Full text of District Notices (Federal Reserve Bank of Dallas) : "Selected Interest Rates" Booklet, Notice 97-29

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

Federal R eserve Bank
OF DALLAS
HELEN E. HOLCOMB

DALLAS, TEXAS
75265-5906

F I R S T V I C E P R E S ID E N T A N D
C H IE F O P E R A T I N G O F F I C E R

March 27, 1997

Notice 97-29

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 1996.
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 Cami McKillop at (214) 922-5253. For
additional copies of the booklet, please contact the Public Affairs Department at (214) 922-5254.
Sincerely,

F or additional copies, bankers and others are encouraged to use one of the following toll-free num bers in contacting the Federal
Reserve Bank of 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 ntonio 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)

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This booklet contains selected interest rates on U.S. Treasury bills,
U.S. Treasury constant maturity 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 Department in Washington, D.C., at (202) 452-3244. The H.15
contains daily interest rates and is released every Monday; the G.13
table is compiled m onthly. Current Treasury bill rates and constant
maturity indexes can also be obtained from the recorded m essages at
the Federal Reserve Bank o f Dallas.
Telephone num bers are

(214) 922-6101

Dallas

(800) 333-2231

Toll-Free

December 1996

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 onth....
6-m onth....
1-year........
1971
3-m onth....
6-m onth....
1-year.........
1972
3-m onth....
6-m onth....
1-year........
1973
3-m onth....
6-m onth....
1-year........
1974
3-m onth....
6-m onth....
1-year........
1975
3-m onth....
6-m onth....
1-year........
1976
3-m onth....
6-m onth....
1-year........
1977
3-m onth....
6-m onth....
1-year........
1978
3-m onth....
6-m onth....
1-year ........
1979
3-m onth....
6-m onth....
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 onth....
6-m onth....
1-year........
1981
3-m onth....
6-m onth....
1-year........
1982
3-m onth....
6-m onth....
1-year........
1983
3-m onth....
6-m onth....
1-year........
1984
3-m onth....
6-m onth....
1-year........
1985
3-m onth....
6-m onth....
1-year........
1986
3-m onth....
6-m onth....
1-year........
1987
3-m onth....
6-m onth....
1-year........
1988
3-m onth....
6-m onth....
1-year........
1989
3-m onth....
6-m onth....
1-year........

-2 -

U.S. TREASURY BILLS
Monthly auction averages
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Year’s
Avg.

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

5.02
4.97
4.89

4.87
4.79
4.64

4.96
4.96
4.98

4.99
5.08
5.17

5.02
5.12
5.31

5.11
5.26
5.56

5.17
5.32
5.49

5.09
5.17
5.36

5.15
5.29
5.57

5.01
5.12
5.34

5.03
5.07
5.20

4.87
5.02
5.16

5.02
5.09
5.23

1990
3-m onth....
6-m onth....
1-year ........
1991
3-m onth....
6-m onth....
1-year........
1992
3-m onth....
6-m onth....
1-year........
1993
3-m onth....
6-m onth....
1-year........
1994
3-m onth....
6-m onth....
1-year........
1995
3-m onth....
6-month
1-year........
1996
3-month
6-m onth___
1-year ........

- 3 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of1

3month

6month

1970
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of1

3month

6month

7.96
7.84
7.79
7.89
7.75
7.31
6.78
6.81
6.87
6.88
6.84
6.26
6.33
6.41
6.31
6.48
6.88
7.18
6.99
6.83
7.13
6.82
6.79
6.73
6.63
6.42
6.64
6.55
6.39
6.35
6.41
6.51
6.53
6.20
6.34
6.37
6.31
5.95
5.81
6.03
6.03
5.94
5.83
5.65
5.46
5.28
4.76
5.08
4.88
4.78
4.73
4.83

7.99
7.78
7.66
7.78
7.72
7.39
6.92
6.98
6.77
6.73
6.71
6.18
6.39
6.45
6.25
6.49
7.25
7.49
7.20
7.00
7.36
6.86
6.90
6.95
6.93
6.60
6.66
6.64
6.44
6.43
6.50
6.68
6.59
6.34
6.51
6.56
6.49
6.24
6.37
6.41
6.23
6.13
6.12
5.77
5.65
5.41
4.86
4.98
4.87
4.79
4.77
4.84

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

3month

6month

3.74
3.11
3.28
3.49
3.37
3.14
3.07
3.15
3.45
3.55
3.85
3.92
3.85
3.80
3.73
3.85
3.51
3.60
3.46
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
4.60
4.74
4.82
4.71
4.77
4.67
4.78
4.78
4.89
4.95
5.10
5.09
5.11

4.04
3.38
3.45
3.75
3.73
3.59
3.54
3.51
3.76
3.80
4.20
4.32
4.35
4.37
4.22
4.28
4.00
4.00
3.91
4.12
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
5.16
5.13
5.11
5.14
4.96
5.07
5.05
5.18
5.23
5.31
5.30
5.31

1972

1971
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

Auctioned
Week of1

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

4.92
4.64
4.21
4.20
4.11
3.85
3.64
3.50
3.35
3.31
3.31
3.33
3.52
3.70
4.04
3.77
3.87
3.87
3.86
4.35
4.48
4.34
4.51
4.99
4.95
5.08
5.47
5.38
5.55
5.55
5.27
5.37
4.92
4.75
4.55
4.54
4.83
4.74
4.68
4.53
4.49
4.49
4.44
4.23
4.17
4.12
4.24
4.32
4.09
3.94
4.02
3.73

4.93
4.63
4.24
4.24
4.11
3.84
3.68
3.59
3.47
3.36
3.42
3.48
3.70
3.75
4.14
3.96
4.09
4.18
4.18
4.53
4.58
4.51
4.72
5.20
5.13
5.28
5.61
5.48
5.72
5.83
5.62
5.77
5.20
4.86
4.77
4.85
5.09
4.99
4.97
4.74
4.60
4.64
4.53
4.35
4.34
4.26
4.41
4.43
4.21
4.14
4.26
3.95

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

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

'T h e date show n is a Monday. The 3- and 6 -m o n th bills are a u ction ed each M onday unless M onday is a holiday. Then, bills are auctio ned o n Tuesday.

- 4 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of1

3month

6month

1973
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of1

3month

6month

5.16
5.16
5.28
5.63
5.69
5.67
5.42
5.46
5.81
5.88
6.00
6.33
6.25
6.53
6.19
6.19
6.25
6.28
6.14
6.18
6.45
6.69
7.13
7.13
7.26
7.23
7.99
7.99
7.97
8.11
8.32
8.49
8.98
8.91
8.67
8.78
9.02
8.79
7.33
7.15
7.32
7.19
6.96
7.20
8.10
8.64
7.70
7.70
7.36
7.39
7.37
7.35
7.41

5.40
5.41
5.54
5.76
5.87
5.85
5.62
5.65
6.05
6.27
6.44
6.76
6.63
6.81
6.27
6.39
6.63
6.58
6.43
6.46
6.75
6.86
7.21
7.17
7.26
7.30
8.01
8.02
8.02
8.27
8.48
8.65
8.94
8.86
8.58
8.74
8.92
8.83
7.66
7.58
7.26
7.24
6.95
7.26
7.99
8.38
7.81
7.68
7.77
7.53
7.16
7.32
7.37

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

3month

6month

6.70
6.68
6.37
5.61
5.67
5.80
5.41
5.46
5.64
5.62
5.38
5.54
5.56
6.02
5.54
5.65
5.72
5.36
5.18
5.12
5.21
5.26
5.08
4.77
5.67
6.01
6.20
6.05
6.25
6.32
6.46
6.35
6.45
6.59
6.38
6.39
6.44
6.32
6.55
6.24
6.05
5.89
5.69
5.60
5.28
5.47
5.52
5.55
5.63
5.49
5.34
5.21

6.68
6.65
6.37
5.83
5.74
5.80
5.48
5.68
5.74
5.66
5.47
5.67
5.79
6.35
5.84
6.07
6.16
5.72
5.48
5.41
5.47
5.51
5.28
5.13
5.94
6.26
6.51
6.34
6.63
6.72
6.86
6.81
7.00
7.09
6.87
6.89
6.90
6.82
6.98
6.57
6.24
6.16
5.97
5.79
5.48
5.80
5.93
6.00
6.14
5.91
5.68
5.51

1975

1974
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

Auctioned
Week of1

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

7.62
7.98
8.00
7.78
6.95
7.08
7.02
7.19
7.68
7.92
8.05
8.30
8.36
8.65
8.05
7.86
8.91
9.04
8.02
8.20
7.98
8.30
8.26
8.18
7.84
7.81
7.89
7.70
7.60
7.70
8.51
8.76
8.85
9.91
9.17
9.10
8.19
7.00
6.39
6.70
7.72
7.52
7.89
7.88
7.60
7.53
7.33
7.52
7.17
7.06
6.96
7.11

7.56
7.87
7.82
7.52
6.75
6.88
6.79
7.08
7.57
7.64
7.88
8.23
8.21
8.39
8.08
8.00
8.80
9.01
8.03
8.44
8.21
8.43
8.32
8.18
8.00
8.06
8.48
7.88
7.70
8.06
8.66
8.72
8.90
9.93
9.28
8.98
8.20
7.93
7.44
7.36
7.83
7.40
7.77
7.86
7.55
7.43
7.37
7.56
6.91
6.86
7.03
7.10

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

'T h e date show n is a Monday. The 3- an d 6 -m o n th bills are auctioned each Monday u nless Monday is a holiday. Then, bills are auctioned on Tuesday.

- 5 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of'

3month

6month

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

3month

6month

5
12
19
26
2
9
16
23
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

5.23
4.83
4.78
4.76
4.81
4.87
4.85
4.87
5.26
5.06
4.98
4.89
4.93
4.96
4.83
4.76
4.91
4.92
5.07
5.25
5.50
5.58
5.46
5.38
5.36
5.37
5.41
5.19
5.23
5.19
5.15
5.18
5.14
5.14
5.09
5.09
5.10
5.03
5.07
5.09
4.91
4.80
4.93
4.86
4.89
4.89
4.60
4.47
4.38
4.36
4.27
4.30

5.52
5.07
5.05
5.05
5.07
5.13
5.17
5.20
5.72
5.49
5.46
5.28
5.33
5.29
5.07
5.09
5.23
5.34
5.43
5.73
5.91
5.95
5.77
5.70
5.72
5.75
5.77
5.43
5.54
5.50
5.47
5.42
5.39
5.38
5.35
5.33
5.31
5.24
5.33
5.27
5.02
4.91
5.09
5.03
5.04
5.02
4.68
4.57
4.52
4.51
4.50
4.47

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of'

3month

6month

6.14
6.68
6.54
6.43
6.44
6.48
6.45
6.46
6.43
6.35
6.30
6.21
6.31
6.42
6.37
6.14
6.29
6.46
6.46
6.32
6.48
6.66
6.63
6.62
6.67
6.97
7.06
7.19
7.11
6.94
6.90
6.81
6.89
7.27
7.32
7.66
7.70
7.88
8.11
8.16
8.26
8.21
7.90
8.45
9.03
8.59
8.70
9.17
8.98
8.93
9.24
9.34

6.42
6.85
6.76
6.71
6.72
6.74
6.75
6.76
6.71
6.68
6.62
6.55
6.67
6.72
6.74
6.56
6.78
6.94
6.99
7.01
7.14
7.16
7.10
7.12
7.23
7.40
7.45
7.52
7.50
7.43
7.36
7.17
7.26
7.47
7.55
7.74
7.79
7.98
8.28
8.38
8.42
8.56
8.61
8.98
9.42
9.29
9.00
9.33
9.22
9.26
9.52
9.58

1978

1977

1976
Jan.

Auctioned
Week of'

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
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

4.41
4.61
4.67
4.70
4.72
4.63
4.63
4.67
4.71
4.65
4.55
4.55
4.61
4.59
4.56
4.49
4.52
4.81
4.82
5.00
5.14
4.99
5.05
5.00
5.01
4.97
5.04
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
6.21
6.28
6.19
6.09
6.08
6.06
6.05
6.07
5.99
6.15

4.56
4.80
4.87
4.91
5.01
4.84
4.86
4.87
4.94
4.97
4.81
4.83
4.87
4.85
4.77
4.71
4.84
5.05
5.13
5.23
5.35
5.19
5.23
5.17
5.22
5.17
5.25
5.36
5.44
5.36
5.69
5.68
5.98
5.89
5.85
5.85
6.10
5.98
6.19
6.29
6.38
6.50
6.48
6.51
6.46
6.37
6.39
6.37
6.35
6.37
6.34
6.46

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 h e date show n is a Monday. The 3- an d 6 -m o nth bills are a uction ed each M onday unless M onday is a holiday. Then, bills are auctio ned on Tuesday.

-

6 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of1

3month

6month

1979
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of1

3month

6month

1980
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

9.39
9.32
9.41
9.29
9.32
9.19
9.26
9.29
9.45
9.36
9.48
9.50
9.50
9.59
9.65
9.61
9.12
9.50
9.62
9.51
9.74
9.53
9.55
8.96
8.87
8.80
8.97
9.27
9.34
9.48
9.15
9.32
9.50
9.60
9.68
9.86
10.53
10.35
9.99
10.31
10.81
11.84
12.93
12.26
12.10
12.03
11.94
11.02
11.93
12.05
12.23
12.07
12.11

9.55
9.44
9.53
9.48
9.38
9.31
9.34
9.37
9.50
9.42
9.46
9.48
9.44
9.50
9.57
9.63
9.30
9.57
9.62
9.46
9.60
9.41
9.43
9.05
8.87
8.90
8.87
9.16
9.26
9.47
9.30
9.32
9.48
9.50
9.65
9.78
10.29
10.32
10.11
10.33
10.66
11.72
12.65
12.19
12.09
11.95
12.04
11.02
11.77
11.77
12.00
11.85
11.88

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of1

3month

6month

13.60
15.32
15.60
15.20
14.66
15.40
15.46
14.10
14.46
14.00
12.76
12.70
12.50
14.15
13.78
13.55
14.19
15.96
16.43
16.03
16.75
15.46
14.98
13.45
14.34
13.91
14.40
14.56
15.56
15.07
15.67
15.24
15.71
15.83
15.58
15.61
14.41
14.20
14.67
14.21
13.53
13.61
13.35
12.70
11.13
10.69
10.56
10.40
10.40
11.10
11.04
11.69

13.18
14.23
14.47
14.12
13.74
14.43
14.76
13.61
14.13
13.43
12.10
12.27
12.08
13.78
13.65
13.62
14.04
15.10
15.53
15.03
15.68
14.49
14.00
13.36
13.94
13.62
14.05
14.23
15.32
14.79
15.57
15.12
15.64
15.85
15.65
15.80
14.66
14.13
14.93
14.22
13.50
13.80
13.62
12.72
11.51
10.97
10.92
10.70
10.77
11.60
11.84
12.45

1981
7
14
21
28
4
11
18
25
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

11.94
11.90
12.19
12.04
12.09
12.31
13.16
13.70
15.14
15.38
15.05
16.53
15.04
14.42
13.82
12.73
10.79
9.73
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
9.41
10.03
10.12
10.06
10.64
10.46
11.52
11.30
11.34
11.41
12.33
13.34
13.51
14.31
14.38
14.65
16.34
16.67
14.99
13.91

11.86
11.78
11.89
11.85
11.99
12.26
13.01
13.63
14.79
14.96
14.95
15.70
14.80
14.23
13.55
11.89
10.79
9.50
8.78
8.92
7.75
8.17
6.94
6.66
7.11
8.10
8.11
8.11
7.91
8.28
8.87
8.89
9.77
10.25
10.25
10.23
10.88
10.82
11.72
11.14
11.28
11.41
12.28
13.27
13.23
13.92
14.03
14.55
15.07
15.42
14.03
13.41

Jan.

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

‘The date show n is a Monday. The 3- an d 6 -m o n th bills are au ctioned each M onday unless Monday is a holiday. Then, bills are a u ctio ned on Tuesday.

- 7 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of'

3month

6month

11.66
12.12
12.51
13.36
13.85
14.10
14.74
12.43
12.45
12.06
12.91
12.55
13.40
12.89
12.85
12.50
12.47
12.68
12.25
12.19
11.48
11.52
12.07
12.25
12.59
13.27
12.81
11.80
11.14
10.56
9.63
10.03
8.62
7.75
8.60
8.57
8.16
7.85
7.80
8.10
7.43
7.44
8.03
7.81
7.96
8.45
7.94
8.28
7.96
8.00
7.86
7.98

12.28
12.81
13.10
13.53
13.85
13.93
14.36
12.70
12.79
12.06
12.96
12.67
13.24
12.80
12.90
12.72
12.64
12.78
12.24
12.19
11.68
11.59
12.12
12.50
13.03
13.42
12.98
11.97
11.44
11.38
10.67
10.94
9.82
8.99
9.75
9.61
9.70
9.44
9.20
9.23
7.73
7.76
8.47
8.23
8.40
8.54
8.11
8.51
8.25
8.21
8.10
8.05

1982
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of'

3month

6month

7.90
7.67
7.62
8.06
8.12
8.25
8.26
7.89
7.94
8.21
8.26
8.43
8.68
8.66
8.17
8.03
8.15
8.04
8.14
8.10
8.46
8.65
8.64
8.73
8.98
9.09
9.10
9.07
9.19
9.13
9.36
9.57
9.43
9.18
9.28
9.21
9.04
8.99
8.73
8.72
8.83
8.63
8.66
8.41
8.83
8.78
8.81
8.90
9.00
8.93
9.04
8.94

7.95
7.77
7.73
8.14
8.23
8.35
8.39
7.97
7.95
8.17
8.26
8.54
8.71
8.71
8.25
8.20
8.22
8.05
8.13
8.14
8.47
8.67
8.79
8.83
9.02
9.14
9.20
9.26
9.37
9.31
9.56
9.70
9.55
9.29
9.53
9.40
9.14
9.06
8.84
8.92
8.97
8.79
8.91
8.68
9.02
8.91
8.96
9.05
9.16
9.12
9.24
9.14

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

3month

6month

9.04
8.92
8.82
8.92
8.87
9.08
9.04
9.13
9.20
9.24
9.37
9.65
9.76
9.67
9.66
9.80
9.64
9.68
9.99
10.07
9.95
9.83
9.90
10.07
10.01
9.77
10.01
10.04
10.17
10.30
10.40
10.55
10.49
10.40
10.60
10.63
10.39
10.33
10.27
10.23
10.11
9.98
9.54
9.38
8.82
8.73
8.59
8.43
8.52
8.38
7.97
7.75
7.86

9.19
9.10
8.92
9.01
8.97
9.11
9.16
9.28
9.33
9.37
9.52
9.79
9.88
9.83
9.82
9.92
9.74
9.88
10.27
10.40
10.38
10.62
10.57
10.66
10.49
10.49
10.54
10.52
10.60
10.64
10.64
10.68
10.63
10.59
10.70
10.75
10.49
10.40
10.39
10.35
10.21
10.08
9.57
9.59
9.07
8.99
8.79
8.50
8.67
8.57
8.15
8.04
8.19

1984

1983
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

Auctioned
Week of'

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
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.

2
9
16
23
30
Feb.
6
13
20
27
Mar.
5
12
19
26
Apr.
2
9
16
23
30
May
7
14
21
28
June
4
11
18
25
July
2
9
16
23
30
Aug.
6
13
20
27
Sep.
3
10
17
24
Oct.
1
8
15
22
29
Nov.
5
12
19
26
Dec.
3
10
17
24
31

'T h e date show n is a Monday. The 3- an d 6 -m on th bills are auctioned each M onday unless Monday is a holiday. Then, bills are a uction ed o n Tuesday.

- 8 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of1

3month

6month

7.78
7.74
7.68
7.76
8.16
8.20
8.15
8.36
8.73
8.48
8.64
8.41
8.18
8.14
8.04
7.62
7.87
7.76
7.69
7.28
7.22
7.03
7.21
6.73
7.06
7.00
6.92
7.06
7.23
7.23
7.30
7.14
7.14
7.07
7.12
7.22
7.17
6.81
7.07
7.14
7.20
7.18
7.24
7.21
7.21
7.24
7.15
7.19
7.05
7.00
7.02
7.04

8.02
8.05
7.93
7.97
8.30
8.28
8.25
8.53
8.98
8.79
9.04
8.86
8.55
8.56
8.27
7.87
8.11
7.93
7.90
7.43
7.39
7.16
7.35
6.90
7.24
7.08
7.00
7.20
7.35
7.40
7.52
7.36
7.28
7.21
7.30
7.39
7.32
7.05
7.24
7.32
7.36
7.32
7.37
7.30
7.23
7.26
7.26
7.26
7.02
7.01
7.05
7.07

1985
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of1

3month

6- .
month

7.05
7.23
6.98
6.92
6.99
7.18
6.97
6.96
6.92
6.55
6.52
6.36
6.35
6.19
5.84
5.86
6.08
6.07
6.07
6.22
6.15
6.33
6.31
6.11
6.09
5.99
5.85
5.78
5.72
5.86
5.70
5.60
5.64
5.32
5.12
5.24
5.16
5.25
5.20
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

7.11
7.28
7.14
7.03
7.06
7.23
7.03
7.00
6.87
6.54
6.55
6.43
6.32
6.17
5.93
5.87
6.14
6.09
6.10
6.28
6.21
6.41
6.39
6.18
6.13
5.96
5.85
5.80
5.77
5.89
5.73
5.60
5.65
5.35
5.17
5.35
5.34
5.39
5.37
5.13
5.22
5.39
5.21
5.30
5.54
5.44
5.39
5.46
5.50
5.58
5.56
5.68

1986
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

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of1

3month

6month

5.53
5.38
5.23
5.44
5.58
5.72
5.66
5.40
5.47
5.63
5.58
5.55
5.72
5.53
5.98
5.77
5.79
5.81
5.47
6.03
5.70
5.81
5.59
5.70
5.64
5.82
5.62
5.55
6.14
6.14
5.96
5.93
5.97
6.12
6.19
6.45
6.32
—
6.59
6.49
6.96
6.84
5.12
5.80
5.74
6.01
5.70
5.49
5.81
6.00
5.96
5.73

5.55
5.43
5.27
5.43
5.59
5.69
5.70
5.41
5.51
5.59
5.58
5.55
5.80
5.63
6.08
6.00
6.14
6.16
5.74
6.34
6.18
6.10
5.99
5.95
5.93
6.00
5.68
5.54
6.20
6.20
6.15
6.14
6.12
6.16
6.34
6.72
6.64
—
6.83
6.96
7.34
7.21
5.98
6.24
6.24
6.33
6.11
6.12
6.42
6.45
6.48
6.32

1987
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

Jan.

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

‘The date show n is a Monday. The 3- an d 6 -m o nth bills are auctio ned each M onday unless M onday is a holiday. Then, bills are auctioned on Tuesday.

- 9 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of1

3month

6month

5.90
5.85
5.98
5.85
5.74
5.63
5.73
5.64
5.62
5.74
5.65
5.76
5.69
5.98
5.98
5.78
5.92
6.13
6.31
6.28
6.34
6.53
6.44
6.44
6.51
6.59
6.57
6.72
6.76
6.88
6.89
6.94
7.05
7.18
7.26
7.26
7.21
7.17
7.23
7.23
7.32
7.36
7.45
7.37
7.54
7.82
7.97
8.05
8.04
7.98
8.14
8.22

6.35
6.33
6.37
6.19
6.11
5.85
6.03
5.83
5.86
5.93
5.78
5.96
6.00
6.21
6.19
6.14
6.28
6.41
6.51
6.50
6.71
6.83
6.72
6.67
6.83
6.75
6.71
6.99
7.09
7.09
7.15
7.26
7.51
7.51
7.50
7.40
7.41
7.34
7.48
7.46
7.46
7.55
7.54
7.48
7.71
7.87
7.99
8.13
8.25
8.21
8.29
8.33

1988
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of1

3month

6month

8.24
8.36
8.30
8.26
8.33
8.57
8.49
8.51
8.73
8.65
8.69
9.00
9.10
8.87
8.71
8.57
8.66
8.64
8.41
8.21
8.32
8.50
8.17
8.13
8.22
8.07
7.96
7.76
7.87
8.09
7.65
7.94
8.01
7.99
7.94
7.88
7.64
7.64
7.72
7.83
7.63
7.37
7.52
7.78
7.67
7.68
7.61
7.63
7.55
7.60
7.62
7.77

8.37
8.48
8.35
8.31
8.39
8.53
8.54
8.50
8.77
8.66
8.76
9.04
9.12
8.84
8.78
8.59
8.72
8.64
8.39
8.19
8.33
8.36
7.99
7.79
8.08
7.78
7.63
7.50
7.67
7.73
7.35
7.70
7.83
7.85
7.88
7.87
7.64
7.64
7.79
7.92
7.60
7.42
7.50
7.62
7.49
7.51
7.40
7.45
7.30
7.41
7.43
7.64

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

3month

6month

7.64
7.57
7.68
7.66
7.77
7.83
7.65
7.80
7.72
7.85
7.96
7.97
7.85
7.83
7.80
7.71
7.78
7.91
7.79
7.67
7.74
7.80
7.69
7.73
7.74
7.78
7.73
7.81
7.62
7.49
7.50
7.23
7.41
7.55
7.49
7.39
7.41
7.39
7.32
7.18
7.19
7.18
7.20
7.12
7.07
7.05
7.08
7.02
7.06
6.86
6.78
6.52
6.52

7.52
7.44
7.54
7.58
7.73
7.72
7.65
7.77
7.70
7.79
7.89
7.92
7.83
7.81
7.80
7.75
7.91
8.03
7.84
7.68
7.79
7.74
7.62
7.64
7.64
7.67
7.60
7.75
7.52
7.40
7.37
7.19
7.31
7.45
7.48
7.36
7.34
7.30
7.33
7.21
7.21
7.22
7.16
7.13
7.05
7.02
7.05
6.96
6.96
6.74
6.77
6.57
6.48

1990

1989
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

Auctioned
Week of1

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

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

‘The date show n is a Monday. The 3- and 6 -m on th bills are a u ctio ned each M onday unless Monday is a holiday. Then, bills are a u ctio n ed on Tuesday.

- 10 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of'

3month

6month

6.52
6.12
6.14
6.22
5.97
5.86
5.94
6.01
6.09
5.85
5.83
5.86
5.80
5.60
5.57
5.69
5.60
5.50
5.50
5.50
5.46
5.59
5.60
5.61
5.58
5.59
5.58
5.56
5.60
5.58
5.51
5.30
5.17
5.40
5.34
5.29
5.19
5.18
5.11
5.04
4.99
5.04
4.99
4.74
4.64
4.58
4.44
4.39
4.21
4.14
3.75
3.91

6.51
6.21
6.21
6.28
5.94
5.85
5.91
6.01
6.06
5.91
5.82
5.84
5.79
5.68
5.67
5.79
5.68
5.61
5.63
5.66
5.65
5.71
5.78
5.79
5.76
5.71
5.71
5.70
5.72
5.69
5.59
5.39
5.23
5.47
5.39
5.30
5.22
5.23
5.14
5.08
5.03
5.11
5.04
4.80
4.71
4.62
4.50
4.39
4.20
4.19
3.85
3.91

1991
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of'

3month

6month

1992
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

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of'

3month

6month

3.15
3.07
3.03
2.98
2.97
2.94
2.93
2.96
2.97
2.98
3.00
2.94
2.96
2.92
2.89
2.82
2.88
2.88
2.89
3.00
3.06
3.08
3.14
3.07
3.10
3.05
3.01
3.04
3.05
3.10
3.10
3.05
3.03
3.02
3.02
2.95
2.98
2.93
2.90
2.96
3.04
3.06
3.08
3.11
3.11
3.11
3.14
3.12
3.11
3.06
3.06
3.06

3.28
3.19
3.13
3.09
3.10
3.09
3.08
3.06
3.05
3.09
3.12
3.05
3.04
3.04
3.00
2.96
2.95
2.98
2.99
3.10
3.19
3.22
3.30
3.19
3.19
3.14
3.10
3.14
3.15
3.24
3.25
3.18
3.12
3.12
3.11
3.03
3.06
3.06
3.02
3.08
3.12
3.14
3.19
3.25
3.28
3.26
3.30
3.26
3.27
3.26
3.25
3.21

1993
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

3.85
3.83
3.78
3.84
3.86
3.72
3.83
3.96
4.02
4.02
4.09
4.08
4.08
3.95
3.60
3.69
3.71
3.65
3.64
3.61
3.75
3.75
3.71
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
2.89
2.91
2.73
2.67
2.88
2.94
2.97
3.05
3.10
3.13
3.27
3.31
3.29
3.26
3.16
3.22

3.86
3.87
3.84
3.93
3.93
3.80
3.93
4.08
4.10
4.13
4.27
4.27
4.19
4.02
3.73
3.86
3.85
3.78
3.74
3.71
3.90
3.90
3.83
3.75
3.77
3.66
3.32
3.31
3.24
3.27
3.30
3.19
3.18
3.24
3.26
2.95
2.90
2.93
2.85
2.78
2.95
3.10
3.22
3.27
3.31
3.37
3.45
3.46
3.37
3.43
3.32
3.38

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

'T h e date show n is a Monday. The 3- and 6 -m o n th bills are auctioned each Monday unless M onday is a holiday. Then, bills are auctioned on Tuesday.

- 11 -

U.S. TREASURY BILLS
Weekly auction averages
Auctioned
Week of1

3month

6month

3.10
3.02
2.99
2.96
2.99
3.24
3.28
3.33
3.40
3.52
3.57
3.61
3.50
3.71
3.63
3.76
3.85
4.00
4.32
4.22
4.23
4.23
4.15
4.16
4.18
4.20
4.31
4.50
4.31
4.43
4.35
4.43
4.59
4.62
4.61
4.58
4.61
4.61
4.79
4.92
4.92
4.92
5.07
5.07
5.25
5.29
5.40
5.44
5.83
5.76
5.59
5.56

3.29
3.18
3.15
3.14
3.16
3.40
3.43
3.53
3.61
3.75
3.85
3.90
3.85
4.02
4.03
4.21
4.25
4.41
4.81
4.69
4.63
4.67
4.53
4.55
4.55
4.60
4.74
4.94
4.71
4.83
4.75
4.93
4.99
4.98
4.93
4.89
4.99
5.05
5.22
5.38
5.34
5.34
5.51
5.51
5.68
5.72
5.85
5.86
6.33
6.32
6.30
6.24

1994
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Auctioned
Week of'

3month

6month

5.78
5.87
5.77
5.80
5.79
5.83
5.82
5.74
5.73
5.77
5.76
5.76
5.64
5.76
5.70
5.56
5.66
5.74
5.63
5.71
5.72
5.64
5.48
5.57
5.46
5.35
5.53
5.40
5.46
5.47
5.44
5.41
5.42
5.43
5.34
5.30
5.34
5.25
5.14
5.34
5.31
5.32
5.22
5.29
5.36
5.43
5.34
5.32
5.29
5.30
5.15
4.91

6.37
6.42
6.19
6.24
6.12
6.10
6.15
6.01
5.90
6.00
5.92
5.91
5.80
5.90
5.84
5.69
5.75
5.84
5.65
5.69
5.72
5.61
5.35
5.56
5.42
5.34
5.46
5.30
5.40
5.46
5.39
5.40
5.42
5.43
5.34
5.30
5.33
5.22
5.27
5.38
5.32
5.34
5.33
5.31
5.29
5.33
5.25
5.25
5.19
5.20
5.15
5.04

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

3month

6month

5.04
5.03
5.02
4.99
5.01
4.88
4.80
4.78
4.86
4.89
4.95
5.02
4.99
5.07
5.03
4.87
4.97
5.00
5.02
5.02
5.03
5.03
5.09
5.16
5.08
5.10
5.12
5.21
5.19
5.14
5.20
5.08
5.04
5.06
5.07
5.19
5.17
5.07
5.18
5.01
4.96
5.01
5.01
5.04
5.04
5.02
5.03
5.03
4.98
4.83
4.76
4.92
5.08

5.03
5.02
4.93
4.88
4.90
4.79
4.71
4.75
4.80
4.80
5.00
5.06
4.97
5.06
5.19
5.03
5.02
5.08
5.14
5.14
5.11
5.14
5.21
5.34
5.27
5.23
5.22
5.41
5.36
5.30
5.34
5.13
5.08
5.13
5.16
5.38
5.30
5.19
5.30
5.17
5.07
5.11
5.12
5.15
5.08
5.07
5.07
5.07
5.04
4.97
4.99
5.08
5.11

1996

1995
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
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

Auctioned
Week of'

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

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

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

'T h e date show n is a Monday. The 3- an d 6 -m on th bills are au ctioned each M onday unless M onday is a holiday. Then, bills are a u ctio ned on Tuesday.

-

12 -

U.S. TREASURY SECURITIES
Monthly constant maturity rates1
“I--

-----

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
—

7.75
7.94
7.97
7.93
7.91
—

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
—

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
—

4.27
5.25
5.69
5.99
6.08
—

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
—

4.96
5.78
5.97
6.09
6.11
—

4.98
5.79
6.02
6.19
6.21
—

5.52
6.06
6.25
6.43
6.55
—

5.52
6.05
6.18
6.35
6.48
—

5.27
5.94
6.12
6.18
6.28
—

5.52
6.01
6.16
6.20
6.36
—

4.96
5.72
5.98
6.15
6.21
—

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
1-year......
3-year......
5-year......
7-year......
10-year......
30-year......
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 maturity” are estimated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its time to
maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from the
composites of quotations reported by five leading U.S. government securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from
the yield curve at fixed maturities. This method permits estimation of the yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years
remaining to maturity.

-

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
—

5.84
6.55
6.94
7.26
7.46
—

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
---

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

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
1-year......
3-year......
5-year......
7-year......
10-year......
30-year
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 maturity” are estimated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its time to
maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from the
composites of quotations reported by five leading U.S. government securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from
the yield curve at fixed maturities. This method permits estimation of the yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years
remaining to maturity.

- 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 maturity" are estimated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its time to
maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from the
composites of quotations reported by five leading U.S. government securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from
the yield curve at fixed maturities. This method permits estimation of the yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years
remaining to maturity.

-

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

5.09
5.20
5.36
5.54
5.65
6.05

4.94
5.14
5.38
5.64
5.81
6.24

5.34
5.79
5.97
6.19
6.27
6.60

5.54
6.11
6.30
6.48
6.51
6.79

5.64
6.27
6.48
6.66
6.74
6.93

5.81
6.49
6.69
6.83
6.91
7.06

5.85
6.45
6.64
6.76
6.87
7.03

5.67
6.21
6.39
6.52
6.64
6.84

5.83
6.41
6.60
6.73
6.83
7.03

5.55
6.08
6.27
6.42
6.53
6.81

5.42
5.82
5.97
6.10
6.20
6.48

5.47
5.91
6.07
6.20
6.30
6.55

5.52
5.99
6.18
6.34
6.44
6.71

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......
1996
1-year......
3-year......
5-year......
7-year......
10-year......
30-year......

'Yields on Treasury securities at “constant maturity" are estimated from the Treasury’s daily yield curve. This curve, which relates the yield on a security to its time to
maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from the
composites of quotations reported by five leading U.S. government securities dealers to the Federal Reserve Bank of New York. The constant yield values are read from
the yield curve at fixed maturities. This method permits estimation of the yield for a 10-year maturity, for example, even if no outstanding security has exactly 10 years
remaining to maturity.

-

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.

—
—
—

Feb.

—
—
—
—

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

1The w eek-ending rates are Friday averages of daily rates for th a t week. The ra te listed becom es effective late th e following Monday un less Monday is a holiday. Then, the
rate is effective Tuesday. Please note: Because th e w eek-ending rates are released in the late afternoon on M onday o r Tuesday, banks m ay n o t use th e rate u n til the next
b usiness day.

- 17 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending'

1year

3year

5year

7year

10year

30year

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

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

Week
ending'

1978
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

1year

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
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

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 w eek-ending rates are Friday averages of daily rates for th a t week. The rate listed becom es effective late th e following M onday unless Monday is a holiday. Then, the
rate is effective Tuesday. Please note: Because th e w eek-ending rates are released in th e late aftern oo n on Monday o r Tuesday, banks may n o t use the rate u n til th e next
b usiness day.

-

18 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending'

1year

3year

5year

7year

10year

30year

12.02
11.90
11.92
12.11
12.36
12.80
13.22
14.71
15.24
15.77
15.68
15.58
16.25
15.74
14.68
13.21
11.86
10.94
9.77
9.44
9.02
8.68
8.56
7.89
7.87
8.23
8.51
8.54
8.57
8.58
9.13
9.35
9.71
10.79
11.28
10.74
11.12
11.65
12.07
12.28
11.99
11.98
12.56
13.51
13.97
13.61
14.20
14.81
15.18
15.52
15.44
13.82

10.75
10.69
10.78
10.96
11.24
11.83
12.12
13.65
14.07
14.27
13.83
13.86
14.31
13.64
12.91
11.81
11.23
10.49
9.57
9.44
9.23
9.14
9.23
8.78
8.64
8.96
9.15
9.16
9.19
9.23
9.72
9.90
10.18
11.06
11.52
10.92
11.18
11.74
12.06
11.97
11.54
11.65
12.08
12.82
13.27
12.99
13.33
13.62
13.77
14.10
14.17
12.91

10.52
10.54
10.64
10.87
11.15
11.68
11.99
13.22
13.76
13.65
13.22
13.21
13.83
13.29
12.57
11.67
11.08
10.63
9.94
9.94
9.89
9.79
9.58
9.08
8.90
9.23
9.47
9.46
9.44
9.46
9.92
10.12
10.47
11.21
11.69
11.23
11.31
11.68
12.01
11.80
11.46
11.55
11.89
12.62
12.94
12.59
12.77
13.06
13.40
13.68
13.69
12.50

10.52
10.57
10.66
10.91
11.17
11.73
12.02
13.16
13.50
13.23
12.76
12.76
13.28
12.74
12.04
11.25
10.93
10.54
10.02
10.16
10.08
9.98
9.80
9.32
9.16
9.47
9.74
9.78
9.76
9.76
10.20
10.39
10.66
11.20
11.65
11.23
11.30
11.60
11.91
11.79
11.44
11.49
11.80
12.45
12.76
12.50
12.74
12.82
13.09
13.38
13.40
12.37

10.52
10.59
10.71
10.95
11.19
11.71
12.01
12.99
13.20
12.94
12.54
12.54
13.00
12.62
12.05
11.25
10.90
10.57
10.08
10.25
10.16
10.14
10.07
9.66
9.51
9.80
10.11
10.18
10.20
10.20
10.59
10.75
10.93
11.20
11.59
11.19
11.26
11.51
11.82
11.79
11.42
11.44
11.76
12.37
12.69
12.63
12.69
12.72
12.91
13.19
13.18
12.29

10.25
10.31
10.46
10.80
11.12
11.63
11.94
12.63
12.57
12.44
12.23
12.13
12.55
12.30
11.76
11.17
11.05
10.77
10.30
10.40
10.38
10.25
10.17
9.70
9.54
9.81
10.06
10.19
10.19
10.20
10.58
10.74
10.94
11.09
11.28
11.03
11.11
11.34
11.63
11.66
11.28
11.25
11.60
12.16
12.44
12.41
12.33
12.30
12.44
12.78
12.68
11.87

Week
ending'

1980
Jan.

4
11
18
25
Feb.
1
8
15
22
29
Mar.
7
14
21
28
Apr.
4
11
18
25
May
2
9
16
23
30
June
6
13
20
27
July
4
11
18
25
Aug.
1
8
15
22
29
Sep.
5
12
19
26
Oct.
3
10
17
24
31
Nov.
7
14
21
28
Dec.
5
12
19
26

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
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

1The w eek-ending rates are Friday averages of daily rates for th a t week. The rate listed becom es effective late the following Monday unless Monday is a holiday. Then, the
rate is effective Tuesday. Please note: Because th e w eek-ending ra te s are released in th e late aftern o on on M onday o r Tuesday, ban ks may n o t use th e rate u n til th e next
b usiness day.

-

19 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending1

1year

3year

5year

7year

10year

Week
ending1

30year

1982
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

1year

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
1096
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
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 w eek-ending rates are Friday averages of daily rates for th a t week. The ra te listed becom es effective late th e following M onday unless Monday is a holiday. Then, the
rate is effective Tuesday. Please note: Because th e w eek-ending rates are released in th e late aftern o o n on Monday o r Tuesday, banks may n o t use th e rate u n til th e 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 w eek-ending rates are Friday averages of daily rates for th a t week. The rate listed becom es effective late th e following Monday unless Monday is a holiday. Then, th e
rate is effective Tuesday. Please note: Because th e w eek-ending rates are released in th e late afternoon on M onday o r Tuesday, banks m ay n o t use th e ra te un til th e next
business day.

- 21 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending1

1year

3year

5year

7year

10year

30year

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

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

1986
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Week
ending1

1year

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
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
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

1The w eek-en din g rates are Friday averages of daily ra te s for th a t week. The rate listed becom es effective late th e following M onday un less Monday is a holiday. Then, the
ra te is effective Tuesday. Please note: Because th e w eek -en din g rates are released in th e late a ftern o on on M onday or Tuesday, banks may n o t use th e rate un til th e next
b u siness day.

- 22 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending1

1year

3year

5year

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

7year

10year

Week
ending1

30year

1988
Jan.

1
8
15
22
29
Feb.
5
12
19
26
Mar.
4
11
18
25
Apr.
1
8
15
22
29
May
6
13
20
27
June
3
10
17
24
1
July
8
15
22
29
Aug.
5
12
19
26
Sep.
2
9
16
23
30
7
Oct.
14
21
28
4
Nov.
11
18
25
2
Dec.
9
16
23
30

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
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

Jan.

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

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 w eek-ending rates are Friday averages of daily rates for th a t week. The rate listed becom es effective late th e following M onday unless Monday is a holiday. Then, th e
rate is effective Tuesday. Please note: Because th e w eek-ending rates are released in th e late aftern oo n on M onday or Tuesday, banks m ay n o t use th e rate u n til th e next
b usiness day.

- 23 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending1

1year

3year

5year

7year

10year

30year

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

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

Week
ending1

1990
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

1year

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
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

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

■T he w eek-ending rates are Friday averages of daily rates for th a t week. The rate listed becom es effective late th e following Monday u nless M onday is a holiday. Then, th e
rate is effective Tuesday. Please n ote: Because th e w eek-ending rates are released in th e late afterno on on Monday o r Tuesday, banks m ay n o t use th e rate u n til th e next
b usiness day.

- 24 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending1

1year

3year

5year

7year

10year

30year

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

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

Week
ending1

3
10
17
24
31
7
Feb.
14
21
28
Mar.
6
13
20
27
Apr.
3
10
17
24
1
May
8
15
22
29
June
5
12
19
26
July
3
10
17
24
31
Aug.
7
14
21
28
4
Sep.
11
18
25
Oct.
2
9
16
23
30
Nov.
6
13
20
27
4
Dec.
11
18
25

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

1992
Jan.

1year

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 w eek-ending rates are Friday averages of daily rates for th a t week. The rate listed becom es effective late th e following Monday unless Monday is a holiday. Then, the
rate is effective Tuesday. Please note: Because th e w eek-ending rates are released in th e late afterno o n on M onday o r Tuesday, banks m ay n o t use th e ra te un til the next
business day.

- 25 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending1

1year

3year

5year

7year

10year

30year

3.63
3.52
3.51
3.51
3.66
3.85
3.88
4.01
4.16
4.28
4.31
4.36
4.46
4.71
4.70
4.90
4.99
5.23
5.49
5.23
5.29
5.31
5.16
5.18
5.30
5.47
5.49
5.49
5.41
5.51
5.41
5.60
5.63
5.61
5.56
5.62
5.72
5.85
5.92
6.07
6.04
6.10
6.22
6.28
6.42
6.58
6.63
6.89
7.10
7.20
7.12
7.21

4.59
4.43
4.45
4.44
4.57
4.81
4.85
5.03
5.19
5.32
5.37
5.45
5.62
5.92
5.91
6.09
6.08
6.30
6.54
6.20
6.30
6.29
6.13
6.21
6.32
6.46
6.50
6.53
6.39
6.48
6.36
6.58
6.53
6.52
6.45
6.55
6.65
6.78
6.87
7.02
6.95
7.01
7.16
7.24
7.38
7.45
7.50
7.62
7.64
7.73
7.74
7.79

5.21
5.03
5.06
5.05
5.14
5.36
5.40
5.60
5.74
5.85
5.91
6.00
6.19
6.47
6.47
6.60
6.56
6.76
6.98
6.65
6.73
6.70
6.54
6.65
6.76
6.89
6.95
6.97
6.83
6.89
6.77
6.96
6.90
6.92
6.83
6.95
7.05
7.17
7.25
7.38
7.30
7.37
7.53
7.61
7.69
7.73
7.74
7.79
7.74
7.78
7.79
7.81

5.58
5.37
5.41
5.38
5.46
5.67
5.73
5.94
6.08
6.20
6.24
6.33
6.53
6.81
6.78
6.85
6.77
7.00
7.22
6.87
6.94
6.90
6.76
6.87
6.97
7.11
7.18
7.19
7.04
7.08
6.96
7.14
7.07
7.10
7.02
7.14
7.26
7.38
7.44
7.57
7.48
7.54
7.70
7.77
7.84
7.85
7.81
7.83
7.76
7.81
7.82
7.81

5.85
5.69
5.74
5.74
5.80
5.94
5.95
6.15
6.29
6.40
6.45
6.52
6.72
6.97
6.93
7.03
6.95
7.16
7.37
7.06
7.14
7.09
6.97
7.08
7.17
7.27
7.34
7.36
7.23
7.26
7.15
7.31
7.24
7.27
7.21
7.33
7.44
7.54
7.60
7.72
7.65
7.71
7.86
7.94
8.00
7.97
7.91
7.89
7.79
7.82
7.82
7.81

6.36
6.24
6.29
6.29
6.30
6.42
6.51
6.68
6.79
6.87
6.87
6.92
7.06
7.29
7.26
7.31
7.22
7.38
7.56
7.31
7.40
7.36
7.27
7.38
7.46
7.55
7.63
7.64
7.53
7.52
7.43
7.54
7.46
7.52
7.48
7.61
7.70
7.78
7.83
7.91
7.86
7.92
8.03
8.08
8.13
8.10
8.04
7.99
7.88
7.87
7.85
7.83

Week
ending1

1994
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

1year

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
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

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 w eek-en din g rates are Friday averages of daily rates for th a t week. The rate listed becom es effective late the following M onday unless Monday is a holiday. Then, th e
rate is effective Tuesday. Please note: Because th e w eek-ending rates are released in th e late aftern o on o n M onday o r Tuesday, banks may n ot use the rate u n til th e next
b u siness day.

- 26 -

U.S. TREASURY SECURITIES
Weekly constant maturity rates
Week
ending1
1996
Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

5
12
19
26
2
9
16
23
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

1year
5.18
5.17
5.03
5.05
4.93
4.85
4.81
5.04
5.14
5.15
5.41
5.44
5.42
5.48
5.62
5.51
5.52
5.63
5.67
5.59
5.59
5.70
5.78
5.86
5.82
5.79
5.82
5.90
5.80
5.85
5.80
5.60
5.62
5.64
5.81
5.95
5.88
5.82
5.72
5.61
5.57
5.55
5.56
5.48
5.44
5.41
5.42
5.41
5.42
5.46
5.51
5.50

3year
5.26
5.29
5.13
5.18
5.10
5.03
4.94
5.28
5.44
5.52
5.90
5.91
5.89
5.97
6.23
6.11
6.10
6.24
6.33
6.21
6.20
6.34
6.44
6.56
6.50
6.44
6.43
6.53
6.40
6.44
6.34
6.12
6.13
6.18
6.41
6.55
6.45
6.40
6.29
6.16
6.10
6.08
6.09
5.97
5.89
5.81
5.79
5.75
5.77
5.89
5.98
5.97

5year
5.39
5.44
5.30
5.35
5.28
5.27
5.20
5.52
5.65
5.71
6.06
6.08
6.08
6.14
6.42
6.32
6.31
6.46
6.55
6.42
6.41
6.55
6.63
6.77
6.73
6.63
6.60
6.72
6.59
6.62
6.52
6.28
6.31
6.38
6.60
6.73
6.64
6.59
6.48
6.35
6.30
6.28
6.29
6.15
6.05
5.97
5.94
5.90
5.92
6.06
6.15
6.12

7year
5.54
5.62
5.47
5.53
5.50
5.51
5.46
5.81
5.91
5.96
6.30
6.30
6.27
6.33
6.60
6.49
6.48
6.65
6.74
6.60
6.57
6.69
6.77
6.93
6.87
6.76
6.73
6.86
6.71
6.73
6.63
6.41
6.44
6.51
6.73
6.85
6.78
6.72
6.62
6.50
6.45
6.43
6.44
6.29
6.17
6.08
6.06
6.03
6.04
6.21
6.29
6.24

10year

30year

5.63
5.74
5.58
5.65
5.64
5.67
5.65
5.97
6.06
6.08
6.37
6.36
6.32
6.35
6.60
6.52
6.53
6.74
6.82
6.68
6.65
6.77
6.85
6.99
6.95
6.86
6.85
6.95
6.81
6.85
6.76
6.54
6.56
6.63
6.84
6.95
6.88
6.82
6.73
6.61
6.55
6.54
6.55
6.42
6.30
6.18
6.16
6.12
6.15
6.31
6.40
6.34

6.00
6.12
6.01
6.06
6.08
6.13
6.11
6.39
6.45
6.47
6.68
6.67
6.65
6.68
6.88
6.80
6.79
6.96
7.02
6.87
6.84
6.93
6.99
7.13
7.10
7.02
7.00
7.11
7.00
7.02
6.94
6.75
6.77
6.84
7.03
7.11
7.07
7.01
6.95
6.85
6.83
6.83
6.83
6.71
6.57
6.45
6.43
6.41
6.43
6.56
6.63
6.58

Week
ending1

1year

3year

5year

7year

10year

30year

1The w eek-ending rates are Friday averages of daily rates for th a t week. The ra te listed becom es effective late th e following Monday u nless Monday is a holiday. Then, the
rate is effective Tuesday. Please note: B ecause th e w eek-ending rates are released in th e late afterno o n on Monday o r Tuesday, banks m ay n o t use th e rate u n til th e next
business day.

- 27 -

FEDERAL FUNDS RATE,1 1970-PRESENT

197 0 ......
1971 .........
1972 ------197 3 ......
197 4 ......
1 975.........
1976 ------1977 ------1978 .........
1979 ------198 0 ---1981 ------1982 ------198 3 ___
198 4 ......
1985 .........
198 6 ......
1987 .........
1988 .........
1989 .........
1990 .........
1991 .........
1992 .........
1993 .........
1994 .........
199 5 ___
1996 -------

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Year’s
Avg.

8.98
4.14
3.50
5.94
9.65
7.13
4.87
4.61
6.70
10.07
13.82
19.08
13.22
8.68
9.56
8.35
8.14
6.43
6.83
9.12
8.23
6.91
4.03
3.02
3.05
5.53
5.56

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
5.22

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
5.31

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
5.22

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
5.24

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
5.27

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
5.40

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
5.22

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
5.30

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
5.24

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
5.31

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
5.29

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
5.30

'Except for new bill issues, yields are monthly averages computed from daily closing bid prices.

- 28 -

PRIME RATE, 1970-PR E SEN T
Monthly averages of daily effective rates

197
1971
1972
1973
197
1975
1976
1977
197
1979
198
1981
1982
1983
1984
1985
198
1987
1988
198
199
1991
1992
199
1994
1995
199

0 ......
.........
.........
.........
4 ......
.........
.........
.........
8 ......
.........
0 ......
.........
.........
.........
.........
.........
6 ......
.........
.........
9 ---0 ---------.........
3 ......
------.........
6 ----

Jan.

Feb.

Mar.

Apr.

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Year's
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

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
8.25

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
8.25

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
8.25

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
8.25

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
8.25

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
8.25

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
8.25

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
8.25

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
8.25

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
8.25

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
8.25

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
8.27

- 29 -

PRIME RATE AS IT CHANGED, 1970-PR E SEN T
Effective
Date
1970
Mar.
Sep.
Nov.
Dec.
1971
Jan.
Feb.
Mar.
Apr.
May
Jul.
Oct.
Nov.
Dec.
1972
Jan.
Apr.
Jun.
Aug.
Oct.
Dec.

25
21
12
23
22

6
15
18
16
11
19
23
11
6
7
20
4
31

Rate
8.00
7.50
7.25
7.00
6.75

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

Jun.
Jul.

Aug.

Sep.
Oct.
1974
Jan.
Feb.
Mar.
Apr.

May

Jun.
Jul.
Oct.
Nov.

1975
Jan.

Feb.

Mar.

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

Effective
Date

Rate
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

1980
Feb.
Mar.

Apr.
May

Jun.
Jul.
Aug.

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

Effective
Date

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

1976
Jan.
Jun.
Aug.
Oct.
Nov.
Dec.
1977
May
Aug.
Sep.
Oct.
1978
Jan.
May
Jun.
Aug.
Sep.
Oct.

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

Nov.

Dec.
1979
Jun.
Jul.
Aug.
Sep.

Oct.
Nov.

Dec.

12
21
1
7
2
4
1
13

7.00
6.75
7.00
7.25
7.00
6.75
6.50
6.25

13
31
22
16
7
24

6.50
6.75
7.00
7.25
7.50
7.75

10
5
26
16
30
31
15
28
13
27
1
6
17
24
26

8.00
8.25
8.50
8.75
9.00
9.25
9.50
9.75
10.00
10.25
10.50
10.75
11.00
11.50
11.75

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

11.50
11.75
12.00
12.25
12.75
13.00
13.25
13.50
14.50
15.00
15.25
15.50
15.75
15.50
15.25

Sep.

Oct.
Nov.

Dec.

1981
Jan.
Feb.
Mar.
Apr.
May

Jun.
Jul.
Sep.
Oct.
Nov.

Dec.

- 30 -

Rate

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

Effective
Date
1982
Feb.

Rate

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

1983
Jan.
Feb.
Aug.

11
28
8

11.00
10.50
11.00

Dec.

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

1985
Jan.
May
Jun.

15
20
18

10.50
10.00
9.50

1986
Mar.
Apr.
Jul.
Aug.

7
21
11
26

9.00
8.50
8.00
7.50

Nov.

1
1
15
4
7
22
5

7.75
8.00
8.25
8.75
9.25
9.00
8.75

1988
Feb.
May
Jul.
Aug.
Nov.

2
11
14
11
28

8.50
9.00
9.50
10.00
10.50

Jun.
Jul.

10
24
5
31

11.00
11.50
11.00
10.50

1990
Jan.

8

10.00

Jul.
Aug.

Oct.

1984
Mar.
Apr.
May
Jun.
Sep.
Oct.
Nov.

1987
Apr.
May
Sep.
Oct.

1989
Feb.

PRIME RATE AS IT CHANGED, 1970-PRESEN T
Effective
Date
1991
Jan.
Feb.
May
Sep.
Nov.
Dec.

Rate

2
4
1
13
6
23

9.50
9.00
8.50
8.00
7.50
6.50

July

2

6.00

1994
Mar.
Apr.
May
Aug.
Nov.

24
19
17
16
15

6.25
6.75
7.25
7.75
8.50

1995
Feb.
Jul.
Dec.

1
7
20

9.00
8.75
8.50

1996
Feb.

1

8.25

Effective
Date

Effective
Date

Rate

1992

- 31 -

Rate

Effective
Date

Rate

DISCOUNT RATE AS IT CHANGED, 1970-PRESENT
Federal Reserve Bank of New York
Effective
Date
1970
Nov.
Dec.

Rate

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

Effective
Date
1981
May
Nov.
Dec.

Effective
Date

Rate

5
2
4

14.00
13.00
12.00

Oct.
Nov.
Dec.

20
2
16
27
12
22
15

11.50
11.00
10.50
10.00
9.50
9.00
8.50

1984
Apr.
Nov.
Dec.

9
21
24

9.00
8.50
8.00

1985
May

20

7.50

1986
Mar.
Apr.
Jul.
Aug.

7
21
11
21

7.00
6.50
6.00
5.50

1987
Sep.

4

6.00

1988
Aug.

9

6.50

1989
Feb.

24

7.00

1990
Dec.

19

6.50

1991
Feb.
Apr.
Sep.
Nov.
Dec.

1
30
13
6
20

6.00
5.50
5.00
4.50
3.50

2

3.00

May
Aug.
Nov.

17
16
16

3.50
4.00
4.75

1995
Feb.

1

5.25

1996
Jan.

31

5.00

1971
Jan.
Feb.
Jul.
Nov.
Dec.
1973
Jan.
Feb.
May
Jun.
Jul.
Aug.

6.00

6.50
7.00
7.50

1974
Apr.
Dec.

25
9

8.00

1975
Jan.
Feb.
Mar.
May

10
5
10
16

7.25
6.75
6.25

1976
Jan.
Nov.

19
22

5.50
5.25

7.75

6.00

1977
Aug.
Oct.

31
26

5.75

1978
Jan.
May
Jul.
Aug.
Sep.
Oct.
Nov.

9
11
3
21
22
16
1

6.50
7.00
7.25
7.75

6.00

8.00

8.50
9.50

1982
Jul.
Aug.

1992

1979
Jul.
Aug.
Sep.
Oct.

20
17
19
8

10.00

1980
Feb.
May
Jun.
Jul.
Sep.
Nov.
Dec.

15
30
13
28
26
17
5

13.00

10.50

11.00
12.00

12.00

11.00

Jul.
1994

10.00

11.00
12.00

13.00

- 32 -

Rate

Effective
Date

Rate