Full text of G.13 Selected Interest Rates : August 1, 1989

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FEDERAL RESERVE
OF PHILADELPHIA

G.13 ( 4 1 5 )

SELECTED INTEREST RATES

For immediate r e l e a s e
August 1 , 1989

Y i e l d s i n p e r c e n t p e r annum

Instruments
FEDERAL FUNDS (EFFECTIVE) 1
COMMERCIAL PAPER 2 3
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPER PLACED DIRECTLY 2
1-MONTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP RATED) 2
3-MONTH
6-MONTH
CDS (SECONDARY MARKET)
1-MONTH
3-MONTH
6-MONTH
BANK PRIME LOAN 1 4
DISCOUNT WINDOW BORROWING 1 5
U.S. GOVERNMENT SECURITIES
TREASURY BILLS
AUCTION AVERAGE2 6
3-MONTH
6-MONTH
1-YEAR
AUCTION AVERAGE(INVESTMENT) *
3-MONTH
6-MONTH
SECONDARY MARKET 2
3-MONTH
6-MONTH
1-YEAR
TREASURY CONSTANT MATURITIES 7
1-YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS(LONG-TERM) 8
CORPORATE BONDS
MOODY'S SEASONED
AAA
BAA
A-UTILITY 9
STATE & LOCAL BONDS 1 0
CONVENTIONAL MORTGAGES 1 1
1.

Week Ending;
JUL
14

•

JUL
21

JUL
28

JUN

JUL

9.31

9.24

9.14

9.53

9.24

9.19
8.95
8.56

8.91
8.63
8.31

8.93
8.65
8.36

8.86
8.59
8.27

9.34
9.11
8.80

8.95
8.68
8.35

9.27
8.77
8.15

9.03
8.60
8.04

8.75
8.30
7.82

8.80
8.29
7.75

8.75
8.19
7.70

9.24
8.77
8.22

8.80
8.32
7.80

8.94
8.55

8.74
8.34

8.52
8.18

8.55
8.22

8.46
8.09

8.97
8.66

8.54
8.19

9.35
9.16
8.98
11.00
7.00

9.19
9.00
8.79
11.00
7.00

8.93
8.71
8.53
11.00
7.00

8.95
8.75
8.61
11*00
7.00

8.89
8.69
8.52
11.00
7.00

9.35
9.20
9.09
11.07
7.00

8.96
8.76
8.59
10.98
7.00

8.07
7.78

7.96
7.63
7.58

7.76
7.50

7.87
7.67

8.09
7.73

8.22
8.00
8.18

7.92
7.63
7.58

8.35
8.21

8.24
8.05

8.03
7.90

8.14
8.09

8.37
8.16

8.51
8.45

8.19
8.05

8.03
7.79
7.71

7.81

7.77
7.52
7.32

7.97
7.73
7.43

7.98
7.62
7.35

8.15

7.88

7.58
7.42

7.93
7.84

7.61
7.36

8.28
8.23
8.20
8.13
8.16
8.14
8.10

7.97
7.95
7.94
7.93
8.07
8.08
8.09

7.85
7.79
7.80
7.81
7.92
8.01
8.05

7.96
7.88
7.89
7.88
7.98
8.07
8.14

7.86
7.75
7.77
7.75
7.86
7.97
8.08

8.44
8.41
8.37
8.29
8.31
8.28
8.27

7.89
7.82
7.83
7.83
7.94
8.02
8.08

8.25

8.22

8.17

8.25

8.17

8.40

8.19

9.02
9.97
9.49
7.02
10.07

8.97
9.91
9.54
7.00
10.03

8.94
9.85
9.57
6.92
9.82

8.93
9.91
9.60
6.95
9.87

8.91
9.86
9.45
6.95
9.81

9.10
10.03
9.65
7.02
10.20

8.94
9.88
9.54
6.96
9.88

JUN
30

JUL
7

9.58

9.58

9.35
9.10
8.73

Weekly f i g u r e s a r e a v e r a g e s o f 7 c a l e n d a r days e n d i n g on Wednesday o f t h e c u r r e n t week;
m o n t h l y f i g u r e s i n c l u d e each c a l e n d a r day i n t h e month.
2. Quoted on b a n k - d i s c o u n t b a s i s .
3 . Rates on c o m m e r c i a l paper p l a c e d f o r f i r m s whose bond r a t i n g i s AA o r t h e e q u i v a l e n t .
4 . One o f s e v e r a l base r a t e s used by banks t o p r i c e s h o r t - t e r m b u s i n e s s l o a n s .
5.
Rate f o r t h e F e d e r a l Reserve Bank o f New Y o r k .
6 . Rates on i s s u e - d a t e b a s i s .
7. Y i e l d s on a c t i v e l y t r a d e d i s s u e s a d j u s t e d t o c o n s t a n t m a t u r i t i e s . S o u r c e : U . S . T r e a s u r y .
8 . Unweighted average o f a l l i s s u e s o u t s t a n d i n g o f bonds n e i t h e r due n o r c a l l a b l e i n l e s s t h a n
10 y e a r s , i n c l u d i n g one v e r y low y i e l d i n g " f l o w e r " bond.
9. E s t i m a t e o f t h e y i e l d on a r e c e n t l y o f f e r e d , A - r a t e d u t i l i t y bond w i t h a m a t u r i t y o f 30 y e a r s
and c a l l p r o t e c t i o n o f 5 y e a r s ; F r i d a y q u o t a t i o n s .
10. Bond Buyer I n d e x , g e n e r a l o b l i g a t i o n , 20 y e a r s t o m a t u r i t y , mixed c p j a l i t y * Thursday q u o t a t i o n s .
11. C o n t r a c t i n t e r e s t r a t e s on commitments f o r f i x e d - r a t e f i r s t mortgages. Source: FHLMC.
N o t e : Weekly and m o n t h l y f i g u r e s a r e averages o f d a i l y r a t e s , e x c e p t f o r s t a t e & l o c a l b o n d s ,
w h i c h a r e based on Thursday f i g u r e s , and c o n v e n t i o n a l mortgages and A - u t i l i t y b o n d s , b o t h

http://fraser.stlouisfed.org/ o f w h i c h a r e based on F r i d a y f i g u r e s .

Federal Reserve Bank of St. Louis

A u g u s t 1 , 1989

FEDERAL RESERVE BOARD

For immediate r e l e a s e
G.13 ( c o n t i n u e d )
Daily interest rates
( Y i e l d s i n p e r c e n t p e r annum)

U . S . Government S e c u r i t i e s
Fed
Funds

JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL
JUL

3
4
5
6
7
10
11
12
13
14
17
18
19
20
21
24
25
26
27
28
31

9.49

Comm
Paper
3-mo.
9.05

M A R

9.48
9.46
9.23
9.22
9.25
9.54
9.31
9.22
9.28
9.24
9.21
9.19
9.20
9.17
9.14
8.86
9.00
8.94
8.94




8.97
8.92
8.85
8.72
8.66
8.60
8.60
8.58
8.62
8.68
8.68
8.63
8.65
8.67
8.66
8.60
8.53
8.48
8.35

CDs
Sec Mkt
3-mo.
9.06

K

E

9.02
8.99
8.92
8.79
8.73
8.71
8.67
8.67
8.73
8.77
8.79
8.71
8.75
8.77
8.75
8.71
8.64
8.58
8.41

Treasury B i l l s
3-mo.
6-mo.
1-yr.

7.97

7.70

7.78
7.77
7.73
7.75
7.76
7.73
7.77
7.84
7.92
7.91
7.93
7.97
8.12
8.10
8.03
8.02
7.90
7.86
7.80

7.55
7.55
7.51
7.49
7.50
7.45
7.54
7.64
7.69
7.75
7.71
7.67
7.81
7.81
7.60
7.64
7.56
7.50
7.45

T

C

L

7.48

0

7.44
7.41
7.35
7.35
7.34
7.28
7.29
7.33
7.39
7.49
7.43
7.36
7.49
7.48
7.40
7.40
7.28
7.17
7.13

1-yr.

S

8.04

E

8.00
7.96
7.89
7.89
7.87
7.81
7.81
7,86
7.92
8.03
7.96
7.88
8.02
8.01
7.92
7.91
7.77
7.69
7.65

2-yr.

D

Treasury Constant M a t u r i t i e s 3-yr.
5-yr.
7-yr.
10-yr.

30-yr.

8.02

8.00

7 .99

8.09

8 .09

8 .07

7.99
7.94
7.83
7.81
7.81
7.74
7.74
7.83
7.85
7.95
7.90
7.81
7.91
7.93
7.84
7.75
7.65
7.56
7.53

7.97
7.92
7.85
7.83
7.80
7.77
7.78
7.81
7.86
7.97
7.92
7.81
7.91
7.90
7.82
7.83
7.70
7.62
7.58

7 .97
7 .91
7 .86
7 .84
7 .80
7 .79
7 .80
7..84
7..85
7..97
7..90
7. 80
7. 89
7. 87
7. 79
7. 8 1
7. 69
7. 60
7. 56

8.11
8.07
8.00
7.97
7.96
7.88
7.89
7.92
7.95
8.04
8.01
7.91
7.97
7.96
7.91
7.89
7.80
7.72
7.68

8 .11
8 .08
8 .02
7 .99
8 .00
8 .00
8 .00
8,.04
8..05
8. 13
8 . 09
8. 01
8 . 07
8 . 05
8. 01
8 . 02
7..92
7..87
7. 82

8 .14
8 .10
8 .04
8..02
8..04
8..04
8. 05
8. 09
8. 11
8. 17
8. 14
8. 10
8. 16
8. 14
8. 12
8. 11
8. 03
7. 99
7. 92