Full text of G.13 Selected Interest Rates : August 4, 1987

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

FEDERAL RESERVE statistical release
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.

6 . 1 ^ (415)

A sin

0

93/

For knmedWe release
AUGUST 4 , 1**7

SELECTED INTEREST RATES
Instruments

JULY
3

JULY
10

FEDERAL PONDS (EFFECTIVE) 1 /
COMMERCIAL PAPER -*/ 3 /
1-MONTH
J-flUNTB
6-MONTH
FINANCE PAP.ER PLACED DIRECTLY 2 /
1-MONTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
CDS (SECON DA B I BASKET)
1-MONTH
3-MONTH
6-fiONTH
BANK PRIME LOAN 1 / 4 /
DISCOUNT WINDOW BORROWING
1/5/
U. S . GOVERNMENT S E C U R I T I E S
TREASURY B I L L S
AUCTION AVERAGE 2 / 6 /
3-MONTH
6—HONTH
l-YEAR
AUCTION AVERAGE (INVESTMENT) 6 /
3-MONTH
6—MONTH
SECONDABT MARKET 2 /
3-MONTH
6-MONTH

6.61

6 . 64

6.82
6 . 66
6.91

3.
4.
5

6.
7.

8.
9.

10.
11,

6.58

6 . 86
6.92
7.00

6.57
6.65
6.72

6.57

6.63

6.65
6.70
6.75

6.52
6.59
6.66

6.49
6 . 58
6.67

6.56
6.65
6.75

6.74
6 . 63
6.40

b.bl
6.54
6.36

6.46
6.43
6.32

6.47
6 . 43
6.34

6.53
6.48
6.33

6 . 60
6.77
6 . 50

6.53
6.48
6.35

6 . 76
6 . 79

6.63
6. 65

6.52
6.57

6 . 54
6.63

6.62
6.71

6.83
6.91

6.59
6.65

6 . 83
6.86
7.04
8. 25
5 . 50

6.64
6.73
6.67
6.25
5.50

6.56
6.64
6.79
8.25
5.50

6.56
6.65
6.84
8.25
5.50

6.58
6.72
6.94
8.25
5.50

6.84
6.94
7.15
8.25
5.50

6.60
6.70
6.67
6-25
5.50

5 . 82
6.00

5 . 62
5 . 68
6 . 22

5. 55
5. 54

6.14
6.20

5.69
5.99
6.54

5.76
5.66
6.22

6 . 00
6 . 29

5 . 80
5 . 95

5. 72
5. 80

6.34
6.51

5.86
6.28

5.9 7
6 . 13

5 . 68
5.88
6.25

5.61
5 . 56
6.20

5.58
5.56
6.11

5.66
S . 82
6 . 26

5.94
6-10
6.40

5.67
5.99
6.35

5.69
5-76
6.24

6.71
7.45
7.72
7.96
8 . 20
8.35

6.61
7.36
7.65
7.91
6 . 14
6.32

6.53
7.35
7.65
7.93
8.19
8.38

6.71
7.46
7.77
8.05
8. 33
6.52

6.88
7.62
7-91
6.18
6.45
8.62

6.80
7 . 57
7.82
8.02
8.27
6.40

6.68
7.44
7.74
6.01
8.27
8.45

6.86

8.57

8.64

c

*
•

6.52

6.45

CO

2.

JULY

JULY
31

3

1.

JUNE

JULY
24

6 . 75

8.60

8.56

8.63

6.78

8.89

8.63

6.70

9.33
10.52
10.01
7.81
10.36

9.31
10.52
10.07
7.67
10.30

9.36
10.57
1 0 . 12
7.66
10.23

9 . 46
10.62
10.34
7 . 72
10.23

9.56
10.74
10.44
7.73
10.27

9.32
10.52
10.05
7.79
10.-54

9.42
10.61
1 0 . 17
7.72
10.28

00

1-TEAR

TREASURY CONSTANT MATURITIES 7 /
WEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS(LONG-TERM) 8 /
CORPORATE BONDS
MOODY S S SEASONED
AAA
BAA
A-UTILITY 9 /
STATL 6 LOCAL BONDS 1 0 /
CONVENTIONAL MORTGAGES 1 1 /

Week ending
JULY ~
17

w

Yields In percent per annum

WEEKLY FIGURES ARE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CURRENT WEEK;
MONTHLY FIGURES INCLUDE EACH CALENDAR DAY IN THE MONTH.
.UOTED ON BANK-DISCOUNT B A S I S .
RATES ON COMMEBCIAL PAPER PLACED FOB F I B E S WHOSE BOND BATING I S AA OB TBE EQUIVALENT.
RATE CHABGED BY BANKS ON SHOBT-TEBH BUSINESS LOANS.
KATE FOR THE FEDEBAL RESERVE BANK OF NEW YORK.
RATES FOR AUCTIONS OCCURBING WITHIN THE CURRENT WEEK.
YIELDS ON ACTIVELY TRADED I S S U E S ADJUSTED TO CONSTANT MATURITIES.
SOURCE: U . S . TBEASUBY.
UNWEIGHTED AVERAGE OF ALL I S S U E S OUTSTANDING OF BONDS NEITHER DUE HOB CALLABLE I N LESS THAN 10 YEABS,
INCLUDING ONE VERY LOW YIELDING •FLOWER- BOND.
„ ..
ESTIMATE OF THE YIELD ON A RECENTLY-OFFERED, A-BATED UTILITY
BOND WITH A MATURITY OF 3 0 YEARS AND CALL
PROTECTION OF 5 YEARS; FRIDAY QUOTATIONS.
BONC BUYER INDEX, GENERAL OBLIGATION, 2 0 YEARS TO MATURITY, MIXED QUALITY; THURSDAY QUOTATIONS.
CONTRACT INTEREST RATES ON COMMITMENTS FOR FIXED-RATE F I R S T MORTGAGES.
SOURCE: FHLMC.

NOTE: WEEKLY AND MONTHLY FIGURES ARE AVEBAGES OF DAILY BATES, EXCEPT FOB STATE 6 LOCAL BONOS,
WHICH ABE BASED ON THUBSDAY F I G U R E S , AMD CONVENTIONAL MOBTGi .ES AND A—UTILITY BOKLS0
BOTH O/ WHICH ARE BASED ON FBIDAY FIGOBES