Full text of H.15 Selected Interest Rates : August 11, 1986
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FEDERAL RESERVE statistical release These data are released each Monday. The availability of the release will be announced, when the information is available, on (202) 452-3206. For immediate release H.15 (519) SELECTED INTEREST RATES AUGUST 11, 1986 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 NINDON BORRONING 1/5/ U.S.GOVERNMENT SECURITIES TREASURY BILLS 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 7/8/ 1-YEAR 2-YEAR 3-YEAR 5-YEAR 7-YEAR 10-YEAR 20-YEAR 30-YEAR COMPOSITE OVER 10 YEARS(LONG-TERM)9/ CORPORATE BONDS MOODY'S SEASONED AAA BAA 1986 AUG 4 1986 AUG 6.38 1986 AUG 6 1986 AUG 6.35 6.28 6.33 6.36 6.28 6.22 6.16 6.28 6.21 6.13 6.26 6.20 6.15 6.24 6.19 6.13 6.33 6.23 6.18 6.31 6.22 6.18 6.28 6.22 6.18 6.08 6.01 6.08 5.98 6.23 6.24 6.23 8.00 6.00 6.22 6.22 6.22 8.00 6.00 1986 AUG 8 Last week 1986 JULY 6.36 6.32 6 .56 6.24 6.18 6.10 6.26 6.20 6.13 6.28 6.21 6.16 6.42 6,33 '6'24 6.23 6.19 6.15 6.22 6.16 6.13 6.27 6.20 6.16 6.31 6.23 6.18 6.42 6.31 6 .24 6.09 5.98 6.05 5.96 6.03 5.90 6.07 5.97 6.15 6.10 6.23 6.14 6.20 6.20 6.20 8.00 6.00 6.21 6.21 6.21 8.00 6.00 6.19 6.18 6.17 8.00 6.00 6.21 6.21 6.21 8.00 6.00 6.30 6.29 6.30 8.00 6 .00 6.44 6.37 6 .36 8.16 6 .16 5.70 5.73 5.70 5.73 5.86 5.89 5.82 5.84 5.85 5.98 5.86 5.98 5.86 5.98 6.03 6.16 6.01 6.12 5 7 This weeK 5.71 5.75 5.78 5.71 5.77 5.81 5.72 5.78 5.84 5.72 5.78 5.83 5.70 5.76 5.77 5.71 5.77 5.81 5.83 5.85 5.91 5.83 5.86 5.90 6.13 6.56 6.80 7.01 7.22 7.33 7.41 7.46 6.16 6.58 6.74 7.07 7.27 7.39 7.49 7.54 6.20 6.61 6.78 7.13 7.35 7.47 7.54 7.57 6.19 6.61 6.76 7.10 7.31 7.45 7.53 7.56 6.12 6.54 6.68 6.97 7.16 7.30 7.38 7.41 6.16 6.58 6.75 7.06 7.26 7.39 7.47 7.51 6.27 6.65 6.89 7.10 7.29 7.41 7 .47 7.50 6.27 6.67 6.86 7.06 7.22 7.30 7 .29 7.27 7.94 8.02 8.06 8.03 7.86 7.98 8.05 7.86 8.84 10.24 8.86 10.27 8.88 10.34 8.86 10.33 8.80 10.29 9.58 8.85 10.29 9.58 7.53 10.40 8.88 10.28 9.69 7.54 10.40 8.88 10.16 9.57 7.51 10.51 A-UTILITY 10/ STATE & LOCAL BONDS 11/ CONVENTIONAL MORTGAGES 12/ 7.53 10.40 WEEKLY FIGURES ARE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CURRENT WEEK; DAY IN THE MONTH. 2. 3. 4. 5. 6. AUCTION DATE 7. 8. RE5ERVE BANK 0F NEW YORK. 9. * " « « " I I I I E i * CALLABLE IH LESS THAN 10 YEARS, 10. L^;FRD^Q!JOTIT?^S 11. 12. NOTE UTUITY B WEEKLY AND MONTHLY FIGURES ARE AVERAGES OF DAILY RATES °ND WI ™ A MATURITY ° F 30 YEARS AND CALL EXCFPT FflR STATF a. i nrAi nnunc SELECTED INTEREST RATES YIELDS IN PERCENT PER ANNUM WEEK ENDING WEDNESDAY WEEK ENDED FEDERAL FUNDS (EFFECTIVE) 1/ 3-MONTH TREASURY BILL 2/ 3-MONTH COMMERCIAL PAPER 2/ 3-MONTH CD (SECONDARY MARKET) 3-MONTH EURODOLLAR 3/ U. S. GOVERNMENT BOND 4/ 4 WEEKS ENDED 1986 : AUG : 6 : 1986 : JUL . 30 : 1986 : AUG 6 : 1986 JUL 9 6.36 5.74 6.21 6.23 6.38 7.46 6.32 5.84 6.21 6.31 6.49 7.46 6.40 : 5.78 : 6.24 : 6.31 : 6.47 : 7.33 : 6.82 5.95 6.52 6.51 6.72 7.32 : • : : : : : : : FEDERAL FUNDS RATES ARE AVERAGES OF EFFECTIVE RATES FOR SEVEN CALENDAR DAYS ENDING ON WEDNESDAY. QUOTED ON BANK DISCOUNT BASIS. " FOR INDICATION PURPOSES ONLY. 4. YIELD AT 20-YEAR CONSTANT MATURITY. SOURCE: U.S. TREASURY DESCRIPTION OF THE TREASURY CONSTANT MATURITY SERIES YIELDS ON TREASURY SECURITIES AT "CONSTANT MATURITY" ARE ESTIMATED FROM THE TREASURY'S DAILY YIELD CURVE. THIS CURVE, WHICH RELATES THE YIELD ON A SECURITY TO ITS TIME TO MATURITY, IS BASED ON THE CLOSING MARKET BID YIELDS ON ACTIVELY-TRADED TREASURY SECURITIES IN THE OVER-THE-COUNTER MARKET. THESE MARKET YIELDS ARE CALCULATED FROM COMPOSITES OF QUOTATIONS REPORTED BY FIVE LEADING U.S.GOVERNMENT SECURITIES DEALERS TO THE FEDERAL RESERVE BANK OF NEW YORK. THE CONSTANT YIELD VALUES ARE READ FROM THE YIELD CURVE AT FIXED MATURITIES, CURRENTLY 1, 2, 3, 5, 7, 10, 20, AND 30 YEARS. THIS METHOD PERMITS ESTIMATION OF THE YIELD FOR A 10-YEAR MATURITY, FOR EXAMPLE, EVEN IF NO OUTSTANDING SECURITY HAS EXACTLY 10 YEARS REMAINING TO MATURITY.