Full text of G.13 Selected Interest Rates : January 7, 1986

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F E D E R A L R E S E R V E statistical release

Q 13 ( 1 5 )
. 4
SELECTED INTEREST RATES

F
or

immediate release

Yields I percent per annum_________
n
Instruments

DEC

DEC
13

6
FEDERAL FUNDS (EFFECTIVE) 1/
COMMERCIAL PAPER 2/ 3/
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPER PLACED DIBECILI 2/
1-MONIH
3-MONTH
6-HONTH
BANKERS ACCEPTANCES (TOP RATED) 2/
3-MONTH
6-MONTH
CDS (SECONDARI MARKET)
1-MONTH
3-HONTH
6-HONTH
BANK PRIME LOAN 1/4/
DISCOUNT WINDOW BORROWING
1/5/
U. S.GOVERNMENT SECURITIES
TREASUBT BILLS
AUCTION AVERAGE 2/ 6/
3-MONTH
6-MONTH
WEAR
AUCTION AVERAGE(INVESTMENT) 6/
3-MONTH
6-MONTH
SECONDARI HARKET 2/
3-MONTH
6-HONTB
1-TEAH
TREASURY CONSTANT HATURITIES 7/
1-TEAR
2-TEAR
3-IEAR
5-XEAR
7-XEAR
10-TEAR
20— TEAR
30-TEAR
COMPOSITE
OYER 10 TEARS(LQNG— TERH) 8/
CORPORATE BONDS
MOODI*S SEASONED
AAA
BAA
A-UTILITX 9/
STATS & LOCAL BONDS 10/
CONVENTIONAL MORTGAGES 11/
1.
2.
3.
4.
5.
7.
8.
9.
10.
11.

Week ending
DEC
20

DEC
27

JAN
3

NOV

DEC

a . 49

8.05

8.02

9.55

8.05

8.27

7.94
7.85
7.74

7.85
7.76
7.65

7.79
7.67
7.52

7. 86
7. 73
7. 58

7.89
7.73
7.59

7.84
7.77
7.69

7.87
7.75
7.62

7. 90
7.68
7.57

7.84
7.58
7.53

7.75
7.53
7.48

7.75
7.49
7. 45

7.78
7.52
7.46

7.81
7.58
7.57

7.81
7.57
7.51

7. 75
7.67

7.64
7.53

7.54
7.40

7.67
7.48

7.62
7.47

7.70
7.59

7.65
7.52

7.93
7.94
7. 95
9.50
7.50

i

8.03 i

7.83
7.81
7.81
9.50
7.50

7.75
7.67
7.67
9.50
7.50

7.99
7.80
7.79
9.50
7.50

7.83
7.74
7.73
9.50
7.50

7.82
7.81
7.62
9.50
7.50

7.87
7.80
7.80
9.50
7.50

7. 19
7.26

7.05
7.02

7.00
7.01
7.06

7.02
7.05

7.04
7.07

7.20
7.26
7.33

7.07
7.09
7.06

7. 42
7.64

7.28
7.38

7.22
7.37

7.24
7.41

7.27
7.43

7.44
7.64

7.29
7.45

7.24
7.31
7.35

7. 10
7.12
7.13

7.06
7.06
7.07

7.02
7.06
7.09

7.04
7.11
7.12

7.24
7.30
7.33

7.10
7.14
7.16

7. 90
8.50
8.75
9. 12
9.52
9. 65
10. 13
9.90

7* 65
8.12
8.41
8.76
9.15
9.31
9.81
9.61

7. 57
8.00
8.23
8.55
8.94
9.09
9.58
9.38

7.59
8. 08
8. 24
8.54
8.91
9.05
9. 53
9.31

7.63
8.01
8.25
8.50
8.90
9.03
9.52
9.28

7.88
8. 58
8.88
9.28
9.o2
9.78
10.24
10.06

7.68
8.15
8.40
8.73
9.11
9.26
9.75
9.54

9.96

9.66

9.44

9.38

9.36

10.08

9.60

10.43
11. 87
11.27
8.54
11.50

10.26
11.70
10.95
8.42
11.31

10.03
11.43
10.68
8.38
' 11.14

9.97
11.36
10.62
8.36
11.09

9.92
11.36
10.59
8.33
10.81

10.55
11.99
11.38
8.54
11.78

10.16
11.58
10.91
8.43
1 1.26

I
i

1
•

HBEKLI FIGUBSS ABB XYEBBGES OF 7 CALEBDAB DAIS EBDIBG OB RBDBBSDAI OF THE CUBBBBT BEES;
HOHTHLX FIGOBES IBCLODE EACH CALEHDAH DAX IB THE HOHXH.
QUOTED OH BkBK-DISCOUHT BASIS.
BATES OH COHHERCIAL FAFEB PLACED FOB FIBBS BHOSE BOHD BATIBG IS AA OH TEE EQUITALEHT.
BATE CHARGED BX BABBS OH SBOBT-TBBH BUSIBESS LOAHS.
BATB FOB THE FEDEBAL BESEBfB BABB OF HBB XOBB.
.3 FOB AUCTIOHS OCCUBBIIG BITBIH THE CUBBEBT BEEB.
ilELDS OB ACTIVELX TRADED ISSUES ADJUSTED TO COHSTAHT EATUBITIES.
SOURCE: O.S. TREASOBX.
UHHEIGHTBD ATEBAGE OF ALL ISSUES OUTSTAHDIBG OF BOBOS HSITHBB DUE BOB CALLABLE IB LESS THAU 10 IEABS,
IHCLUDIHG OHE TBBX LOB XIELDIBG "FLOHBB* BOHD.
BSTIHAXE OF THE H E L D OB A BBCEHTLI-OFFEBBD, A-BATID UTILITI BOHD HIXH A HATUBITI OF 30 TEARS AHO CALL
PBOTECTIOH OF 5 TEARS; FBIDAX QUOTATIOHS.
BOHD BOIBB IHDEX, GEHBBAL OBLIGATIOH, 20 XBABS TO HAIDHITT, HIXED QUALITX; THUBSDAX QUOTATIOHS.
COHTBACT IHTEBEST BATES ON COHHIIHEHTS FOB FIXED-BATE FIRST MORTGAGES.
SOOHCE: FHLMC.

MOTE: HEEKLX AHD HOHTHLI FIGUBES ABE AFEBAGES OF DAXLI RATES, EXCEPT FOB STATE 6 LOCAL BOHDS,
HHICH ABE BASED OH THUBSDAX FIGOBES, AHD COHTBMtIOHAL MORTGAGES AHD A-UTILITI BOHDS,
BOTH OF HHICH ABB BASED OH FBIDAX FIGURES.




JANUARY

HBDEAAL RESERVE HOARD

7, 1986

G. 13(CONTINUED)
DAILY INTEREST RATES
(YIELDS IN PERCENT PER ANNUM)
X

FEDERAL
FUNDS

COMM,
PAPER
2/

CDS
U.S. GOVERNMENT SECURITIES
SECONDARY ____________________________________________
XBBASOBI BILLS 2/
TBBASDBt COHSXANX BATUaiXIBS
BABKBT

3-HO-

3-HO.

3-BO.

6-BO.

1-XB..

1x.
-a

2-YR.

3-IB.

5-XB.

7-xa.

io-x .
a

20— YR.

30—XB.
1 A

1985-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC

2
3
4
5
6
9
10
11
12
13
16
17
18
19
20
23
24
25
26
27
30
31




8* 56
8,68
8.69
8*29
7.99
8.02
7.93
7.99
7.90
7.84
8.Q0
7.93
8.98
8.17
7.99
8.03
7.97
M
A
8.00
7.62
9.08
13.46

7.81
7.87
7.88
7.84
7.84
7.86
7.79
7.78
7.70
7.66
7.66
7.66
7.64
7.70
7.70
7.71
7.71
K
R
7.74
7.76
7.74
7.76

7.88
7.99
7.94
7.93
7.95
7.92
7.88
7.84
7-74
7.67
7.66
7.63
7.62
7.73
7.73
7.78
7.79
*E
T
7.81
7.82
7.73
7.72

7.26
7.23
7.22
7.26
7.25
7.20
7.17
7.05
7.08
6.98
7.03
7.00
7.13
7.10
7.05
7.07
7.05
7.01
6.96
6.94
7.05

7.32
7.31
7.30
7.33
7.31
7.27
7.24
7.05
7.07
6.97
7.Q2
7.00
7.11
7.09
7.08
7.11
7.08
C
L
7.01
7.02
7.08
7.08

7.36
7.37
7.33
7.36
7.35
7.29
7.23
7.03
7.10
7.00
7.03
7.02
7.13
7.09
7.08
7.12
7.12
0
s
7.05
7.05
7.11
7.09

7.91
7. 92
7.87
7.91
7.89
7.83
7. 76
7.53
7.61
7.50
7.53
7.52
7.64
7.59
7.58
7. 63
7.63
E
D
7.55
7. 55
7.62
7.60

.

8.54
8.52
8.49
8.47
8.47
8.35
8.23
8.00
8.07
7.97
8.Q0
7.94
8.Q4
8.00
8.01
6.01
8.02

8.75
8. 77
8.75
8.75
8.75
8.62
8.50
8.28
8.38
8.25
8.28
8.18
8.25
8.27
8.18
8.24
8.27

9.14
9.15
9.10
9.10
9.12
8.98
8.83
8.64
8.72
8.63
8.62
8.48
8.57
8.58
8. 52
8.56
8.56

9.55
9.55
9.50
9.49
9.51
9.34
9.20
9.02
9.12
9.05
9.00
8.89
8.95
8.95
8.89
6. 94
8.93

9.69
9.68
9.63
9.62
9.65
9.49
9.36
9.20
9.27
9.21
9.16
9.04
9.11
9.10
9.04
9.08
9.07

10.17
10.15
10.10
10.10
10.11
9.97
9.84
9. 72
9.78
9.72
9.64
9.54
9.60
9.59
9.54
9.57
9.55

9.94
9.92
9.88
9.88
9.90
9.77
9.65
9. 53
9.58
9.53
9.45
9.35
9.40
9.37
9.33
9.34
9.33

7.99
7.99
7.99
7.98

8.23
8.23
8. 24
8.22

8. 52
8.50
8.49
8.49

8.89
8. 86
8.67
8.87

9.04
8.99
9.01
9.00

9.52
9.49
9.51
9.50

9.31
9.27
9.28
9.27