Full text of G.13 Selected Interest Rates : March 7, 1989

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

. • o f GOV,

FEDERAL RESERVE statistical,^####
of the release will be announced
These data are scheduled for release on the first Tuesday of each month. The availability
r
when the information is available, on (202) 452-3206.

TT 'TYFRALRESERVE BANK
QFpfllLADELPHIA p

G. 13 ( 4 1 5 )

o r

March

SELECTED INTEREST RATES
Yields

immediate r e l e a s e

1989

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 J
FEB
17

FEB
24

MAR
3

JAN

FEB

9.27

9.39

9.80

9.12

9.36

9.14
9.21
9.18

9.28
9.37
9.35

9.41
9.52
9.53

9.82
9.88
9.87

9.03
9.04
9.02

9.29
9.37
9.35

8.96
8.90
8.50

9.05
9.02
8.58

9.21
9.07
8.63

9.32
9.22
8.68

9.63
9.46
8.99

8.90
8.78
8.44

9.21
9.11
8.65

8.95
8.94

9.09
9.07

9.29
9.26

9.47
9.48

9.74
9.75

8.93
8.92

9.27
9.26

9.05
9.19
9.35
10.50
6.50

9.19
9.34
9.51
10.50
6.50

9.33
9.53
9.72
10.93
6.50

9.44
9.66
9.90
11.00
6.50

9.82
10-00
10.26
11.43
6.93

9.06
9.20
9.36
10.50
6.50

9.33
9.51
9.71
10.93
6.59

8.33
8.39

8.57
8.53

8.49
8.54
8.59

8.51
8.50

8.73
8.77

8.29
8.38
8.45

8.48
8.49
8.59

8.63
8.88

8.88
9.04

8.80
9.05

8.82
9.00

9.05
9.30

8.58
8.87

8.78
8.99

8.38
8.42
8.38

8.52
8.50
8.46

8.52
8.57
8.56

8.57
8.59
8.67

8.67
8.68
8.67

8.27
8.36
8.37

8.53
8.55
8.55

9.05
9.14
9.14
9.07
9.04
9.00
8.83

9.15
9.26
9.24
9.14
9.11
9.05
8.90

9.27
9.39
9.36
9.32
9.28
9.21
9.07

9.41
9.54
9.42
9.43
9.38
9.31
9.13

9.40
9.55
9.43
9.42
9.39
9.33
9.15

9.05
9.18
9.20
9.15
9.14
9.09
8.93

9.25
9.37
9.32
9.27
9.23
9.17
9.01

8.97

9.04

9.23

9.29

9.31

9.07

9.16

9.56
10.56
10.10
7.29
10.55

9.56
10.53
10.27
7.38
10.56

9.65
10.64
10.24
7.54
10.69

9.70
10.68
10.37
7.55
10.78

9.75
10.69
10.29
7.56
10.91

9.62
10.65
10.09
7.35
10.73

9.63
10.61
10.25
7.44
10.65

FEB
3

FEB
10

9.16

9.10

9.04
9.08
9.05

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 each c a l e n d a r day i n t h e month.
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.
Rate charged by banks on 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.
Unweighted 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 bonds 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 y e a r s ; 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 a v e r a g e s 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 based on Thursday f i g u r e s , and c o n v e n t i o n a l mortgages and 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 .