Full text of G.13 Selected Interest Rates : November 3, 1987

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4#%
FEDERAL RESERVE
These data are scheduled for release on the first Tuesday
when the information is available, on (202) 452-3206.

NOV

G. 13 (415)

SELECTED INTEREST RATES

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 BILLS
AUCTION AVERAGE 2 6
3-MONTH
6-MONTH
1-YEAR
AUCTION AVERAGE*INVESTMENT) 6
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 1 LOCAL BONDS 1 0
CONVENTIONAL MORTGAGES 1 1

9 1987

°F

Yields in percent per annum

Instruments

announced

iiiavniij

OCT
2

OCT
9

7.56

7.43

7.45
7.64
7.82

*

Sank
Week Ending
OCT
16

For immediate release
November 3, 1987

OCT
23

OCT
30

SEP

OCT

7.59

7.37

7.03

7.22

7.29

7.52
8.02
8.13

7.86
8.55
8.64

7.26
7.82
7.90

6.95
7.33
7.35

7.26
7.37
7.55

7.38
7.89
7.96

7.41
7.30
7.12

7.48
7.45
7.25

7.83
8.04
7.63

7.05
7.25
7.14

6.83
7.03
6.80

7.20
7.08
6.90

7.28
7.40
7.17

7.63
7.81

8.04
8.17

8.59
8.66

7.73
7.79

7.25
7.24

7.31
7.48

7.85
7.92

7.46
7.80
8.11
8.75
6.00

7.53
8.19
8.41
8.82
6.00

7.81
8.73
8.95
9.25
6.00

7.32
7.90
8.05
9.25
6.00

6.96
7.42
7.50
9.00
6.00

7.25
7.37
7.74
8.70
5.95

7.39 .
8.02
8.19
9.07
6.00

6.59
6.83
7.32

6.49
6.96

6.96
7.34

6.84
7.21

5.12
5.98
6.45

6.32
6.57
6.74

6.40
6.86
6.89

6.81
7.19

6.71
7.33

7.20
7.75

7.08
7.61

5.27
6.27

6.53
6.91

6.61
7.23

6.62
6.86
7.30

6.65
7.08
7.50

6.98
7.52
7.70

5.70
6.33
6.72

5.17
5.93
6.30

6.40
6.64
7.11

6.13
6.69
7.05

7.88
8.58
8.89
9.17
9.48
9.61
9.75

8 10
8.83
9.10
9.39
9.65
9.78
9.84

8.33
9.13
9.43
9.73
9.97
10.11
10.13

7.22
8.09
8.54
8.90
9.23
9.36
9.49

6.73
7.60
8.01
8.38
8.71
8.90
9.05

7.67
8.34
8.67
8.94
9.26
9.42
9.59

7.59
8.40
8.75
9.08
9.37
9.52
9.61

9.72

9.82

10.10

9.49

9.07

9.58

9.61

10.34
11.49
11.08
8.53
11.18

10.48
11.61
11.24
8.66
11.21

10.73
11.78
11.50
9.17
11.56

10.68
11.77
10.75
8.72
11.36

10.25
11.35
10.60
8.43
10.97

10.18
11.31
10.84
8.26
10.89

10.52
11.62
11.07
8.70
11.26

1. Meekly figures are average* of 7 calendar days ending on Wednesday of the current weeks
monthly figures include each calendar day in the month.
Z. Quoted on benk-discount bos is.
3. Rates on coamaroiel paper pleoed for fires Whose bond reting is AA or the equivalent.
4. Rate cherged by M ( s on short-term business loans.
§• Rate for the Fedarel Reserve Rev* of Msm York.
4. Re tea on issua-dbte beaie.
7. Yields on ectively treded issues adjusted to constant msturitiee. Source: U.S. Treesury.
8. Uhwei^ited avei age of all issues outstanding of bonds neither due nor ealtablein less therv
10 yeers, inducing one very lew yielding "flower" bend.
9. Estimate of the yield on e recently offered, id-rated utility bond with e maturity of 30 yeers
and call protection of 5 yeersi Friday of S years) Friday quotetions.
10. Bond Buyer Index* general obligation, 20 yeers to meturity, mixed quality* Thursday quotations.
11. Contract interest rates on commitments for fixed-rate first mortgagas. Source: FHLMC.
Note: Meekly end monthly figures ere average# of daily rates, except for stete I local bonds,
which ere besed on Thursday figure*, and conventional mortgates and A-utility bonds, both
of which are based on Friday figures.




b
1 J-"'

.,-a

November 3, 1987

-\

' ' . .. \

. - I'"

'

(

"

FEDERAL RESERVE BOARD

-1

For immediate release
G. 13 (continued)
Daily interest rates
(Yields in percent per annum)

U.S. Government Securities
Fed
Funds

OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT
OCT

1
2
5
6
7
8
9
12
13
14
15
16
19
20
21
22
23
26
27
28
29
30

Comm
Paper
3-mo.

CDs
Sec Mkt
3-mo.

7.71
7.42
7.45
7.32
7.30
7.55
7.58

7. 71
7. 79
7. 83
7. 87
8. 02
8. 11
8. 28

7.90
8.02
7.99
8.07
8.19
8.23
8.49

6.63
6.66
6.68
6.55
6.56
6.69
6.75

6.82
6.85
6.87
6.97
6.96
7.27
7.33

7.37
7.35
7.41
7.42
7.41
7.62
7.64

7.94
7.92
8.00
8.01
8.00
8.24
8.25

8.62
8.61
8.66
8.73
8.73
9.03
9.01

8.93
8.91
8.97
9.03
9.02
9.20
9.30

9.22
9.20
9.28
9.32
9.31
9.49
9.56

7.65
7.59
7.76
7.55
7.61
7.07
6.47
7.14
7.00
7.24
7.14
6.72
6.76
6.62

8. 41
8. 43
8. 72
8 65
8. 81
7..82
7 .69
7 .56
7 .24
7,.25
7,.38
7 .34
7 .34
7 .34

8.54
8.62
8.85
8.90
9.02
8.02
7.65
7.55
7.27
7.36
7.51
7.46
7.39
7.40

6.74
7.19
7.07
6.93
6.39
5.86
5.60
5.36
5.29
5.22
5.23
5.10
5.03
5.27

7.29
7.55
7.66
7.58
7.12
6.34
6.20
6.01
6.00
5.94
6.01
5.90
5.80
5.98

7.56
7.72
7.78
7.74
7.38
6.64
6.54
6.53
6.49
6.30
6.37
6.29
6.24
6.32

8.17
8.35
8.42
8.38
7.98
7.15
7.03
7.02
6.93
6.73
6.81
6.72
6.66
6.75

8.94
9.14
9.23
9.22
8.93
8.09
7.90
7.76
7.76
7.57
7.66
7.65
7.53
7.58

9.22
9.44
9.52
9.52
9.32
8.53
8.44
8.19
8.20
7.98
8.06
8.05
7.95
8.00

9.51
9.75
9.82
9.84
9.70
8.93
8.80
8.52
8.55
8.33
8.42
8.43
8.33
8.37




Treasury Bills
3-mo.
6-mo.
1-yr.

1-yr.

Treasury Constant Maturities2-yr.
3-yr.
5-yr.
7-yr.
10-yr.

30-yr.

9.53
9.48
9.57
9.60
9.55
9.73
9.81

9.66
9.60
9.69
9.72
9.71
9.86
9.94

9.80
9. 70
9. 79
9.81
9. 79
9.86
9..96

9.76
9.99
10.05
10.08
10.00
9.23
9.17
8.86
8.88
8.65
8.73
8.79
8.68
8.69

9.90
10.13
10.18
10.23
10.15
9.40
9.30
8.97
8.98
8.80
8.92
9.01
8.89
8.88

9,.92
10..12
10 .24
10 .24
10..25
9..49
9..44
9..15
9..11
8. 94
9, 04
9. 14
9..08
9 .03