Full text of G.13 Selected Interest Rates : June 2, 1987

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

(5' FEDERAL RESERVE statistical rel
uiB
These data are scheduled for release on the first Tuesday of each month. The availahWi
aMajiiMiyi
1 1
when the information is available, on (202) 452-3206.

SELECTED INTEREST RATES

• Yields In percent per annum

FEDERAL FU1DS ( E F F E C T I V E ) 1 /
COHHERCIAL P A P B B 2 / 3 /
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPBB PLACED D I B E C T L I 2 /
1-MONTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES ( T O P RATED) 2 /
3—MONTH
6-MONTH
CDS (SECONDARY MARKET)
1-HONTH
3-MONTH
6-MONTH
BANK PRIME LOAN 1 / 4 /
DISCOUNT WINDOW BORROWING
1/5/
U . S . GOVERN B E I T S E C U R I T I E S
TREASURY B I L L S
AUCTION ATEBAGE 2 / 6 /
3-MONTH
6-MONTH
1-IEAB
AUCTION AVERAGE (INVESTMENT) 6 /
3-MONTH
*6—BONTH
SECONDABI MARKET 2 /
3-MONTH
6-MONTH
1-YEAR
TREASURY CONSTANT B A T U B I T I B S 7 /
1-IEAB
2-YEAR
3-IEAR
5-1EAR
7-1EAR
10-1EAR
20-1BAB
30-YEAR
COMPOSITE
OTER 1 0 I EARS (LONG-TERM) 8 /
CORPORATE BONDS
MOODY*S SEASONED
AAA
BAA
A-OTILITI 9 /
STATE S LOCAL BONDS 1 0 /
C O N V E I T I O I A L MORTGAGES 1 1 /

1.

announced

'

-sSsaa*"

6.13(415)

Instruments

%
:S|

For ImmecBate release
JUNE 2, 19W7

Week ending
MAY
1

MAY
8

MAY
15

BAY
22

MAT
29

APR

MAY

6.50

7.30

6.75

6.77

6.80

6.37

6.85

6 . 59
6 . 74
6.85

6.76
6.83
6.91

6.78
6.85
6.93

6 . 94
7.11
7.27

6.88
6.99
7.12

6.39
6.45
6.50

6.83
6.93
7.04

6.43
6.42
6.29

6.73
6.67
6.44

6.76
6.74
6.47

6.86
6.83
6.52

6.81
6.76
6.47

6.28
6.22
6.14

6.78
6.74
6.47

6.68
6.77

6.75
6.85

6.82
6.92

7.15
7.30

6.98
7.10

6.41
6.44

6.91
7.03

6.59
6.78
7. 03

6.69
6.85
7.07

7.00
7.23
7.53

6.86
7.03
7.33

8.21

5.50

8. 25
5. 50

6.42
6.52
6.65
7.75
5.50

6.81
6.99
7.24
8 . 14
5.50

6.03
6.34

5.70
6.18

5.76
5.93
5 . 92

5.75
6 . 11
6.56

7.75

7. 96

5.50

5.50

6.72
6.89
7.11
8 . 00
5.50

5 . 79

5 . 81
6 . 16

5.47
5.74

6 . 14

6.56
5.98
6.44

6.00
6.46

5.64
6.01

6.22

5.88
6.49

5.94
6.22

5.94

6.66

5.69
6.05
6.31

5.61
5.91
6.39

5.69
5.95
6.54

5.68
6.21
6.71

5.67
6-17
6.48

5.64
5.90
6.09

5.66
6.05
6.52

6.76
7.44
7.71
7.92
8 . 16
8.32

6.88
7.60
7.87
8.09
8.33
8.49

7.03
7.73
8.00
8.24
8.47
8.61

7.20
8.00
8 . 27
8.52
8.71
8.84

6.95
7.78
8.01
8.23
8.42
8.55

6.50
7.02
7.32
7.57
7.83
8.02

7.00
7. 76
8.02
8.26
8.47
8.61

8.54

8.67

8.77

9.00

8.71

8.25

8.78

8.57

8.66

8.76

9.03

8.73

8.31

8.79

9.21
10.37
9.90
7.85
10.47

9.21
10.45
9.87
7.86
10. 52

9.25
10.45
10.10
7.82
10.48

9.49
10.62
10.27
8.31
10.81

9.40
10.58
10.05
8.03
10.70

8. 85
10.04
9.51
7.55
9.93

9.33
10.51

6.40

10.05
8.00
10.60

B E E K L I F I G U B E S ABB AYEEAGES O f 7 CALE1DAB D A I S B 1 D I 1 G 0 1 BBD1ESDAI OF THE C D B B E I T I E B K ;
B 0 1 T B L I F I G U B E S IMC LODE BACH CALS1DAB D A I X I I B B E O l T f i .
QUOTED 0 1 BANK-DISCOUNT B A S I S .
BATES 0 1 COMMERCIAL P A P B B PLACED FOB F I M S BHOSB B 0 1 D BATING I S AA OB TAB E Q U I TALE I T .
BATE CHABGBD BY BANKS 0 1 S B O B T - T B B B B 0 S I 1 B S S L O A 1 S .
BATE FOB THE FEDERAL B E S E B I E 3 A l l O F I B # I O B K .
BATES FOB A O C T I O I S 0 C C U R R I 1 G B I T H I 1 THE COBBBIT B E B I .
Y I E L D S 0 1 A C T I V E L I TBADBD I S S U E S ADJUSTED TO C 0 1 S T A 1 T BAT D E I T I E S SOUBCE: O . S . TBEASOBI.
UNWEIGHTED ATEBAGE OF ALL I S S U E S O O T S T A 1 D I 1 G OF B O I D S I B I T B E B DUE BOB CALLABLE I I L E S S T B A 1 1 0 I E A B S ,
I 1 C L O D U G 0 1 E V B B I LOB I I E L D I 1 G " F L O B E B * B 0 1 D .
ESTIMATE O F THE H E L D 0 1 A R E C E 1 T L I — O F F E R E D , A-BATBD O T I L I T I
BOND B I T B A B A T D B I T I OF 3 0 I E A B S A I D CALL
P B 0 T E C T I 0 1 OF 5 I E A B S ; F B I D A I QUOTATIONS.
B 0 1 D BOIBB I N D E X , GENERAL O B L I G A T I O N 2 0 I E A B S TO B A T D B I T I , B I I E D Q U A L I T Y ; THOBSDAI QUOTATIONS.
CONTRACT I N T E R E S T RATES 0 1 C O B B I T f l E l T S FOB F I X E D - B A T E F I B S T B O B I G A G E S .
SOURCE: F H L I I C .

2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
BOTE:

MEEKLY A I D B 0 1 T B L I F I G U R E S ARE AVERAGES OF D A I L I B A T E S , EXCEPT FOB S T A T E 6 LOCAL B O I D S ,
1 B I C H ABE BASED ON TBUBSDAI F I G U R E S , AID C O I V E I T I O I A L MORTGAGES A I D A - O T I L I T I B O N D S ,
BOTH O F BBICH ABE BASED 0 1 F B I D A I F I G U B E S .

*The 6-month auction investment for week ending April 10 should have been 5.63 instead of 6.63.




JUNE

2,

FEDERAL RESERVE BOARD

1987

G. 13 (COVTXMUED)
DHL I INTEREST RITES
(YIELDS I * PESOBIT PER ANNUA)

FEDERAL
FORDS

1987-HAI
-HA I
-HA I
-HAY
-HA I
-HAI
-HAT
-HAI
-HAI
-HAI
-HAI
-HAI
-HAI
-HAT
-HAT
-HAT
-HAI
-HAT
-HAI
-HAT
-HAT

1
4
5
6
7
8
11
12
13
14
15
18
19
20
21
22
25
26
27
28
29




7 . 67
7.00
6.86
6.61
6 . 84
6.72
6.84
6.75
6.67
6.75
6 . 84
6.88
6.67
6.60
6.77
6.72
. M
6.97
6.97
6.80
6.63

O . S . GOVERBBENT SECURITIES

COBB.
PAPER
2/

CDS
SECONDARY
BARKET

3-BO.

3—BO.

3-BO.

6-BO.

1TB.

6.82
6.84
6.92
6.84
6.85
6.82
6.79
6.89
6.89
6.89
6.99
7.14
7.15
7.33
7.28
7.26

5 . 60
5.67
5.81
5 . 50
5 . 53
5.53
5.65
5.60
5.53
5.73
5.95
5 . 87
5.78
5.69
5.53
5.55

5.98
6.03
6.12
5.78
5.78
5.85
5 . 88
5.83
5.84
5 . 96
6.25
6.28
6.27
6 . 22
6.12
6.14

6.33
6.44
6.43
6.35
6.37
6.35
6.41
6.40
6.54
6.55
6.78
6.75
6.80
6.73
6.63
6.62

6.79
6.82
6.85
6.82
6.83
6.81
6.81
6.85
6.84
6.85
6.90
7.04
7.07
7.16
7.15
7.15
A

6.98
6.99
7.01
6.97

R

7.05
7.02
7.04
7.02

TREASURY CONSTANT BATORITIES

TREASURY BILLS 2 /

K

5.61
5.76
5.63
5.68

E

6.12
6.21
6.20
6.16

T

6.49
6.53
6.47
6.42

1-Y

2-1R.

6 . 78
6.92
6 . 90
6 . 85
6 . 87
6.84
6 . 92
6 . 92
7 . 00
7 . 02
7 . 27
7.24
7 . 30
7.23
7.12
7 . 10

7.47
7.61
7.60
7.62
7.60
7 . 57
7.66
7 . 68
7.68
7.66
7 . 95
7.93
7.99
8.05
8.06
7.97

6 . 96
7.01
6.94
6.88

7 . 79
7.84
7.81
7.69

c

3-IB.

5-YR.

7 . 75
7 . 88
7 . 84
7 . 92
7 . 88
7.81
7.93
7 . 94
7 . 95
7 . 95
8.21
8 . 19
8.27
8 . 35
8 . 32
8.23
L

8.01
8 . 06
8.04
7 . 94

7-YR.

7.98
8.12
8.08
8.15
8.08
8.04
8.19
8.19
8.18
8.20
8 . 45
8.42
8.55
8.61
8 . 55
8.49

8.23
8 . 35
8.30
8 . 39
8 . 34
8 . 28
8 . 43
8.41
8 . 42
8.42
8 . 67
8.60
8 . 76
8 . 79
8 . 74
8 . 66

8.23
8.28
8.25
8.15

8.40
8.47
8.44
8.35

0

S

10-YR.

30-YR.

8.39
8 . 52
8.45
8.54
8.50
8 . 43
8 . 57
8.55
8 . 55
8.57
8.80
8.73
8.89
8.92
8.87
8.78
E

8.55
8.60
8 . 56
8.49

8 . 59
8 . 72
8.64
8.75
8.63
8.61
8.76
8.72
8.71
8 . 73
8.92
8.88
9.06
9.07
9.03
8.95
D

8 . 69
8.75
8.74
8.65