Full text of G.13 Selected Interest Rates : October 7, 1986
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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