Full text of G.13 Selected Interest Rates : November 4, 1986

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m

FEDERAL RESERVE statistical
These data are scheduled for release on the first Tuesday of each month. The availabilEy
when the information is available, on (202) 452-3206.

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0.13(415)

Fdrt
NOVEHBIS*

SELECTED INTEREST RATES

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lyuto

Yields In percent per annum

Instruments
FEDERAL FUNDS (EFFECTIVE)
1/
COMMERCIAL PAPER 2/ 3 /
1-MONTH
J-MONTH
6-MONTH
FINANCE PAPER PLACED DIRECTLY
2/
1-MONTH
J-HON Til
6-MONTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDARY MARKET)
1-MONTH
3-MONTH
6-MONTH
BANK PRIME LOAN 1 / 4 /
DISCOUNT 8IND0M BORROWING 1 / 5 /
U.S.GOVERNMENT S E C U R I T I E S
TREASURY B I L L S
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
20-YEAR
30-YEAR
COMPOSITE
OVER 1 0 YEARS (LONG-TERM) 8 /
CORPORATE BONDS
MOODY *S SEASONED
AAA
BAA
A-UTILITY 9 /
STATE 6 LOCAL BONDS 1 0 /
CONVENTIONAL MORTGAGES 1 1 /
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.

OCT
3

OCT
10

Week ending
OCT
17

OCT
241

OCT
31

SEPT

OCT

6 . 08

5.75

5.83

5.91

5.86

5.89

5.85

5* 8 3
5.76
5.70

5.67
5.b1
5.53

5.73
5.66
5.59

5.78
5 . 74
5.68

5.74
5.69
5.61

5.74
5.68
5.61

5.74
5. *8
5.b1

5.84
5.65
5.61

5.67
5.53
5.50

5.77
5.53
5.<U>

6.79
5.57
5.419

5.69
5.55
5.46

5.76
5.61
5.54

5.74
5.56
5.50

5.63
5.59

5.43
5.36

5.60
5.55

5.67
5.64

5.59
5.53

5.60
5.56

5.5a
5.52

5.79
5.77
5.77
7.50
5 . 50

5.62
5.59
5.59
7.50
5.50

5.70
5.69
5.69
7.50
5.50

5.79
5.78
5.79
7.50
5.50

5.69
5.68
5.69
7.50
5.50

5.73
5.71
5.71
7.50
5.50

5.71
5.69
5.70
7.50
5.50

5.20
5.37
5.47

5 . 08
5.13

5.13
5.22

5.30
5.39

5.18
5.21
5.44

5.19
5.31
5.33

5 . 18
5.26
5. 44

5.34
5.60

5.22
5.34

5.27
5.414

5.45
5.62

5.32
5.43

5.34
5.54

5.32
5.48

5.19
5.35
5.47

5.05
5.10
5.27

5.20
5.28
5.41

5.29
5.37
5.49

5 . 19
5.27
5.43

5.21
5.35
5 . 45

5.18
5.26
5.41

5.79
6.35
6 . 65
6 . 93
7.28
7 . 43
7.55
7.60

5-57
. 6.14
6.43
6.72
7.13
7.31
7.50
7.59

5.73
6.30
6.59
6.88
7.33
7.53
7.71
7.81

5.82
6.37
6.66
6.92
7.35
7.52
7.71
7.80

5.74
6.30
6.57
6.80
7.17
7_39
7.59
7.68

5.77
6.35
6.62
6.92
7.28
7.45
7.56
7.62

5.72
6.28
6.56
6. 83
7.24
7.43
7.b1
7.70

8.03

7.97

8.16

a . 14

7.96

8.08

8.04

8.90
10.21
9.50
7 . 19
10.08

8.86
10.20
9.51
7.06
9.99

8.88
10.22
9.52
7.08
9.96

a . 89
10.23
9 . 49
7.11
9.95

8.80
10.19
9.32
6 . 94
9.89

8.89
10.20
9.56
7.11
10.01

8.86
10.24
9.48
7.08
9.97

.

HBBKLX F I G U R E S ABB AVBBAGBS OF 7 C U 1 I D U D A I S ENDING 0 1 HBANBSAAX Of TBB CD8BBNT HBBK;
BONTHLI FIGOBBS IBCLUDB BACH CALBBDAB DAI I B *HB flONTti.
QUOTED OH BAHK-BISCOUBT B A S I S .
BATBS OH COBHBBCIAL FAPBB P1ACBD FOB F I B H S BHOSB BOBD BATING I S AA OB I B B e f l U I f A L B B l .
BATB CHABGED BX BABKS OB SBOBX-TBBB B U S I B E S S LOANS.
BATB FOB THZ FBDBBAL BBSBBTB BANK OF BBB I O B B .
BATBS FOB AOCTIOBS OCCDBBIB6 HITHIN THE CDBBBBT BBB*.
BOB1HLX AVBBAGBS OB AN I S S U B - B A T B B A S I S .
I I B I D S OH A C T I i B L I TBADBD I S S U E S ADJUSTED TO CONSTANT B A 1 B B I T I B S .
SOUBCB* 8 - S . XBBASUBX.
UNWEIGHTED AVBBAGB OF A l l I S S U E S OUTSTANDING OF BONDS NBITBAB DUB BOB CALLABLE I B L E S S THAN 1 0 I B A B S ,
INCLUDING OBB T B B I LOB X I B L 0 I H G "FLONEB" BOND.
ESTIBATE OF * 1 B H E L D OB A BBCBHTLI-OFFBBBD, A-BATBD
flTILITX BOBD B I T B A BATOBITI OF 3 0 1BABS AND CALL
PBOTBCXIOH OF 5 I B A B S ; FBIDAX QUOTATIONS.
BOND BOIBB I N D E X , SENEGAL O B L I G A T I O N , 2 0 IBABS TO HATUBIXX, HIXBD Q O A L I I I ; THUBSDAI QUOTATIONS.
COHKBACT INTBBBST BATBS OB COBBITHBHTS FOB F 1 I B D - B A T B F I B S T HOB1GAGBS.
SOUBCB: FH1HC.

BOTB: U B S L X ABD BOBTBLX FIGUBBS ABB AVBBAGBS OF D A I L I BATBS, EICBPX FOB STATE 6 LOCAL BONDS,
BHICH ABB BASED OB THUBSDAI F I G U B B S , ABD CONVENTIONAL BOBT6AGBS ABD A - U I L L I T I BONDS,
BOTB OF BHICH ABB BASED OH FBIDAX FIGUBBS.




MOVEHBER

4,

PERERAL RESERVE HO AMD

1986

G. 13 (COIITIMUED)
DAILY IHTEREST BATES
(YIELDS I H PERCEHT PER AHHOH)
— „

,
FEDERAL
FUNDS

-

L

COHH,
PAPER
2/

CDS
SECONDARY
MARKET

3—HO.

3—HO.

.

0, S.
TREASURY
3—HO.

tilLLS

6—HO.

i

i r li i

1
2
3
6
7
8
9
10
13
14
15
16
17
20
21
22
23
24
27
28
29
30
31




5 . 99
5*94
5.79
5.78
5.56
5.57
5.84
5.78
5.95
5.93
5.99
5.84
5.91
5.86
6.17
5.94
5.83
5.90
5.85
5.*3
5.88
5.93

M

5.77
5.77
5,69
5.63
5.61
5.60
5.61
5.61
5.64
5.65
5.66
5.6*
5.7*
5.74
5.75
5.73
5.73
5.73
5.73
5.72
5.62
5.63

A

5.76
5.78
5.67
5.57
5.58
5.60
5.60
5.61
5.64
5.67
5.69
5.76
5.81
5.80
5.81
5.75
5.75
5.74
5.73
5.73
5.60
5.61

R

5.19
5.19
5.09
5.45
5.06
5.04
5.06
5.06
5.14
5.18
5.20
5.27
5.31
5.31
5.30
5.26
5.27
5.19
5.20
5.20
5.18
5.20

K

5.38
5.38
5.18
5.16
5.08
5.05
5.06
5.13

2/
1-YR.

5.17
5.28
5.29
5.37
5.42
5.40
5.37
5.33
5.34
5.31
5.27
5.26
5.24
5.28

E

5.50
5.51
5.30
5.28
5.27
5.25
5.27
5.29
5.37
5.38
5.40
5.48
5.54
5.50
5.49
5.46
5.48
5.45
5.47
5.44
5.38
5.42

,

•

• <a

i

t *L „

GOYERHHEHT SECURITIES
. i -, , . .
.
. . . . »
TREASURE COHSTAHT HATUJtl&IES
1-YR.

3-YR.

2—IE.
:A

1986-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT
-OCT

>

T

5.82
5.83
5 . 60
5.58
5.57
5.55
5.57
5.59

6.36
6.38
6.16
6 . 14
6.13
6 . 11
6 . 15
6 . 16

5.69
5.70
5.72
5.81
5.88
5.83
5.82
5.79
5.79
5.76
5.79
5.75
5.69
5.73

6.26
6.27
6.29
6.38
6.47
6.40
6.34
6.31
6.35
6.32
6.34
6.32
6.24
6.26

- i

c

7-*R.

5-YR.

10-JJt.

1 •
6.65
6.68
6.46
6.42
6.42
6.41
6.43
6.45
6.54
6.58
6.58
6.67
6.78
6.67
6.64
6.56
6.64
6.60
6.62
6.59
6.52
6.51

. .
i .

L

6.82
6.87
6.87
6.94
7.05
6.96
6.91
6.82
6.86
6.82
6.85
6.82
6.75
6.76

0

7.26
7.31
7 . 14
7.11
7.0>
7 . 12
7 . 14
7 . 18
7.29
7.32
7.34
7.38
7.50
7.39
7.33
7.25
7.28
7.26
7.21
7.19
7.08
7 . 10

s

7.41
7.45
7.31
2,28
1,28
7,31
7,33
7^36
7,49
7,51
7,53
7.57
7,66
7,57
7.49
7.43
7.47
7.42
7.45
7,41
7.31
7.34

^

20-%*.
t. A

6.93
6.95
6 . 74
6.71
6.71
6.71
6.73
6.73

> i ' , ' t t li

E

-A
7.52
7.56
7. 46
7.45
7.46
7.50
7.52
7.56
7.68
7.69
7,71
7.75
7.93
7.75
7,^7
7,62
7.66
7.61
7,66
7,62
7.52
7.54

i
30-JCR.
. - . r >i

D

7,-57
7U>1
7,53
7.53
7.64
7,60
7 . 63
2~6b
7,79
7,78
7,#1
7,94
2.92
7.94
7.78
7,72
7-76
7,71
7.75
7,71
7-61
7,61