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FEDERAL RESERVE BAN K OF D A LLA S HELEN E. HOLCOMB DALLAS, TEXAS FIR S T VICE P R E S ID E N T AND 7 5 2 6 5 -5 9 0 6 CH IE F O P E R A T IN G O F F IC E R March 18, 1998 Notice 98-23 TO: The Chief Operating Officer of each financial institution and others concerned in the Eleventh Federal Reserve District SUBJECT Selected Interest Rates Booklet DETAILS The Federal Reserve Bank of Dallas’ Selected Interest Rates booklet has been up dated and is now available. The booklet contains selected interest rates for the years 1970 through 1997. ENCLOSURE The Selected Interest Rates booklet is enclosed. Please provide the booklet to the person in your institution most likely to use it. MORE INFORMATION For more information, please contact Sarah Jennings at (214) 922-5259. For addi tional copies of the booklet, please contact the Public Affairs Department at (214) 922-5254. Sincerely, For additional co pies, bankers an d others are en co uraged to use one o f the follow ing toll-free num bers in contacting the Federal Reserve Bank o f Dallas: Dallas O ffice (800) 3 3 ’-4460: El Paso Branch Intrastate (800) 592-1631. Interstate (800) 351-1012; H ouston Branch Intrastale (800) 392-4162. Interstate (800) 221-0363: San A nton io Branch Intrastate (800) 292-5810. This publication was digitized and made available by the Federal Reserve Bank of Dallas' Historical Library (FedHistory@dal.frb.org) S e l e c t e d I n t e r e s t Ra t e s This booklet contains selected interest rates on U.S. Treasury bills, U.S. Treasury constant m aturity indexes, and federal funds, prime and discount rates. The figures, compiled from H.15 and G.13 statistical releases, are published by the Board of Governors of the Federal Reserve System. Both releases may be obtained by calling the Board’s Publications Services Departm ent 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 monthly. C urrent Treasury bill rates and constant m aturity indexes can also be obtained from the recorded messages at the Federal Reserve Bank of Dallas. Telephone num bers are (214) 922-6101 Dallas (800) 333-2231 Toll-Free December 1997 U.S. TREASURY BILLS Monthly auction averages Y ear’s Jan. Feb. Mar. 3 -m o n th ..... 7.914 7.164 6 -m o n th ..... 7.863 7.249 1 -y e a r.......... 7.533 6.933 3 -m o n th ..... 4.494 6 -m o n th ..... 4.510 1 -y e a r........... Apr. May June 6.710 6.480 7.035 6.598 7.262 6.132 6.568 6.814 7.277 3.773 3.323 3.780 4.139 3.806 3.431 3.927 4.367 4.248 3.675 3.586 4.422 4.790 5.567 3 -m o n th ..... 3.403 3.180 3.723 3.723 3.648 6 -m o n th ..... 3.656 3.594 4.086 4.218 4.064 1 -y e a r.......... 3.936 4.091 4.661 4.362 3 -m o n th ..... 5.307 5.558 6.054 6 -m o n th ..... 5.527 5.749 6.430 1-year .. 5.986 6.051 3 -m o n th ..... 7.755 6 -m o n th ..... 7.627 1 -y e a r......... Dec. 5.927 5.288 4.860 6.458 6.251 5.422 4.848 6.562 6.072 5.009 4.886 6.394 4.668 4.489 4.191 4.023 4.348 4.934 4.626 4.338 4.199 4.511 5.279 4.490 4.563 3.927 4.636 4.014 4.651 4.719 4.774 5.061 4.069 4.527 5.086 5.118 5.079 5.287 4.464 5.178 5.529 5.318 5.226 5.337 4.823 8.672 8.478 7.155 7.866 7.364 7.025 8.700 8.537 7.259 7.822 7.444 7.160 8.388 8.057 7.132 7.708 6.881 7.155 7.752 8.744 8.363 7.244 7.585 7.179 7.873 8.028 8.853 8.599 7.559 7.551 7.091 7.910 8.252 8.046 9.564 8.341 7.629 7.362 6.625 7.693 5.315 5.193 6.164 6.463 6.383 6.081 5.468 5.504 5.825 5.649 5.463 6.492 6.940 6.870 6.385 5.751 5.933 6.400 5.803 6.537 7.331 7.338 6.601 6.010 6.439 6.111 6.355 5.153 5.075 4.930 4.810 4.355 4.989 5.416 5.311 5.073 4.944 4.513 5.266 5.561 5.126 5.201 4.708 5.565 5.770 6.188 6.160 6.063 5.265 5.991 6.410 6.433 6.377 5.510 6.156 6.618 6.542 6.545 5.720 7.036 7.836 8.132 8.787 9.122 7.221 7.363 7.948 8.493 9.204 9.397 7.572 7.945 8.272 9.313 9.605 7.678 10.182 11.470 11.868 12.071 10.041 10.125 11.339 11.856 11.847 10.017 11.508 11.810 10.818 9.817 Aug. Sep. 6.742 6.468 6.412 6.244 6.907 6.555 6.526 6.450 7.079 6.379 6.496 6.216 4.699 5.405 5.078 4.890 5.586 5.363 5.953 5.126 3.874 4.059 4.270 4.583 4.465 4.854 4.918 6.289 6.348 7.188 8.015 6.525 6.615 7.234 8.081 6.615 6.598 6.818 7.235 8.390 7.060 7.986 8.229 8.430 8.145 6.874 7.829 8.171 8.496 8.232 6.948 6.342 6.897 7.886 8.421 3 -m o n th ..... 6.493 5.583 5.544 5.694 6 -m o n th ..... 6.525 5.674 5.635 6.012 1 -y e a r.......... 6.377 5.313 5.637 6.475 3 -m o n th ..... 4.961 4.852 5.047 4.878 5.185 5.443 5.278 6 -m o n th ..... 5.238 5.144 5.488 5.201 5.600 5.784 5.597 1 -y e a r......... 5.578 5.572 6.010 5.781 5.645 6.081 5.887 5.633 3 -m o n th ..... 4.597 4.662 4.613 4.540 4.942 5.004 5.146 5.500 6 -m o n th ..... 4.783 4.896 4.883 4.790 5.193 5.198 5.351 5.810 1-year 4.728 5.345 5.226 5.158 5.163 5.405 5.647 6.105 3 -m o n th ..... 6.448 6.457 6.319 6.306 6.430 6.707 7.074 6 -m o n th ..... 6.685 6.740 6.644 6.700 7.019 7.200 7.471 1 -y e a r.......... 6.552 6.814 6.859 6.877 7.072 7.678 7.820 7.875 3 -m o n th ..... 9.351 9.265 9.457 9.493 9.579 9.046 9.262 9.450 6 -m o n th ..... 9.501 9.349 9.458 9.498 9.531 9.062 9.190 9.450 1 -y e a r......... 9.605 9.348 9.485 9.230 9.153 8.829 8.896 9.189 9.893 Oct. Avg. Nov. July 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 - 1 - U.S. TREASURY BILLS Monthly auction averages Year’s Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Avg. 1980 3 -m o n th ..... 12.036 12.814 15.526 14.003 9.150 6.995 8.126 9.259 10.321 11.580 13.888 15.661 6 -m o n th ..... 11.851 12.721 15.100 13.618 9.149 7.218 8.101 9.443 10.546 11.566 13.612 14.770 11.506 11.374 1 -y e a r.......... 11.040 11.211 13.527 12.450 8.341 7.491 7.669 8.963 9.967 11.136 12.219 13.261 10.748 3 -m o n th ..... 14.724 14.905 13.478 13.635 16.295 14.557 14.699 15.612 14.951 13.873 11.269 10.926 14.077 6 -m o n th ..... 13.883 14.134 12.983 13.434 15.334 13.947 14.402 15.548 15.057 14.013 11.530 11.471 13.811 1 -y e a r......... 12.554 12.801 11.481 12.991 14.623 13.146 13.735 14.542 15.056 14.580 13.159 11.504 13.348 1981 1982 3 -m o n th ..... 12.412 13.780 12.493 12.821 12.148 12.108 11.914 9.006 8.196 7.750 8.042 8.013 10.686 6 -m o n th ..... 12.930 13.709 12.621 12.861 12.310 12.236 10.105 9.539 8.299 8.319 8.225 11.084 1-year ......... 13.143 13.180 12.509 12.731 12.220 12.194 12.173 12.318 11.195 10.286 9.521 8.567 8.234 11.099 8.62 1983 3 -m o n th ..... 7.810 8.130 8.304 8.252 8.185 8.82 9.12 9.39 9.05 8.71 8.71 8.96 6 -m o n th ..... 7.898 8.233 8.325 8.343 8.198 8.89 9.29 9.53 9.19 8.90 8.89 9.14 8.74 1-year ......... 8.007 8.308 8.427 8.275 8.050 8.80 9.36 9.77 9.64 9.13 9.03 9.16 8.83 9.39 1984 3 -m o n th ..... 7.14 9.03 9.08 9.69 9.90 9.94 10.13 10.49 10.41 9.97 8.79 8.16 6 -m o n th ..... 9.06 9.32 9.83 10.31 10.65 10.51 8.36 9.78 9.68 9.86 10.64 10.99 10.79 10.84 10.05 10.32 8.99 9.04 10.55 10.92 10.58 1 -y e a r......... 9.13 9.24 9.10 8.38 9.98 3 -m o n th ..... 7.76 8.17 8.57 8.00 7.56 7.01 7.05 7.18 7.08 7.17 7.20 7.07 7.48 6 -m o n th ..... 8.03 8.28 8.92 8.31 7.16 7.16 7.35 7.27 7.32 7.26 7.09 7.66 1 -y e a r.......... 8.39 8.46 9.24 8.44 7.75 7.94 7.18 7.09 7.60 7.36 7.42 7.33 7.06 7.79 5.97 1985 1 98 6 3 -m o n th ..... 7.04 7.03 6.59 6.06 6.12 6.21 5.84 5.57 5.19 5.18 5.35 5.49 6 -m o n th ..... 7.13 7.08 6.60 6.07 6.16 6.28 5.85 5.58 5.31 5.26 5.42 5.53 6.02 1-year ......... 7.31 7.19 6.61 5.94 6.17 6.59 5.98 5.82 5.33 5.46 5.45 5.60 6.12 19 8 7 3 -m o n th ..... 5.45 5.59 5.56 5.76 5.75 5.69 5.78 6.00 6.32 6.40 5.81 5.80 5.83 6 -m o n th ..... 5.47 5.60 5.56 5.93 6.11 5.99 5.86 6.14 6.57 6.86 6.23 6.36 6.06 1 -y e a r......... 5.44 5.74 5.68 5.92 6.56 6.54 6.22 6.52 6.74 6.89 6.48 6.74 6.29 6.67 1988 3 -m o n th ..... 5.90 5.69 5.69 5.92 6.27 6.50 6.73 7.02 7.23 7.34 7.68 8.09 6 -m o n th ..... 6.31 5.96 5.91 6.21 6.53 6.76 6.97 7.36 7.43 7.50 7.76 8.24 6.91 1 -y e a r.......... 6.67 6.18 6.30 6.57 6.74 7.08 7.04 7.40 7.60 7.57 7.92 8.49 7.13 3 -m o n th ..... 8.29 8.48 8.83 8.70 8.40 8.22 7.92 7.91 7.72 7.63 7.65 7.64 8.11 6 -m o n th ..... 8.38 8.49 8.87 8.73 8.39 8.00 7.63 7.72 7.74 7.61 7.46 7.45 8.04 1 -y e a r.......... 8.45 8.59 8.68 8.75 8.44 8.18 7.58 7.45 7.61 7.35 7.17 7.14 7.95 1989 -2 - U.S. TREASURY BILLS Monthly auction averages Y ear’s Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Avg. 1990 3 -m o n th ..... 7.64 7.76 7.87 7.78 7.78 7.74 7.66 7.44 7.38 7.19 7.07 6.81 7.51 6 -m o n th ..... 7.52 7.72 7.83 7.82 7.82 7.64 7.57 7.36 7.33 7.20 7.04 6.76 7.47 1 -y e a r.......... 7.21 7.42 7.76 7.72 8.05 7.65 7.52 7.37 7.25 7.01 6.81 6.58 7.36 1991 3 -m o n th ..... 6.30 5.95 5.91 5.67 5.51 5.60 5.58 5.39 5.25 5.03 4.60 4.12 5.42 6 -m o n th ..... 6.34 5.93 5.91 5.73 5.65 5.76 5.71 5.47 5.29 5.08 4.66 4.16 5.49 1 -y e a r......... 6.22 5.85 6.06 5.88 5.71 5.73 6.00 5.62 5.26 5.12 4.72 4.20 5.54 3.45 1992 3 -m o n th ..... 3.84 3.84 4.05 3.81 3.66 3.70 3.28 3.14 2.97 2.84 3.14 3.25 6 -m o n th ..... 3.88 3.94 4.19 3.93 3.78 3.81 3.36 3.23 3.01 2.98 3.35 3.39 3.57 1 -y e a r.......... 3.84 4.01 4.37 4.34 4.20 4.07 3.65 3.28 3.02 3.12 3.61 3.57 3.75 3 -m o n th ..... 3.06 2.95 2.97 2.89 2.96 3.10 3.05 3.05 2.96 3.04 3.12 3.08 3.02 6 -m o n th ..... 3.17 3.08 3.08 3.00 3.07 3.23 3.15 3.17 3.06 3.13 3.27 3.25 3.14 1 -y e a r.......... 3.52 3.32 3.09 3.24 3.13 3.40 3.42 3.30 3.27 3.25 3.43 3.47 3.33 3 -m o n th ..... 3.02 3.21 3.52 3.74 4.19 4.18 4.39 4.50 4.64 4.96 5.25 5.64 4.29 6 -m o n th ..... 3.19 3.38 3.79 4.13 4.64 4.58 4.81 4.91 5.02 5.39 5.69 6.21 4.66 1 -y e a r.......... 3.52 3.59 4.03 4.30 4.77 5.03 5.20 5.36 5.38 5.72 6.09 6.75 4.98 3 -m o n th ..... 5.81 5.80 5.73 5.67 5.70 5.50 5.47 5.41 5.26 5.30 5.35 5.16 5.51 6 -m o n th ..... 6.31 6.10 5.91 5.80 5.73 5.46 5.41 5.40 5.28 5.34 5.29 5.15 5.59 1 -y e a r.......... 6.86 6.59 6.16 6.02 5.90 5.38 5.38 5.55 5.21 5.30 5.15 5.06 5.65 3 -m o n th ..... 5.02 4.87 4.96 4.99 5.02 5.11 5.17 5.09 5.15 5.01 5.03 4.87 5.02 6 -m o n th ..... 4.97 4.79 4.96 5.08 5.12 5.26 5.32 5.17 5.29 5.12 5.07 5.02 5.09 1 -y e a r.......... 4.89 4.64 4.98 5.17 5.31 5.56 5.49 5.36 5.57 5.34 5.20 5.16 5.23 3 -m o n th ..... 5.05 5.00 5.14 5.17 5.13 4.92 5.07 5.13 4.97 4.95 5.15 5.16 5.07 6 -m o n th ..... 5.11 5.05 5.24 5.35 5.14 5.12 5.17 5.11 5.09 5.17 5.24 5.18 1 -y e a r.......... 5.31 5.34 5.36 5.66 5.35 5.64 5.35 5.26 5.28 5.30 5.20 5.14 5.18 5.36 1993 1994 1995 1996 1997 - 3 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th W eek o f 1 m o n th m o n th W eek o f 1 m o n th m o n th 5 7.96 7.99 4 4.92 4.93 3 3.74 4.04 12 7.84 7.78 11 4.64 4.63 10 3.11 3.38 19 7.79 7.66 18 4.21 4.24 17 3.28 3.45 26 7.89 7.78 25 4.20 4.24 24 3.49 3.75 31 3.37 3.73 7 3.14 3.59 14 3.07 3.54 Jan. 1972 1971 1970 Jan. Jan. 2 7.75 7.72 1 4.11 4.11 9 7.31 7.39 8 3.85 3.84 16 Feb. 6.78 6.92 15 3.64 3.68 22 3.50 3.59 21 3.15 3.51 1 3.35 3.47 28 3.45 3.76 6 3.55 3.80 Feb. Feb. 23 6.98 6.87 6.77 6.88 6.73 8 3.31 3.36 16 6.84 6.71 15 3.31 3.42 13 3.85 4.20 23 6.26 6.18 22 3.33 3.48 20 3.92 4.32 30 Apr. 6.81 2 9 Mar. 6.33 6.39 29 3.52 3.70 6 6.41 6.45 5 3.70 3.75 Mar. Apr. Mar. 27 Apr. 3.85 4.35 3 3.80 4.37 13 6.25 12 4.04 4.14 10 3.73 4.22 6.48 6.49 19 3.77 3.96 17 3.85 4.28 27 6.88 7.25 24 3.51 4.00 4 7.18 7.49 1 3.60 4.00 11 May 6.31 20 6.99 7.20 8 3.46 3.91 4.12 26 3.87 4.09 3 3.87 4.18 10 May 3.86 4.18 May 18 7.00 17 4.35 4.53 15 3.70 7.13 7.36 24 4.48 4.58 22 3.83 4.23 1 6.82 6.86 31 4.34 4.51 29 3.76 4.11 8 6.79 6.90 7 4.51 4.72 15 Ju n e 6.83 25 6.73 6.95 14 4.99 5.20 June 5 3.86 4.24 12 June 3.80 4.19 4.33 22 July 6.63 6.93 21 4.95 5.13 19 3.92 29 6.42 6.60 28 5.08 5.28 26 4.02 4.48 6 6.64 6.66 5 5.47 5.61 3 4.14 4.69 July July 13 6.64 12 5.38 5.48 10 4.10 4.61 6.39 6.44 19 5.55 5.72 17 3.95 4.46 27 Aug. 6.55 20 6.35 6.43 26 5.55 5.83 24 4.05 4.59 3 6.41 6.50 2 5.27 5.62 31 3.79 4.30 Aug. 10 6.68 9 5.37 5.77 7 3.93 4.43 6.53 6.59 16 4.92 5.20 14 3.96 4.46 24 6.20 6.34 23 4.75 4.86 21 4.06 4.62 31 6.34 6.51 30 4.55 4.77 28 4.33 4.82 7 6.37 6.56 6 4.54 4.85 4 4.57 4.94 14 6.31 6.49- 13 4.83 5.09 11 4.76 5.07 21 Sep. 6.51 17 5.95 6.24 20 4.74 4.99 18 4.63 5.10 27 4.68 4.97 4 4.53 4.74 Sep. 4.64 5.24 2 4.60 5.08 4.60 9 4.74 5.16 4.64 16 4.82 5.13 4.44 4.53 23 4.71 5.11 1 4.23 4.35 30 4.77 5.14 8 4.17 4.34 6 4.67 4.96 5.81 6.37 5 6.03 6.41 12 6.03 6.23 11 4.49 19 5.94 6.13 18 4.49 26 5.83 6.12 25 2 5.65 5.77 9 Nov. Sep. 25 28 Oct. Aug. 5.46 5.65 Oct. Nov. Oct. Nov. 16 5.41 15 4.12 4.26 13 4.78 5.07 4.76 4.86 22 4.24 4.41 20 4.78 5.05 30 Dec. 5.28 23 5.08 4.98 29 4.32 4.43 27 4.89 5.18 7 4.88 4.87 6 4.09 4.21 4 4.95 5.23 5.31 Dec. Dec. 14 4.78 4.79 13 3.94 4.14 11 5.10 21 4.73 4.77 20 4.02 4.26 18 5.09 5.30 28 4.83 4.84 27 3.73 3.95 25 5.11 5.31 'T he date shown is a Monday. The 3- and 6-m onth bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 4 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th 1 5.16 5.40 7 7.62 7.56 8 5.16 5.41 14 7.98 7.87 15 5.28 5.54 21 8.00 7.82 20 6.37 6.37 22 5.63 5.76 28 7.78 7.52 27 5.61 5.83 29 5.69 5.87 4 6.95 6.75 3 5.67 5.74 5 5.67 5.85 11 7.08 6.88 10 5.80 5.80 12 5.42 5.62 18 7.02 6.79 17 5.41 5.48 25 7.19 7.08 24 5.46 5.68 4 7.68 7.57 3 5.64 5.74 11 7.92 7.64 10 5.62 5.66 5.47 1973 Jan. Feb. 1974 19 Mar. 5.46 5.81 6.05 5 5.88 Feb. 5.65 26 Jan. 6.27 Mar. 1975 Jan. Feb. Mar. 6 6.70 6.68 13 6.68 6.65 12 18 8.05 7.88 17 5.38 6.76 25 8.30 8.23 24 5.54 5.67 6.25 6.63 1 8.36 8.21 31 5.56 5.79 2 6.53 6.81 8 8.65 8.39 7 6.02 6.35 9 6.19 6.27 15 8.05 8.08 14 5.54 5.84 16 6.19 6.39 22 7.86 8.00 21 5.65 6.07 23 6.25 6.63 28 5.72 6.16 30 May 6.44 6.33 26 Apr. 6.00 19 6.28 6.58 5 5.36 5.72 Apr. 29 May 8.91 8.80 6 9.04 9.01 Apr. May 6.14 6.43 13 8.02 8.03 12 5.18 5.48 6.18 6.46 20 8.20 8.44 19 5.12 5.41 21 6.45 6.75 27 7.98 8.21 28 Jun e 7 14 6.69 6.86 3 8.30 8.43 June 26 June 5.21 5.47 2 5.26 5.51 7.13 7.21 10 8.26 8.32 9 5.08 5.28 7.13 7.17 17 8.18 8.18 16 4.77 5.13 18 7.26 7.26 24 7.84 8.00 23 5.67 5.94 25 July 4 11 7.23 7.30 1 7.81 8.06 30 6.01 6.26 6.51 July 8 7.89 8.48 7 6.20 8.02 15 7.70 7.88 14 6.05 6.34 7.97 8.02 22 7.60 7.70 21 6.25 6.63 8.11 8.27 29 7.70 8.06 28 6.32 6.72 30 8.32 8.48 5 8.51 8.66 4 6.46 6.86 6 8.49 8.65 12 8.76 8.72 11 6.35 6.81 13 8.98 8.94 19 8.85 8.90 18 6.45 7.00 20 8.91 8.86 26 9.91 9.93 25 6.59 7.09 27 8.67 8.58 2 9.17 9.28 1 6.38 6.87 3 8.78 8.74 9 9.10 8.98 8 6.39 6.89 10 9.02 8.92 16 8.19 8.20 15 6.44 6.90 17 8.79 8.83 23 7.00 7.93 22 6.32 6.82 24 Oct. 8.01 7.99 23 Sep. 7.99 16 Aug. 2 9 7.33 7.66 30 6.39 7.44 29 6.55 6.98 6.57 Aug. Sep. July Aug. Sep. 7.58 7 6.70 7.36 6 6.24 7.26 14 7.72 7.83 13 6.05 6.24 7.19 7.24 21 7.52 7.40 20 5.89 6.16 22 6.96 6.95 28 7.89 7.77 27 5.69 5.97 29 7.20 7.26 4 7.88 7.86 3 5.60 5.79 5 8.10 7.99 11 7.60 7.55 10 5.28 5.48 12 8.64 8.38 18 7.53 7.43 17 5.47 5.80 19 7.70 7.81 25 7.33 7.37 24 5.52 5.93 26 7.70 7.68 2 7.52 7.56 1 5.55 6.00 3 7.36 7.77 9 7.17 6.91 8 5.63 6.14 10 7.39 7.53 16 7.06 6.86 15 5.49 5.91 17 7.37 7.16 23 6.96 7.03 22 5.34 5.68 24 7.35 7.32 30 7.11 7.10 29 5.21 5.51 31 Dec. 7.15 7.32 15 Nov. 1 8 7.41 7.37 Oct. Nov. Dec. Oct. Nov. Dec. ‘The date shown is a Monday. The 3- and 6-m onth bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 5 - U.S. TREASURY BILLS Weekly auction averages 3m o n th 6- A uctioned 3- 6- A uctioned m o n th W eek o f 1 m o n th m o n th W eek o f1 5 5.23 5.52 3 4.41 4.56 12 4.83 5.07 10 4.61 4.80 19 4.78 5.05 17 4.67 26 4.76 5.05 24 2 4.81 5.07 9 4.87 5.13 16 4.85 23 4.87 A uctioned W eek o f 1 m o n th 2 6.14 6.42 9 6.68 6.85 4.87 16 6.54 6.76 4.70 4.91 23 6.43 6.71 31 4.72 5.01 30 6.44 6.72 7 4.63 4.84 6 6.48 6.74 5.17 14 4.63 4.86 13 6.45 6.75 5.20 21 4.67 4.87 20 6.46 6.76 28 4.71 4.94 27 6.43 6.71 7 4.65 4.97 6 6.35 6.68 6.62 1976 Jan. Feb. Mar. 6- 3m o n th 1978 1977 1 5.26 5.06 5.49 Feb. 5.72 8 Jan. Mar. Jan. Feb. Mar. 15 5.46 14 4.55 4.81 13 6.30 4.89 5.28 21 4.55 4.83 20 6.21 6.55 29 4.93 5.33 28 4.61 4.87 27 6.31 6.67 5 4.96 5.29 4 4.59 4.85 3 6.42 6.72 12 Apr. 4.98 22 4.83 5.07 11 4.56 4.77 10 6.37 6.74 Apr. Apr. 19 5.09 18 4.49 4.71 17 6.14 6.56 4.91 5.23 25 4.52 4.84 24 6.29 6.78 3 4.92 5.34 2 4.81 5.05 1 6.46 6.94 10 May 4.76 26 5.07 5.43 9 4.82 5.13 8 6.46 6.99 7.01 May May 17 5.25 5.73 16 5.00 5.23 15 6.32 24 5.50 5.91 23 5.14 5.35 22 6.48 7.14 31 5.58 5.95 30 4.99 5.19 29 6.66 7.16 7.10 5.77 6 5.05 5.23 5 6.63 5.70 13 5.00 5.17 12 6.62 7.12 5.36 5.72 20 5.01 5.22 19 6.67 7.23 28 5.37 5.75 27 4.97 5.17 26 6.97 7.40 5 5.41 5.77 4 5.04 5.25 3 7.06 7.45 12 5.19 5.43 11 5.16 5.36 10 7.19 7.52 19 5.23 5.54 18 5.21 5.44 17 7.11 7.50 26 Aug. 5.46 5.38 21 July 7 14 Ju n e 5.19 5.50 25 5.16 5.36 24 6.94 7.43 2 5.15 5.47 1 5.42 5.69 31 6.90 7.36 June July Aug. June July 9 5.42 8 5.35 5.68 7 6.81 7.17 5.14 5.39 15 5.67 5.98 14 6.89 7.26 23 5.14 5.38 22 5.55 5.89 21 7.27 7.47 30 5.09 5.35 29 5.57 5.85 28 7.32 7.55 6 5.09 5.33 13 Sep. 5.18 16 5.10 5.31 Sep. 5 5.55 5.85 12 5.89 Aug. 4 7.66 7.74 11 Sep. 6.10 7.70 7.79 20 Oct. 5.03 5.24 19 5.85 5.98 18 7.88 7.98 27 5.07 5.33 26 5.98 6.19 25 8.11 8.28 2 8.16 8.38 9 8.26 8.42 4 5.09 5.27 11 4.91 5.02 Oct. 3 6.11 6.29 10 6.16 Oct. 6.38 18 17 6.28 6.50 16 8.21 8.56 5.09 24 6.21 6.48 23 7.90 8.61 1 4.86 5.03 31 6.28 6.51 30 8.45 8.98 4.89 5.04 7 6.19 6.46 6 9.03 9.42 15 4.89 5.02 14 6.09 6.37 13 8.59 9.29 22 4.60 4.68 21 6.08 6.39 20 8.70 9.00 29 4.47 4.57 28 6.06 6.37 27 9.17 9.33 6 4.38 4.52 5 6.05 6.35 4 8.98 9.22 13 4.36 4.51 12 6.07 6.37 11 8.93 9.26 20 4.27 4.50 19 5.99 6.34 18 9.24 9.52 27 Dec. 4.91 4.93 8 Nov. 4.80 25 4.30 4.47 26 6.15 6.46 25 9.34 9.58 Nov. Dec. Nov. Dec. •The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 6 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th 1 9.39 9.55 7 11.94 11.86 5 13.60 13.18 8 9.32 9.44 14 11.90 11.78 12 15.32 14.23 15 9.41 9.53 21 12.19 11.89 19 15.60 14.47 22 9.29 9.48 29 9.32 9.38 5 9.19 12 9.26 1979 Jan. Feb. 1980 Jan. 1981 Jan. 26 15.20 14.12 2 14.66 13.74 28 12.04 11.85 4 12.09 11.99 9.31 11 12.31 12.26 9 15.40 14.43 9.34 18 13.16 13.01 16 15.46 14.76 23 14.10 13.61 2 14.46 14.13 19 9.29 9.37 26 9.45 9.50 5 9.36 12 Feb. Feb. 10 15.38 14.96 9 14.00 13.43 9.48 9.46 17 15.05 14.95 16 12.76 12.10 9.50 9.48 24 16.53 15.70 23 12.70 12.27 9.50 9.44 31 15.04 14.80 30 12.50 12.08 2 9.59 9.50 7 14.42 14.23 6 14.15 13.78 9.65 9.57 14 13.82 13.55 13 13.78 13.65 9.61 9.63 21 12.73 11.89 20 13.55 13.62 23 9.12 9.30 28 10.79 10.79 27 14.19 14.04 30 9.50 9.57 5 9.73 9.50 4 15.96 15.10 7 9.62 9.62 12 8.60 8.78 11 16.43 15.53 14 9.51 9.46 19 8.95 8.92 18 16.03 15.03 21 9.74 9.60 26 7.68 7.75 25 16.75 15.68 28 9.53 9.41 4 9.55 9.43 11 8.96 18 8.87 25 July 9.42 16 June 14.79 9 May 13.63 15.14 19 Apr. 13.70 3 26 Mar. 25 2 Mar. Apr. May Jun e Mar. Apr. May 1 15.46 14.49 8 14.98 14.00 6.66 15 13.45 13.36 7.11 22 14.34 13.94 29 13.91 13.62 6 14.40 14.05 2 8.04 8.17 9 6.50 6.94 9.05 16 6.37 8.87 23 7.08 8.80 8.90 30 8.15 8.10 8.97 8.87 7 8.21 8.11 July June July 9 9.27 9.16 14 8.17 8.11 13 14.56 14.23 16 9.34 9.26 21 7.88 7.91 20 15.56 15.32 28 8.22 8.28 4 8.88 8.87 23 Aug. 9.48 9.47 30 9.15 9.30 Aug. 27 Aug. 15.07 14.79 3 15.67 15.57 15.12 9.32 11 8.72 8.89 10 15.24 9.50 9.48 18 9.41 9.77 17 15.71 15.64 9.60 9.50 25 10.03 10.25 24 15.83 15.85 27 9.68 9.65 1 10.12 10.25 31 15.58 15.65 3 9.86 9.78 8 10.06 10.23 7 15.61 15.80 10 10.53 10.29 15 10.64 10.88 14 14.41 14.66 17 10.35 10.32 22 10.46 10.82 21 14.20 14.13 24 Oct. 9.32 20 Sep. 6 13 9.99 10.11 29 11.52 11.72 28 14.67 14.93 Sep. Sep. 1 10.31 10.33 6 11.30 11.14 5 14.21 14.22 8 10.81 10.66 13 11.34 11.28 12 13.53 13.50 15 11.84 11.72 20 11.41 11.41 19 13.61 13.80 22 12.93 12.65 27 12.33 12.28 26 13.35 13.62 Oct. Oct. 29 12.19 3 13.34 13.27 2 12.70 12.72 12.10 12.09 10 13.51 13.23 9 11.13 11.51 12.03 11.95 17 14.31 13.92 16 10.69 10.97 19 11.94 12.04 24 14.38 14.03 23 10.56 10.92 26 Dec. 12.26 5 12 Nov. 11.02 11.02 1 14.65 14.55 30 10.40 10.70 Nov. Dec. Nov. 3 11.93 11.77 8 16.34 15.07 7 10.40 10.77 10 12.05 11.77 15 16.67 15.42 14 11.10 11.60 Dec. 17 12.23 12.00 22 14.99 14.03 21 11.04 11.84 24 12.07 11.85 29 13.91 13.41 28 11.69 12.45 31 12.11 11.88 ■The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 7 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th W eek o f 1 m o n th m o n th W eek o f 1 m o n th m onth 4 11.66 12.28 3 7.90 7.95 2 9.04 9.19 11 12.12 12.81 10 7.67 7.77 9 8.92 9.10 18 12.51 13.10 17 7.62 7.73 16 8.82 8.92 25 13.36 13.53 24 8.06 8.14 23 8.92 9.01 31 8.12 8.23 30 8.87 8.97 7 8.25 8.35 6 9.08 9.11 1982 Jan. Feb. 1984 1983 Jan. Jan. 13.85 13.85 14.10 13.93 15 14.74 14.36 14 8.26 8.39 13 9.04 9.16 22 12.43 12.70 21 7.89 7.97 20 9.13 9.28 1 12.45 12.79 28 7.94 7.95 27 9.20 9.33 8 Mar. 1 8 12.06 12.06 7 8.21 8.17 5 9.24 9.37 Feb. Mar. Feb. Mar. 15 12.96 14 8.26 8.26 12 9.37 9.52 12.55 12.67 21 8.43 8.54 19 9.65 9.79 29 13.40 13.24 28 8.68 8.71 26 9.76 9.88 5 12.89 12.80 4 8.66 8.71 2 9.67 9.83 12 Apr. 12.91 22 12.85 12.90 11 8.17 8.25 9 9.66 9.82 Apr. Apr. 19 12.72 18 8.03 8.20 16 9.80 9.92 12.47 12.64 25 8.15 8.22 23 9.64 9.74 3 12.68 12.78 2 8.04 8.05 30 9.68 9.88 10 May 12.50 26 12.25 12.24 9 8.14 8.13 7 9.99 10.27 May May 17 8.10 8.14 14 10.07 10.40 23 8.46 8.47 21 9.95 10.38 11.52 11.59 30 8.65 8.67 28 9.83 10.62 7 12.07 12.12 6 8.64 8.79 4 9.90 10.57 12.25 12.50 13 8.73 8.83 11 10.07 10.66 21 12.59 13.03 20 8.98 9.02 18 10.01 10.49 28 13.27 13.42 27 9.09 9.14 25 9.77 10.49 5 12.81 12.98 4 9.10 9.20 2 10.01 10.54 12 11.80 11.97 11 9.07 9.26 9 10.04 10.52 19 11.14 11.44 18 9.19 9.37 16 10.17 10.60 26 10.56 11.38 25 9.13 9.31 23 10.30 10.64 2 9.63 10.67 1 9.36 9.56 30 10.40 10.64 9 10.03 10.94 8 9.57 9.70 6 10.55 10.68 16 8.62 9.82 15 9.43 9.55 13 10.49 10.63 23 Aug. 16 11.68 14 July 12.19 11.48 31 Jun e 12.19 24 7.75 8.99 22 9.18 9.29 20 10.40 10.59 29 9.28 9.53 27 10.60 10.70 5 9.21 9.40 3 10.63 10.75 June July Aug. Jun e July Aug. 30 8.60 9.75 6 8.57 9.61 13 8.16 9.70 12 9.04 9.14 10 10.39 10.49 20 7.85 9.44 19 8.99 9.06 17 10.33 10.40 27 7.80 9.20 24 10.27 10.39 4 8.10 9.23 1 10.23 10.35 11 7.43 18 Sep. Sep. Sep. 8.73 8.84 3 8.72 8.92 7.73 10 8.83 8.97 8 10.11 10.21 7.44 7.76 17 8.63 8.79 15 9.98 10.08 8.03 8.47 24 8.66 8.91 22 9.54 9.57 1 7.81 8.23 31 8.41 8.68 29 9.38 9.59 8 Nov. 26 25 Oct. 7.96 8.40 7 8.83 9.02 5 8.82 9.07 Oct. Nov. Oct. Nov. 15 8.54 14 8.78 8.91 12 8.73 8.99 7.94 8.11 21 8.81 8.96 19 8.59 8.79 29 Dec. 8.45 22 8.28 8.51 28 8.90 9.05 26 8.43 8.50 6 7.96 8.25 5 9.00 9.16 3 8.52 8.67 Dec. Dec. 13 8.00 8.21 12 8.93 9.12 10 8.38 8.57 20 7.86 8.10 19 9.04 9.24 17 7.97 8.15 27 7.98 8.05 26 8.94 9.14 24 7.75 8.04 31 7.86 8.19 'The date shown is a Monday. The 3- and 6-m onth bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. U.S. TREASURY BILLS Weekly auction averages A uctioned W eek o f1 3- 6- A uctioned 3- 6- A uctioned 3- 6- m o n th m o n th W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th 7 7.78 8.02 6 7.05 7.11 14 7.74 8.05 13 7.23 7.28 21 7.68 7.93 20 6.98 28 7.76 7.97 27 6.92 4 8.16 8.30 3 6.99 7.06 11 8.20 8.28 10 7.18 18 8.15 8.25 17 25 8.36 8.53 4 8.73 8.98 11 8.48 18 8.64 25 1985 Jan. 1986 Jan. 1987 Mar. Apr. 5 5.53 5.55 12 5.38 5.43 7.14 19 5.23 5.27 7.03 26 5.44 5.43 2 5.58 5.59 7.23 9 5.72 5.69 6.97 7.03 16 5.66 5.70 24 6.96 7.00 3 6.92 6.87 8.79 10 6.55 9.04 17 6.52 8.41 8.86 24 1 8.18 8.55 8 Feb. 8.14 8.56 Feb. Jan. Feb. Apr. 23 5.40 5.41 2 5.47 5.51 6.54 9 5.63 5.59 6.55 16 5.58 5.58 6.36 6.43 23 5.55 5.55 31 Mar. 6.35 6.32 30 5.72 5.80 7 6.19 6.17 6 5.53 5.63 Mar. Apr. 15 14 5.84 5.93 13 5.98 6.08 7.87 21 5.86 5.87 20 5.77 6.00 7.87 8.11 28 6.08 6.14 27 5.79 6.14 6 7.76 7.93 5 6.07 6.09 4 5.81 6.16 13 7.69 7.90 12 6.07 6.10 11 5.47 5.74 20 7.28 7.43 19 6.22 6.28 18 6.03 6.34 27 7.22 7.39 26 6.15 6.21 25 5.70 6.18 3 7.03 7.16 2 6.33 6.41 1 5.81 6.10 10 Jun e 8.27 7.62 29 May 8.04 22 7.21 7.35 9 6.31 6.39 8 5.59 5.99 5.95 May Ju ne May Jun e 17 July 6.73 6.90 16 6.11 6.18 15 5.70 24 7.06 7.24 23 6.09 6.13 22 5.64 5.93 1 7.00 7.08 30 5.99 5.96 29 5.82 6.00 5.68 8 7.00 7 5.85 5.85 6 5.62 7.06 7.20 14 5.78 5.80 13 5.55 5.54 22 7.23 7.35 21 5.72 5.77 20 6.14 6.20 29 7.23 7.40 28 5.86 5.89 27 6.14 6.20 5 7.30 7.52 4 5.70 5.73 3 5.96 6.15 12 Aug. 6.92 15 7.14 7.36 11 5.60 5.60 10 5.93 6.14 6.12 July Aug. July Aug. 19 Sep. 7.14 7.28 18 5.64 5.65 17 5.97 26 7.07 7.21 25 5.32 5.35 24 6.12 6.16 2 7.12 7.30 1 5.12 5.17 31 6.19 6.34 Sep. 9 7.39 8 5.24 5.35 7 6.45 6.72 7.17 7.32 15 5.16 5.34 14 6.32 6.64 23 6.81 7.05 22 5.25 5.39 21 — 30 Oct. 7.22 16 7.07 7.24 29 5.20 5.37 28 6.59 6.83 6.96 Sep. — 7 7.14 7.32 6 5.08 5.13 5 6.49 14 7.20 7.36 13 5.13 5.22 12 6.96 7.34 21 7.18 7.32 20 5.30 5.39 19 6.84 7.21 27 5.18 5.21 26 5.12 5.98 3 5.23 5.30 2 5.80 6.24 10 5.41 5.54 9 5.74 6.24 28 7.24 7.37 4 7.21 7.30 11 Nov. 7.21 Oct. 7.23 Nov. Oct. Nov. 18 7.26 17 5.39 5.44 16 6.01 6.33 7.15 7.26 24 5.35 5.39 23 5.70 6.11 2 7.19 7.26 1 5.40 5.46 30 5.49 6.12 9 7.05 7.02 8 5.51 5.50 7 5.81 6.42 16 7.00 7.01 15 5.55 5.58 14 6.00 6.45 23 7.02 7.05 22 5.49 5.56 21 5.96 6.48 30 Dec. 7.24 25 7.04 7.07 29 5.68 5.68 28 5.73 6.32 Dec. Dec. 'The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 9 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th W eek o f 1 m o n th m o n th W eek o f 1 m o n th m o n th 7.52 1988 1990 1989 5.90 6.35 2 8.24 8.37 1 7.64 5.85 6.33 9 8.36 8.48 8 7.57 7.44 18 5.98 6.37 16 8.30 8.35 15 7.68 7.54 25 Feb. 4 11 Jan. 5.85 6.19 23 8.26 8.31 22 7.66 7.58 1 5.74 6.11 30 8.33 8.39 29 7.77 7.73 7.72 Jan. Jan. 8 5.63 5.85 6 8.57 8.53 5 7.83 15 5.73 6.03 13 8.49 8.54 12 7.65 7.65 22 5.64 5.83 20 8.51 8.50 19 7.80 7.77 27 8.73 8.77 6 8.65 8.66 29 Mar. 5.62 5.86 7 5.74 5.93 Feb. Mar. Feb. 26 Mar. 7.72 7.70 5 7.85 7.79 14 5.78 13 8.69 8.76 12 7.96 7.89 5.76 5.96 20 9.00 9.04 19 7.97 7.92 28 5.69 6.00 27 9.10 9.12 26 7.85 7.83 4 5.98 6.21 3 8.87 8.84 2 7.83 7.81 11 Apr. 5.65 21 5.98 6.19 10 8.71 8.78 9 7.80 7.80 7.75 Apr. Apr. 18 May 5.78 6.14 17 8.57 8.59 16 7.71 25 5.92 6.28 24 8.66 8.72 23 7.78 7.91 2 6.13 6.41 1 8.64 8.64 30 7.91 8.03 May 9 6.31 6.51 8 8.41 8.39 7 7.79 7.84 16 6.28 6.50 15 8.21 8.19 14 7.67 7.68 23 6.34 6.71 22 8.32 8.33 21 7.74 7.79 30 6.53 6.83 29 8.50 8.36 28 7.80 7.74 May 6.44 6.72 5 8.17 7.99 4 7.69 7.62 6.44 6.67 12 8.13 7.79 11 7.73 7.64 20 6.51 6.83 19 8.22 8.08 18 7.74 7.64 27 July 6 13 Jun e 6.59 6.75 26 8.07 7.78 25 7.78 7.67 3 7.96 7.63 2 7.73 7.60 10 7.76 7.50 9 7.81 7.75 7.52 4 6.57 6.71 11 6.72 Ju n e 6.99 July Ju ne July 18 Aug. 6.76 7.09 17 7.87 7.67 16 7.62 25 6.88 7.09 24 8.09 7.73 23 7.49 7.40 1 6.89 7.15 31 7.65 7.35 30 7.50 7.37 8 6.94 7.26 7 7.94 7.70 6 7.23 7.19 15 7.05 7.51 14 8.01 7.83 13 7.41 7.31 22 7.18 7.51 21 7.99 7.85 20 7.55 7.45 29 7.26 7.50 28 7.94 7.88 27 7.49 7.48 Aug. Aug. 7.26 7.40 4 7.88 7.87 3 7.39 7.36 7.21 7.41 11 7.64 7.64 10 7.41 7.34 19 7.17 7.34 18 7.64 7.64 17 7.39 7.30 26 Oct. 5 12 Sep. 7.23 7.48 25 7.72 7.79 24 7.32 7.33 7.21 Sep. Sep. 7.46 2 7.83 7.92 1 7.18 7.32 7.46 9 7.63 7.60 8 7.19 7.21 7.36 7.55 16 7.37 7.42 15 7.18 7.22 24 7.45 7.54 23 7.52 7.50 22 7.20 7.16 31 7.37 7.48 30 7.78 7.62 29 7.12 7.13 7 7.54 7.71 6 7.67 7.49 5 7.07 7.05 14 7.82 7.87 13 7.68 7.51 12 7.05 7.02 21 7.97 7.99 20 7.61 7.40 19 7.08 7.05 28 8.05 8.13 27 7.63 7.45 26 7.02 6.96 5 8.04 8.25 4 7.55 7.30 3 7.06 6.96 12 7.98 8.21 11 7.60 7.41 10 6.86 6.74 19 8.14 8.29 18 7.62 7.43 17 6.78 6.77 26 8.22 8.33 25 7.77 7.64 24 6.52 6.57 31 Dec. 7.23 17 Nov. 3 10 6.52 6.48 Oct. Nov. Dec. Oct. Nov. Dec. ■The date shown is a Monday. The 3- and 6-m onth bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 10 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th 7 6.52 6.51 6 3.85 3.86 14 6.12 6.21 13 3.83 3.87 21 6.14 6.21 20 3.78 3.84 18 3.03 3.13 28 6.22 6.28 27 3.84 3.93 25 2.98 3.09 1991 Jan. Feb. 1992 Jan. 1993 Jan. 4 3.15 3.28 11 3.07 3.19 5.97 5.94 3 3.86 3.93 1 2.97 3.10 5.86 5.85 10 3.72 3.80 8 2.94 3.09 18 5.94 5.91 17 3.83 3.93 15 2.93 3.08 25 6.01 6.01 24 3.96 4.08 22 2.96 3.06 4 6.09 6.06 2 4.02 4.10 11 Mar. 4 11 5.85 5.91 9 4.02 4.13 Feb. Mar. Feb. Mar. 1 2.97 3.05 8 2.98 3.09 18 5.82 16 4.09 4.27 15 3.00 3.12 5.86 5.84 23 4.08 4.27 22 2.94 3.05 1 5.80 5.79 30 4.08 4.19 29 2.96 3.04 8 Apr. 5.83 25 5.60 5.68 6 3.95 4.02 5 2.92 3.04 3.00 Apr. Apr. 15 5.67 13 3.60 3.73 12 2.89 5.69 5.79 20 3.69 3.86 19 2.82 2.96 29 May 5.57 22 5.60 5.68 27 3.71 3.85 26 2.88 2.95 5.50 5.61 5.50 5.63 20 5.50 27 5.46 3 5.59 5.71 10 Ju n e 6 13 5.60 5.78 May 4 3.65 3.78 11 3.64 3.74 5.66 18 3.61 5.65 25 3.75 Jun e 3 2.88 2.98 10 2.89 2.99 3.71 17 3.00 3.10 3.90 24 3.06 3.19 31 7 3.08 3.14 3.22 3.30 1 3.75 3.90 8 3.71 3.83 May Jun e 17 15 3.66 3.75 14 3.07 3.19 5.76 22 3.67 3.77 21 3.10 3.19 1 5.59 5.71 29 3.59 3.66 28 3.05 3.14 5.58 5.71 6 3.23 3.32 5 3.01 3.10 15 5.56 5.70 13 3.22 3.31 12 3.04 3.14 22 5.60 5.72 20 3.16 3.24 19 3.05 3.15 29 5.58 5.69 27 3.18 3.27 26 3.10 3.24 5 5.51 5.59 2 3.10 3.25 12 Aug. 5.79 5.58 8 July 5.61 24 5.30 5.39 9 3.05 3.18 July Aug. 3 3.20 3.30 10 3.13 July Aug. 3.19 19 5.23 17 3.10 3.18 16 3.03 3.12 5.40 5.47 24 3.14 3.24 23 3.02 3.12 2 5.34 5.39 31 3.17 3.26 30 3.02 3.11 9 Sep. 5.17 26 5.29 5.30 7 2.91 2.95 6 2.95 3.03 3.06 Sep. Sep. 16 2.89 2.90 13 2.98 21 2.91 2.93 20 2.93 3.06 5.11 5.14 28 2.73 2.85 27 2.90 3.02 7 5.04 5.08 5 2.67 2.78 4.99 5.03 12 2.88 2.95 21 5.04 5.11 19 2.94 28 4.99 5.04 26 2.97 4 4.74 4.80 2 3.05 3.27 11 4.64 4.71 9 3.10 3.31 18 4.58 4.62 16 3.13 3.37 15 3.11 3.26 25 Dec. 14 5.23 14 Nov. 5.22 5.18 30 Oct. 5.19 23 4.44 4.50 23 3.27 3.45 22 3.14 3.30 30 3.31 3.46 29 3.12 3.26 7 3.29 3.37 6 3.11 3.27 2 4.39 4.21 4.20 Nov. 4.39 9 Oct. Dec. Oct. 4 2.96 3.08 11 3.04 3.12 3.10 18 3.06 3.14 3.22 25 3.08 3.19 1 3.11 3.25 8 3.11 3.28 Nov. Dec. 16 4.14 4.19 14 3.26 3.43 13 3.06 3.26 23 3.75 3.85 21 3.16 3.32 20 3.06 3.25 30 3.91 3.91 28 3.22 3.38 27 3.06 3.21 'T he date shown is a Monday. The 3- and 6-m onth bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 11 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th Week o f1 m o n th m o n th W eek o f 1 m o n th m o n th 3 3.10 3.29 2 5.78 6.37 1 5.04 5.03 10 3.02 3.18 9 5.87 6.42 8 5.03 5.02 17 2.99 3.15 16 5.77 6.19 15 5.02 4.93 24 2.96 3.14 23 5.80 6.24 22 4.99 4.88 31 2.99 3.16 30 5.79 6.12 7 3.24 6 5.83 6.10 1994 Jan. Feb. 1996 1995 3.40 Jan. Feb. Jan. 29 Feb. 5.01 4.90 5 4.88 4.79 14 13 5.82 6.15 12 4.80 4.71 3.53 20 5.74 6.01 19 4.78 4.75 3.40 3.61 27 5.73 5.90 26 4.86 4.80 7 3.52 3.75 6 5.77 6.00 4 4.89 4.80 14 3.57 3.85 13 5.76 5.92 11 4.95 5.00 21 3.61 3.90 20 5.76 5.91 18 5.02 5.06 28 3.50 3.85 27 5.64 5.80 25 4.99 4.97 4 3.71 4.02 3 5.76 5.90 1 5.07 5.06 11 3.63 4.03 10 5.70 5.84 8 5.03 5.19 18 3.76 4.21 17 5.56 5.69 15 4.87 5.03 25 Apr. 3.43 3.33 28 Mar. 3.28 21 3.85 4.25 24 5.66 5.75 22 4.97 5.02 29 5.00 5.08 6 5.02 5.14 Mar. Apr. Mar. Apr. 4.00 4.41 1 5.74 5.84 4.32 4.81 8 5.63 5.65 16 4.22 4.69 15 5.71 5.69 13 5.02 5.14 23 4.23 4.63 22 5.72 5.72 20 5.03 5.11 30 Jun e 2 9 May 4.23 4.67 29 5.64 5.61 27 5.03 5.14 6 4.15 4.53 5 5.48 5.35 3 5.09 5.21 5.34 May June May June 13 4.16 4.55 12 5.57 5.56 10 5.16 20 4.18 4.55 19 5.46 5.42 17 5.08 5.27 27 4.20 4.60 26 5.35 5.34 24 5.10 5.23 4.31 4.74 3 5.53 5.46 1 5.12 5.22 4.50 4.94 10 5.40 5.30 8 5.21 5.41 18 4.31 4.71 17 5.46 5.40 15 5.19 5.36 25 Aug. 4 11 July July 4.43 4.83 24 5.47 5.46 22 5.14 5.30 31 5.44 5.39 29 5.20 5.34 7 5.41 5.40 5 5.08 5.13 5.42 12 5.04 5.08 July 4.35 4.75 4.43 4.93 15 4.59 4.99 14 5.42 22 4.62 4.98 21 5.43 5.43 19 5.06 5.13 29 4.61 4.93 28 5.34 5.34 26 5.07 5.16 5 4.58 4.89 4 5.30 5.30 2 5.19 5.38 12 Sep. 1 8 4.61 4.99 11 5.34 5.33 9 5.17 5.30 Aug. Sep. Aug. Sep. 19 Oct. 4.61 5.05 18 5.25 5.22 16 5.07 5.19 26 4.79 5.22 25 5.14 5.27 23 5.18 5.30 3 4.92 5.38 10 4.92 2 5.34 5.38 9 Oct. 5.34 5.31 5.32 30 Oct. 5.01 5.17 7 4.96 5.07 5.11 17 4.92 5.34 16 5.32 5.34 14 5.01 24 5.07 5.51 23 5.22 5.33 21 5.01 5.12 31 5.07 5.51 30 5.29 5.31 28 5.04 5.15 7 5.25 5.68 14 5.29 5.72 21 5.40 28 5.44 5 5.83 6.33 12 5.76 6.32 19 5.59 6.30 26 5.56 6.24 Nov. 6 5.36 5.29 13 5.43 5.33 5.85 20 5.34 5.86 27 5.32 Dec. 4 5.29 5.19 11 5.30 5.20 18 5.15 25 4.91 Dec. 4 5.04 5.08 11 5.02 5.07 5.25 18 5.03 5.07 5.25 25 5.03 5.07 2 4.98 5.04 9 4.83 4.97 5.15 16 4.76 4.99 5.04 23 4.92 5.08 30 Nov. 5.08 5.11 Nov. Dec. ‘The date shown is a Monday. The 3- and 6-month bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 12 - U.S. TREASURY BILLS Weekly auction averages A uctioned 3- 6- W eek o f1 ________ m o n th ________ m o n th A uctioned 3- 6- A uctioned 3- 6- W eek o f1 m o n th m o n th W eek o f1 m o n th m o n th 1997 Jan. 5.11 5.06 5.12 3 5.00 5.08 5.02 5.07 17 4.98 5.03 24 5.01 5.03 3 5.10 5.19 10 5.06 5.18 17 5.13 5.26 24 5.26 5.33 31 5.18 5.31 7 5.14 5.30 14 5.15 5.42 21 5.21 5.38 28 5.22 5.45 5 5.14 5.37 12 May 5.11 5.03 10 Apr. 5.11 5.04 27 Mar. 5.02 20 Feb. 6 13 5.08 5.30 5.35 19 June 5.17 26 5.03 5.26 2 4.93 5.22 9 5.10 4.94 5.05 30 5.12 5.14 7 4.97 5.07 14 5.05 5.09 21 5.11 5.17 28 5.12 5.15 4 5.15 5.20 11 Aug. 5.20 4.88 23 July 4.94 16 5.17 5.23 18 5.12 5.12 5.14 1 5.07 5.19 8 Sep. 5.08 25 5.01 5.14 5.08 15 4.90 5.04 29 Oct. 4.91 22 4.93 5.08 5.01 4.98 5.12 4.96 5.15 27 4.97 5.08 3 5.12 5.13 10 5.16 5.16 17 5.165 5.165 24 5.14 5.195 1 5.11 5.195 8 5.15 5.27 15 5.07 5.175 22 5.295 5.315 29 Dec. 4.93 20 Nov. 6 13 5.285 5.285 'The date shown is a Monday. The 3- and 6-m onth bills are auctioned each Monday unless Monday is a holiday. Then, bills are auctioned on Tuesday. - 13 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Year’s Jan. Feb. Mar. Apr. May Ju n e July Aug. Sep. Oct. Nov. Dec. Avg. 1970 1 -y e a r....... 8.10 7.59 6.97 7.06 7.75 7.55 7.10 6.99 6.73 6.43 5.51 5.00 3 -y e a r....... 8.24 7.79 7.39 7.94 7.84 7.56 7.46 7.12 6.96 6.25 5.75 7.29 5 -y e a r....... 8.17 7.82 7.15 7.21 7.50 7.97 7.85 7.59 7.57 7.29 7.12 6.47 5.95 7.38 7 -y e a r....... 7.73 7.51 7.13 7.45 7.93 7.84 7.61 7.59 7.40 7.32 6.76 6.23 7.38 7.79 7.24 7.07 7.39 7.91 7.84 7.46 7.53 7.39 7.33 6.84 6.39 7.35 — — — — — — — — — — — — — 10-year 30-year ,, 6.90 1971 1 -y e a r....... 4.57 3.89 3.69 4.30 5.04 5.64 6.04 5.80 5.41 4.91 4.67 4.60 4.88 3 -y e a r....... 5.60 5.07 4.50 5.22 5.97 6.32 6.74 6.35 5.89 5.56 5.35 5.27 5.65 5 -y e a r....... 5.89 5.56 5.00 5.65 6.28 6.53 6.85 6.55 6.14 5.93 5.78 5.69 5.99 7 -y e a r....... 6.16 5.94 5.42 5.87 6.42 6.65 6.92 6.67 6.20 5.98 5.94 5.97 6.18 1 0 -y e a r....... 6.24 6.11 5.70 5.83 6.39 6.52 6.73 6.58 6.14 5.93 5.81 5.93 6.16 3 0 -y e a r....... — — — — — — — — — — — — — 1972 1 -y e a r....... 4.28 4.27 4.67 4.96 4.64 4.93 4.96 4.98 5.52 5.52 5.27 5.52 4.96 3 -y e a r....... 5.14 5.25 5.56 5.88 5.55 5.64 5.78 5.79 6.06 6.05 5.94 6.01 5.72 5 -y e a r....... 5.59 5.69 5.87 6.17 5.85 5.91 5.97 6.02 6.25 6.18 6.12 6.16 5.98 7 -y e a r....... 5.91 5.99 6.05 6.22 6.07 6.06 6.09 6.19 6.43 6.35 6.18 6.20 6.15 5.95 6.08 6.07 6.19 6.13 6.11 6.11 6.21 6.55 6.48 6.28 6.36 6.21 — — — — — — — — — — — — — 10-year 3 0 -y e a r....... 1973 1 -y e a r....... 5.89 6.19 6.85 6.85 6.89 7.31 8.39 8.82 8.31 7.40 7.57 7.27 7.31 3 -y e a r....... 6.27 6.58 6.86 6.78 6.83 6.84 7.54 7.89 7.25 6.81 7.00 6.81 6.95 5 -y e a r....... 6.34 6.60 6.80 6.67 6.80 6.69 7.33 7.63 7.05 6.77 6.92 6.80 6.87 7 -y e a r....... 6.36 6.60 6.76 6.67 6.83 6.81 7.23 7.52 7.08 6.78 6.89 6.77 6.86 1 0 -y e a r....... 6.46 6.64 6.71 6.67 6.85 6.90 7.13 7.40 7.09 6.79 6.73 6.74 6.84 — — — — — — — — — — — — — 30-year 1974 1 -y e a r....... 7.42 6.88 7.76 8.62 8.78 8.67 8.80 9.36 8.87 8.05 7.66 7.31 8.18 3 -y e a r....... 6.96 6.76 7.35 8.05 8.27 8.15 8.41 8.66 8.41 8.00 7.61 7.24 7.82 5 -y e a r....... 6.95 6.82 7.31 7.92 8.18 8.10 8.38 8.63 8.37 7.97 7.68 7.31 7.80 7 -y e a r....... 6.88 6.92 7.34 7.77 7.93 7.90 8.19 8.41 8.25 7.92 7.68 7.38 7.71 1 0 -y e a r....... 6.99 6.96 7.21 7.51 7.58 7.54 7.81 8.04 8.04 7.90 7.68 7.43 7.56 3 0 -y e a r....... — — — — — — — — — — — — — 1975 1 -y e a r....... 6.83 5.98 6.11 6.90 6.39 6.29 7.11 7.70 7.75 6.95 6.49 6.60 6.76 3 -y e a r....... 7.23 6.65 6.81 7.76 7.39 7.17 7.72 8.16 8.29 7.81 7.46 7.43 7.49 5 -y e a r....... 7.41 7.11 7.30 7.99 7.72 7.51 7.92 8.33 8.37 7.97 7.80 7.76 7.77 7 -y e a r....... 7.45 7.30 7.58 8.11 7.90 7.69 7.99 8.37 8.39 8.06 7.98 7.93 7.90 7.50 7.39 7.73 8.23 8.06 7.86 8.06 8.40 8.43 8.14 8.05 8.00 7.99 — — — — — — — — — — — — — 10-year 3 0 -y e a r....... 19 7 6 1 -y e a r....... 5.81 5.91 6.21 5.92 6.40 6.52 6.20 6.00 5.84 5.50 5.29 4.89 5.88 3 -y e a r....... 6.99 7.06 7.13 6.84 7.27 7.31 7.12 6.86 6.66 6.24 6.09 5.68 6.77 5 -y e a r....... 7.46 7.45 7.49 7.25 7.59 7.61 7.49 7.31 7.13 6.75 6.52 6.10 7.18 7 -y e a r....... 7.67 7.72 7.65 7.44 7.77 7.76 7.70 7.58 7.41 7.16 6.86 6.37 7.42 7.74 7.79 7.73 7.56 7.90 7.86 7.83 7.77 7.59 7.41 7.29 6.87 7.61 10-year 3 0 -y e a r....... -- 'Y ields o n T reasury secu rities a t “c o n sta n t m a tu rity ” are estim ated fro m th e T reasu ry ’s daily yield curve. This curve, w h ich re la te s th e yield on a secu rity to its tim e to m a tu rity , is based on th e closing m a rk e t bid yields on actively trad ed T reasury sec u rities in th e o v e r-th e -c o u n te r m ark et. These m a rk e t yields are calculated from th e com posites o f q u o ta tio n s re p o rte d by five leadin g U.S. g o v e rn m e n t secu rities dealers to th e Federal Reserve B ank o f New York. The c o n sta n t yield values are read from th e yield curve a t fixed m a tu rities. This m e th o d p e rm its estim atio n o f th e yield for a 10-year m a tu rity , for exam ple, even if no o u tsta n d in g secu rity h as exactly 10 years re m a in in g to m atu rity . - 14 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Year’s Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Avg. 19 7 7 1 -y e a r....... 5.29 5.47 5.50 5.44 5.84 5.80 5.94 6.37 6.53 6.97 6.95 6.96 6.09 3 -y e a r....... 6.22 6.44 6.47 6.31 6.55 6.39 6.51 6.79 6.84 7.19 7.22 7.30 6.69 5 -y e a r....... 6.58 6.83 6.93 6.79 6.94 6.76 6.84 7.03 7.04 7.32 7.34 7.48 6.99 7 -y e a r....... 6.92 7.16 7.20 7.11 7.26 7.05 7.12 7.24 7.21 7.44 7.46 7.59 7.23 1 0 -y e a r....... 7.21 7.39 7.46 7.37 7.46 7.28 7.33 7.40 7.34 7.52 7.58 7.69 7.42 3 0 -y e a r....... — — — — — — — — — - — — - 1978 1 -y e a r....... 7.28 7.34 7.31 7.45 7.82 8.09 8.39 8.31 8.64 9.14 10.01 10.30 8.34 3 -y e a r....... 7.61 7.67 7.70 7.85 8.07 8.30 8.54 8.33 8.41 8.62 9.04 9.33 8.29 5 -y e a r....... 7.77 7.83 7.86 7.98 8.18 8.36 8.54 8.33 8.43 8.61 8.84 9.08 8.32 7 -y e a r....... 7.86 7.94 7.95 8.06 8.25 8.40 8.55 8.38 8.42 8.64 8.80 9.03 8.36 1 0 -y e a r....... 7.96 8.03 8.04 8.15 8.35 8.46 8.64 8.41 8.42 8.64 8.81 9.01 8.41 3 0 -y e a r....... 8.18 8.25 8.23 8.34 8.43 8.50 8.65 8.47 8.47 8.67 8.75 8.88 8.49 1979 1 -v e a r....... 10.41 10.24 10.25 10.12 10.12 9.57 9.64 9.98 10.84 12.44 12.39 11.98 10.67 3 -y e a r....... 9.50 9.29 9.38 9.43 9.42 8.95 8.94 9.14 9.69 10.95 11.18 10.71 9.71 5 -y e a r....... 9.20 9.20 8.85 8.90 9.06 9.41 10.63 10.93 10.42 9.52 9.14 9.15 9.25 9.21 9.24 7 -y e a r....... 9.13 9.11 9.23 8.86 8.92 9.05 9.38 10.47 10.80 10.42 9.48 1 0 -y e a r....... 9.10 9.10 9.12 9.18 9.25 8.91 8.95 9.03 9.33 10.30 10.65 10.39 9.44 3 0 -y e a r....... 8.94 9.00 9.03 9.08 9.19 8.92 8.93 8.98 9.17 9.85 10.30 10.12 9.29 1980 1 -y e a r....... 12.06 13.92 15.82 13.30 9.39 8.16 8.65 10.24 11.52 12.49 14.15 14.88 12.05 3 -y e a r....... 10.88 12.84 14.05 12.02 9.44 8.91 9.27 10.63 11.57 12.01 13.31 13.65 11.55 5 -y e a r....... 10.74 12.60 13.47 11.84 9.95 9.21 9.53 10.84 11.62 11.86 12.83 13.25 11.48 7 -y e a r....... 10.77 12.53 13.00 11.49 10.09 9.45 9.84 10.95 11.57 11.79 12.71 13.00 11.43 1 0 -y e a r....... 10.80 12.41 11.47 10.18 9.78 10.25 11.10 11.51 11.75 12.68 12.84 11.46 3 0 -y e a r....... 10.60 12.13 12.75 12.34 11.40 10.36 9.81 10.24 11.00 11.34 11.59 12.37 12.40 11.30 1981 1 -y e a r....... 14.08 14.57 13.71 14.32 16.20 14.86 15.72 16.72 16.52 15.38 12.41 12.85 14.78 3 -y e a r....... 13.01 13.65 13.51 14.09 15.08 14.29 15.15 16.00 16.22 15.50 13.11 13.66 14.44 5 -y e a r....... 12.77 13.41 13.41 13.99 14.63 13.95 14.79 15.56 15.93 15.41 13.38 13.60 14.24 7 -y e a r....... 12.66 13.28 13.24 13.85 14.30 13.67 14.49 15.22 15.65 15.33 13.42 13.62 14.06 1 0 -y e a r....... 12.57 13.19 13.12 13.68 14.10 13.47 14.28 14.94 15.32 15.15 13.39 13.72 13.91 3 0 -y e a r....... 12.14 12.80 12.69 13.20 13.60 12.96 13.59 14.17 14.67 14.68 13.35 13.45 13.44 1982 1 -y e a r....... 14.32 14.73 13.95 13.98 13.34 14.07 13.24 11.43 10.85 9.32 9.16 8.91 12.27 3 -y e a r....... 14.64 14.73 14.13 14.18 13.77 14.48 14.00 12.62 12.03 10.62 9.98 9.88 12.92 5 -y e a r....... 14.65 14.54 13.98 14.00 13.75 14.43 14.07 12.25 10.80 10.38 10.22 13.01 7 -y e a r....... 14.67 14.46 13.93 13.94 13.74 14.47 14.07 13.00 13.14 12.36 10.88 10.53 10.49 13.06 1 0 -y e a r....... 14.59 14.43 13.86 13.87 13.62 14.30 13.95 13.06 12.34 10.91 10.54 13.00 30-year ,, 14.22 14.22 13.53 13.37 13.24 13.92 13.55 12.77 12.07 11.17 10.55 10.54 10.54 12.76 1 98 3 1 -y e a r....... 8.62 8.92 9.04 8.98 8.90 9.66 10.20 10.53 10.16 9.81 9.94 10.11 9.57 3 -y e a r....... 9.64 9.91 9.84 9.76 9.66 10.32 10.90 11.30 11.07 10.87 10.96 11.13 10.45 5 -y e a r....... 10.03 10.26 10.08 10.02 10.03 10.63 11.21 11.63 11.43 11.28 11.41 11.54 10.80 7 -y e a r....... 10.36 10.56 10.31 10.29 10.30 10.83 11.35 11.77 11.61 11.47 11.61 11.78 11.02 1 0 -y e a r....... 10.46 10.72 10.51 10.40 10.38 10.85 11.38 11.85 11.65 11.54 11.69 11.83 11.10 30-year 10.63 10.88 10.63 10.48 10.53 10.93 11.40 11.82 11.63 11.58 11.75 11.88 11.18 'Y ields on T reasury sec u rities a t “c o n sta n t m a tu rity ” are estim ated from th e T reasu ry ’s daily yield curve. This curve, w hich relates th e yield o n a secu rity to its tim e to m a tu rity , is based o n th e closing m a rk e t bid yields o n actively trad ed T reasury sec u rities in th e o v e r-th e -c o u n te r m ark et. These m a rk e t yields are calculated fro m th e com posites of q u o tatio n s re p o rte d by five leading U.S. g o v ern m en t sec u rities dealers to th e Federal Reserve B ank of New York. The c o n sta n t yield values are read from th e yield curve a t fixed m a tu rities. This m e th o d p e rm its estim atio n o f th e yield for a 10-year m a tu rity , for exam ple, even if no o u tsta n d in g secu rity h as exactly 10 years re m a in in g to m atu rity . - 15 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Y ear’s Jan. Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Avg. 10.89 1984 1 -y e a r....... 9.90 10.04 10.59 10.90 11.66 12.08 12.03 11.82 11.58 10.90 9.82 9.33 3 -y e a r....... 10.93 11.05 11.59 11.98 12.75 13.18 13.08 12.50 12.34 11.85 10.90 10.56 11.89 5 -y e a r....... 11.37 11.54 12.02 12.56 13.17 13.48 13.27 12.68 12.53 12.06 11.33 11.07 12.24 7 -y e a r....... 11.58 11.75 12.25 12.56 13.34 13.56 13.35 12.75 12.60 12.16 11.49 11.45 12.40 1 0 -y e a r....... 11.68 11.84 12.32 12.63 13.41 13.56 13.36 12.72 12.52 12.16 11.57 11.50 12.44 3 0 -y e a r....... 11.75 11.95 12.38 12.65 13.43 13.44 13.21 12.54 12.29 11.98 11.56 11.52 12.39 1985 1 -y e a r....... 9.02 9.29 9.86 9.14 8.46 7.80 7.86 8.05 8.07 8.01 7.88 7.68 8.43 3 -y e a r....... 10.43 10.55 11.05 10.49 9.75 9.05 9.18 9.31 9.37 9.25 8.88 8.40 9.64 5 -y e a r....... 10.93 11.13 11.52 11.01 10.34 9.60 9.70 9.81 9.81 9.69 9.28 8.73 10.12 7 -y e a r....... 11.27 11.44 11.82 11.34 10.72 10.08 10.16 10.20 10.24 10.11 9.62 9.11 10.51 1 0 -y e a r....... 11.38 11.51 11.86 11.43 10.85 10.16 10.31 10.33 10.37 10.24 9.78 9.26 10.62 30-year 11.45 11.47 11.81 11.47 11.05 10.45 10.50 10.56 10.61 10.50 10.06 9.54 10.78 1986 1 -y e a r....... 7.73 7.61 7.03 6.44 6.65 6.73 6.27 5.93 5.77 5.72 5.80 5.87 6.46 3 -y e a r....... 8.41 8.10 7.30 6.86 7.27 7.41 6.86 6.49 6.62 6.56 6.46 6.43 7.06 5 -y e a r....... 8.68 8.34 7.46 7.05 7.52 7.64 7.06 6.80 6.92 6.83 6.76 6.67 7.31 7 -y e a r....... 9.03 8.58 7.67 7.16 7.65 7.75 7.22 7.01 7.28 7.24 7.08 6.97 7.55 1 0 -y e a r....... 9.19 8.70 7.78 7.30 7.71 7.80 7.30 7.17 7.45 7.43 7.25 7.11 7.68 30-year 9.40 8.93 7.96 7.39 7.52 7.57 7.27 7.33 7.62 7.70 7.52 7.37 7.80 1987 1 -y e a r....... 5.78 5.96 6.03 6.50 7.00 6.80 6.68 7.03 7.67 7.59 6.96 7.17 6.76 3 -y e a r....... 6.41 6.56 6.58 7.32 8.02 7.82 7.74 8.03 8.67 8.75 7.99 8.13 7.67 5 -y e a r....... 6.64 6.79 6.79 7.57 8.26 8.02 8.01 8.32 8.94 9.08 8.35 8.45 7.94 7 -y e a r....... 6.92 7.06 7.06 7.83 8.47 8.27 8.27 8.59 9.26 9.37 8.69 8.82 8.23 1 0 -y e a r....... 7.08 7.25 7.25 8.02 8.61 8.40 8.45 8.76 9.42 9.52 8.86 8.99 8.38 30-year 7.39 7.54 7.55 8.25 8.78 8.57 8.64 8.97 9.59 9.61 8.95 9.12 8.58 1988 1 -y e a r....... 6.99 6.64 6.71 7.01 7.40 7.49 7.75 8.17 8.09 8.11 8.48 8.99 7.65 3 -y e a r....... 7.87 7.38 7.50 7.83 8.24 8.22 8.44 8.77 8.57 8.43 8.72 9.11 8.26 5 -y e a r....... 7 -y e a r....... 8.18 7.71 7.83 8.19 8.58 8.49 8.66 8.94 8.69 8.51 8.79 9.09 8.47 8.48 8.02 8.19 8.52 8.89 8.78 8.91 9.13 8.87 8.69 8.89 9.13 8.71 1 0 -y e a r....... 8.67 8.21 8.37 8.72 9.09 8.92 9.06 9.26 8.98 8.80 8.96 9.11 8.85 30-year 8.83 8.43 8.63 8.95 9.23 9.00 9.14 9.32 9.06 8.89 9.02 9.01 8.96 9.25 9.32 9.57 9.36 9.40 8.98 8.44 7.89 8.18 8.22 7.99 7.77 7.72 8.54 8.98 8.37 7.83 8.13 8.26 8.02 7.80 7.77 8.56 9.51 9.43 9.30 8.91 7.83 8.09 8.17 7.97 7.81 7.75 8.50 1989 1 -y e a r....... 9.05 3 -y e a r....... 9.20 5 -y e a r....... 9.15 9.61 7 -y e a r....... 9.14 9.27 9.23 9.24 8.88 8.29 8.31 7.94 8.11 8.23 8.03 7.86 7.85 8.52 1 0 -y e a r....... 9.09 9.17 9.36 9.18 8.86 8.28 8.02 8.19 8.01 7.87 7.84 8.50 30-year 8.93 9.01 9.17 9.02 8.83 8.27 8.08 8.11 8.12 8.15 8.00 7.90 7.90 8.45 7.89 1 99 0 1 -y e a r....... 7.92 8.11 8.35 8.40 8.32 8.10 7.94 7.78 7.76 7.55 7.31 7.05 3 -y e a r....... 8.13 8.39 8.63 8.78 8.69 8.40 8.26 8.22 8.27 8.07 7.74 7.47 8.26 5 -y e a r....... 8.12 8.42 8.60 8.77 8.74 8.43 8.44 8.33 8.02 7.73 8.37 7 -y e a r....... 8.20 8.48 8.65 8.81 8.78 8.52 8.33 8.46 8.64 8.51 8.79 8.59 8.28 8.00 8.52 1 0 -y e a r....... 8.21 8.47 8.59 8.79 8.76 8.48 8.47 8.75 8.89 8.72 8.39 8.08 8.55 30-year 8.26 8.50 8.56 8.76 8.73 8.46 8.50 8.86 9.03 8.86 8.54 8.24 8.61 ‘Yields o n T reasury sec u rities a t “c o n sta n t m a tu rity ” are estim ated from th e T reasu ry ’s daily yield curve. This curve, w h ich relates th e yield o n a secu rity to its tim e to m a tu rity , is based on th e closing m a rk e t bid yields o n actively trad ed T reasury sec u rities in th e o v e r-th e -c o u n te r m ark et. These m a rk e t yields are calculated from th e com posites of q u o ta tio n s re p o rte d by five leading U.S. g o v e rn m e n t sec u rities dealers to th e Federal Reserve B ank of New York. The c o n sta n t yield values are read from th e yield curve a t fixed m a tu rities. This m e th o d p e rm its e stim atio n o f th e yield for a 10-year m atu rity , for exam ple, even if no o u tsta n d in g security has exactly 10 years rem a in in g to m atu rity . - 16 - U.S. TREASURY SECURITIES Monthly constant maturity rates1 Y ear’s Jan. Feb. Mar. Apr. May Jun e July Aug. Sep. Oct. Nov. Dec. Avg. 1991 1 -y e a r....... 6.64 6.27 6.40 6.24 6.13 6.36 6.31 5.78 5.57 5.33 4.89 4.38 5.86 3 -y e a r....... 7.38 7.08 7.35 7.23 7.12 7.39 7.38 6.80 6.50 6.23 5.90 5.39 6.82 5 -y e a r....... 7.70 7.47 7.77 7.70 7.70 7.94 7.91 7.43 7.14 6.87 6.62 6.19 7.37 7 -y e a r....... 7.97 7.73 8.00 7.92 7.94 8.17 8.15 7.74 7.48 7.25 7.06 6.69 7.68 1 0 -y e a r....... 8.09 7.85 8.11 8.04 8.07 8.28 8.27 7.90 7.65 7.53 7.42 7.09 7.86 30-year 8.27 8.03 8.29 8.21 8.27 8.47 8.45 8.14 7.95 7.93 7.92 7.70 8.14 1992 1 -y e a r....... 4.15 4.29 4.63 4.30 4.19 4.17 3.60 3.47 3.18 3.30 3.68 3.71 3.89 3 -y e a r....... 5.40 5.72 6.18 5.93 5.81 5.60 4.91 4.72 4.42 4.64 5.14 5.21 5.30 5 -y e a r....... 6.24 6.58 6.95 6.78 6.69 6.48 5.84 5.60 5.38 5.60 6.04 6.08 6.19 7 -y e a r....... 6.70 6.96 7.26 7.15 7.06 6.90 6.36 6.12 5.96 6.15 6.49 6.46 6.63 1 0 -y e a r....... 7.03 7.34 7.54 7.48 7.39 7.26 6.84 6.59 6.42 6.59 6.87 6.77 7.01 30-year 7.58 7.85 7.97 7.96 7.89 7.84 7.60 7.39 7.34 7.53 7.61 7.44 7.67 1993 1 -y e a r....... 3.50 3.39 3.33 3.24 3.36 3.54 3.47 3.44 3.36 3.39 3.58 3.61 3.43 3 -y e a r....... 4.93 4.58 4.40 4.30 4.40 4.53 4.43 4.36 4.17 4.18 4.50 4.54 4.44 5 -y e a r....... 5.83 5.43 5.19 5.13 5.20 5.22 5.09 5.03 4.73 4.71 5.06 5.15 5.14 7 -y e a r....... 6.26 5.87 5.66 5.59 5.66 5.61 5.48 5.35 5.08 5.05 5.45 5.48 5.54 1 0 -y e a r....... 6.60 6.26 5.98 5.97 6.04 5.96 5.81 5.68 5.36 5.72 5.77 5.87 30-year 7.34 7.09 6.82 6.85 6.92 6.81 6.63 6.32 6.00 5.33 5.94 6.21 6.25 6.59 1994 1 -y e a r....... 3.54 3.87 4.32 4.82 5.31 5.27 5.48 5.56 5.76 7.14 5.32 4.48 4.83 5.40 5.99 6.34 6.27 6.48 6.50 6.69 6.11 7.04 6.54 3 -y e a r....... 7.44 7.71 6.27 5 -y e a r....... 5.09 5.40 5.94 6.52 6.78 6.70 6.91 6.88 7.08 7.40 7.72 7.78 6.69 7 -y e a r....... 5.43 5.72 6.28 6.80 7.01 6.91 7.12 7.06 7.28 7.58 7.83 7.80 6.91 1 0 -y e a r....... 5.75 5.97 6.48 6.97 7.18 7.10 7.30 7.24 7.46 7.74 7.96 7.81 7.09 30-year 6.29 6.49 6.91 7.27 7.41 7.40 7.58 7.49 7.71 7.94 8.08 7.87 7.37 1 -y e a r....... 3 -y e a r....... 7.05 6.70 6.43 6.27 6.00 5.64 5.59 5.75 5.62 5.59 5.43 5.31 5.94 7.66 7.25 6.89 6.68 6.27 5.80 5.89 6.10 5.89 5.77 5.57 5.39 6.25 5 -y e a r....... 7.76 7.37 7.05 6.86 6.41 5.93 6.01 6.24 6.00 5.86 5.69 5.51 6.38 6.50 1995 7 -y e a r....... 7.79 7.44 7.14 6.95 6.50 6.05 6.20 6.41 6.13 5.97 5.83 5.63 1 0 -y e a r....... 7.78 7.47 7.20 7.06 6.63 6.17 6.28 6.49 6.20 6.04 5.93 5.71 6.57 30-year 7.85 7.61 7.45 7.36 6.95 6.57 6.72 6.86 6.55 6.37 6.26 6.06 6.88 19 9 6 1 -y e a r....... 5.09 4.94 5.34 5.54 5.64 5.81 5.85 5.67 5.83 5.55 5.42 5.47 5.52 3 -y e a r....... 5.20 5.14 5.79 6.11 6.27 6.49 6.45 6.21 6.41 6.08 5.82 5.91 5.99 5 -y e a r....... 5.36 6.30 6.48 6.69 6.64 6.39 6.60 6.27 5.97 6.07 6.18 5.54 5.38 5.64 5.97 7 -y e a r....... 6.19 6.48 6.66 6.83 6.76 6.52 6.73 6.42 6.10 6.20 6.34 1 0 -y e a r....... 5.65 5.81 6.27 6.51 6.74 6.91 6.87 6.64 6.83 6.53 6.20 6.30 6.44 30-year , 6.05 6.24 6.60 6.79 6.93 7.06 7.03 6.84 7.03 6.81 6.48 6.55 6.71 5.63 19 9 7 1 -y e a r....... 5.61 5.53 5.80 5.99 5.87 5.69 5.54 5.56 5.52 5.46 5.46 5.53 3 -y e a r....... 6.16 6.03 6.38 6.61 6.42 6.24 6.00 6.06 5.98 5.84 5.76 5.74 6.10 5 -y e a r....... 6.33 6.20 6.54 6.76 6.57 6.38 6.12 6.16 6.11 5.93 5.80 5.77 6.22 7 -y e a r....... 6.47 6.32 6.65 6.86 6.66 6.46 6.20 6.29 6.20 6.05 5.90 5.83 6.33 1 0 -y e a r....... 6.58 6.42 6.69 6.89 6.71 6.49 6.22 6.30 6.21 6.03 5.88 5.81 6.35 30-year 6.83 6.69 6.93 7.09 6.94 6.77 6.51 6.58 6.50 6.33 6.11 5.99 6.61 'Y ields on T reasury sec u rities a t “c o n sta n t m a tu rity ” are estim ated fro m th e T reasu ry ’s daily yield curve. This curve, w h ich relates th e yield o n a s ecu rity to its tim e to m a tu rity , is based o n th e clo sin g m a rk e t bid yields o n actively trad ed T reasury sec u rities in th e o v e r-th e -c o u n te r m ark et. These m a rk e t yields are calculated from th e com posites of q u o ta tio n s rep o rted by five leading U.S. g o v e rn m e n t s ec u rities dealers to th e Federal Reserve B ank of New York. The c o n sta n t yield values a re read from th e yield cu rve a t fixed m a tu rities. This m e th o d p e rm its estim atio n o f th e yield for a 10-year m a tu rity , fo r exam ple, even if n o o u tsta n d in g s ecu rity has exactly 10 years re m a in in g to m atu rity . - 17 - U.S. TREASURY SECURITIES Weekly constant maturity rates 5- 7- 10- 30- year year year year 6.59 6.92 — 6.97 7.24 — 6.99 7.29 — 6.80 7.09 7.36 — 6.54 6.88 7.17 7.40 — 5.40 6.39 6.75 7.12 7.35 — 19 5.37 6.35 6.73 7.13 7.35 — 26 5.54 6.51 6.95 7.24 7.47 7.80 7.81 W eek 1- 7- 10- 30- W eek 1- year 3year 5- e n d in g 1 year year year year e n d in g 1 year 3year 10 5.96 7.02 7.44 7.59 7.69 — 8 5.02 5.83 6.24 17 5.77 6.94 7.42 7.62 7.70 — 15 5.22 6.20 6.59 24 5.74 7.00 7.48 7.71 7.77 — 22 5.38 6.33 6.65 31 5.68 6.98 7.47 7.76 7.81 — 29 5.50 6.48 7 5.82 7.00 7.47 7.79 7.84 — 5 5.57 14 5.82 7.11 7.49 7.79 7.85 — 12 21 5.96 7.10 7.44 7.69 7.79 — 28 6.02 7.05 7.40 7.62 7.71 — 19 7 6 Jan. Feb. 19 7 7 Jan. Feb. 6 6.39 7.30 7.57 7.75 7.83 — 5 5.55 6.49 6.96 7.22 7.46 13 6.23 7.16 7.54 7.68 7.76 — 12 5.52 6.50 6.96 7.23 7.49 7.82 20 Mar. 6.23 7.13 7.51 7.66 7.75 — 19 5.49 6.46 6.90 7.17 7.45 7.78 26 5.49 6.44 6.89 7.18 7.45 7.77 2 5.45 6.45 6.94 7.22 7.45 7.79 27 Apr. 6.06 7.00 7.40 7.57 7.66 — 3 6.12 7.05 7.40 7.57 7.66 Mar. — Apr. 10 6.88 7.28 7.46 7.57 — 9 5.43 6.45 6.94 7.22 7.45 7.78 5.75 6.70 7.16 7.35 7.49 — 16 5.39 6.22 6.73 7.06 7.32 7.71 24 5.84 6.74 7.19 7.37 7.52 — 23 5.41 6.23 6.70 7.04 7.31 7.68 1 6.02 6.91 7.30 7.49 7.62 — 30 5.54 6.36 6.80 7.14 7.40 7.76 8 May 5.96 17 6.09 7.00 7.37 7.59 7.74 — 7 5.67 6.49 6.93 7.27 7.46 7.81 May 15 7.54 7.76 7.93 — 14 5.87 6.58 6.98 7.31 7.50 7.85 7.38 7.68 7.86 7.95 — 21 5.93 6.57 6.95 7.25 7.46 7.79 6.69 7.52 7.77 7.89 7.96 — 28 5.91 6.56 6.91 7.21 7.41 7.76 5 6.69 7.45 7.72 7.84 7.92 — 4 5.86 6.49 6.87 7.17 7.38 7.74 12 6.52 7.33 7.63 7.78 7.88 — 11 5.83 6.46 6.84 7.13 7.35 7.68 19 6.48 7.28 7.58 7.74 7.84 — 18 5.80 6.35 6.72 7.01 7.24 7.61 26 6.45 7.24 7.53 7.68 7.81 — 25 5.79 6.35 6.72 7.01 7.25 7.61 3 6.46 7.27 7.58 7.74 7.86 — 2 5.72 6.32 6.68 6.98 7.22 7.57 10 6.28 7.17 7.82 — 9 5.81 6.40 6.78 7.08 7.33 7.63 6.12 7.03 7.52 7.42 7.72 17 July 7.18 6.54 29 Ju ne 6.29 22 7.65 7.78 — 16 5.88 6.47 6.80 7.09 7.31 7.64 Ju ne July 24 7.51 7.73 7.86 — 23 5.99 6.55 6.86 7.12 7.32 7.64 7.06 7.47 7.71 7.86 — 30 6.08 6.61 6.94 7.18 7.35 7.67 7 14 6.10 6.96 7.66 7.62 — 6 6.24 6.74 7.03 7.71 7.82 — 13 6.34 6.81 7.06 7.27 7.30 7.43 6.86 7.45 7.34 7.83 6.02 7.45 7.73 6.00 6.83 7.26 7.56 7.75 — 20 6.48 6.85 7.08 7.29 7.44 7.72 28 Sep. 7.16 6.11 21 Aug. 6.21 31 5.93 6.81 7.22 7.51 7.71 — 27 6.42 6.78 7.00 7.18 7.34 7.63 4 5.91 6.75 7.17 7.46 7.67 — 3 6.35 6.72 6.93 7.11 7.27 7.59 Aug. Sep. 11 6.71 7.17 7.45 7.65 — 10 6.41 6.75 6.98 7.15 7.29 7.60 5.87 6.66 7.14 7.41 7.60 — 17 6.57 6.84 7.05 7.22 7.35 7.64 25 5.76 6.61 7.10 7.37 7.54 — 24 6.55 6.86 7.06 7.22 7.36 7.66 2 5.80 6.59 7.06 7.37 7.55 — 1 6.63 6.94 7.10 7.26 7.40 7.68 9 5.63 6.33 6.87 7.21 7.44 — 8 6.79 6.97 7.18 7.32 7.43 7.71 16 Oct. 5.89 18 5.38 6.02 6.62 7.07 7.34 — 15 7.05 7.18 7.32 7.47 7.54 7.79 Oct. 23 5.41 6.15 6.65 7.09 7.38 — 22 7.07 7.28 7.36 7.47 7.55 7.79 30 5.50 6.81 6.74 7.21 7.46 — 29 6.96 7.39 7.50 7.57 7.81 7.12 7.40 — 5 7.05 7.28 7.32 7.45 7.56 7.65 7.88 6.79 7.05 7.45 — 12 6.99 7.24 7.36 7.47 7.60 7.87 6 5.45 13 Nov. 6.35 6.30 5.51 6.33 Nov. 20 Dec. 5.33 6.11 6.58 6.91 7.33 — 19 6.92 7.17 7.27 7.41 7.55 7.83 27 5.05 5.79 6.20 6.57 7.12 — 26 6.91 7.19 7.30 7.42 7.54 7.82 4 4.92 5.65 6.02 6.36 6.96 4.93 5.67 6.09 6.33 6.88 — Dec. 3 6.91 7.22 7.35 7.45 7.56 7.84 10 — 11 6.94 7.27 7.44 7.54 7.63 7.88 18 4.91 5.69 6.14 6.38 6.89 — 17 6.94 7.27 7.46 7.56 7.66 7.91 24 4.86 5.67 6.11 6.40 6.85 — 24 6.97 7.33 7.51 7.63 7.73 7.98 31 4.87 5.71 6.14 6.42 6.83 31 7.01 7.39 7.57 7.70 7.79 8.04 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 18 - U.S. TREASURY SECURITIES Weekly constant maturity rates W eek 1- 3- 5- 7- 10- 30- W eek 1- 3- 5- 7- 10- 30- en d in g 1 year year year year year year en d in g 1 year year year year year year 7 7.03 7.40 7.59 7.72 7.83 8.08 14 7.43 7.71 7.85 7.93 8.01 8.21 1978 Jan. 1979 5 10.51 9.58 9.30 9.21 9.14 8.96 12 Jan. 10.51 9.60 9.30 9.22 9.15 8.98 21 Feb. 7.34 7.66 7.81 7.89 7.98 8.19 19 10.50 9.59 9.26 9.21 9.16 8.98 28 7.30 7.65 7.79 7.89 7.98 8.21 26 10.31 9.42 9.10 9.06 9.04 8.89 7.28 7.58 7.74 7.85 7.96 8.20 2 10.13 9.15 8.94 8.93 8.94 8.85 7.31 7.62 7.79 7.91 8.00 8.24 9 10.19 9.20 9.05 9.05 9.05 8.96 18 7.38 7.71 7.87 7.99 8.08 8.28 16 10.19 9.28 9.13 9.12 9.12 9.01 25 7.38 7.74 7.90 7.99 8.08 8.29 23 10.33 9.39 9.24 9.21 9.17 9.06 4 7.34 7.71 7.87 7.95 8.04 8.25 2 10.36 9.45 9.28 9.22 9.18 9.08 11 7.29 7.69 7.85 7.94 8.03 8.23 9 10.30 9.39 9.20 9.13 9.11 9.03 18 Mar. 4 11 7.28 7.64 7.81 7.91 8.00 8.20 16 10.31 9.39 9.20 9.16 9.12 9.03 9.03 Feb. Mar. 25 7.25 7.65 7.81 7.90 7.98 8.19 23 10.22 9.38 9.21 9.15 9.12 1 7.39 7.79 7.94 8.02 8.12 8.30 30 10.11 9.33 9.18 9.13 9.09 9.01 8 7.43 7.82 7.97 8.04 8.14 8.32 6 10.09 9.34 9.18 9.12 9.09 9.01 15 7.40 7.81 7.95 8.04 8.15 8.35 13 10.24 9.46 9.28 9.23 9.18 9.07 22 Apr. 7.42 7.83 7.96 8.04 8.12 8.31 20 10.04 9.44 9.24 9.20 9.17 9.08 27 10.12 9.47 9.28 9.26 9.25 9.15 4 10.30 9.54 9.36 9.34 9.36 9.24 11 10.27 9.54 9.35 9.34 9.37 9.27 9.21 29 7.57 7.95 8.05 8.13 8.21 8.38 6 7.68 7.99 8.09 8.16 8.28 8.40 13 May 7.78 8.06 8.17 8.25 8.35 Apr. 8.44 May 20 8.17 8.26 8.35 8.42 18 10.09 9.45 9.27 9.26 9.28 8.15 8.24 8.30 8.39 8.46 25 9.95 9.27 9.08 9.08 9.11 9.11 3 7.92 8.19 8.27 8.34 8.41 8.49 1 9.88 9.19 9.01 9.01 9.04 9.06 7.89 8.16 8.25 8.30 8.38 8.45 8 9.74 9.06 8.91 8.94 8.97 8.98 17 8.03 8.19 8.29 8.35 8.41 8.45 15 9.48 8.90 8.80 8.82 8.88 8.90 24 8.22 8.40 8.43 8.46 8.49 8.52 22 9.61 8.99 8.89 8.87 8.95 8.93 1 8.32 8.51 8.49 8.50 8.59 8.59 29 9.39 8.81 8.76 8.78 8.83 8.85 8 8.34 8.51 8.50 8.52 8.62 8.63 6 9.44 8.78 8.73 8.74 8.79 8.82 15 8.42 8.56 8.56 8.57 8.68 8.69 13 9.53 8.88 8.86 8.87 8.93 8.90 22 July 8.07 7.93 10 Ju ne 7.86 27 8.42 8.55 8.56 8.56 8.65 8.66 20 9.70 8.96 8.94 8.97 9.01 8.97 8.99 29 8.55 8.63 8.40 8.46 8.49 8.13 8.21 8.25 8.32 8.39 8.45 8.38 8.37 8.37 8.43 8.48 8.54 8.40 8.35 8.35 8.36 8.37 8.45 2 8.47 8.37 8.39 8.39 8.38 8.45 8.46 8.35 8.37 8.35 8.34 8.41 16 8.56 8.34 8.35 8.33 8.31 23 8.72 8.45 8.46 8.46 8.46 30 8.81 8.49 8.52 8.54 8.55 8.59 7 8.88 8.50 8.52 8.56 8.58 8.63 14 8.93 8.47 8.49 8.52 8.54 8.60 21 9.17 8.57 8.59 8.63 8.62 8.66 28 9.24 8.69 8.66 8.69 8.69 8.70 4 9.95 9.12 8.89 8.82 8.82 8.77 11 10.16 9.10 8.86 8.84 8.86 July 8.63 8.36 9 Nov. 8.53 8.36 19 Oct. 8.55 8.23 26 Sep. 8.39 5 12 Aug. Ju ne 8.81 27 9.82 9.05 8.98 9.00 9.01 3 10 9.72 9.01 8.96 8.99 8.97 8.97 9.72 8.98 8.93 8.95 8.94 8.93 17 9.95 9.06 9.01 9.00 9.00 8.96 24 10.14 9.20 9.11 9.09 9.06 9.00 31 10.28 9.40 9.27 9.23 9.17 9.05 7 10.75 9.68 9.42 9.38 9.33 9.16 8.38 14 10.91 9.66 9.36 9.34 9.31 9.15 8.50 21 10.89 9.72 9.41 9.32 28 10.81 9.71 9.45 9.37 9.41 9.16 9.21 5 11.02 9.85 9.61 9.58 9.53 9.32 12 12.50 10.65 10.42 10.29 10.09 9.71 19 12.68 11.01 10.70 10.56 10.37 9.88 26 13.31 11.83 11.37 11.09 10.89 10.25 2 12.91 11.64 11.25 11.00 10.78 10.26 9 12.94 11.56 11.21 11.03 10.87 10.45 Aug. Sep. Oct. Nov. 9.38 18 Dec. 9.89 8.95 8.78 8.76 8.77 8.72 16 12.31 11.12 10.95 10.83 10.69 10.36 25 9.92 8.96 8.81 8.78 8.78 8.73 23 12.45 11.31 11.09 10.91 10.71 10.35 30 11.76 10.64 10.42 10.40 10.34 10.07 7 11.93 10.61 10.34 10.35 10.29 10.03 2 10.11 9.16 8.92 8.88 8.85 8.78 9 10.14 9.12 8.89 8.86 8.86 8.80 16 10.12 9.19 8.97 8.95 8.95 8.86 14 12.28 10.86 10.45 10.48 10.45 10.18 23 10.49 10.54 9.52 9.25 9.19 9.14 8.98 21 10.39 10.37 10.13 9.32 9.22 9.14 8.95 28 10.68 10.71 10.39 9.59 11.91 11.84 10.51 10.49 10.45 10.18 30 Dec. 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 19 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week 1- 7- 10- 30- Week 1- 3- 5- 7- 10- 30- year 3year 5- e n d in g 1 year year year year en d in g 1 year year year year year year 4 12.02 10.75 10.52 10.52 10.52 10.25 2 13.86 12.81 12.54 12.43 12.36 11.95 11 11.90 10.69 10.54 10.57 10.59 10.31 9 13.68 12.72 12.53 12.40 12.31 11.85 18 11.92 10.78 10.64 10.66 10.71 10.46 16 13.91 12.91 12.69 12.62 12.53 12.12 25 12.11 10.96 10.87 10.91 10.95 10.80 23 14.52 13.32 13.01 12.85 12.72 12.31 1 12.36 11.24 11.15 11.17 11.19 11.12 30 14.24 13.13 12.89 12.78 12.74 12.32 1980 Jan. Feb. 1981 Jan. 8 12.80 11.83 11.68 11.73 11.71 11.63 6 14.41 13.41 13.13 13.00 12.95 12.60 15 13.22 12.12 11.99 12.02 12.01 11.94 13 14.92 13.86 13.59 13.45 13.39 12.99 22 14.71 13.65 13.22 13.16 12.99 12.63 20 14.50 13.53 13.32 13.24 13.16 12.77 29 15.24 14.07 13.76 13.50 13.20 12.57 27 14.50 13.50 13.63 13.45 13.32 12.89 Feb. 7 15.77 14.27 13.65 13.23 12.94 12.44 6 14.69 13.95 13.76 13.56 13.43 12.99 14 15.68 13.83 13.22 12.76 12.54 12.23 13 13.92 13.55 13.33 13.14 13.04 12.62 21 15.58 13.86 13.21 12.76 12.54 12.13 20 12.96 13.06 12.98 12.83 12.71 12.29 28 Mar. 16.25 14.31 13.83 13.28 13.00 12.55 27 13.51 13.57 13.55 13.42 13.27 12.83 Mar. 15.74 13.64 13.29 12.74 12.62 12.30 3 13.20 13.40 13.46 13.36 13.23 12.77 14.68 12.91 12.57 12.04 12.05 11.76 10 13.98 13.89 13.84 13.73 13.56 13.12 18 13.21 11.81 11.67 11.25 11.25 11.17 17 14.27 14.07 14.01 13.89 13.70 13.24 25 May 4 11 Apr. 11.86 11.23 11.08 10.93 10.90 11.05 24 14.70 14.33 14.14 13.96 13.78 13.25 1 15.11 14.57 14.36 14.17 14.01 13.50 8 16.36 15.35 14.94 14.64 14.46 13.93 2 10.94 10.49 10.63 10.54 10.57 10.77 9 9.77 9.57 9.94 10.02 10.08 Apr. 10.30 May 16 9.44 9.94 10.16 10.25 10.40 15 16.63 15.36 14.88 14.52 14.32 13.81 9.02 9.23 9.89 10.08 10.16 10.38 22 16.44 15.05 14.54 14.14 13.92 13.42 30 8.68 9.14 9.79 9.98 10.14 10.25 29 15.44 14.55 14.09 13.81 13.61 13.16 6 8.56 9.23 9.58 9.80 10.07 10.17 5 15.22 14.42 14.06 13.72 13.53 13.08 13 7.89 8.78 9.08 9.32 9.66 9.70 12 14.73 14.16 13.83 13.56 13.34 12.85 20 7.87 8.64 8.90 9.16 9.51 9.54 19 14.67 14.15 13.81 13.49 13.29 12.76 27 8.23 8.96 9.23 9.47 9.80 9.81 4 8.51 9.15 9.47 9.74 10.11 10.06 11 8.54 9.16 9.46 9.78 10.18 10.19 10 18 8.57 9.19 9.44 9.76 10.20 10.19 17 25 8.58 9.23 9.46 9.76 10.20 10.20 24 1 9.13 9.92 10.12 10.59 10.75 10.58 9.35 9.72 9.90 10.20 8 31 7 15 9.71 10.18 10.47 10.94 14 10.79 11.06 11.21 10.66 11.20 10.93 22 11.20 11.09 29 11.28 11.52 11.69 11.65 11.59 11.28 5 10.74 10.92 11.23 11.23 11.19 11.03 12 11.12 11.18 11.31 11.30 11.26 19 11.65 11.74 11.68 11.60 11.51 26 12.07 12.06 12.01 11.91 11.82 11.63 3 12.28 11.97 11.80 11.79 11.79 11.66 10 11.99 11.54 11.46 11.44 11.42 17 11.98 11.65 11.55 11.49 24 12.56 12.08 11.89 31 Jun e 9.44 23 13.51 12.82 7 14 13.97 June Nov. Dec. 14.05 13.76 13.61 13.05 14.58 14.28 14.10 13.88 13.31 15.27 14.76 14.48 14.22 14.00 13.35 15.34 14.86 14.53 14.27 14.08 13.40 16.36 15.61 15.17 14.79 14.56 13.81 16.13 15.55 15.88 15.13 14.80 14.59 13.87 15.45 15.15 14.90 14.14 15.67 15.13 14.83 14.61 13.83 21 16.45 16.74 15.98 15.51 15.13 14.83 14.00 28 17.07 16.39 16.04 15.69 15.32 14.57 4 17.15 16.47 16.13 15.76 15.44 14.77 11.11 11 16.93 16.42 16.07 15.72 15.37 14.72 11.34 18 16.13 15.97 15.70 15.39 15.05 14.37 25 16.05 15.98 15.73 15.52 15.21 14.56 2 16.52 16.36 16.11 15.95 15.68 15.07 11.28 9 15.53 15.59 15.39 15.31 15.02 14.49 11.44 11.25 16 15.14 15.21 15.14 15.08 14.88 14.45 11.80 11.76 11.60 23 15.34 15.50 15.45 15.37 15.21 14.77 12.62 12.45 12.37 12.16 30 15.02 15.34 15.36 15.33 15.25 14.87 13.27 12.94 12.76 12.69 12.44 6 13.83 14.17 14.36 14.34 14.22 14.07 13.61 12.99 12.59 12.50 12.63 12.41 13 12.51 13.07 13.43 13.41 13.29 13.40 14.20 13.33 12.77 12.74 12.69 12.33 20 11.88 12.72 13.12 13.17 13.09 13.12 14.81 13.62 13.06 12.82 12.72 12.30 27 11.70 12.67 12.81 12.97 13.12 13.00 5 15.18 13.77 13.40 13.09 12.91 12.44 4 12.00 13.06 13.03 13.10 13.32 13.05 15.52 14.10 13.68 13.38 13.19 12.78 11 12.32 13.46 13.47 13.51 13.66 13.40 19 26 Oct. 14.39 14.94 12 Sep. 14.86 3 28 Aug. 26 21 July 15.44 14.17 13.69 13.40 13.18 12.68 18 12.79 13.56 13.44 13.47 13.58 13.35 13.82 12.91 12.50 12.37 12.29 11.87 25 13.56 14.15 14.03 13.99 14.00 13.70 10.39 July 10.74 Aug. Sep. Oct. Nov. Dec. 16.56 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 20 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week 1- 3- 5- 7- 10- 30- W eek 1- 3- 5- 7- 10- 30- e n d in g 1 year year year year year year e n d in g 1 year year year year year year 1 13.68 14.09 14.04 14.04 14.07 13.78 8 13.80 14.32 14.46 14.54 14.47 14.15 1982 Jan. 1983 Jan. 7 8.62 9.65 10.04 10.29 10.36 10.46 14 8.41 9.45 9.88 10.22 10.32 10.48 15 14.73 14.79 14.84 14.76 14.38 21 8.56 9.55 9.92 10.28 10.41 10.63 14.72 14.92 14.81 14.80 14.73 14.28 28 8.83 9.87 10.22 10.58 10.68 10.87 29 14.37 14.57 14.52 14.48 14.42 14.09 4 8.98 10.00 10.38 10.74 10.88 11.01 5 14.85 14.84 14.73 14.66 14.63 14.39 11 9.06 10.06 10.45 10.78 10.92 11.05 12 Feb. 14.39 22 15.11 15.05 14.91 14.87 14.84 14.68 18 8.98 9.95 10.28 10.59 10.75 10.91 19 Mar. 15.03 14.88 14.58 14.42 14.39 14.18 26 14.08 14.26 14.02 13.97 13.92 Feb. 13.71 25 Mar. 8.67 9.66 9.95 10.17 10.40 10.59 4 8.59 9.48 9.76 9.97 10.25 10.47 13.71 13.96 13.76 13.77 13.70 13.43 11 8.93 9.78 10.03 10.24 10.51 10.66 13.73 13.94 13.82 13.80 13.80 13.54 18 9.05 9.83 10.08 10.30 10.52 10.67 19 14.08 14.19 14.04 13.96 13.90 13.54 25 9.28 10.03 10.26 10.51 10.60 10.67 26 Apr. 5 12 14.01 14.18 14.03 13.96 13.86 13.48 1 9.34 10.06 10.28 10.53 10.62 10.68 Apr. 2 14.32 14.47 14.34 14.30 14.15 13.70 8 9.17 9.90 10.13 10.40 10.52 10.58 9 14.20 14.36 14.25 14.21 14.13 13.66 15 8.94 9.71 9.98 10.26 10.37 10.43 16 14.07 14.21 14.00 13.90 13.85 13.31 22 8.98 9.77 10.02 10.28 10.38 10.47 23 13.86 14.09 13.85 13.76 13.69 13.19 29 8.83 9.68 9.95 10.20 10.33 10.43 30 13.87 13.82 13.78 13.28 6 8.64 9.43 9.77 10.07 10.19 10.32 13.95 13.87 13.83 13.73 13.27 13 8.70 9.45 9.84 10.12 10.21 10.35 13.49 13.73 13.69 13.67 13.53 13.17 20 8.93 9.69 10.10 10.38 10.45 10.62 13.18 13.71 13.72 13.69 13.57 13.24 27 9.23 9.95 10.32 10.55 10.59 10.73 28 13.00 13.71 13.74 13.78 13.66 13.29 4 13.46 13.99 13.98 14.07 13.92 13.67 11 13.59 14.08 14.04 14.11 13.97 13.68 18 14.22 14.57 14.48 14.51 14.36 13.99 25 14.62 14.95 14.90 14.90 14.70 14.21 1 2 14.41 14.81 14.73 14.73 14.54 14.03 8 9 July 14.02 13.71 21 Jun e 13.75 7 14 May 13.98 14.49 14.48 14.47 14.30 13.79 15 10.27 May 9.43 10.17 10.51 10.76 10.79 10.93 9.64 10.29 10.61 10.85 10.87 10.96 17 9.54 10.20 10.49 10.70 10.71 10.80 24 July 3 10 Ju n e 9.82 10.45 10.71 10.84 10.87 10.92 9.78 10.47 10.80 10.96 11.01 11.07 10.12 10.77 11.07 11.24 11.25 11.29 10.92 11.22 11.37 11.40 11.41 11.36 16 14.08 14.10 14.06 13.93 13.53 22 10.18 10.93 11.22 11.32 11.36 12.50 13.53 13.66 13.67 13.58 13.27 29 10.31 11.06 11.39 11.53 11.57 11.59 30 Aug. 13.46 23 12.73 13.72 13.89 13.93 13.85 13.49 5 10.63 11.38 11.74 11.88 11.95 11.93 Aug. 12.32 13.26 13.62 13.69 13.63 13.28 12 10.77 11.58 11.89 12.06 12.10 12.05 12.23 13.24 13.59 13.66 13.57 13.19 19 10.43 11.17 11.49 11.61 11.71 11.69 20 10.63 12.07 12.53 12.68 12.60 12.39 27 Sep. 6 13 10.63 12.00 12.38 12.62 12.51 12.30 26 Sep. 10.27 11.03 11.34 11.47 11.58 11.55 2 10.57 11.41 11.73 11.88 11.94 11.92 11.73 11.12 12.25 12.54 12.77 12.69 12.38 9 10.38 11.23 11.56 12.16 12.43 12.63 12.58 12.25 16 10.21 11.14 11.46 11.73 11.64 11.76 11.05 11.69 11.67 17 11.10 12.23 12.47 12.60 12.58 12.21 23 10.01 10.99 11.37 11.54 11.59 11.57 24 Oct. 3 10 10.67 11.96 12.11 12.13 12.14 11.86 1 10.34 11.60 11.74 11.77 11.78 11.76 30 Oct. 9.89 10.82 11.22 11.42 11.46 11.45 7 9.77 10.74 11.15 11.34 11.38 11.41 11.63 8 11.29 11.32 11.33 11.56 14 9.92 10.95 11.36 11.55 11.60 10.27 10.46 10.55 10.57 10.87 21 9.69 10.79 11.20 11.40 11.47 11.51 8.89 10.28 10.50 10.63 10.67 10.93 28 9.86 10.98 11.39 11.58 11.68 11.72 29 9.26 10.52 10.73 10.84 10.87 11.16 4 9.92 11.01 11.42 11.64 11.75 11.81 5 9.03 9.96 10.34 10.48 10.48 10.70 11 9.95 11.04 11.50 11.70 11.80 11.84 12 9.19 9.96 10.44 10.54 10.53 10.46 18 9.92 10.96 11.42 11.62 11.70 11.76 19 9.23 10.01 10.51 10.56 10.56 10.47 25 9.90 10.88 11.35 11.52 26 Dec. 11.19 8.82 22 Nov. 10.05 15 9.07 9.92 10.21 10.46 10.52 10.47 2 10.01 10.98 11.38 11.59 11.59 11.64 11.69 Nov. Dec. 11.66 3 9.26 10.04 10.31 10.58 10.69 10.64 9 10.10 11.10 11.52 11.76 11.82 11.87 10 9.06 9.95 10.26 10.48 10.56 10.51 16 10.15 11.21 11.62 11.88 11.93 11.98 17 8.83 9.84 10.23 10.50 10.56 10.59 23 10.13 11.13 11.55 11.77 11.82 11.90 24 8.80 9.88 10.22 10.55 10.56 10.59 30 10.09 11.10 11.54 11.74 11.79 11.84 31 8.75 9.79 10.15 10.40 10.43 10.45 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 21 - U.S. TREASURY SECURITIES Weekly constant maturity rates W eek 1- 3- 5- 7- 10- 30- W eek 1- 3- 10- 30- year year year year year year e n d in g 1 year year 5year 7- e n d in g 1 year year year 19 8 4 1985 10.02 11.04 11.50 11.71 11.79 11.86 4 9.19 10.58 11.16 11.59 11.64 11.64 9.91 10.98 11.42 11.63 11.71 11.79 11 9.04 10.51 11.07 11.39 11.50 11.54 20 9.86 10.86 11.29 11.50 11.59 11.67 18 9.05 10.49 11.01 11.35 11.49 11.59 27 Feb. 6 13 Jan. 9.87 10.89 11.31 11.52 11.63 11.71 25 8.90 10.25 10.70 11.02 11.16 11.28 3 9.81 10.87 11.31 11.53 11.63 11.74 1 9.03 10.34 10.76 11.04 11.15 11.21 11.31 Jan. Feb. 10 10.96 11.43 11.65 11.74 11.83 8 9.18 10.42 10.99 11.28 11.37 10.05 11.04 11.55 11.75 11.85 11.96 15 9.19 10.40 11.00 11.30 11.37 11.32 24 Mar. 9.94 17 10.21 11.17 11.67 11.87 11.97 12.09 22 9.30 10.56 11.17 11.50 11.57 11.54 1 9.61 10.91 11.47 11.78 11.83 11.80 8 9.89 11.07 11.51 11.83 11.87 11.85 2 10.24 11.24 11.75 11.97 12.05 12.15 9 10.33 11.38 11.85 12.09 12.18 12.27 Mar. 16 11.53 11.98 12.22 12.29 12.38 15 9.91 11.08 11.54 11.84 11.85 11.80 10.85 11.77 12.17 12.40 12.46 12.52 22 9.97 11.13 11.60 11.90 11.92 11.87 30 Apr. 10.53 23 10.79 11.80 12.20 12.39 12.46 12.47 29 9.68 10.93 11.43 11.73 11.77 11.73 6 10.91 11.96 12.36 12.54 12.61 12.60 5 9.54 10.84 11.33 11.64 11.92 11.70 11.55 Apr. 13 11.84 12.24 12.41 12.49 12.50 12 9.32 10.66 11.19 11.49 11.79 10.94 11.99 12.38 12.58 12.66 12.70 19 8.95 10.28 10.81 11.15 11.24 11.29 27 10.98 12.08 12.47 12.66 12.74 12.76 26 8.89 10.29 10.79 11.16 11.27 11.36 4 11.19 12.26 12.65 12.82 12.89 12.93 3 8.92 10.32 10.85 11.21 11.33 11.41 11 May 10.76 20 11.52 12.59 12.99 13.17 13.23 13.27 10 8.73 10.06 10.68 11.06 11.17 11.30 11.08 May 18 Ju ne 11.68 12.78 13.24 13.41 13.49 13.52 17 8.52 9.74 10.39 10.78 10.89 25 11.84 12.93 13.35 13.50 13.59 13.60 24 8.22 9.43 10.06 10.45 10.60 10.87 1 12.10 13.25 13.69 13.82 13.80 31 8.09 9.36 9.84 10.25 10.39 10.68 8 12.99 13.34 13.45 7 7.80 8.97 9.45 9.93 10.00 10.37 15 12.02 13.08 13.36 13.46 13.43 13.32 14 7.85 9.06 9.60 10.06 10.12 10.43 22 12.15 13.24 13.49 13.55 13.55 13.41 21 7.66 8.90 9.50 10.01 10.08 10.38 29 July 11.92 13.86 13.47 12.28 13.46 13.72 13.77 13.79 13.59 28 7.91 9.27 9.85 10.32 10.43 10.60 6 12.17 13.38 13.67 13.77 13.80 13.57 5 7.66 8.98 9.53 9.98 10.14 10.39 10.36 June 13.42 July 13 13.39 13.46 13.46 13.24 12 7.73 8.96 9.50 9.97 10.12 13.06 13.23 13.31 13.32 13.16 19 7.82 9.13 9.64 10.08 10.23 10.42 11.90 12.86 13.03 13.10 13.11 13.06 26 8.03 9.41 9.91 10.36 10.51 10.64 3 10 11.84 12.63 12.44 12.77 12.63 12.83 12.82 12.79 2 8.14 10.45 10.61 10.73 12.69 12.67 12.58 9 8.15 9.51 9.46 10.01 11.80 9.98 10.38 10.53 10.69 17 11.73 12.45 12.67 12.74 12.71 12.51 16 8.07 9.28 9.84 10.24 10.37 10.63 24 11.80 12.46 12.66 12.70 12.66 12.42 23 7.95 9.18 9.67 10.04 10.16 10.45 31 11.97 12.60 12.79 12.86 12.82 12.56 30 7.97 9.22 9.66 10.05 10.17 10.42 7 14 11.95 12.84 12.91 12.83 8.04 9.36 9.76 10.18 10.29 10.52 12.55 12.60 12.51 12.53 12.29 6 11.61 12.63 12.34 13 8.20 9.51 9.95 10.36 10.48 10.70 21 11.41 12.19 12.34 12.42 12.35 12.14 20 8.11 9.43 9.85 10.27 10.40 10.62 28 Sep. 13.19 12.03 27 Aug. 12.10 20 11.42 12.27 12.46 12.53 12.46 12.26 27 7.88 9.17 9.66 10.13 10.30 10.58 10.58 Aug. Sep. 11.39 12.26 12.46 12.56 12.51 12.31 4 7.96 9.25 9.71 10.16 10.32 11.16 12.06 12.26 12.39 12.33 12.16 11 8.06 9.35 9.82 10.26 10.37 10.63 19 26 10.93 11.88 12.10 12.19 12.19 12.00 18 8.01 9.25 9.70 10.11 10.23 10.46 11.48 11.69 11.80 11.85 11.68 25 8.03 9.21 9.63 10.02 10.16 10.50 10.42 2 10.31 11.33 11.58 11.69 11.76 11.62 1 7.97 9.13 9.55 9.91 10.07 10.34 9 9.98 11.06 11.47 11.64 8 7.91 9.00 9.38 9.74 9.92 10.18 9.99 11.05 11.53 11.63 11.66 11.71 16 11.75 11.72 15 7.89 8.94 9.30 9.63 9.82 10.10 23 9.64 10.75 11.21 11.36 11.44 11.49 22 7.85 8.78 9.21 9.53 9.68 9.98 30 Nov. 5 12 Oct. 9.55 10.67 11.09 11.32 11.39 11.43 29 7.87 8.75 9.17 9.52 9.65 9.93 9.90 Oct. Nov. 7 9.63 10.80 11.21 11.52 11.58 11.59 6 7.90 9.52 9.65 9.49 10.71 11.19 11.56 11.61 11.61 13 7.65 8.75 8.41 9.12 14 8.76 9.15 9.31 9.61 21 9.09 10.32 10.90 11.31 11.37 11.41 20 7.57 8.23 8.55 8.94 9.09 9.38 28 Dec. 9.10 10.39 10.96 11.39 11.42 11.45 27 7.59 8.24 8.54 8.90 9.05 9.31 Dec. 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 22 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week 1- 3- 5- 7- 10- 30- W eek 1- 3- 5- 7- 10- 30- e n d in g 1 year year year year year year e n d in g 1 year year year year year year 1986 Jan. 1987 7.63 8.25 8.50 8.90 9.03 9.28 2 5.97 6.54 6.79 7.07 7.20 7.45 10 7.74 8.39 8.65 9.01 9.16 9.37 9 5.80 6.38 6.63 6.91 7.05 7.33 17 7.86 8.57 8.86 9.18 9.35 9.49 16 5.76 6.39 6.63 6.92 7.07 7.37 24 7.73 8.46 8.75 9.07 9.24 9.43 23 5.69 6.37 6.58 6.86 7.03 7.36 31 Feb. 3 7.62 8.29 8.56 8.90 9.09 9.34 30 5.82 6.46 6.66 6.96 7.15 7.47 Jan. 7.63 8.21 8.52 8.85 9.02 9.27 6 5.92 6.53 6.74 7.03 7.22 7.50 7.69 8.17 8.44 8.73 8.87 9.11 13 6.05 6.65 6.88 7.13 7.31 7.59 21 7.62 8.10 8.32 8.52 8.62 8.86 20 5.98 6.57 6.81 7.09 7.28 7.58 28 Mar. 7 14 7.52 7.91 8.06 8.20 8.29 8.47 27 5.90 6.52 6.74 7.01 7.20 7.50 7.47 Feb. 7.51 7.66 7.90 8.01 8.17 6 5.94 6.52 6.71 6.99 7.18 7.03 7.26 7.40 7.61 7.72 7.95 13 6.06 6.56 6.77 7.04 7.22 7.52 7.01 7.29 7.46 7.71 7.80 7.98 20 5.99 6.53 6.76 7.03 7.21 7.52 28 6.89 7.19 7.36 7.52 7.63 7.81 27 6.07 6.63 6.83 7.08 7.27 7.59 4 6.67 7.03 7.22 7.27 7.39 7.47 3 6.18 6.86 7.09 7.36 7.56 7.87 11 6.41 6.82 7.04 7.15 7.31 7.39 10 6.26 6.98 7.24 7.51 7.71 7.98 18 6.21 6.59 6.80 6.92 7.10 7.22 17 6.60 7.40 7.68 7.92 8.12 8.30 25 6.46 6.94 7.10 7.24 7.35 7.42 24 6.67 7.57 7.83 8.10 8.30 8.48 2 6.56 7.07 7.21 7.31 7.44 7.52 9 May 7.22 21 Apr. 7 14 6.49 6.98 7.19 7.34 7.44 7.45 Mar. Apr. 1 6.76 7.71 7.92 8.16 8.32 8.54 8 May 6.88 7.87 8.09 8.33 8.49 8.67 16 7.71 7.75 7.48 15 7.03 8.00 8.24 8.47 8.61 8.77 7.78 7.87 7.90 7.56 22 7.20 8.27 8.52 8.71 8.84 9.00 6.79 7.47 7.70 7.86 7.88 7.57 29 6.95 8.01 8.23 8.42 8.55 8.71 6 7.00 7.74 8.02 8.16 8.23 7.84 5 6.91 8.00 8.19 8.44 8.58 8.75 6.85 7.57 7.83 7.93 7.98 7.70 12 6.80 7.89 8.10 8.38 8.50 8.66 20 6.61 7.25 7.45 7.59 7.62 7.46 19 6.73 7.68 7.87 8.14 8.27 8.46 27 6.54 7.14 7.33 7.42 7.45 7.36 26 6.77 7.72 7.91 8.14 8.28 8.44 4 6.36 6.99 7.21 7.29 7.35 7.21 3 6.71 7.72 7.96 8.20 8.35 8.48 11 6.29 6.92 7.13 7.27 7.33 7.18 10 6.61 7.65 7.91 8.14 8.32 8.45 18 6.18 6.73 6.91 7.11 7.19 7.16 17 6.53 7.65 7.93 8.19 8.38 8.56 25 Aug. 7.58 7.45 13 July 7.28 6.74 30 June 6.65 23 6.25 6.82 7.01 7.17 7.26 7.32 24 6.71 7.77 8.05 8.33 8.52 8.75 1 6.27 6.89 7.10 7.29 7.41 6.16 6.75 7.06 7.26 7.39 7.51 15 6.01 6.55 6.87 7.06 7.19 22 5.85 6.35 6.70 6.88 7.04 July 7.50 8 June 31 6.88 7.91 8.18 8.45 8.62 8.86 7 6.96 8.02 8.30 8.56 8.75 8.98 7.31 14 6.93 7.93 8.24 8.51 8.68 8.90 7.22 21 7.01 7.98 8.30 8.55 8.71 8.92 28 7.16 8.13 8.41 8.67 8.85 9.04 4 7.41 8.41 8.69 9.00 9.18 9.36 Aug. 29 6.25 6.55 6.81 7.02 7.24 5.66 6.35 6.63 6.99 7.18 7.40 5.79 6.64 6.96 7.30 7.46 7.63 11 7.72 8.70 8.96 9.29 9.43 9.60 19 5.81 6.71 7.01 7.38 7.56 7.71 18 7.65 8.64 8.94 9.27 9.43 9.61 26 5.80 6.71 6.99 7.35 7.52 7.69 25 7.70 8.71 8.97 9.29 9.45 9.61 3 5.79 6.65 6.93 7.28 7.43 7.60 2 7.88 8.89 9.17 9.48 9.61 9.75 10 Oct. 5.67 5 12 Sep. 5.57 6.43 6.72 7.13 7.31 7.59 9 8.10 9.10 9.39 9.65 9.78 9.84 Sep. Oct. 17 6.59 6.88 7.33 7.53 7.81 16 8.33 9.43 9.73 9.97 10.11 10.13 5.82 6.66 6.92 7.35 7.52 7.80 23 7.22 8.54 8.90 9.23 9.36 9.49 31 Nov. 5.73 24 5.74 6.57 6.80 7.17 7.39 7.68 30 6.73 8.01 8.38 8.71 8.90 9.05 7 5.76 6.48 6.76 7.12 7.31 7.58 6 6.87 7.96 8.32 8.66 8.84 8.95 Nov. 14 6.55 6.85 7.18 7.34 7.59 13 6.96 7.96 8.30 8.64 8.80 8.89 5.79 5.77 6.44 6.75 7.04 7.21 7.47 6.66 6.99 7.14 7.42 7.01 7.02 7.98 8.05 8.41 8.66 8.77 8.83 8.95 8.92 6.39 20 27 8.35 28 5 5.78 6.37 6.61 6.93 7.09 7.35 4 7.02 8.04 8.40 8.80 8.98 9.12 12 Dec. 5.89 21 5.83 6.38 6.62 6.93 7.09 7.35 11 7.24 8.21 8.54 8.96 9.14 9.31 6.98 6.96 7.12 7.39 7.23 7.19 8.50 8.41 8.88 9.05 9.18 7.35 18 25 8.17 7.08 8.72 8.87 8.97 19 5.90 6.45 6.68 26 5.92 6.46 6.69 Dec. 8.12 9.03 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 23 - U.S. TREASURY SECURITIES Weekly constant maturity rates W eek 1- 3- 10- 30- W eek 1- 3- 5- 7- 10- 30- year year 5year 7- e n d in g 1 year year year e n d in g 1 year year year year year year 1 7.15 8.08 8.38 8.69 8.85 8.95 8 7.15 8.05 8.37 8.69 8.84 8.98 1988 Jan. 19 8 9 6 9.17 9.30 9.28 9.31 9.24 9.08 13 Jan. 9.11 9.23 9.25 9.18 9.00 8.87 15 7.12 7.99 8.33 8.65 8.84 9.01 20 8.96 9.27 9.14 9.09 9.07 9.02 22 6.90 7.80 8.08 8.37 8.57 8.74 27 8.97 9.11 9.04 9.02 8.97 8.81 29 6.77 7.63 7.91 8.19 8.39 8.56 3 9.05 9.14 9.07 9.04 9.00 8.83 Feb. 5 6.65 7.42 7.73 8.02 8.20 8.39 10 9.15 9.24 9.14 9.11 9.05 8.90 12 6.59 7.34 7.67 7.99 8.18 8.41 17 9.27 9.36 9.32 9.28 9.21 9.07 19 6.70 7.42 7.79 8.10 8.29 8.52 24 9.41 9.42 9.43 9.38 9.31 9.13 26 Feb. 6.63 7.35 7.70 8.00 8.20 8.43 3 9.40 9.43 9.42 9.39 9.33 9.15 Mar. 4 6.63 7.33 7.63 7.96 8.17 8.41 10 9.39 9.43 9.37 9.32 9.27 9.09 11 6.72 7.45 7.78 8.11 8.32 8.57 17 9.56 9.61 9.49 9.42 9.35 9.17 18 6.63 7.44 7.78 8.15 8.33 8.60 24 9.78 9.82 9.69 9.58 9.49 9.27 25 Mar. 6.77 7.60 7.95 8.31 8.48 8.74 31 9.71 9.74 9.61 9.47 9.37 9.17 6.78 7.66 8.03 8.40 8.57 8.82 7 9.47 9.47 9.36 9.29 9.20 9.05 7.01 7.78 8.13 8.47 8.62 8.84 14 9.48 9.53 9.42 9.36 9.27 9.10 15 6.92 7.75 8.12 8.44 8.63 8.85 21 9.28 9.35 9.25 9.19 9.14 9.00 22 7.03 7.88 8.25 8.59 8.81 9.05 28 9.22 9.26 9.16 9.13 9.09 8.95 29 7.07 7.92 8.27 8.60 8.82 9.07 5 9.16 9.18 9.09 9.07 9.07 8.97 6 7.23 8.06 8.39 8.71 8.93 9.14 12 9.05 9.08 9.06 9.06 9.05 9.02 13 7.33 8.19 9.04 9.18 19 8.89 8.90 8.86 8.81 8.79 8.80 7.40 8.26 8.53 8.64 8.84 20 May 1 8 Apr. 8.95 9.14 9.26 26 8.86 8.82 8.73 8.67 8.63 8.63 Apr. May 27 7.58 8.40 8.73 9.04 9.22 9.33 2 8.80 8.71 8.60 8.61 8.57 8.58 3 7.59 8.34 8.61 8.91 9.07 9.16 9 8.40 8.33 8.28 8.31 8.28 8.33 10 7.46 8.20 8.50 8.80 8.96 9.06 16 8.45 8.38 8.30 8.30 8.26 8.22 17 7.40 8.13 8.41 8.70 8.84 8.95 23 8.53 8.45 8.37 8.38 8.34 8.30 24 Ju ne 7.53 8.26 8.52 8.80 8.94 8.98 30 8.28 8.20 8.13 8.16 8.14 8.10 8.09 June 8.86 8.90 7 7.97 7.94 7.93 8.07 8.08 8.80 8.93 8.99 14 7.85 7.80 7.81 7.92 8.01 8.05 7.79 8.45 8.67 8.94 9.08 9.14 21 7.96 7.89 7.88 7.98 8.07 8.14 7.79 8.51 8.72 8.97 9.13 9.23 28 7.86 7.77 7.75 7.86 7.97 8.08 7.85 8.56 8.74 8.97 9.22 4 7.73 7.66 7.64 7.72 7.82 7.91 5 7.89 8.52 8.67 8.90 9.12 9.04 9.11 11 8.12 8.01 7.99 8.00 8.04 8.10 8.17 8.76 8.94 9.13 9.27 9.30 18 8.30 8.23 8.20 8.20 8.18 8.17 19 8.27 8.85 9.05 9.22 9.36 9.42 25 8.36 8.33 8.26 8.27 8.23 8.19 26 8.28 8.89 9.06 9.24 9.36 9.42 1 8.32 8.37 8.26 8.29 8.25 8.20 2 8.24 8.79 8.92 9.10 9.21 9.27 8 8.27 8.29 8.18 8.21 8.17 8.11 9 8.09 8.56 8.68 8.86 8.98 9.03 15 8.07 8.11 8.07 8.14 8.13 8.10 16 8.01 8.52 8.64 8.81 8.93 9.00 22 8.18 8.19 8.12 8.18 8.15 8.14 23 8.07 8.54 8.67 8.85 8.96 9.05 29 8.38 8.42 8.32 8.37 8.31 8.26 30 8.18 8.62 8.73 8.90 8.99 9.08 6 8.35 8.32 8.21 8.25 8.18 8.13 7 8.13 8.48 8.57 8.75 8.83 8.94 13 8.00 8.00 7.95 8.02 8.00 7.99 14 8.07 8.44 20 7.85 7.94 7.92 7.98 7.99 7.99 8.43 8.69 8.81 8.80 8.91 8.12 8.53 8.52 8.71 21 27 7.81 7.86 7.83 7.90 7.89 7.91 28 8.13 8.42 8.47 8.66 8.77 8.88 3 7.89 7.92 7.86 7.91 7.92 7.91 4 8.10 8.38 8.44 8.59 8.72 8.80 10 7.87 7.89 7.92 7.91 8.35 8.61 8.69 8.81 8.91 8.98 17 7.71 7.89 7.74 7.87 11 7.79 7.84 7.86 7.89 18 8.55 8.77 8.84 8.92 8.99 9.08 24 7.64 7.69 7.75 7.81 7.83 7.90 25 Dec. 8.73 8.51 12 Nov. 8.46 8.27 29 Oct. 8.21 22 Sep. 7.52 7.62 15 Aug. 1 8 July 8.71 8.94 8.99 9.05 9.10 9.13 1 7.73 7.76 7.77 7.83 7.85 7.91 2 8.75 8.98 9.00 9.11 9.11 8 7.73 7.74 7.83 7.84 7.90 July Aug. Sep. Oct. 8.88 Nov. Dec. 9 8.89 9.01 8.99 9.08 9.04 9.03 9.00 15 7.73 7.77 7.74 7.72 7.83 7.82 7.88 16 9.10 9.17 9.16 9.19 9.16 9.02 22 7.66 7.72 7.69 7.81 7.78 7.85 23 9.00 9.12 9.10 9.12 9.08 8.97 29 7.80 7.90 7.88 7.99 7.93 7.98 30 9.07 9.20 9.18 9.22 9.17 9.00 1The week-ending rates are Friday averages of daily rates for th a t week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate u ntil the next business day. - 24 - U.S. TREASURY SECURITIES Weekly constant maturity rates W eek 1- 3- 5- 30- Week 1- 3- 5- 7- 10- 30- year year year 7year 10- en d in g 1 year year e n d in g 1 year year year year year year 5 7.82 7.93 7.91 8.02 7.98 8.04 4 6.78 7.34 7.62 7.93 8.00 8.18 12 7.78 7.95 7.94 8.04 8.04 8.12 11 6.71 7.41 7.77 8.06 8.18 8.38 19 7.97 8.19 8.17 8.23 8.24 8.29 18 6.62 7.43 7.77 8.02 8.15 8.31 25 6.58 7.35 7.66 7.92 8.04 8.22 1 6.51 7.29 7.60 7.87 8.02 8.19 8 6.23 7.01 7.41 7.69 7.82 8.01 19 9 0 Jan. 1991 26 8.01 8.28 8.27 8.33 8.36 8.40 2 8.09 8.38 8.39 8.43 8.47 8.50 9 Feb. 8.13 8.38 8.44 8.47 8.48 Jan. 8.51 Feb. 16 8.36 8.40 8.39 8.43 15 6.20 6.98 7.39 7.66 7.78 7.97 8.49 8.53 8.60 8.58 8.61 22 6.30 7.12 7.51 7.76 7.86 8.03 2 8.14 8.44 8.44 8.53 8.50 8.53 1 6.40 7.27 7.65 7.88 8.00 8.16 8.34 8.60 8.59 8.66 8.61 8.60 8 6.48 7.36 7.75 8.00 8.10 8.27 16 8.42 8.70 8.68 8.71 8.65 8.63 15 6.32 7.26 7.70 7.94 8.06 8.24 23 8.35 8.63 8.60 8.62 8.55 8.49 22 6.41 7.42 7.85 8.07 8.18 8.36 30 Apr. 8.30 8.19 9 Mar. 8.05 23 8.34 8.63 8.57 8.62 8.56 8.53 29 6.34 7.36 7.79 8.01 8.10 8.28 6 8.29 8.62 8.59 8.65 8.59 8.56 5 6.26 7.25 7.69 7.92 8.03 8.22 Mar. Apr. 13 8.60 8.65 8.62 8.58 12 6.22 7.24 7.69 7.92 8.04 8.21 8.80 8.79 8.84 8.83 8.80 19 6.26 7.21 7.70 7.89 8.00 8.16 8.57 9.02 9.01 9.04 9.02 9.00 26 6.25 7.25 7.74 7.96 8.09 8.25 4 8.56 9.01 9.01 9.03 9.02 8.98 3 6.11 7.16 7.64 7.89 8.02 8.19 11 8.36 8.73 8.79 8.83 8.81 8.80 10 6.13 7.13 7.69 7.93 8.06 8.25 18 8.24 8.60 8.67 8.71 8.68 8.64 17 6.13 7.13 7.76 7.99 8.11 8.35 25 June 8.61 8.41 27 May 8.29 20 8.22 8.58 8.64 8.70 8.66 8.63 24 6.15 7.12 7.73 7.96 8.08 8.29 1 8.18 8.50 8.52 8.61 8.58 8.56 31 6.13 7.07 7.66 7.92 8.06 8.26 8.39 May 8 8.38 8.41 8.50 8.46 8.44 7 6.30 7.29 7.86 8.08 8.20 8.05 8.36 8.39 8.48 8.44 8.42 14 6.40 7.44 7.97 8.21 8.31 8.50 22 8.14 8.44 8.47 8.56 8.52 8.49 21 6.37 7.41 7.95 8.19 8.31 8.50 29 July 8.08 15 8.13 8.42 8.45 8.55 8.51 8.49 28 6.36 7.42 7.96 8.20 8.31 8.49 6 8.06 8.33 8.36 8.48 8.44 8.44 5 6.40 7.42 7.95 8.18 8.28 8.45 8.50 June July 13 8.39 8.43 8.54 8.53 8.53 12 6.30 7.44 7.97 8.21 8.32 7.87 8.23 8.31 8.44 8.47 8.51 19 6.32 7.38 7.92 8.15 8.28 8.47 27 7.85 8.21 8.30 8.43 8.48 8.54 26 6.29 7.35 7.87 8.11 8.25 8.43 3 7.67 8.01 8.12 8.28 8.37 8.44 10 Aug. 8.09 20 7.70 8.15 8.36 8.60 8.72 8.82 2 6.18 8.02 8.17 8.35 5.88 7.21 6.92 7.76 9 Aug. 7.54 7.83 7.98 8.21 8.13 17 8.15 8.39 8.60 8.71 8.84 16 5.72 6.77 7.40 7.71 7.87 7.93 8.38 8.62 8.81 8.92 9.03 23 5.62 6.66 7.29 7.64 7.82 8.09 31 7.85 8.33 8.56 8.79 8.88 9.00 30 5.74 6.70 7.35 7.68 7.84 8.08 7 7.74 8.24 8.48 8.76 8.85 8.97 14 Sep. 7.73 24 7.75 8.24 8.47 8.73 8.84 8.97 6 5.70 6.66 7.30 7.65 7.80 8.06 13 Sep. 5.58 6.56 7.18 7.53 7.71 7.91 7.43 7.61 7.92 7.37 7.55 7.88 7.26 7.22 7.45 7.82 7.48 7.88 21 8.52 8.80 8.92 9.06 20 5.56 6.48 8.33 8.58 8.85 8.96 9.10 27 5.50 6.38 7.10 7.04 5 12 7.58 8.07 8.33 8.59 8.69 8.83 7.62 8.18 8.47 8.75 8.87 9.02 19 Nov. 8.25 7.79 7.58 8.10 8.34 8.61 8.74 26 Oct. 7.77 28 7.50 7.99 8.24 8.50 8.64 4 5.40 6.26 6.88 11 5.36 6.23 6.85 8.88 18 5.33 6.21 6.85 7.19 7.50 7.93 8.77 25 5.39 6.30 6.96 7.34 7.66 8.07 7.41 7.95 8.22 8.49 8.64 8.77 9 7.35 7.81 8.13 8.39 8.53 8.67 16 7.30 7.70 8.00 8.24 8.35 8.51 23 7.29 7.69 7.96 8.19 8.30 8.47 30 Dec. 2 7.30 7.68 7.93 8.20 8.29 8.44 7 7.24 7.57 7.80 8.08 8.16 Oct. 8.32 5.15 6.12 6.79 7.20 7.52 7.94 5.00 5.99 6.71 7.14 7.48 7.96 15 4.96 5.95 6.64 7.04 7.37 7.84 22 4.82 5.84 6.56 7.00 7.38 7.92 29 Dec. 1 8 Nov. 4.74 5.81 6.54 7.03 7.42 7.96 6 4.61 5.63 6.34 6.82 7.25 7.86 14 7.08 7.40 7.65 7.90 7.97 8.13 13 4.44 5.46 6.25 6.76 7.21 7.79 21 6.96 7.42 7.69 7.96 8.03 8.20 20 4.35 5.38 6.21 6.73 28 6.95 7.49 7.79 8.08 8.15 8.31 27 4.17 5.17 6.00 6.51 7.13 6.86 7.52 7.71 1The week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate u ntil the next business day. - 25 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week 1- 3- 5- 7- 10- 30- W eek 1- 3- 5- 7- 10- 30- e n d in g 1 year year year year year year e n d in g 1 year year year year year year 3 4.14 5.14 5.98 6.46 6.78 7.45 1 3.62 5.13 6.03 6.42 6.70 7.39 10 4.06 5.12 6.01 6.48 7.43 8 3.60 5.06 5.95 6.39 6.67 7.38 17 4.17 5.45 6.34 6.76 6.80 7.04 7.57 15 3.50 4.98 5.90 6.34 6.68 7.43 24 4.14 5.47 6.32 6.80 7.14 7.65 22 3.47 4.91 5.82 6.23 6.59 7.31 31 4.23 5.65 6.41 6.88 7.25 7.74 29 3.41 4.78 5.66 6.08 6.46 7.23 7 4.19 5.61 6.44 6.87 7.25 7.77 5 3.41 4.70 5.55 5.98 6.40 7.21 7.18 1992 Jan. Feb. 1 99 3 Jan. Feb. 14 4.19 5.61 6.50 6.90 7.31 7.84 12 3.45 4.71 5.56 6.00 6.38 21 4.37 5.82 6.70 7.06 7.44 7.94 19 3.36 4.51 5.39 5.85 6.24 7.07 28 4.41 5.86 6.70 7.04 7.37 7.88 26 3.31 4.38 5.21 5.64 6.02 6.89 6.79 6 4.55 6.00 6.79 7.13 7.45 7.92 5 3.30 4.28 5.09 5.54 5.90 13 4.64 6.14 6.91 7.24 7.54 7.97 12 3.39 4.47 5.24 5.65 5.96 6.76 20 Mar. 4.73 6.33 7.08 7.37 7.63 8.03 19 3.36 4.46 5.23 5.73 6.03 6.85 26 3.30 4.39 5.20 5.67 5.98 6.83 2 3.32 4.43 5.25 5.75 6.07 6.95 6.96 Mar. 27 6.26 7.00 7.29 7.56 7.97 4.50 6.09 6.86 7.20 7.49 7.92 4.25 5.81 6.69 7.09 7.40 7.89 9 3.31 4.38 5.21 5.72 6.06 17 4.14 5.77 6.65 7.03 7.38 7.89 16 3.21 4.26 5.08 5.53 5.90 6.77 24 May 4.64 3 10 Apr. 4.32 6.02 6.89 7.24 7.58 8.04 23 3.18 4.23 5.06 5.48 5.87 6.76 30 3.25 4.30 5.14 5.60 6.01 6.89 7 3.23 4.24 5.05 5.53 5.92 6.83 5.58 5.96 6.88 Apr. 4.34 6.02 6.88 7.24 7.59 8.06 4.25 5.92 6.78 7.16 7.50 7.98 15 4.12 5.75 6.65 7.01 7.34 7.86 14 3.27 4.30 5.10 22 4.12 5.73 6.61 6.98 7.29 7.81 21 3.40 4.48 5.28 5.74 6.12 7.00 29 4.27 5.83 6.70 7.07 7.40 7.89 28 3.55 4.60 5.36 5.78 6.14 6.97 5 4.27 5.77 6.61 7.01 7.35 7.87 4 3.58 4.58 5.29 5.70 6.07 6.88 12 June 1 8 4.18 5.67 6.56 6.98 7.32 7.87 11 3.61 4.65 5.32 5.70 6.06 6.87 6.82 May June 19 July 4.12 5.55 6.44 6.87 7.24 7.83 18 3.49 4.50 5.19 5.59 5.96 26 4.14 5.49 6.40 6.82 7.20 7.82 25 3.53 4.50 5.18 5.56 5.89 6.76 3 3.96 5.33 6.22 6.69 7.07 7.74 2 3.42 4.37 5.04 5.45 5.79 6.68 July 10 3.64 4.99 5.93 6.45 6.90 7.62 9 3.42 4.36 5.03 5.45 5.79 6.67 17 3.53 4.87 5.85 6.40 6.92 7.66 16 3.41 4.34 5.00 5.39 5.74 6.58 24 6.29 6.82 7.61 23 3.53 4.49 5.15 5.52 5.83 6.61 5.70 6.17 6.67 7.46 30 3.57 4.54 5.21 5.56 5.88 6.63 7 3.54 5.69 6.18 6.65 7.43 6 3.55 4.53 5.19 5.53 5.85 6.54 3.43 4.69 5.53 6.03 6.52 7.34 13 3.48 4.44 5.12 5.78 6.42 3.40 4.59 5.48 6.03 6.50 7.34 20 3.41 4.34 5.02 5.46 5.34 5.66 6.26 28 3.52 4.79 5.69 6.23 6.67 7.44 27 3.37 4.22 4.87 5.18 5.51 6.16 4 3.39 4.58 5.48 6.06 6.53 7.37 3 3.34 4.16 4.76 5.09 5.41 6.06 11 3.17 4.35 5.26 5.85 6.32 7.26 10 3.32 4.09 4.66 5.00 5.28 5.90 18 3.15 4.40 5.37 7.32 17 3.38 4.19 4.73 5.10 5.35 5.98 3.16 4.44 5.46 5.93 6.04 6.39 25 Oct. 5.74 4.83 4.84 21 Sep. 4.80 3.57 14 Aug. 3.53 31 6.47 7.41 24 3.39 4.22 4.80 5.16 5.44 6.09 2 3.02 4.26 5.26 5.88 6.32 7.34 1 3.35 4.17 4.72 5.03 5.33 5.99 Aug. Sep. Oct. 9 4.34 5.35 5.96 6.39 7.44 8 3.35 4.15 4.69 5.03 5.33 5.99 3.26 4.56 5.52 6.09 6.54 7.52 15 3.36 4.09 4.62 4.95 5.24 5.87 23 3.48 4.89 5.83 6.35 6.78 7.62 22 3.40 4.17 4.69 5.04 5.31 5.89 30 Nov. 3.09 16 3.50 4.93 5.85 6.34 6.78 7.63 29 3.46 4.28 4.82 5.19 5.44 5.99 6 3.58 5.03 5.96 6.47 6.90 7.69 5 3.56 4.47 5.41 5.66 6.12 13 5.09 6.00 6.48 6.88 7.64 12 3.55 4.48 5.42 5.68 6.19 20 3.73 5.17 6.05 6.48 6.84 7.54 19 3.58 4.49 5.04 5.41 5.71 6.22 27 3.76 5.24 6.12 6.52 6.86 7.56 26 3.61 4.56 5.13 5.54 5.83 6.31 4 3.82 5.35 6.20 6.59 6.91 7.56 3 3.62 4.54 5.14 5.51 5.80 6.26 11 3.72 5.19 6.04 6.43 6.77 7.44 10 3.60 4.51 5.10 5.42 5.71 6.17 18 3.76 6.47 6.79 7.44 17 3.61 4.57 5.18 5.53 5.82 6.28 3.64 5.25 5.14 6.10 25 6.03 6.39 6.68 7.36 24 3.60 4.54 5.16 5.50 5.79 6.27 31 Dec. 3.64 5.03 5.04 3.61 4.53 5.14 5.47 5.77 6.28 Nov. Dec. 1The week-ending rates are Friday averages of daily rates for that week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 26 - U.S. TREASURY SECURITIES Weekly constant maturity rates W eek 1- 3- 5- 7- 10- 30- W eek 1- 3- 5- 7- 10- 30- e n d in g 1 year year year year year year end in g 1 year year year year year year 7 3.63 4.59 5.21 5.58 5.85 6.36 6 7.24 7.81 7.86 7.88 7.86 7.89 14 3.52 4.43 5.03 5.37 5.69 6.24 13 7.12 7.73 7.80 7.83 7.80 7.86 21 3.51 4.45 5.06 5.41 5.74 6.29 20 7.02 7.65 7.73 7.76 7.74 7.82 28 3.51 4.44 5.05 5.38 5.74 6.29 27 6.95 7.60 4.57 5.14 5.46 5.80 6.30 3 6.88 7.41 7.59 7.78 7.62 7.86 3.66 7.74 7.54 7.78 4 11 3.85 4.81 5.36 5.67 5.94 6.42 10 6.79 7.39 7.47 7.53 7.56 7.66 1994 Jan. Feb. 1995 Jan. Feb. 7.72 18 Mar. 3.88 4.85 5.40 5.73 5.95 6.51 17 6.70 7.28 7.40 7.47 7.48 7.60 25 4.01 5.03 5.60 5.94 6.15 6.68 24 6.54 7.07 7.23 7.33 7.36 7.56 3 6.47 6.95 7.10 7.21 7.27 7.49 10 6.54 7.04 7.18 7.28 7.35 7.56 4 4.16 5.19 5.74 6.08 6.29 6.79 11 4.28 5.32 5.85 6.20 6.40 6.87 Mar. 18 Apr. 4.31 5.37 5.91 6.24 6.45 6.87 17 6.39 6.81 6.95 7.03 7.11 7.37 25 4.36 5.45 6.00 6.33 6.52 6.92 24 6.37 6.83 7.01 7.10 7.16 7.43 31 6.38 6.84 7.01 7.11 7.15 7.40 7 6.38 6.80 6.96 7.04 7.12 7.38 6.72 6.89 6.98 7.08 7.37 4.46 5.62 6.19 6.53 6.72 7.06 4.71 5.92 6.47 6.81 6.97 7.29 15 4.70 5.91 6.47 6.78 6.93 7.26 14 6.28 22 29 May 1 8 4.90 4.99 6.09 6.08 6.60 6.85 7.03 7.31 21 6.17 6.58 6.78 6.90 7.03 7.37 6.56 6.77 6.95 7.22 28 6.24 6.64 6.81 6.90 7.03 7.33 5.23 6.30 6.76 7.00 7.16 7.38 5.49 6.54 6.98 7.22 7.37 7.56 20 5.23 6.20 6.65 6.87 7.06 27 Jun e 6 13 5.29 6.30 6.73 6.94 7.14 3 5.31 6.29 6.70 6.90 7.09 Apr. 7.36 May 5 6.16 6.54 6.70 6.79 6.93 7.22 12 6.00 6.27 6.41 6.52 6.66 6.98 7.31 19 5.98 6.25 6.40 6.46 6.59 6.90 7.40 26 5.92 6.14 6.28 6.37 6.49 6.81 2 5.71 5.83 5.98 6.08 6.23 6.62 June 10 6.13 6.54 6.76 6.97 7.27 9 5.69 5.83 5.96 6.07 6.20 6.57 5.18 6.21 6.65 6.87 7.08 7.38 16 5.66 5.83 5.96 6.09 6.21 6.61 24 July 5.16 17 5.30 6.32 6.76 6.97 7.17 7.46 23 5.59 5.73 5.86 5.99 6.10 6.53 1 5.47 6.46 6.89 7.11 7.27 7.55 30 5.65 5.83 5.95 6.07 6.17 6.58 6.57 8 6.50 6.95 7.18 7.34 7.63 7 5.53 5.74 5.85 6.05 6.12 5.49 6.53 6.97 7.19 7.36 7.64 14 5.47 5.70 5.81 6.00 6.09 6.56 22 5.41 6.39 6.83 7.04 7.23 7.53 21 5.64 5.97 6.11 6.30 6.37 6.82 29 Aug. 5.49 15 5.51 6.48 6.89 7.08 7.26 7.52 28 5.72 6.07 6.21 6.39 6.46 6.88 5 5.41 6.36 6.77 6.96 7.15 7.43 4 5.68 6.06 6.19 6.38 6.48 6.89 July Aug. 12 6.58 6.96 7.14 7.31 7.54 11 5.71 6.07 6.24 6.42 6.50 6.92 5.63 6.53 6.90 7.07 7.24 7.46 18 5.86 6.21 6.36 6.52 6.57 6.92 26 Sep. 5.60 19 5.61 6.52 6.92 7.10 7.27 7.52 25 5.81 6.15 6.28 6.45 6.52 6.85 2 5.56 6.45 6.83 7.02 7.21 7.48 1 5.66 5.96 6.08 6.23 6.31 6.68 Sep. 9 6.55 6.95 7.14 7.33 7.61 8 5.63 5.88 5.99 6.13 6.20 6.59 5.72 6.65 7.05 7.26 7.44 7.70 15 5.59 5.84 5.96 6.08 6.15 6.51 23 5.85 6.78 7.17 7.38 7.54 7.78 22 5.57 5.87 5.98 6.12 6.17 6.53 30 Oct. 5.62 16 5.92 6.87 7.25 7.44 7.60 7.83 29 5.69 5.97 6.08 6.20 6.26 6.57 7 6.07 7.02 7.38 7.57 7.72 7.91 6 5.61 5.84 5.92 6.04 6.10 6.45 Oct. 14 6.95 7.30 7.48 7.65 7.86 13 5.60 5.79 5.88 5.97 6.05 6.40 6.10 7.01 7.37 7.54 7.71 7.92 20 5.59 5.74 5.83 5.92 5.99 6.32 28 6.22 7.16 7.53 7.70 7.86 8.03 27 5.58 5.75 5.84 5.95 6.04 6.35 4 6.28 7.24 7.61 7.77 7.94 8.08 3 5.48 5.64 5.75 5.87 5.98 6.30 11 Nov. 6.04 21 6.42 7.38 7.69 7.84 8.00 8.13 10 5.45 5.62 5.73 5.85 5.97 6.29 6.27 Nov. 18 Dec. 6.58 7.45 7.73 7.85 7.97 8.10 17 5.43 5.58 5.71 5.85 5.96 25 6.63 7.50 7.74 7.81 7.91 8.04 24 5.44 5.56 5.70 5.84 5.92 6.26 2 6.89 7.62 7.79 7.83 7.89 7.99 1 5.39 5.47 5.59 5.74 5.82 6.19 Dec. 9 7.10 7.64 7.74 7.76 7.79 7.88 8 5.35 5.38 5.49 5.60 5.68 6.04 16 7.20 7.73 7.78 7.81 7.82 7.87 15 5.35 5.42 5.55 5.66 5.73 6.07 23 7.12 7.74 7.79 7.82 7.82 7.85 22 5.43 5.56 5.69 30 7.21 7.79 7.81 7.81 7.81 7.83 29 5.30 5.21 5.29 5.44 5.56 5.78 5.64 6.00 6.12 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 27 - U.S. TREASURY SECURITIES Weekly constant maturity rates Week 1- 3- 5- 7- 10- 30- Week 1- 3- 5- 7- 10- 30- e n d in g 1 year year year year year year e n d in g 1 year year year year year year 1996 Jan. 1997 5.18 5.26 5.39 5.54 5.63 6.00 3 5.55 6.06 6.22 6.36 6.45 6.67 12 5.17 5.29 5.44 5.62 5.74 6.12 10 5.61 6.15 6.33 6.47 6.57 6.80 19 5.03 5.13 5.30 5.47 5.58 6.01 17 5.61 6.15 6.33 6.46 6.56 6.81 26 Feb. 5 5.05 5.18 5.35 5.53 5.65 5.64 6.06 24 5.61 6.17 6.34 6.47 6.58 6.84 6.08 4.93 5.10 5.28 5.50 4.85 5.03 5.27 6.13 4.81 4.94 5.20 5.51 5.46 5.67 16 5.65 23 Mar. 2 9 5.04 5.28 5.52 5.81 5.97 Jan. 31 5.62 6.17 6.36 6.50 6.62 6.89 5.53 6.03 6.20 6.34 6.46 6.74 6.11 7 14 5.49 5.99 6.14 6.26 6.37 6.65 6.39 21 5.47 5.96 6.13 6.24 6.33 6.60 28 5.60 6.15 6.31 6.42 6.50 6.75 7 5.70 6.27 6.42 6.55 6.59 6.85 Feb. 5.14 5.44 5.65 5.91 6.06 6.45 5.15 5.52 5.71 5.96 6.08 6.47 15 5.41 5.90 6.06 6.30 6.37 5.72 6.30 6.46 6.59 6.63 6.89 5.44 5.91 6.08 6.30 6.36 6.68 6.67 14 22 21 5.81 6.42 6.58 6.69 6.73 6.97 29 Apr. 1 8 5.42 5.89 6.08 6.27 6.32 6.65 28 5.94 6.52 6.66 6.76 6.79 7.00 5 5.48 5.97 6.14 6.33 6.35 6.68 4 5.99 6.58 6.75 6.87 6.90 7.10 7.12 Mar. Apr. 12 5.62 6.23 6.42 6.60 6.60 6.88 11 5.99 6.62 6.78 6.88 6.92 19 5.51 6.11 6.32 6.49 6.52 6.80 18 5.98 6.63 6.78 6.87 6.89 7.10 26 5.52 6.10 6.31 6.48 6.79 25 6.01 6.64 6.79 6.87 6.89 7.10 6.24 6.46 6.65 2 5.93 6.48 6.62 6.72 6.76 6.98 5.67 6.33 6.55 6.74 6.82 7.02 9 5.90 6.44 6.57 6.66 6.70 6.91 5.59 6.21 6.42 6.60 6.68 6.87 16 5.86 6.40 6.54 6.63 6.68 6.90 24 5.59 6.20 6.41 6.57 6.65 6.84 23 5.85 6.41 6.58 6.67 6.73 6.96 31 5.70 6.34 6.55 6.69 6.77 6.93 30 5.86 6.44 6.60 6.69 6.75 6.99 7 5.78 6.44 6.63 6.77 6.85 6.99 6 5.76 6.32 6.48 6.55 6.61 6.86 14 5.86 6.56 6.77 6.93 6.99 7.13 13 5.72 6.27 6.40 6.48 6.52 6.80 21 5.82 6.50 6.73 6.87 6.95 7.10 20 5.65 6.16 6.29 6.38 6.40 6.69 28 July 5.63 17 June 3 10 May 6.53 6.74 5.79 6.44 6.63 6.76 6.86 7.02 27 5.65 6.20 6.33 6.42 6.45 6.73 5 5.82 6.43 6.60 6.73 6.85 7.00 4 5.63 6.17 6.31 6.40 6.42 6.72 6.56 6.96 May June July 12 6.53 6.72 6.86 6.95 7.11 11 5.54 6.03 6.15 6.24 6.26 5.80 6.40 6.59 6.71 6.81 7.00 18 5.56 6.02 6.14 6.22 6.23 6.52 26 Aug. 5.90 19 5.85 6.44 6.62 6.73 6.85 7.02 25 5.54 5.97 6.09 6.16 6.18 6.46 2 5.80 6.34 6.52 6.63 6.76 6.94 9 5.60 6.12 6.28 6.41 6.54 6.75 1 5.48 5.90 6.00 6.08 6.11 8 Aug. 5.55 6.06 6.15 6.25 6.26 6.38 6.52 16 6.13 6.31 6.44 6.56 6.77 15 5.59 6.08 6.33 6.61 6.18 6.38 6.51 6.63 6.84 22 5.54 6.01 6.17 6.12 6.33 5.64 6.26 6.27 6.57 30 Sep. 5.62 23 5.81 6.41 6.60 6.73 6.84 7.03 29 5.59 6.11 6.22 6.35 6.36 6.63 6 5.95 6.55 6.73 6.85 6.95 7.11 5 5.58 6.08 6.22 6.33 6.34 6.61 Sep. 13 6.45 6.64 6.78 6.88 7.07 12 5.59 6.08 6.23 6.34 6.34 6.64 5.82 6.40 6.59 6.72 6.82 7.01 19 5.48 5.91 6.04 6.13 6.14 6.43 27 Oct. 5.88 20 5.72 6.29 6.48 6.62 6.73 6.95 26 5.47 5.89 6.00 6.08 6.08 6.36 4 5.61 6.16 6.35 6.50 6.61 6.85 3 5.45 5.84 5.94 6.06 6.06 6.35 Oct. 11 6.10 6.30 6.45 6.55 6.83 10 5.45 5.82 5.93 6.06 6.04 6.34 5.55 6.08 6.28 6.43 6.54 6.83 5.91 6.01 6.13 6.11 6.40 5.56 6.09 6.29 6.44 6.55 6.83 17 24 5.52 25 Nov. 5.57 18 5.53 5.93 6.02 6.13 6.09 6.38 1 5.48 5.97 6.15 6.29 6.42 6.71 31 5.35 5.73 5.78 5.93 5.90 6.22 8 5.89 6.05 6.17 6.30 6.57 7 5.44 5.77 5.81 5.95 5.92 6.20 5.41 5.81 5.97 6.08 6.18 6.45 14 5.44 5.76 5.81 5.92 5.88 6.12 22 5.42 5.79 5.94 6.06 6.16 5.46 5.73 5.79 5.86 5.84 6.05 5.41 5.75 5.90 6.03 6.12 6.43 6.41 21 29 Dec. 5.44 15 28 5.50 5.77 5.82 5.88 5.86 6.06 Nov. 6 5.42 5.77 5.92 6.04 6.15 6.43 5 5.54 5.79 5.82 5.88 5.86 6.04 13 5.46 5.89 6.06 6.21 6.31 6.56 12 5.53 5.78 5.83 5.89 5.87 6.07 20 5.51 5.98 6.15 6.29 6.40 6.63 19 5.49 5.69 5.74 5.79 5.77 5.96 27 5.50 5.97 6.12 6.24 6.34 6.58 26 5.55 5.71 5.72 5.75 5.74 5.90 Dec 1The week-ending rates are Friday averages of daily rates for th at week. The rate listed becomes effective late the following Monday unless Monday is a holiday. Then, the rate is effective Tuesday. Please note: because the week-ending rates are released in the late afternoon on Monday or Tuesday, banks may not use the rate until the next business day. - 28 - FEDERAL FUNDS RATE,1 1970-PRESENT Year’s Jan . 197 Feb. Mar. Apr. May June July Aug. Sep. Oct. Nov. Dec. Avg. 0 ....... 8.98 8.98 7.76 8.10 7.94 7.60 7.21 6.61 6.29 6.20 5.60 4.90 7.18 1971 ........... 4.14 3.72 3.71 4.15 4.63 4.91 5.31 5.57 5.55 5.20 4.91 4.14 4.66 19 7 2 ........... 3.50 3.29 3.83 4.17 4.27 4.46 4.55 4.80 4.87 5.04 5.06 5.33 4.43 19 7 3 ........... 5.94 6.58 7.09 7.12 7.84 8.49 10.40 10.50 10.78 10.01 10.03 9.95 8.73 197 9.65 8.97 9.35 10.51 11.31 11.93 12.92 12.01 11.34 10.06 9.45 8.53 10.50 5.82 4 ....... 1 9 7 5 ........... 7.13 6.24 5.54 5.49 5.22 5.55 6.10 6.14 6.24 5.82 5.22 5.20 197 6 ....... 4.87 4.77 4.84 4.82 5.29 5.48 5.31 5.29 5.25 5.03 4.95 4.65 5.04 197 7 ....... 4.61 4.68 4.69 4.73 5.35 5.39 5.42 5.90 6.14 6.47 6.51 6.56 5.54 197 8 ....... 6.70 6.78 6.79 6.89 7.36 7.60 7.81 8.04 8.45 8.96 9.76 10.03 7.93 197 9 ....... 10.07 10.06 10.09 10.01 10.24 10.29 10.47 10.94 11.43 13.77 13.18 13.78 11.19 198 0 ....... 13.82 14.13 17.19 17.61 10.98 9.47 9.03 9.61 10.87 12.81 15.85 18.90 13.35 1 9 8 1 ........... 19.08 15.93 14.70 15.72 18.52 19.10 19.04 17.82 15.87 15.08 13.31 12.37 16.38 198 2 ....... 13.22 14.78 14.68 14.94 14.45 14.15 12.59 10.12 10.31 9.71 9.20 8.95 12.26 198 3 ....... 8.68 8.51 8.77 8.80 8.63 8.98 9.37 9.56 9.45 9.48 9.34 9.47 9.09 198 4 ....... 9.56 9.59 9.91 10.29 10.32 11.06 11.23 11.64 11.30 9.99 9.43 8.38 10.22 198 5 ....... 8.35 8.50 8.58 8.27 7.97 7.53 7.88 7.90 7.92 7.99 8.05 8.27 8.10 198 6 ....... 8.14 7.86 7.48 6.99 6.85 6.92 6.56 6.17 5.89 5.85 6.04 6.91 6.80 1 9 8 7 ........... 6.43 6.10 6.13 6.37 6.85 6.73 6.58 6.73 7.22 7.29 6.69 6.77 6.66 198 8 ....... 6.83 6.58 6.58 6.87 7.09 7.51 7.75 8.01 8.19 8.30 8.35 8.76 7.57 1 9 8 9 ........... 9.12 9.36 9.85 9.84 9.81 9.53 9.24 8.99 9.02 8.84 8.55 8.45 9.22 199 8.10 0 ----- 8.23 8.24 8.28 8.26 8.18 8.29 8.15 8.13 8.20 8.11 7.81 7.31 1991 -------- 6.91 6.25 6.12 5.91 5.78 5.90 5.82 5.66 5.45 5.21 4.81 4.43 5.69 1 9 9 2 -------- 4.03 4.06 3.98 3.73 3.82 3.76 3.25 3.30 3.22 3.10 3.09 2.92 3.52 1 9 9 3 -------- 3.02 3.03 3.07 2.96 3.00 3.04 3.06 3.03 3.09 2.99 3.02 2.96 3.02 1 9 9 4 ........... 3.05 3.25 3.34 3.56 4.01 4.25 4.26 4.47 4.73 4.76 5.29 5.45 4.21 199 5 ....... 5.53 5.92 5.98 6.05 6.01 6.00 5.85 5.74 5.80 5.76 5.80 5.60 5.83 199 6 ....... 5.56 5.22 5.31 5.22 5.24 5.27 5.40 5.22 5.30 5.24 5.31 5.29 5.30 199 7 ....... 5.25 5.19 5.39 5.51 5.50 5.56 5.52 5.54 5.54 5.50 5.52 5.50 5.46 'E x c ep t for new bill issues, yields are m o n th ly averages co m p u ted from daily closing bid prices. - 29 - PRIME RATE, 1970-P R E S E N T Monthly averages of daily effective rates Y ear’s Jan. Feb. Mar. Apr. May Ju ne July Aug. Sep. O ct. Nov. Dec. Avg. 197 0 ....... 8.50 8.50 8.39 8.00 8.00 8.00 8.00 8.00 7.83 7.50 7.28 6.92 7.91 197 1 ___ 6.29 5.88 5.44 5.28 5.46 5.50 5.91 6.00 6.00 5.90 5.51 5.49 5.72 5.25 1 9 7 2 ........... 5.18 4.75 4.75 4.97 5.00 5.04 5.25 5.27 5.50 5.73 5.75 5.79 197 3 ....... 6.00 6.02 6.30 6.61 7.01 7.49 8.30 9.23 9.86 9.94 9.75 9.75 8.03 197 4 ....... 9.73 9.21 8.85 10.02 11.25 11.54 11.97 12.00 12.00 11.68 10.83 10.50 10.81 197 5 ....... 10.05 8.96 7.93 7.50 7.40 7.07 7.15 7.66 7.88 7.96 7.53 7.26 7.86 197 6 ....... 7.00 6.75 6.75 6.75 6.75 7.20 7.25 7.01 7.00 6.77 6.50 6.35 6.84 197 7 ....... 6.25 6.25 6.25 6.25 6.41 6.75 6.75 6.83 7.13 7.52 7.75 7.75 6.83 197 8 ....... 7.93 8.00 8.00 8.00 8.27 8.63 9.00 9.01 9.41 9.94 10.94 11.55 9.06 1 97 9 ....... 11.75 11.75 11.75 11.75 11.75 11.65 11.54 11.91 12.90 14.39 15.55 15.30 12.67 198 0 ....... 15.25 15.63 18.31 19.77 16.57 12.63 11.48 11.12 12.23 13.79 16.06 20.35 15.27 1981 ........... 20.16 19.43 18.05 17.15 19.61 20.03 20.39 20.50 20.08 18.45 16.84 15.75 18.87 1 9 8 2 ........... 15.75 16.56 16.50 16.50 16.50 16.50 16.26 14.39 13.50 12.52 11.85 11.50 14.86 1 9 8 3 ........... 11.16 10.98 10.50 10.50 10.50 10.50 10.50 10.89 11.00 11.00 11.00 11.00 10.79 4 ....... 11.00 11.00 11.21 11.93 12.39 12.60 13.00 13.00 12.97 12.58 11.77 11.06 12.04 1 9 8 5 ........... 9.93 1 98 10.61 10.50 10.50 10.50 10.31 9.78 9.50 9.50 9.50 9.50 9.50 9.50 6 ....... 9.50 9.50 9.10 8.83 8.50 8.50 8.16 7.90 7.50 7.50 7.50 7.50 8.33 1 9 8 7 ........... 7.50 7.50 7.50 7.75 8.14 8.25 8.25 8.25 8.70 9.07 8.78 8.75 8.20 198 1 9 8 8 ........... 8.75 8.51 8.50 8.50 8.84 9.00 9.29 9.84 10.00 10.00 10.05 10.50 9.32 1 9 8 9 ........... 10.50 10.93 11.50 11.50 11.50 11.07 10.98 10.50 10.50 10.50 10.50 10.50 10.87 199 0 ....... 10.11 10.00 10.00 10.00 10.00 10.00 10.00 10.00 10.00 10.00 10.00 10.00 10.01 199 1 ___ 9.52 9.05 9.00 9.00 8.50 8.50 8.50 8.50 8.20 8.00 7.58 7.21 8.46 1 9 9 2 ........... 6.50 6.50 6.50 6.50 6.50 6.50 6.02 6.00 6.00 6.00 6.00 6.00 6.25 1 99 3 ....... 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 6.00 1 99 4 ___ 6.00 6.00 6.06 6.45 6.99 7.25 7.25 7.51 7.75 7.75 8.15 8.50 7.15 199 5 ....... 8.50 9.00 9.00 9.00 9.00 9.00 8.80 8.75 8.75 8.75 8.75 8.65 8.83 199 6 ....... 8.50 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.25 8.27 199 7 ....... 8.25 8.25 8.30 8.50 8.50 8.50 8.50 8.50 8.50 8.50 8.50 8.50 8.44 - 30 - PRIME RATE AS IT CHANGED, 1970-P R E S E N T Effective Date Effective Rate 1970 Mar. Sep. Nov. Dec. Date 8.00 7.50 7.25 7.00 6.75 Jan. Feb. 1971 Jan. Feb. Mar. Apr. May Jul. Oct. Nov. Dec. 6 15 18 16 11 19 23 11 6 7 20 4 31 6.50 6.25 6.00 5.75 5 .2 5 -5 .5 0 5.25 5 .2 5 -5 .5 0 5.50 5 .5 0 -6 .0 0 6.00 5.75 5.50 5.25 Apr. Jun. Aug. Oct. Dec. 24 31 5 26 29 4 27 5.00 4.75 5.00 5.25 5.50 5.75 6.00 1973 Feb. Mar. Apr. May Jun. Jul. Aug. Sep. Oct. 27 26 18 7 25 8 25 3 9 18 30 6 13 22 28 18 24 6.25 6.50 6.75 7.00 7.25 7.50 7.75 8.00 8.25 8.50 8.75 9.00 9.25 9.50 9.75 10.00 9.75 29 11 19 25 22 29 3 5 11 19 25 2 6 10 17 26 5 7 21 28 4 14 25 9.50 9.25 9.00 8.75 9.00 9.25 9.50 9.75 10.00 10.25 10.50 10.75 1974 Jan. Feb. Mar. Apr. May Jun. Jul. Oct. Nov. 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 10.25 10.00 9.75 9.50 9.25 9.00 8.75 8.50 8.25 8.00 7.75 7.50 7.25 7.00 7.25 7.50 7.75 8.00 7.75 7.50 7.25 Feb. Mar. Apr. May Jun. Jul. 1976 Jan. Ju n . Aug. Oct. Nov. Dec. Aug. Sep. Oct. 11.25 11.50 11.75 12.00 11.75 11.50 11.25 Jan. May Jun. Aug. Sep. 1 13 13 31 22 16 7 24 Oct. Nov. 6.50 6.75 7.00 7.25 7.50 7.75 Dec. 10 5 26 16 30 31 15 28 13 27 1 Dec. 6 17 24 26 Jan. 8.00 8.25 8.50 8.75 9.00 9.25 9.50 9.75 10.00 10.25 10.50 10.75 Feb. Mar. Apr. May 11.00 Jun . Jul. Sep. 11.50 11.75 1979 Jun. Jul. Aug. Sep. Oct. Oct. 19 27 16 28 7 14 21 28 9 23 Nov. 1 Dec. 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 Nov. Dec. Date 19 22 29 4 7 14 19 28 2 18 1 2 7 16 23 30 6 13 20 7 25 22 27 8 12 19 26 1 17 29 6 17 21 26 2 5 10 16 19 15.75 16.25-16.50 16.75 17.25 17.75 18.50 19.00 19.50 20.00 19.50 18.50-19.00 18.50 17.50 16.50 14.50 14.00 13.00 12.00-12.50 12.00 11.50 11.00 11.25 11.50 12.00 12.25 12.50 13.00 13.50 14.00 14.50 15.50 16.25 17.00 17.75 18.50 19.00 20.00 21.00 21.50 2 9 3 23 10 17 2 24 30 4 11 19 22 3 8 15 22 5 13 3 9 17 20 24 1 20.50 20.00 19.50 19.00 18.00 17.50 17.00 17.50 18.00 19.00 19.50 20.00 20.50 20.00 20.50 20.00 19.50 19.00 18.00 17.50 16.50-17.00 17.00 16.50 16.00 15.75 Feb. Jul. Aug. Oct. Nov. 2 18 23 20 29 2 16 18 23 7 14 22 16.50 17.00 16.50 16.00 15.50 15.00 14.50 14.00 13.50 13.00 12.00 11.50 11 28 8 10.50 19 5 8 25 27 17 29 9 28 20 11.50 12.00 12.50 13.00 12.75 12.50 12.00 11.75 11.25 10.75 15 20 18 10.50 10.00 9.50 7 21 11 26 9.00 8.50 8.00 7.50 1 1 15 4 7 22 5 7.75 8.00 8.25 8.75 9.25 9.00 8.75 2 11 14 11 28 8.50 9.00 9.50 10.00 10.50 10 24 5 31 11.00 8 10.00 1983 Jan. Feb. Aug. 11.00 11.00 1984 Mar. Apr. May Jun. Sep. Oct. Nov. Dec. 1985 Jan. May Jun. 1986 Mar. Apr. Jul. Aug. 1987 Apr. May Sep. Oct. Nov. 1988 Feb. May Jul. Aug. Nov. 1989 Feb. Jun. Jul. 11.50 11.00 10.50 1990 Jan. - 31 - Rate 1982 1981 Nov. 11.00 10.75 10.50 1 7 2 4 Sep. 7.00 6.75 7.00 7.25 7.00 6.75 6.50 6.25 1978 Oct. 11.00 12 21 1977 May Rate 1980 Aug. 1972 Jan. D ate 1975 25 21 12 23 22 Effective Effective Rate PRIME RATE AS IT CHANGED, 1970-P R E S E N T Effective Effective D ate R ate D ate Effective Rate D ate 1991 Jan. Feb. May Sep. Nov. Dec. 2 4 1 13 6 23 9.50 9.00 8.50 8.00 7.50 6.50 2 6.00 24 19 17 16 15 6.25 6.75 7.25 7.75 8.50 1 7 20 9.00 8.75 8.50 1 8.25 26 8.50 1992 July 1994 Mar. Apr. May Aug. Nov. 1995 Feb. Jul. Dec. 1996 Feb. 1997 Mar. - 32 - Effective Rate D ate Rate DISCOUNT RATE AS IT CHANGED, 1970-PRESENT Federal Reserve Bank of New York Effective Date Effective Rate 1970 Nov. Dec. Date Date 1981 13 4 5.75 5.50 8 22 19 16 19 17 5.25 5.00 4.75 5.00 4.75 4.50 15 26 4 11 11 2 14 5.00 5.50 5.75 6.00 6.50 7.00 7.50 25 9 8.00 7.75 10 5 10 16 7.25 6.75 6.25 6.00 19 22 5.50 5.25 May Nov. Dec. 5 2 4 14.00 13.00 12.00 20 2 16 27 12 22 15 11.50 10.50 10.00 9.50 9.00 8.50 9 21 24 9.00 8.50 8.00 20 7.50 7 21 11 21 7.00 6.50 6.00 5.50 4 6.00 9 6.50 24 7.00 19 6.50 1 30 13 6 20 6.00 5.50 5.00 4.50 3.50 2 3.00 17 16 16 3.50 4.00 4.75 1 5.25 31 5.00 1971 Jan. Feb. Jul. Nov. Dec. 1973 Jan. Feb. May Jun. Jul. Aug. 1975 Jan. Feb. Mar. May 1976 Jan. Nov. 31 26 5.75 6.00 1 6.50 7.00 7.25 7.75 8.00 8.50 9.50 1985 1986 Mar. Apr. Jul. Aug. 1987 Sep. Aug. Feb. 1990 1991 Feb. Apr. Sep. Nov. Dec. 1992 20 17 19 8 10.00 10.50 Jul. 11.00 1994 15 30 13 28 26 17 5 13.00 12.00 1995 11.00 Feb. 12.00 1980 Feb. May Ju n. Jul. Sep. Nov. Dec. Apr. Nov. Dec. Dec. 9 11 3 21 22 16 1979 Jul. Aug. Sep. Oct. 1984 1989 1978 Jan. May Jul. Aug. Sep. Oct. Nov. 11.00 1988 1977 Aug. Oct. Oct. Nov. Dec. May 1974 Apr. Dec. 1982 Jul. Aug. May Aug. Nov. 10.00 11.00 1996 12.00 13.00 Jan. Effective Effective Rate - 33 - Rate Date Rate
