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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

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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

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.

Feb.

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

Mar.

15
22
1
8
15
22
29

May

3.31
3.33
3.52

5

3.70

12
19
26

Apr.

3.35
3.31

4.04
3.77

3
10
17
24

3.87
3.87
3.86
4.35

31

5
12
19

4.95
5.08
5.47
5.38
5.55
5.55

2
9
16

5.27
5.37
4.92

23

4.75

30
6
13

4.55
4.54
4.83

20

Aug.

4.51
4.99

26

July

7
14
21
28

June

4.48
4.34

4.74

27
4
11

4.68
4.53
4.49
4.49
4.44
4.23

4.93
4.63

Jan.

4.24
4.24

7.99

Jan.

Auctioned
Week of1

3.36

3.70
3.75

4.51
4.72

5.28
5.61

May

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

3.07

3.73
3.59
3.54
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

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

Aug.

Sep.

24
31
7
14
21
28
4
11

Oct.

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 -

3.45
3.75

3.15
3.45

17

4.86
4.77
4.85
5.09

3.37
3.14

22

5.83
5.62
5.77
5.20

31
7

8
15

5.48
5.72

6.49
6.24

18
25
1

Apr.

5.20
5.13

6.31
5.95
5.81
6.03
6.03
5.94
5.83
5.65

Dec.

4.04
3.38

3.11
3.28
3.49

10
17

Mar.

4.53
4.58

6.51
6.56

Nov.

3.74

28

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

6m onth

17
24

4.11

6.59
6.34
Sep.

3m onth

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

28
4

7.78
6.95
7.08

Feb.

7.52

5.87
5.85

Jan.

Feb.

11

5.65

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

6.19

6.27

16
23
May

18

5.46

9

Apr.

5.62

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

11

7.68
7.92

7.57
7.64

6.44

18

8.05

25
1

8.21
8.39

15

8.05

22

7.86
8.91
9.04

8.00

6.75
6.86
7.21

May

29
6
13
20
27
3
10

11
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

July

Aug.

4

8
15
22

7.19
6.96

29

8.10
8.64
7.70
7.70

3
10
17

7.36
7.39
7.37

24

Dec.

7.20

5
12
19
26

Nov.

7.35
7.41

31

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

Mar.

Apr.

May

8.43
8.32

June

8.66
8.72

8.85
9.91

9.28
8.98
8.20
7.93

8.19
7.00
6.39

28
4

7.89
7.88

7.77
7.86

7.99
8.38

11
18

7.60

7.81
7.68
7.77
7.53

25
2
9
16

7.16
7.32

23
30

Dec.

7.53
7.33
7.52
7.17
7.06
6.96
7.11

7.37
7.56
6.91
6.86
7.03
7.10

3
10

5.64
5.62

5.74
5.66

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

5.36
5.18

19
26
2

5.12
5.21
5.26

5.47
5.51

Oct.

Nov.

5.28
5.13
5.94

30
7

6.01
6.20
6.05
6.25

28
4

6.32
6.46

6.26
6.51
6.34
6.63
6.72

6.35
6.45

6.81
7.00

25
1

6.59
6.38

7.09
6.87

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

Sep.

5.08
4.77
5.67

5.89
5.69
5.60
5.28
5.47

3
10
17
24

Dec.

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 -

5.48
5.41

8
15

Aug.

7.55
7.43

Nov.

5.48
5.68

11
18

8.90
9.93

9.17
9.10

5.83
5.74
5.80

3
10

14
21

July

7.70
8.06

7.70
8.51
8.76

6.37

9

8.00
8.06
8.48
7.88

6.37
5.61
5.67
5.80
5.41
5.46

16
23

8.18

6.70
7.72
7.52

6.95
7.26

6.68
6.65

12

8.03
8.44
8.21

7.44
7.36
7.83
7.40

Oct.

6.70
6.68

17
24

8.08

Apr.

6month

17
24

Feb.

8.23

8

8.30
8.36
8.65

6
13
20
27

7.88

6.76
6.63

Jan.

7.08

6.69
7.13
7.13

June

6.75
6.88
6.79

7.02
7.19

Mar.

3m onth

1975

1974

26
Mar.

Auctioned
Week of1

7.82

5.76

1973
Jan.

Auctioned
Week of1

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

Jan.

26
Feb.

2
9
16

Mar.

23
1
8
15
22

5.06

5.49

4.98
4.89
4.93

5.46
5.28
5.33

4.65
4.55
4.55

29
Apr.

5
12

4.96

5.29

4

4.61
4.59

4.85

19
26

4.83
4.76
4.91

5.07
5.09

11
18

4.56
4.49

May

3
10

25
2
9

4.52
4.81
4.82

17
24

16
23
30

5.00
5.14
4.99

June

31
7

6
13

5.05
5.00

July

14
21
28
5

20
27
4
11

5.01
4.97
5.04

12
19
Aug.

26
2

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.

5.23
5.19

Nov.

5.15
5.18
5.14

30
6
13
20
27
4
11
18
25
1

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
Dec.

28
Apr.

5.07
5.25

5.41
5.19

28
7
14
21

5.23
5.34

23

Oct.

Mar.

4.92

9
16

Sep.

Feb.

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.

6montl

2

6.14

6.42

9
16

6.68
6.54

6.85

23

4.81
4.83

Jan.

3m onth

6.43

1978

1977
5
12
19

Auctioned
Week of1

4.87
4.94

1976

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

Sep.

5.98
6.19
6.29
6.38

Oct.

6.94

31
7
14

6.90
6.81
6.89

21

Aug.

5.98
5.89
5.85
5.85
6.10

7.06
7.19
7.11

7.23
7.40
7.45

10
17
24

5.36
5.69
5.68

6.72
6.74

30
Feb.

4.87

5.05

6.76
6.71

7.52
7.50

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.

Auctioned
Week of'

1

22

9.39
9.32

9.55
9.44

9.41

12.19
12.04

29

Mar.

9.32

9.38

5
12

9.19
9.26
9.29
9.45

9.31
9.34

4
11
18

9.37
9.50
9.42

25
3
10

13.16
13.70
15.14

19
26
5
19

9.36
9.48
9.50
9.50
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

21
June

28
4
11

9.53
9.55
8.96
8.87

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

Aug.

8.80
8.97

10.35

24
1

8.90
July

14.42

14.23

13.82
12.73
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

14.80

14.76
13.61

2

14.00

13.43

12.76
12.70
12.50

12.27
12.08

Apr.

30
6

14.15

18

7.75
8.17
6.94

25
1

16.03
16.75

15.03
15.68
14.49
14.00

May

June

8

July

8.87
8.89

Aug.

9.77

10.06
10.64

10.32

22

10.46

9.99
10.31

10.11
10.33

29
6

11.72
11.14

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

12.10
12.03
11.94
11.02

12.09
11.95

13.34
13.51

13.27
13.23
13.92

3
10

11.93
12.05

11.77
11.77

12.23
12.07

12.00
11.85

12.11

6
13

14.40
14.56
15.56
15.07

3
10

15.67
15.24
15.71
15.83

31
7

15.58
15.61
14.41

15.65
15.80
14.66

11.88

12.04
11.02

Nov.

27
3
10

Sep.

14
21

14.05
14.23
15.32
14.79
15.57
15.12
15.64
15.85

11.28
11.41
12.28
Nov.

14.13
14.93
14.22

26

Oct.

14.20
14.67

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.

14.21
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 -

13.62

28
5
12
19

17
Dec.

13.36
13.94

14.34
13.91

17
24

8.11
8.11
7.91
8.28

8
15

14.98
13.45

20
27

7.11
8.10

10.25
10.25
10.23
10.88
10.82

15.46

14.04

15
22
29

6.66

9.41

13
20

13.78
13.65
13.62

8.92

10.03
10.12

Oct.

12.10

15.10
15.53

25
1

Sep.

14.13

15.96
16.43

31

Dec.

14.43

15.46
14.10
14.46

14.47

4
11

17
24

Nov.

15.40

13.18

13.78
13.55
14.19

19
26

Oct.

14.12
13.74

5

13
20
27

8
15
22
29

Sep.

15.60
15.20
14.66

16
23

13.55
11.89

7
14
21

21
Aug.

19
26
2

9

Mar.

15.70

26
June

14.23

9

Feb.

14.96
14.95

16.53
15.04

28
May

9.05
8.87

9
16

July

13.63
14.79

15.05

31
Apr.

9.43

18
25
2

15.38

.

11.99
12.26
13.01

24

9.44

2
9
16

13.60
15.32

16
23

11.85

17

9.46
9.48

26

May

Mar.

6m onth

12

Jan.

11.78
11.89

12.09
12.31

12

Apr.

11.86

11.94
11.90

21
Feb.

7
14
28

9.53
9.48

9.29

Jan.

3month

Auctioned
Week of'
1981

1980

8
15

Feb.

6m onth

3m onth

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

17
24

7.62

13.36
13.85

13.10
13.53
13.85

14.10
14.74

14.36

31
7
14

22
1

12.43
12.45

12.70

21

8.26
7.89

12.79

28

7.94

8
15

Feb.

Mar.

12.06

7
14

8.21

12.91

12.06
12.96

7.95
8.17

8.26
8.43

8.26
8.54

Apr.

May

22
29
5
12

12.55
13.40

19
26
3
10
17
24
31

June

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

Feb.

Mar.

8.06
8.12
8.25

8.35

Jan.

21

8.68

12.89

28
4

8.66

8.71
8.71

12.85

12.90

8.17

12.72
12.64
12.78
12.24

8.14

8.13
8.14

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

May

9.63
10.03
8.62
7.75
8.60
8.57

8.99
9.75
9.61

8.16
7.85

9.20
9.23
7.73
7.76
8.47

July

Aug.

8.03
7.81
7.96
8.45
7.94

6

8.28
7.96
8.00
7.86
7.98

8.23
8.40
8.54
8.11

8.05

8.10
8.46
8.65
8.64

Sep.

Oct.

Nov.

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

9.13
9.36
9.57
9.43
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
8.81

28
5
12

8.90
9.00
8.93
9.04
8.94

19
26

June

9.02
9.14
July

8.87

9.01
8.97

6
13

9.08
9.04

9.11
9.16
9.28
9.33

5
12

9.13
9.20
9.24
9.37

19
26
2

9.65
9.76
9.67
9.66
9.80
9.64

9.92
9.74

30
7

9.68
9.99

9.88
10.27

10.07
9.95

10.40
10.38

28

May

8.47
8.67

8.73
8.98
9.09

21
Dec.

9.10
8.92

14
21

Apr.

8.05

13
20
27
4
11

29

8.51
8.25
8.21
8.10

6

15
22

9.70
9.44

7.80
8.10
7.43
7.44

25
2
9
16
23
30

June

9.19

8.92
8.82
8.92

9
16
23

8.20
8.22

12.68

8.03
8.15
8.04

Mar.

8.25

12.50
12.47

11
18

12.25
12.19

9.04

20
27

Feb.

7.97

13.24
12.80

Apr.

2

23
30

8.39

12.67

13
20
27

Dec.

13.93

Jan.

6montf

1984

1983
4
11

3m onth

9
16

7.73
8.14
8.23

8
15

Jan.

Auctioned
Week of'

7.77

1982

Auctioned
Week of1

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
23

Aug.

10.01
10.04
10.17
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.

8.20

8.48
8.64

18
25
1

8.41
8.18

8

8.14
8.04
7.62
7.87

29
6
13
20

July

Aug.

Sep.

9
16
23

7.07

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

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

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

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

7.21
7.24

25
2

7.15
7.19

Dec.

7.05
7.00

7.26
7.02
7.01

10
17
24
1

23
30

Dec.

5.55
5.72

5.84
5.86

9
16

Nov.

23

14
21

Apr.

7.39
7.32
7.05

7.02
7.04

7.05
7.07

7
14
21

6.43
6.32

8.27
7.87

11
18

Oct.

5.59
5.58

6.35
6.19

7.17
6.81

30

5.63
5.58

31
7

8.55
8.56

7.00

7.12
7.22

9
16

6.52
6.36

Mar.

7.08

2

6.54
6.55

6.55

17
24

7.00

19
26

5.69
5.70
5.41
5.51

10

8.98
8.79
9.04
8.86

6.92
7.06

5
12

23
2

5.72
5.66
5.40
5.47

6.97
6.96
6.92

1

7.23
7.23
7.30
7.14
7.14

9
16

17
24
3

Feb.

8.25
8.53

6.73
7.06

15
22
29

Feb.

6.99
7.18

7.39
7.16
7.35
6.90
7.24

7.03
7.21

5.43
5.27

3
10

8.30
8.28

8

June

27
3
10
17
24

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

8.15
8.36
8.73

5.53

20
27

21
28
4
18
25
4

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

8.16

Auctioned
Week of1
1987

6

7.78

15
22
May

6m onth

13

7
14

11

Apr.

3m onth

1 98 6

11

Mar.

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

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

Dec.

5.80
5.74

6.24
6.24

6.01
5.70

30

Nov.

26
2
9
16
23

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

4

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
11
18

May

25
2
9
16
23
30

June

July

6
13
20
27
4
11

5.98
5.78
5.92
6.13
6.31

6.44
6.51
6.59
6.57

8.26
8.33
8.57
8.49
8.51
8.73

July

6
13
20
27
3

8.65
8.69
9.00
9.10
8.87
8.71

17
24
1

8.57
8.66
8.64
8.41
8.21
8.32
8.50
8.17
8.13
8.22

26
3

8.07
7.96
7.76
7.87

Sep.

18
25
1
8

6.72
6.76
6.88

6.99
7.09
7.09

10
17
24

6.89
6.94

7.15

31

15
22

Aug.

7.05
7.18

29
5
12

7.26
7.26

19
Oct.

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.

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

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

Dec.

7.37
7.54

8.22

7
14

Nov.

Dec.

7.61
7.63

8.21

11

7.55
7.60

8.29
8.33

18
25

7.62
7.77

Feb.

Mar.

9.12
8.84

8.08
7.78
7.63
7.50

7.52

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

7.80
7.72

7.77
7.70

May

June

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

7.71
7.78

7.75
7.91

30
7

7.91
7.79

8.03
7.84

7.67
7.74

28
4

7.80
7.69

7.68
7.79
7.74
7.62

11

8.72
8.64

8.33
8.36
7.99
7.79

7.64

14
21

Apr.

8.78
8.59

8.39
8.19

1

16
23

8.76
9.04

7.94

7.72
7.83

7.46
7.55
7.54

8.77
8.66

8.01
7.99

25
2

7.36
7.45

8.39
8.53

8.09
7.65
7.94

7.88
7.64
7.64

21
28

Nov.

6m onth

19
26

8.35
8.31

7.67
7.73
7.35
7.70

11
18
Oct.

3month

8
15

8.50

5

8.37
8.48

Jan.

8.54

12
19

June

6.67
6.83
6.75
6.71

23
30
6

15
22
29

22
29

Feb.

8.30

8

5.85
6.03

8.36

10

5.73

6.19
6.11

8.24

20
27

5.85
5.74
5.63

2

13

25
1
8

6.33
6.37

Auctioned
Week of1
1990

16

5.98

15

Apr.

6m onth

9

5.90
5.85

18

Mar.

6.35

Jan.

11

Feb.

3m onth

1989

1988
Jan.

Auctioned
Week of1

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.

7.43
7.64

Dec.

5

7.07

7.05

12
19
26

7.51
7.40
7.45
7.30
7.41

1
8
15
22
29

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
3
10

3.86
3.72
3.83

3.93

3.96

2
9

4.02
4.02
4.09

4.08
4.10

5.80
5.60

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

5.63
5.66
5.65
5.71

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.

4
11

5.58
5.59

4.99
4.74
4.64
4.58
4.44
4.39

9
16

4.21
4.14

23
30

Dec.

18
25
2

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

16
23

5.50

3.28
3.19

25
1

3.93
3.93
3.80

5.82
5.84

May

3.15
3.07

3.84

5.83
5.86

Apr.

4
11

3.84

6.09
5.85

Mar.

Jan.

3.86
3.87

5.91
6.01
6.06
5.91

6.01

6m onth

3.85
3.83
3.78

17
24

Feb.

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

July

Aug.

Sep.

Oct.

3.37
3.45
3.46
3.37
3.43
3.32
3.38

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

3.05
3.10
3.10

3.15
3.24

2
9
16
23
30
6

4

Nov.

25
1
8
15

Dec.

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

11
18

3.10
3.22
3.27
3.31

3.04
3.04

5
12

31
7
14

13
20
27

2.93
2.85
2.78
2.95

3.05

2.96
2.92

3.19
3.22
3.30
3.19
3.19
3.14

21
28

3.26
2.95
2.90

19
26
3
10
17

3.00
2.94

3.05
3.09
3.12

19
26

June

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.

7
14

3.28

28

3.52
3.57
3.61

28
4

3.50
3.71

11

3.63

18
25

3.76
3.85

2
9
16
23

June

7
21

May

3.33
3.40

14

Apr.

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

21
Mar.

3m onth

Auctioned
Week of1

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

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

4.63
4.67
Jun.

5.65

5.71
5.72

5.69
5.72

29
5

5.64
5.48

5.61
5.35

12

4.69

1
8
15
22

May

5.66
5.74
5.63

5.57

19
26
3

5.46
5.35
5.53

5.56
5.42

13

Oct.

Nov.

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

4.43
4.59

7
14

5.41
5.42

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

Sep.

4.18
4.20
4.31

22
29

Aug.

20
27
4
11

8
15

July

4.16

4.53
4.55

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
21
28
Dec.

5.25
5.29
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

Week
ending'

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

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

Week
ending1

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

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

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

Week
ending1

30year

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

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
Jan.
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 ......
..........
..........
..........
..........
..........
..........
..........
..........
..........
..........

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
Jan.
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 ___
..........
..........
..........
..........
..........
..........

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

19
27
16
28
7
14
21
28
9
23
1
9
16
30
7

Jan.

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

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

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