Full text of G.13 Selected Interest Rates : September 6, 1989
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FEDERAL RESERVE statistical release These data are scheduled for release on the first Tuesday of each month. The availability of the release will be announced when the information is available, on (202) 452-3206. G. 13 (415) '-eHZLADe&PHlA 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 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) 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 & LOCAL BONDS 1 0 CONVENTIONAL MORTGAGES 1 1 1. 6 Week Ending; AUG 18 AUG 25 SEP 1 JUL AUG 8.98 9.04 9.01 8.96 9.24 8.99 8.57 8.30 7.99 8.77 8.50 8.20 8.87 8.66 8.40 8.85 8.66 8.46 8.88 8.69 8.51 8.95 8.68 8.35 8.79 8.57 8.32 8.43 8.03 7.38 8.65 8.13 7.44 8.75 8.14 7.49 8.75 8.34 7.56 8.77 8.33 7.57 8.80 8.32 7.80 8.67 8.20 7.49 8.15 7.86 8.41 8.13 8.57 8.32 8.58 8.36 8.57 8.38 8.54 8.19 8.47 8.22 8.55 8.35 8.21 10.79 7.00 8.74 8.56 8.43 10.50 7.00 8.87 8.76 8.67 10.50 7.00 8.83 8.76 8.73 10.50 7.00 8.85 8.79 8.77 10.50 7.00 8.96 8.76 8.59 10.98 7.00 8.77 8.64 8.56 10.50 7.00 7.65 7.35 7.22 7.94 7.70 8.01 7.83 7.99 7.85 7.94 7.88 7.68 7.92 7.63 7.58 7.91 7.72 7.45 7.91 7.74 8.21 8.12 8.29 8.26 8.27 8.29 8.21 8.32 8.19 8.05 8.18 8.15 7.71 7.45 7.20 7.92 7.66 7.56 7.95 7.82 7.72 7.98 7.92 7.78 7.90 7.82 7.72 7.88 7.61 7.36 7.90 7.74 7.61 7.73 7.61 7.66 7.64 7.72 7.82 7.91 8.12 8.01 8.01 7.99 8.00 8.04 8.10 8.30 8.26 8.23 8.20 8.20 8.18 8.17 8.36 8.36 8.33 8.26 8.27 8.23 8.19 8.32 8.41 8.37 8.26 8.29 8.25 8.20 7.89 7.82 7.83 7.83 7.94 8.02 8.08 8.18 8.14 8.13 8.09 8.11 8.11 8.12 7.99 8.22 8.32 8.35 8.36 8.19 8.26 8.81 9.77 9.54 6.86 9.68 8.92 9.82 9.56 7.02 9.96 8.99 9.90 9.55 7.09 10.09 9.02 9.92 9.58 7.15 10.21 9.05 9.96 9.58 7.16 10.22 8. 93r 9.87r 9.54 6.96 9.88 8.96 9.88 9.55 7.06 9.99 AUG 4 AUG 11 8.95 Weekly figures are averages of 7 calendar days ending on Wednesday of the 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. One of several base rates used by banks to price 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 quotations. 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 mortgages and A-utility bonds, both of which are based on Friday figures. r=revised. September 6, 1989 FEDERAL RESERVE BOARD For immediate release G.13 (continued) Daily interest rates (Yields in percent per annum) U.S. Government Securities Fed Funds AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG AUG 1 2 3 4 7 8 9 10 11 14 15 16 17 18 21 22 23 24 25 28 29 30 31 8 .95 8 .95 8 .94 8 .93 8 .95 8 .95 9. 24 9..02 9..00 9..04 9..19 9. 03 8..95 8..93 8..94 8,,92 9..44 9. 05 8..98 8..95 8..92 8. 89 8..92 Comm Paper 3-mo. 8..24 8..24 8,,26 8..41 8.,48 8.,51 8. 51 8. 53 8. 49 8. 62 8. 71 8, 66 8. 64 8. 67 8. 66 8., 66 8.,68 8.,66 8.,66 8, 68 8..68 8. 69 8..68 CDs Sec Mkt 3-mo. 8..27 8..26 8..26 8..53 8.,60 8.,54 8. 55 8..63 8,,49 8 .72 8.,80 8.,74 8..72 8. 80 8.,73 8. 80 8.,81 8.,74 8..73 8..75 8 .80 8.,79 8..76 Treasury Bills 3-mo. 6-mo. 1-yr. 7..63 7..63 7..64 7.,87 7..95 7..94 7.,91 7. 86 7..96 8..06 8. 03 7.,94 7. 88 7. 86 7. 92 8.,05 8..00 7.,96 7..96 7.,98 7..90 7..87 7..89 7..34 7,.35 7..41 7..68 7..76 7.. 66 7..60 7..59 7..67 7..75 7..87 7. 80 7. 83 7. 86 7..91 8.,00 7..91 7.,87 7..89 7..91 7. 85 7.,81 7,.78 7. 10 7.,12 7.,17 7.,49 7.,59 7.,52 7.54 7.,52 7. 61 7,,75 7,.75 7.,65 7.,73 7. 72 7.,77 7. 86 7. 80 7.,75 7.,72 7,,76 7.,77 7..74 7..69 1-yr. 7. 61 7..63 7..69 8..05 8.,16 8..08 8..10 8..08 8..18 8..33 8..33 8..22 8..31 8..29 8 .35 8..45 8.,38 8..32 8 .32 8..36 8 .37 8..34 8 .28 Treasury Constant Maturities2-yr. 3-yr. 5-yr. 7-yr. 10-yr. 7.,46 7, 53 7.,60 7.,92 8. 01 7.,96 7. 99 7..99 8. 12 8.,31 8.,29 8.,17 8.,26 8.,26 8..32 8.,43 8..37 8. 32 8.,34 8,,41 8, 44 8.,41 8..42 7. 51 7, 59 7. 66 7. 98 8. 05 7.,94 7. 98 7., 97 8..10 8..28 8..26 8..15 8..22 8..24 8..27 8..39 8..36 8. 30 8..32 8..37 8..41 8.37 8,.37 7.,49 7..57 7.,64 7..94 7.,98 7.,95 7.,96 7.. 96 8.,10 8 .27 8.,24 8. 11 8.,20 8. 20 8.,27 8.,35 8.,23 8. 23 8.,23 8.,29 8 .30 8 .28 8 .27 7.,60 7.,65 7. 71 7.,95 7. 98 7. 96 7. 98 7. 98 8.,08 8,.28 8..23 8.,13 8..20 8.,17 8..24 8.,33 8..29 8,,24 8. 24 8. 30 8..31 8..29 8 .30 7,,74 7.,76 7.80 8. 00 8. 03 8. 00 8. 05 8. 02 8. 09 8..24 8,,21 8.,12 8.,18 8..15 8 .20 8..29 8..25 8..20 8..21 8.,27 8..27 8 .25 8 .26 30-yr. 7..83 7..84 7.,90 8. 08 8. 08 8. 08 8. 12 8. 08 8. 13 8. 23 8. 19 8, 13 8.,16 8.,15 8.,18 8.,25 8..19 8..16 8 .18 8..23 8 .21 8 .20 8 .21