Full text of G.13 Selected Interest Rates : January 6, 1987

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0.13(415)

SELECTED INTEREST RATES
Yields In percent per annum________
Instruments

FEDERAL FUNDS (EFFECTIVE) 1/
COHHERCIAL PAPER 2/ 3/
1*HONTH
3-HOHTH
6-HONTH
FINANCE PAPER PLACED DIRECTLY 2/
1-HONTH
3— MONTH
6-HONTH
BANKERS ACCEPTANCES (TOP RATED) 2/
3-BOBTH
6-HONTH
CDS (SECONDARY HARKET)
1-HONTH
3-HONTH
6-HONTH
BANK PRIME LOAN 1/4/
DISCOUNT HINDOH BORROHING
1/5/
U.S. GOVERN HE NT SECURITIES
TREASURY BILLS
AUCTION AVERAGE 2/ 6/
3-HONTH
6-HONTH
1-YEAR
AUCTION AVERAGE(INVSST&ENT) 6/
3-HONTH
6-HONTH
SECONDARY HARKET 2/
3-HONTH
6-HONTH
1-TEAR
TREASURY CONSTANT BATURITXES 7/
1-YEAB
2-YEAR
3-YEAR
S-YEAR
7-YEAR
10-YEAR
*20—YEAR
30—YEAR
COMPOSITE
OVER 10 YEARS(LONG-TERH) 8/
CORPORATE BOMBS
HOODY •S SEASONED
AAA
BAA
A-UTILITY 9/
STATE & LOCAL BONDS 10/
CONVENTIONAL HORTGAGES 11/

NOV
28

DEC
5

Week ending
DEC
12

DEC
19

55c---

6.00

6.25

5.97

6.30

5.88
5.81
5.72

6.02
5.89
5.75

6.03
5.90
5.77

5.84
5. 73
5.60

5.92
5-*3
5.64

5.71
5. 58

NOV

DSC

6.31

6. Q4

6.91

6.59
6.14
5.92

7.39
6.35
6.05

5.84
5.76
5.69

6.63
6. 10
5.88

5.96
5.73
5.65

6.33
5.84
5.74

6.79
5.83
5.82

5.79
5.67
5.58

6.32
5.81
5.74

5.73
5.60

5.82
5.70

6.02
5.82

6.21
5.94

5.67
5.59

5.96
5.78

5.84
5.76
5.76
7.50
5.50

6.03
5.83
5.81
7.50
5.50

6.Q6
5.88
5.85
, 7.50
1 5.50

6.52
6. 08
6.00
7.50
5.50

7.58
6.27
6.10
7.50
5.50

5.80
5.76
5.76
7.50
5.50

6.66
6.04
5. 95
7. 50
5.50

5.35
5.39
5.45

5.40
5.46

5.51
5.50

5. 55
5.58

5.49
5.56
5.60

5.35
5.42
5.45

5.49
5.53
5.60

5. 50
5.62

5.55
5.69

5.61
5.74

5-71
5.82

5.65
5.80

5.49
5.65

5.63
5.76

5.39
5. 42
5.45

5.42
5.44
5.47

5.49
5.49
5.51

5.57
5.59
5.57

5.56
5.60
5.59

5.35
5.41
5.48

5.53
5.55
5.55

5.77
6.21
6. 39
6.66
6.99
7.14
7.31
7.42

5.78
6.21
6.37
6.61
6.93
7.09
7.26
7-35

5.83
6.22
6.38
6.62
6.93
7.09
7.26
7.35

5.90
6.30
6.45
6.68
6.98
7. 12
7.29
7.39

5.92
6.30
6.46
6.69
6.96
7.08
7.25
7.35

5.80
6.28
6.46
6.76
7.Q8
7.25
7.42
7.52

5.87
6.27
6.43
6.67
6-97
7.11
n.a.
7.37

7.71

7.64

7.67

7.69

7.61

7.81

7.67

8. 55
9.99
9.16
6.74
9.50

8.52
9.99
9.08
6.77
9.30

8.48
9.97
9.03
6.94
9.35

8.51
9. 97
9.08
6. 92
9.30

8. 47
9.98
9.07
6.83
9.30

8.68
10.07
9.31
6.85
9.70

26

8.49
9-97r
9.08
6.86
9.31

1.

NEEKLY FIGURES ABE AVERAGES OF 7 CALENDAR DAIS SIDING ON NSDNESDAY OF THE CURRENT HEEK;
MONTHLY FIGORSS IMCLDDE EACH CALENDAR DAT IN THE H01TH.
2.
QUOTED 08 HANK*DISCOUNT BASIS.
3. RATES ON CO&HERCIAL PAPER PLACED rot FZRHS RROSE BOND RATING IS AA OR THE EQUIVALENT.
4.
RAX£ CHARGED BT BANKS ON SHORT*TERN BUSINESS LOANS.
5. RATE FOR TAB FEDERAL RESERFE BANK OF HER YORK.
6.
RATES FOR AUCTIONS OCCURRING NITHIN THE CURRENT REEK.
7.
HELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT 8ATURITIES. SOURCE; U.S. TREASURY.
8. UNNEXGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS NEITHER DUB NOR CALLABLE IN LESS THAN 10 TEARS,
INCLUDING ONE VERT LOH YIELDING «FLOHER« BOND.
9.
ESTIHATE OF THE H E L D ON A RECENTLY-OFFERED, A-BATED UTIL IT I BOND NITH A HATURITI OF 30 TEARS AND CALL
PROTECTION OF 5 TEARS; FRIDAY QUOTATIONS.
10. BOND BUYER INDEX, GENERAL OBLIGATION, 20 TEARS TO HATURITT, HIIED QUALITY; THURSDAY QUOTATIONS.
11.. CONTRACT INTEREST RATES ON COflHITHENTS FOR F£XED*RATB FIRST HOBTGAGSS.
SOURCE: FHLBC.
NOTE: REEKLX AND HONTHLY FIGURES ARE AVERAGES OF DAILY RATES, EICEPT FOR STATE 6 LOCAL BONDS,
NHICH ARE BASED ON THURSDAY FIGURES, AND CONVENTIONAL HORTGAGES AND A*UTILITY BOMBS,
BOTH OF NHICH ABE BASED ON FRIDAY FIGURES.
r*revised
20-year constant maturity yield will be discontinued at the end of 1986 because the Treasury no longer issues a 20-year bond.
Digitized for ★The
FRASER


JANUARY

FEDERAL RESERVE BOARD

6, 1987

G. 13 (CONTINUt'D)
DAILY INTEREST BATES
(YIELDS IN PEACENT PEB ANNUN)

FEDERAL

COME.

FUNDS

PAPER

2/

3-flO.

1986-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC

1
2
3
4
5
8
9
10
11
12
15
16
17
18
19
22
23
24
25
26
29
30
31




6.38
6. 54
6.72
6. 14
5.94
6.02
5. 95
5.86
5. 86
5.93
6. 53
6.48
7. 46
6. 44
6.22
6.48
6. 39
6.23
M
6.42
8.38
16.17
14.35

5.85
5.88
5.92
5.90
5.88
5.89
5.90
5.89
5.90
5.92
o. 01
6. 08
6. 16
6.19
6.25
6.45
6. 39
6.29
A
6.28
6.38
6.41
6.44

0.S. GOVERNHEBT SECUBITIES
CDS
SECONDARY _____
TREASORY CONSTANT MATURITIES
TREASURY BILLS 2 /
MARKET
3-flO.

3—NO.

6-NO..

1-YB.

1-YB.

2-Yfi.

3-TR.

5-Yfi.

7-YH.

10— XR.

20— YR.

30—YR.

5.82
5.86
5.84
5.83
5.81
5.86
5.85
5.87
5.87
5.94
5.97
6.02
6.13
6.14
6.15
6.33
6.34
6.22
R
6.20
6.27
6.34
6.26

5.42
5.41
5.41
5.40
5.44
5.51
5.48
5.49
5.49
5.49
5.50
5.58
5.64
5.60
5.51
5.53
5.55
5.57
K
5. 57
5.67
5.69
5.67

5.4d
5.45
5.43
5.40
5.46
5.51
5.49
5.48
5.49
5.50
5.58
5.58
5.o1
5.59
5.58
5.60
5.61
5.59
E
5.58
5.70
5.68
5.63

5.50
5.48
5.44
5.42
5.49
5.51
5.50
5.50
5.51
5.52
5. 56
5.56
5.60
5.58
5.57
5.58
5.61
5.59
T
5.58
5.68
5.72
5.62

5.82
5. 80
5.75
5. 73
5.81
5. 83
5. 82
5. 82
5. 83
5. 84
5. 88
5.88
5.93
5. 90
5. 89
5.91
5. 94
5.92

6.25
6.22
6. 17
6.15
6.24
6.24
6.21
6.19
6.24
6.24
6.29
6.29
6.31
6.31
6.29
6.30
6.30
6.30
C
6.30
6.37
6.42
6.35

6. 43
6. 37
6.35
6. 30
6. 38
6.39
6. 36
6.35
6.39
6.40
6. 45
6. 44
6. 46
6.46
6.46
6. 45
6.45
6. 45
L
6.47
6. 53
6. 59
6. 56

6.69
6.61
6. 58
6.53
6.65
6.61
6. 60
6.58
6. 64
6.66
6.69
6.67
6. 68
6.69
6.69
6.69
6.68
6.68
0
6. 69
6.78
6. 82
6.81

7.02
6.91
0.89
6.85
0.96
6.92
6.91
6. 90
6.95
6.98
7.00
6. 97
6.98
6.98
6.98
6.98
6. 95
6. 96
S
6. 96
7.06
7.09
7. 09

7.18
7. 08
7.06
7.01
7.12
7.10
7. 07
7.05
7.12
7.13
7.15
7.12
7. 12
7.11
7. 10
7.10
7.08
7.07
E
7.08
7.17
7.23
7.23

7.33
7.25
7.22
7.19
7.29
7.26
7.24
7.22
7.29
7.29
7.31
7.29
7.29
7.28
7.27
7.26
7.24
7.24
D
7. 24
7.32
7.38
7.39

7.42
7.34
7.31
7. 29
7.38
7.34
7.33
7.32
7. 38
7.39
7.41
7. 39
7.39
7.38
7.36
7. 36
7.34
7.34

5.91
6. 02
6. 06
5. 95

7.34
7.41
7.46
7. 49