Full text of G.13 Selected Interest Rates : June 6, 1989

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Of GOV, '
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FEDERAL RESERVE statistiaedmeiftase
These data are scheduled for release on the first Tuesday of each month. The availability of the release w i l l be announced
when the information is available, on (202) 452-3206.
1 ^ 8 9

G. 13 ( 4 1 5 )

FEDERAL RESERVE BANK
OF PHILADELPHIA

SELECTED INTEREST RATES
Yields

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 B I L L S
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 Endinc ;
MAY
19

For i m m e d i a t e r e l e a s e
J u n e 6 , 1989

MAY
26

JUN
2

APR

MAY

9.75

9.74

9.84

9.84

9.81

9.66
9.59
9.46

9.50
9.37
9.16

9.47
9.29
9.06

9.51
9.31
9.05

9.77
9.81
9.78

9.58
9.47
9.29

9.62
9.56
9.20

9.58
9.41
9.19

9.40
9.15
8.81

9.37
9.04
8.76

9.39
9.04
8.69

9.70
9.70
9.29

9.48
9.27
8.97

9.57
9.43

9.45
9.27

9.26
9.03

9.18
8.95

9.16
8.88

9.68
9.63

9.35
9.15

9.76
9.83
9.89
11.50
7.00

9.69
9.72
9.75
11.50
7.00

9.52
9.49
9.48
11.50
7.00

9.49
9.41
9.38
11.50
7.00

9.52
9.39
9.33
11.50
7.00

9.81
9.94
10.13
11.50
7.00

9.61
9.59
9.60
11.50
7.00

8.64
8.64

8.41
8.39
8.44

8.21
8.19

8.32
8.33

8.50
8.36

8.70
8.73
8.75

8.40
8.39
8.44

8.96
9.16

8.71
8.88

8.50
8.66

8.62
8.82

8.81
8.85

9.02
9.26

8.70
8.88

8.54
8.52
8.47

8.43
8.42
8.36

8.30
8.33
8.23

8.41
8.39
8.21

8.54
8.33
8.16

8.65
8.65
8.64

8.43
8.41
8.31

9.16
9.22
9.18
9.09
9.07
9.07
8.97

9.05
9.11
9.08
9.06
9.06
9.05
9.02

8.89
8.95
8.90
8.86
8.81
8.79
8.80

8.86
8.86
8.82
8.73
8.67
8.63
8.63

8.80
8.76
8.71
8.60
8.61
8.57
8.58

9.36
9.45
9.40
9.30
9.24
9.18
9.03

8.98
9.02
8.98
8.91
8.88
8.86
8.83

9.11

9.14

8.90

8.74

8.70

9.18

8.95

9.73
10.57
10.26
7.36
10.97

9.69
10.57
10.13
7.36
10.93

9.54
10.46
10.03
7.18
10.69

9.41
10.32
9.94
7.11
10.50

9.37
10.27
9.80
7.15
10.48

9.79
10.61
10.33
7.49
11.05

9.57
10.46
10.09
7.25
10.77

MAY
5

MAY
12

9.88

9.86

9.70
9.69
9.59

6

W e e k l y 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 d a y s e n d i n g o n Wednesday o f t h e c u r r e n t w e e k ;
m o n t h l y f i g u r e s i n c l u d e e a c h c a l e n d a r day i n t h e m o n t h .
2.
Quoted on b a n k - d i s c o u n t b a s i s .
3.
R a t e s o n c o m m e r c i a l p a p e r p l a c e d f o r f i r m s whose b o n d 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 b a s e r a t e s u s e d b y b a n k s 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.
R a t e f o r t h e F e d e r a l R e s e r v e 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 issues 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 .
Source:
U.S. Treasury.
8.
U n w e i g h t e d a v e r a g e o f a l l i s s u e s o u t s t a n d i n g o f b o n d s 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 l o w y i e l d i n g " f l o w e r " b o n d .
9.
E s t i m a t e o f t h e y i e l d o n 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 b o n d 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 years> F r i d a y q u o t a t i o n s .
10.
Bond B u y e r 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 , m i x e d q u a l i t y ; T h u r s d a y 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.
Note:
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 b a s e d o n T h u r s d a y f i g u r e s , and c o n v e n t i o n a l m o r t g a g e s a n d A - u t i l i t y b o n d s , b o t h
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 .




J u n e 6 , 1989

FEDERAL RESERVE BOARD

For i m m e d i a t e 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

MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY
MAY

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

9..85
9 .83
10..15
9., 9 1
9..90
9 ,84
9 .79
9..77
9,.74
9,.67
9 .79
9,.76
9,.92
9..80
9..73
9..70
9 .73
9.,75
9..76
9.. 7 1
M
9 .77
10 .48




Comm
Paper
3-mo.

CDs
Sec Mkt
3-mo.

9.. 7 1
9,. 7 1
9. 68
9. 70
9. 63
9, 63
9. 63
9. 63
9. 62
9. 46
9. 36
9, 37
9. 37
9. 38
9. 39
9..29
9.. 2 1
9. 25
9. 30
9. 40
A.
9. 3 1
9. 35

9..86
9 .89
9 .81
9 .82
9,.75
9 .72
9 .74
9,.79
9..77
9 .57
9 .44
9 .48
9 .52
9.. 5 1
9 .49
9 .40
9 .32
9 .34
9..44
9 .53
R
9 .39
9..44

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

8 .62
8 .58
8 . 53
8 . 53
8 . 43
8 . 49
8 . .50
8 . 52
8 . 42
8 21
8 24
8 .23
8 , 28
8.38
8 . 35
8 32
8 .28
8 . 37
8 . 54
8 . 52
K
8 . 58
8 .. 6 1

8 .67
8 .56
8 . 48
8..50
8 .38
8 43
8 .50
8 ..54
8. 44
8 .20
8 .29
8 .28
8 ..34
8 ..39
8 36
8 .30
8 .32
8 , 39
8 . 48
8 . 44
E
8 .43
8 . 38

8 . 60
8 . 53
8 . 47
8 . 46
8 . 29
8 . 35
8 . 47
8 . 49
8 . 37
8 . 10
8 . 19
8 , .23
8 . 23
8 . 27
8 . 23
8 . 14
8 . 15
8 . 20
8 . 28
8 . 27
T
8 . 24
8 . 22

1-yr.

2-yr.

9..30
9,.22
9, 15
9..14
8 . .97
9. 04
9..18
9,.20
9..06
8 75
8 .85
8 .90
8 ..89
8 ,.94
8 . 89
8 ..78
8 .79
8 . 85
8 ,.94
8 .92

9..36
9 .27
9.. 2 1
9, 21
9..04
9..09
9..23
9. 27
9..14
8 82
8 .. 9 1
8 .95
8 . .96
9,.00
8 .94
8 . .84
8 ..83
8 . 82
8 . 92
8 . 89
C
8 .87
8 . .82

8 .88
8 ..86

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

9.,30
9..20
9, 19
9. 19
9, 04
9,.09
9..16
9. 23
9.. 1 1
8 .81
8 .87
8 .90
8 ..90
8 ..93
8 ..89
8 ..78
8 ..77
8 . 79
8 . 88
8 ..86
L
8 .81
8 . 78

9.,19
9,. 1 1
9. 10
9.,09
8 . ,96
9.,02
9..17
9. 2 1
9.,10
8 ,80
8 .,85
8..87
8 . ,87
8 . 88
8 . 82
8. 71
8 . 72
8 . 74
8 . 75
8 . 72
O
8 .,68
8 ,65

9..16
9.,10
9. 07
9.,07
8 , 96
9. 02
9. 15
9. 20
9. 12
8 .. 8 1
8 . ,83
8 . ,84
8 . 83
8 . ,82
8 . 75
8 . 62
8 . 64
8 , 67
8 . 72
8. 71
S
8 .,68
8 . 64

9.14
9.08
9.06
9.06
8.99
9.04
9.15
9.16
9.10
8.81
8.82
8.82
8.80
8.78
8.71
8.58
8.60
8.63
8.67
8.66
E
8.64
8.60

30-yr.

9.00
8.95
8.95
8.99
8.95
8.99
9.08
9.12
9.07
8.84
8.85
8.84
8.81
8.78
8.72
8.60
8.62
8.63
8.66
8.63
D
8.63
8.60