Full text of G.13 Selected Interest Rates : September 1, 1987

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FEDERAL RESERVE statistical

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

G. 13 (415)

SELECTED INTEREST RATES
Yields in percent per 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
COS (SECONDARY MARKET )
1-MONTH
3-MONTH
6-MONTH
BANK PRIME LOAN 1 4
DISCOUNT WINDOW BORROWING 1 5
U.S. GOVERNMENT SECURITIES
TREASURY BILLS
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 BONOS
MOODY'S SEASONED
AAA
BAA
A-UTILITY 9
STATE & LOCAL BONDS 1 0
CONVENTIONAL MORTGAGES 1 1

Nook EndingI
AUG
14

AUG
21

AUG
28

JUL

AUG

6.75

6.58

6.74

6.76

6.58

6.73

6.56
6.65
6.75

6.63
6.74
6.82

6.59
6.68
6.76

6.60
6.67
6.77

6.64
6.72
6.83

6.57
6.65
6.72

6.62
6.71
6.81

6.53
6.48
6.33

6.61
6.52
6.34

6.53
6.46
6.32

6.51
6.40
6.33

6.56
6.55
6.36

6.53
6.48
6.35

6.56
6.49
6.34

6.62
6.71

6.65
6.75

6.58
6.67

6.61
6.72

6.69
6.83

6.59
6.65

6.64
6.75

6.58
6.72
6.94
8.25
5.50

6.65
6.78
7.04
8.25
5.50

6.58
6.70
6.96
8.25
5.50

6.61
6.72
6.98
8.25
5.50

6.65
6.77
7.05
8.25
5.50

6.60
6.70
6.87
8.25
5.50

6.63
6.75
7.02
8.25
5.50

6.14
6.20

5.96
6.15
6.52

5.93
6.14

5.97
6.12

6.12
6.16

5.78
5.86
6.22

6.00
6.14
6.52

6.34
6.51

6.15
6.45

6.12
6.44

6.16
6.42

6.32
6.46

5.97
6.13

6.19
6.44

5.94
6.10
6.40

5.87
6.10
6.49

5.94
6.05
6.47

6.05
6.18
6 53

6.24
6.25
6.65

5.69
5.76
6.24

6.04
6.15
6.54

6.88
7.62
7.91
8.18
8.45
8.62
8.86

6.96
7.69
8.02
8.30
8.56
8.75
8.98

6.93
7.67
7.93
8.24
8.51
8.68
8.90

7.01
7.73
7.98
8.30
8.55
8.71
8.92

7.16
7.89
8.13
8.41
8.67
8.85
9.04

6.68
7.44
7.74
8.01
8.27
8.45
8.64

7.03
7.75
8.03
8.32
8.59
8.76
8.97

8.89

8.99

8.88

8.92

9.04

8.70

8.97

9.56
10.74
10.44
7.73
10.27

9.65
10.84
10.45
7.86
10.35

9.63
10.76
10.24
7.79
10.34

9.68
10.77
10.34
7.81
10.30

9.70
10.82
10.42
7.80
10.33

9.42
10.61
10.17
7.72
10.28

9.67
10.80
10.37
7.82
10.33

JUL
31

AUG
7

6.63

Meekly figures are averages of / calendar days end:ing on ne<inesday o xne current weeK
monthly figures include each calendar day in the month.
2. Quoted on bank-discount basis.
3. Rates on commercial paper placed for firms whose bond rating is AA or the equivalent.
4. Rate charged by banks on short-term business loans.
5. Rate for the Federal Reserve Bank of New York.
6. Rates on issue-date basis.
7. Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury.
8. Unweighted average of all issues outstanding of bonds neither due nor callable in less than
10 years, including one very low yielding "flower" bond.
9. Estimate of the yield on a recently offered, A-rated utility bond with a maturity of 30 years
and call protection of 5 years) Friday of 5 years) Friday <*JO tat ions.
10. Bond Buyer Index> general obligation, 20 years to maturity, mixed quality) Thursday quotations.
11. Contract interest rates on commitments for fixed-rate first mortgages. Source: FHLMC
Note: Weekly and monthly figures are averages of daily rates, except for state & local bonds,
which are based on Thursday figures, and conventional mortgates and A-utility bonds, both
of which are based on Friday figures.
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