View original document

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

;.&( gov/-

FEDERAL RESERVE statistical release APR SI!
These data are scheduled for release on the first Tuesday of each month. The availability of the release will be announced
when the information is available, on (202) 452-3206.
F E D E R A L RESERVti9$2

OF PHILADELPHIA" •• *'

G. 13 (415)

For immediate release

Aprl1

SELECTED INTEREST RATES

*'

1991

Yields in percent per annum

Instruments
FEDERAL FUNDS (EFFECTIVE) 1 2 3
COMMERCIAL PAPER 3 4 5
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPER PLACED DIRECTLY 3 4 6
1-MONTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP RATED) 3 4 7
3-MONTH
6-MONTH
CDS (SECONDARY MARKET) 3 8
1-MONTH
3-MONTH
6-MONTH
EURODOLLAR DEPOSITS (LONDON) 3 9
1-MONTH
3-MONTH
6-MONTH
BANK PRIME LOAN 2 3 1 0
DISCOUNT WINDOW BORROWING 2 1 1
U.S. GOVERNMENT SECURITIES
TREASURY BILLS
AUCTION AVERAGE 3 4 1 2
3-MONTH
6-MONTH
1-YEAR
AUCTION AVERAGE (INVESTMENT) 1 2
3-MONTH
6-MONTH
SECONDARY MARKET 3 4
3-MONTH
6-MONTH
1-YEAR
TREASURY CONSTANT MATURITIES 1 3
1-YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS(LONG-TERM) 1 4
CORPORATE BONDS
MOODY'S SEASONED
AAA
BAA
A-UTILITY 1 5
STATE & LOCAL BONDS 1 6
CONVENTIONAL MORTGAGES 1 7




Week Ending
MAR
15

MAR
22

MAR
29

FEB

MAR

6.17

6.10

6.10

6.25

6.12

6.75
4.63
6.54

6.38
6.33
6.28

6.35
6.31
6.28

6.36
6.29
6.27

6.53
6.49
6.41

6.48
6.41
6.36

6.35
6.52
6.33

6.61
6.52
6.36

6.18
6.16
6.11

6.20
6.19
6.13

6.17
6.16
6.14

6.31
6.38
6.14

6.31
6.28
6.20

6.52
6.43

6.42
6.36

6.14
6.11

6.19
6.18

6.14
6.13

6.36
6.22

6.24
6.21

6.65
6.71
6.70

6.76
6.70
6.69

6.35
6.35
6.38

6.36
6.35
6.45

6.30
6.31
6.39

6.45
6.52
6.51

6.47
6.45
6.50

6.76
6.79
6.76
9.00
6.00

6.76
6.71
6.71
9.00
6.00

6.33
6.33
6.43
9.00
6.00

6.34
6.35
6.46
9.00
6.00

6.25
6.30
6.43
9.00
6.00

6.50
6.60
6.58
9.05
6.00

6.44
6.44
6.52
9.00
6.00

6.01
6.01

6.09
6.06

5.85
5.91
6.06

5.83
5.82

5.86
5.84

5.95
5.93
5.85

5.91
5.91
6.06

6.19
6.28

6.29
6.36

6.04
6.19

6.02
6.10

6.05
6.12

6.12
6.20

6.10
6.19

6.04
6.03
6.02

6.05
6.04
6.09

5.83
5.85
5.94

5.87
5.89
6.01

5.82
5.83
5.94

5.94
5.93
5.91

5.91
5.92
6.00

6.40
7.05
7.27
7.65
7.88
8.00
8.16

6.48
7.13
7.36
7.75
8.00
8.10
8.27

6.32
7.02
7.26
7.70
7.94
8.06
8.24

6.41
7.15
7.42
7.85
8.07
8.18
8.36

6.34
7.10
7.36
7.79
8.01
8.10
8.28

6.27
6.87
7.08
7.47
7.73
7.85
8.03

6.40
7.10
7.35
7.77
8.00
8.11
8.29

8.26

8.38

8.34

8.45

8.37

8.12

8.38

8.85
10.09
9.64
7.01
9.40

8.92
10.11
9.62
7.06
9.49

8.91
10.05
9.54
7.06
9.50

8.97
10.13
9.60
7.13
9.59

8.92
10.06
9.49
7.14
9.52

8.83
10.07
9.54
6.91
9.37

8.93
10.09
9.58
7.10
9.50

MAR
1

.MAR
8

6.31

6.47

6.71
6.63
6.51

SEE OVERLEAF FOR FOOTNOTES