 3 ...... .......... 5 ...... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... 6 ...... .......... 8 ___ 9 ___ .......... .......... .......... .......... .......... .......... Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Avg. 8.50 6.29 5.18 6.00 9.73 10.05 7.00 6.25 7.93 11.75 15.25 20.16 15.75 11.16 11.00 10.61 9.50 7.50 8.75 10.50 10.11 9.52 6.50 6.00 6.00 8.50 8.50 5.88 4.75 6.02 9.21 8.96 6.75 6.25 8.00 11.75 15.63 19.43 16.56 10.98 11.00 10.50 9.50 7.50 8.51 10.93 10.00 9.05 6.50 6.00 6.00 9.00 8.39 5.44 4.75 6.30 8.85 7.93 6.75 6.25 8.00 11.75 18.31 18.05 16.50 10.50 11.21 10.50 9.10 7.50 8.50 11.50 10.00 9.00 6.50 6.00 6.06 9.00 8.00 5.28 4.97 6.61 10.02 7.50 6.75 6.25 8.00 11.75 19.77 17.15 16.50 10.50 11.93 10.50 8.83 7.75 8.50 11.50 10.00 9.00 6.50 6.00 6.45 9.00 8.00 5.46 5.00 7.01 11.25 7.40 6.75 6.41 8.27 11.75 16.57 19.61 16.50 10.50 12.39 10.31 8.50 8.14 8.84 11.50 10.00 8.50 6.50 6.00 6.99 9.00 8.00 5.50 5.04 7.49 11.54 7.07 7.20 6.75 8.63 11.65 12.63 20.03 16.50 10.50 12.60 9.78 8.50 8.25 9.00 11.07 10.00 8.50 6.50 6.00 7.25 9.00 8.00 5.91 5.25 8.30 11.97 7.15 7.25 6.75 9.00 11.54 11.48 20.39 16.26 10.50 13.00 9.50 8.16 8.25 9.29 10.98 10.00 8.50 6.02 6.00 7.25 8.80 8.00 6.00 5.27 9.23 12.00 7.66 7.01 6.83 9.01 11.91 11.12 20.50 14.39 10.89 13.00 9.50 7.90 8.25 9.84 10.50 10.00 8.50 6.00 6.00 7.51 8.75 7.83 6.00 5.50 9.86 12.00 7.88 7.00 7.13 9.41 12.90 12.23 20.08 13.50 11.00 12.97 9.50 7.50 8.70 10.00 10.50 10.00 8.20 6.00 6.00 7.75 8.75 7.50 5.90 5.73 9.94 11.68 7.96 6.77 7.52 9.94 14.39 13.79 18.45 12.52 11.00 12.58 9.50 7.50 9.07 10.00 10.50 10.00 8.00 6.00 6.00 7.75 8.75 7.28 5.51 5.75 9.75 10.83 7.53 6.50 7.75 10.94 15.55 16.06 16.84 11.85 11.00 11.77 9.50 7.50 8.78 10.05 10.50 10.00 7.58 6.00 6.00 8.15 8.75 6.92 5.49 5.79 9.75 10.50 7.26 6.35 7.75 11.55 15.30 20.35 15.75 11.50 11.00 11.06 9.50 7.50 8.75 10.50 10.50 10.00 7.21 6.00 6.00 8.50 8.65 7.91 5.72 5.25 8.03 10.81 7.86 6.84 6.83 9.06 12.67 15.27 18.87 14.86 10.79 12.04 9.93 8.33 8.20 9.32 10.87 10.01 8.46 6.25 6.00 7.15 8.83 - 28 - PRIME RATE AS IT CHANGED, 1970-PRESENT Effective Date Rate 1970 Mar. Sep. Nov. Dec. Effective Date 1975 25 21 12 23 22 8.00 7.50 7.25 7.00 6.75 Jan. Feb. 1971 Jan. Feb. Mar. Apr. May Jul. Oct. Nov. Dec. 6 15 18 16 11 19 23 11 6 7 20 4 31 6.50 6.25 6.00 5 75 5.25-5.50 5.25 5.25-5.50 5.50 5.50-6.00 6.00 5.75 5.50 5.25 Apr. Jun. Aug. Oct. Dec. 24 31 5 26 29 4 27 5.00 4.75 5.00 5.25 5.50 5.75 6.00 1973 Feb. Mar. Apr. May Jun. Jul. Aug. Sep. Oct. 27 26 18 7 25 8 25 3 9 18 30 6 13 22 28 18 24 6.25 6.50 6.75 7.00 7.25 7.50 7.75 8.00 8.25 8.50 8.75 9.00 9.25 9.50 9.75 10.00 9.75 29 11 19 25 22 29 3 5 11 19 25 2 6 10 17 26 5 7 21 28 4 14 25 9.50 9.25 9.00 8.75 9.00 9.25 9.50 9.75 10.00 10.25 10.50 10.75 11.00 11.25 11.50 11.75 12.00 11.75 11.50 11.25 11.00 10.75 10.50 1974 Jan. Feb. Mar. Apr. May Jun. Jul. Oct. Nov. May Jun. Jul. Aug. Sep. Oct. Nov. Dec. 9 15 20 28 3 10 18 24 5 10 18 24 20 9 18 28 12 15 27 5 2 10.25 10.00 9.75 9.50 9.25 9.00 8.75 8.50 8.25 8.00 7.75 7.50 7.25 7.00 7.25 7.50 7.75 8.00 7.75 7.50 7.25 Feb. Mar. Apr. May Jun. Jul. 19 76 Jan. Jun. Aug. Oct. Nov. Dec. 12 21 1 7 2 4 1 13 Sep. 7.00 6.75 7.00 7.25 7.00 6.75 6.50 6.25 Oct. Nov. 1977 May Aug. Sep. Oct. 13 31 22 16 7 24 6.50 6.75 7.00 7.25 7.50 7.75 Jun. Aug. Sep. Oct. Nov. Dec. Dec. 10 5 26 16 30 31 15 28 13 27 1 6 17 24 26 8.00 8.25 8.50 8.75 9.00 9.25 9.50 9.75 10.00 10.25 10.50 10.75 11.00 11.50 11.75 19 27 16 28 7 14 21 28 9 23 1 9 16 30 7 11.50 11.75 12.00 12.25 12.75 13.00 13.25 13.50 14.50 15.00 15.25 15.50 15.75 15.50 15.25 Jan. Feb. Mar. Apr. May Jun. Jul. Sep. 1979 Jun. Jul. Aug. Sep. Oct. Nov. Dec. Oct. Nov. Dec. Effective Date 19 22 29 4 7 14 19 28 2 18 1 2 7 16 23 30 6 13 20 7 25 22 27 8 12 19 26 1 17 29 6 17 21 26 2 5 10 16 19 15.75 16.25-16.50 16.75 17.25 17.75 18.50 19.00 19.50 20.00 19.50 18.50-19.00 18.50 17.50 16.50 14.50 14.00 13.00 12.00-12.50 12.00 11.50 11.00 11.25 11.50 12.00 12.25 12.50 13.00 13.50 14.00 14.50 15.50 16.25 17.00 17.75 18.50 19.00 20.00 21.00 21.50 2 9 3 23 10 17 2 24 30 4 11 19 22 3 8 15 22 5 13 3 9 17 20 24 1 20.50 20.00 19.50 19.00 18.00 17.50 17.00 17.50 18.00 19.00 19.50 20.00 20.50 20.00 20.50 20.00 19.50 19.00 18.00 17.50 16.50-17.00 17.00 16.50 16.00 15.75 Feb. Jul. Aug. Oct. Nov. 2 18 23 20 29 2 16 18 23 7 14 22 16.50 17.00 16.50 16.00 15.50 15.00 14.50 14.00 13.50 13.00 12.00 11.50 11 28 8 11.00 10.50 11.00 19 5 8 25 27 17 29 9 28 20 11.50 12.00 12.50 13.00 12.75 12.50 12.00 11.75 11.25 10.75 15 20 18 10.50 10.00 9.50 7 21 11 26 9.00 8.50 8.00 7.50 1 1 15 4 7 22 5 7.75 8.00 8.25 8.75 9.25 9.00 8.75 2 11 14 11 28 8.50 9.00 9.50 10.00 10.50 10 24 5 31 11.00 11.50 11.00 10.50 8 10.00 1983 Jan. Feb. Aug. 1984 Mar. Apr. May Jun. Sep. Oct. Nov. Dec. 1985 Jan. May Jun. 1986 Mar. Apr. Jul. Aug. 1987 Apr. May Sep. Oct. Nov. 1988 Feb. May Jul. Aug. Nov. 1989 Feb. Jun. Jul. 1990 Jan. - 29 - Rate 1982 1981 1978 Jan. May Rate 1980 Aug. 1972 Jan. Mar. Effective Date Rate PRIME RATE AS IT CHANGED, 1970-PRESENT Effective Date Effective Date Rate 1991 Jan. Feb. May Sep. Nov. Dec. 2 4 1 13 6 23 9.50 9.00 8.50 8.00 7.50 6.50 2 6.00 24 19 17 16 15 6.25 6.75 7.25 7.75 8.50 1 7 20 9.00 8.75 8.50 1992 July 1994 Mar. Apr. May Aug. Nov. 1995 Feb. Jul. Dec. - 30 - Rate Effective Date DISCOUNT RATE AS IT CHANGED, 1970-PRESENT Federal Reserve Bank of New York Effective Date Rate 1970 Nov. Dec. Effective Date Effective Date Rate 1981 13 4 5.75 5.50 8 22 19 16 19 17 5.25 5.00 4.75 5.00 4.75 4.50 15 26 4 11 11 2 14 5.00 5.50 5.75 6.00 6.50 7.00 7.50 May Nov. Dec. 5 2 4 14.00 13.00 12.00 20 2 16 27 12 22 15 11.50 11.00 10.50 10.00 9.50 9.00 8.50 9 21 24 9.00 8.50 8.00 20 7.50 7 21 11 21 7.00 6.50 6.00 5.50 4 6.00 9 6.50 24 7.00 19 6.50 1 30 13 6 20 6.00 5.50 5.00 4.50 3.50 2 3.00 17 16 16 3.50 4.00 4.75 1 5.25 1971 Jan. Feb. Jul. Nov. Dec. 1973 Jan. Feb. May Jun. Jul. Aug. 25 9 8.00 7.75 10 5 10 16 7.25 6.75 6.25 6.00 19 22 5.50 5.25 31 26 5.75 6.00 9 11 3 21 22 16 1 6.50 7.00 7.25 7.75 8.00 8.50 9.50 20 17 19 8 10.00 10.50 11.00 12.00 15 30 13 28 26 17 5 13.00 12.00 11.00 10.00 11.00 12.00 13.00 1975 Jan. Feb. Mar. May 1976 Jan. Nov. 1985 1986 Mar. Apr. Jul. Aug. 1987 Sep. Aug. Feb. 19 90 1991 Feb. Apr. Sep. Nov. Dec. 1992 1980 Feb. May Jun. Jul. Sep. Nov. Dec. Apr. Nov. Dec. Dec. 1979 Jul. Aug. Sep. Oct. 1 984 1989 1978 Jan. May Jul. Aug. Sep. Oct. Nov. Oct. Nov. Dec. 19 88 19 77 Aug. Oct. Jul. Aug. May 1974 Apr. Dec. 1982 Jul. 1994 May Aug. Nov. 1995 Feb. - 31 - Rate Effective Date Rate