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FEDERAL RESERVE statistical release
These data are scheduled for release on the first Tuesday of each month. T h e ^ a i l | j 3 i ] ^ y oLl^e r ^ e a s f ^ i l i ^ o y n n o u n c e d ,
when the information is available, on (202) 452-3206.
J
j

l J "

SELECTED INTEREST RATES
Instruments
FEDERAL FUNDS ( E F F E C T I V E ) 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 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 H A T U R I T I E S 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 /

1986

9

For ImmedWe rWemae

FED hh AL RLSBRVE BANS,
OF PHILADELPHIA

0.13(415)

OCTOBER

7,

1986

Week ending
AUG
29

SEPT
5

SEPT
12

SEPT
19

SEPT
26

AUG

SEPT

5.87

5.83

5.82

5.88

5.81

6.17

5.89

5 . 64
5.57
5 . 49

5.59
5.49
5.39

5.72
5.67
5.60

5 . 78
5.73
5.66

5.79
5.74
5.69

6.02
5 . 92
5. 83

5.74
5.68
5.61

5.61
5 . 62
5.59

5.62
5.60
5.52

5.77
5.56
5.48

5.77
5.57
5.50

5.81
5.67
5.63

5.98
5 . 94
5.90

5.76
5.61
5.54

5.44
5 . 38

5.41
5.34

5.62
5.58

5.64
5.61

5.66
5.63

5.80
5.71

5.60
5.56

5.63
5.57
5 . 57
7.86
5.50

5.57
5.49
5.49
7.50
5.50

5.73
5.71
5.72
7.50
5.50

5.76
5.75
5. 76
7 . 50
5.50

5.81
5.79
5.80
7.50
5.50

5 . 97
5.92
5 . 92
7.90
5.82

5.73
5.71
5.71
7.50
5 . 50

5.32
5 . 35
5.33

5.12
5.17

5.24
5.35

5.16
5.34

5.25
5.39
5.47

5.57
5.58
5.82

5.19
5.31
5 . 33

5 . 47
5.58

5.26
5.38

5.39
5.58

5.30
5.57

5.40
5.62

5.72
5.82

5.34
5.54

5.27
5.31
5.36

5.21
5.26
5.35

5.20
5.36
5.46

5.18
5.37
5.48

5.24
5.38
5.47

5.53
5.55
5.60

5.21
5.35
5.45

5.67
6.05
6.25
6.55
6.81
7.02
7.17
7.24

5.66
6.12
6.35
6.63
6.99
7.18
7.33
7.40

5.79
6.35
6.64
6.96
7.30
7.46
7.57
7.63

5.81
6.43
6.71
7.01
7. 38
7.56
7.66
7.71

5.80
6.42
6.71
6.99
7.35
7.52
7.64
7.69

5 . 93
6 . 33
6.49
6.80
7.01
7.17
7.28
7.33

5.77
6.35
6.62
6.92
7.28
7.45
7.56
7.62

7 . 59

7.78

8.07

8. 21

8.18

7.72

8.08

8.62
10.04
9.32
6.93
9.93

8.74
10.08
9.43
7.00
9.90

8.85
10.21
9.59
7.15
9.96

8.95
10.24
9.72
7.14
10.07

8.97
10.24
9.62
7.15
10.10

8.72
10.18
9.51
7.21
10.20

8.89
10.20
9.56
7.11
10.01

WEEKLY F I G U E E S ABB AVERAGES OF 7 CALENDAR DAIS ENDING ON 1EDNESDAI OF THE CURRENT WEEK;
MONTHLY FIGURES INCLUDE EACH CALENDAR DAI I N THE MONTH.
QUOTED ON BANK-DISCOUNT B A S I S *
RATES ON COMMERCIAL PAPER PLACED FOR F I R E S WHOSE BOND RATING I S AA OR THE EQUIVALENT.
BATE CHARGED BY BANKS ON SHORT-TERH BUSINESS LOANS.
RATE FOB THE FEDERAL RESERVE BANK OF NEW I O R K .
RATES FOR AUCTIONS OCCURRING WITHIN THE CURRENT WEEK. Monthly a v e r a g e s on an i s s u e - d a t e b a s i s .
YIELDS ON ACTIVELY TRADED I S S U E S ADJUSTED TO CONSTANT H A T U R I T I E S .
SOURCE: U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL I S S U E S OUTSTANDING OF BONDS NEITHER DUE NOR CALLABLE I N L E S S THAN 10 YEARS,
,

o

„

<

>

,

„

»

«

PROTECTION OF 5 YEARS; FRIDAY QUOTATIONS.
BOND BUYER I N D E X , GENERAL O B L I G A T I O N , 2 0 YEARS TO HATURITY, H I I E D QUALITY; THURSDAY QUOTATIONS.
CONTRACT I N T E R E S T RATES ON COMHITHENTS FOR FIXED-RATE F I R S T MORTGAGES.
SOURCE: FHLflC.




s

^

OCTOBER

7,

FEDERAL RESERVE BOARD

1986

G . 1 3 (CONTINUED)
DAILY INTiiBEST RATES
(YIELDS IN PERCENT PER AMHUH)

FEDERAL
FUNDS

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




M

5.94
5.92
5.83
5.75
5 . 86
5 . 83
b . 00
5.88
5 - 86
5.97
5 . 88
5.82
5.84
5 . 80
5.89
5.75
5 . 76
5.91
5.90
6 . 03
6.90

CDS
SECONDARY
MARKET

3—MO.

1986-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP
-SEP

COMM.
PAPER
2/

3—MO.

A

5.45
5.48
5.48
5.54
5.64
5 . 65
5.65
5.69
5.70
5.71
5.74
5 . 73
5 . 72
5.75
5.75
5.75
5.73
5.73
5.76
5 . 79
5.79

R

5.41
5.48
5.49
5.58
5.71
5.71
5.68
5.73
5.72
5.70
5.74
5.76
5.74
5.81
5.82
5.81
5.80
5.74
5.78
5.82
5.82

U . S . GOVERNMENT SECURITIES
TREASURY BILLS 2/
3-MO.

K

5.19
5.24
5.19
5.23
5.24
5.20
5 . 16
5.21
5 . 17
5.17
5 . 13
5.12
5.23
5.25
5.25
5.25
5.24
5.23
5.24
5.26
5.20

6-MO.

E

5 . 19
5.28
5.25
5.31
5.35
5.34
5.32
5.42
5.38
5.35
5.33
5.32
5.42
5.44
5.40
5.41
5.35
5.36
5.37
5.40
5.39

TREASURY CONSTANT MATURITIES

1-YR.

T

5.29
5.37
5.33
5.41
5.46
5.45
5.42
5.51
5.48
5.45
5.44
5.44
5.53
5.53
5.49
5.49
5.45
5.45
5.48
5.54
5.50

1-YR.

2-YR.

3-YR.

5.59
5 . 68
5.63
5.72
5.78
5.77
5 . 74
5 . 84
5 . 80
5 . 77
5 . 7b
5.77
5 . 87
5.86
5.82
5.83
5 . 78
5.78
5 . 79
5.86
5.82

5.99
6 . 14
6.11
6.25
6.30
6.30
6.27
6.43
6 . 43
6.39
6.38
6.37
6.47
6.52
6.49
6 . 46
6.37
6.37
6.39
6 . 46
6.38

6 . 19
6.35
6.34
6 . 50
6 . 59
6.58
6.54
6.73
6-74
6.69
6 . 66
6.64
6.75
6.81
6.77
6 . 77
6 . 66
6 . 66
6.71
6.76
6.68

C

5-18.

L

6.45
6.64
6.63
6.81
6.89
6.88
6.85
7.07
7.09
7.00
6.99
6.93
7.02
7.10
7.06
7.03
6.94
6.94
6.96
7.04
6.98

7-YR.

0

6.81
7.01
6.98
7 . 14
7.23
7.20
7.20
7.41
7.48
7.36
7.35
7.28
7.41
7.50
7.44
7.40
7.29
7.32
7.32
7.39
7.31

10-XR.

S

7.03
7.20
7.15
7 . 32
7.38
7.35
7.35
7.57
7.63
7.53
7.53
7 . 46
7.62
7 . 67
7.62
7 . 58
7.48
7.47
7.47
7.54
7.45

20-YB.

E

7 . 17
7.36
7.32
7.46
7.51
7.47
7.47
7.69
7.70
7.62
7.63
7 . 58
7.70
7.77
7.73
7.70
7.59
7.58
7.58
7.64
7 . 55

30-1R.

D

7.23
7 . 43
7.40
7 . 54
7 . 59
7.53
7 . 54
7.74
7.74
7 . 66
7.67
7.64
7.74
7.83
7.79
7 . 76
7 . 64
7 . 64
7 . 63
7.69
7 . 60