Full text of H.15 Selected Interest Rates : December 30, 1996

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

FEDERAL RESERVE statistical release
These data are released each Monday. The availability of the release is announced on (202) 452-3206.

H.15 (519)

SELECTED INTEREST RATES

For immediate release
December 30, 1996

Yields in percent per annum

Week Ending
Instruments
Federal funds (effective) 12 3
Commercial p a p e r 3 4 6
1-month
3-month
6-month
Finance paper placed directly 3 4 6
1-month
3-month
6-month
Bankers acceptances (top rated) 3 4 7
3-month
6-month
CDs (secondary market) 3 8
1-month
3-month
8-month
Eurodollar deposits (London) 3 9
1-month
3-month
6-month
Bank prime loan 2 3 1 0
Discount window borrowing 2 11
U.S. government securities
Treasury bills
Auction average 3 4 1 2
3-month
6-month
1-year
Secondary market 3 4
3-month
6-month
1-year
Treasury constant maturities 13
3-month
6-month
1-year
2-year
3-year
5-year
7-year
10-year
20-year
30-year
Composite
Over 10 years (long-term) 14
Corporate bonds
Moody's seasoned
Aaa
Baa
A-utility 1 6
State & local bonds 16
Conventional mortgages 17

See overleaf for footnotes
* Markets closed

1996
Dec
23

1996
Dec
24

1996
Dec
25 "

1996
Dec
26

1996
Dec
27

Dec
27

Dec
20

5.26

5.14

5.14

5.26

4.77

5.18

5.38

5.31

5.84
5.58
5.46

5.85
5.60
5.47

5.90
5.61
5.48

5.93
5.64
5.49

5.88
5.61
5.48

5.73
5.52
5.45

5.39
5.41
5.40

5.47
5.36
5.27

5.47
5.36
5.28

5.46
5.35
5.27

5.45
5.35
5.28

5.46
5.36
5.28

5.46
5.35
5.26

5.25
5.29
5.23

5.42
5.39

5.40
5.37

5.43
5.38

5.35
5.35

5.40
5.37

5.39
5.35

5.29
5.29

5.56
5.48
5.50

5.60
5.50
5.52

5.59
5.50
5.52

5.59
5.50
5.51

5.59
5.50
5.51

5.49
5.44
5.49

5.30
5.38
5.43

5.56
5,50
5.50
8.25
5,00

5.56
5.44
5.50
8.25
5.00

5.56
5.44
5.50
8.25
5.00

5.56
5.50
5.50
8.25
5.00

5.56
5.47
5.5 0
8.25
5.00

5.51
5.46
5.50
8.25
5.00

5.26
5.38
5.41
8.25
5.00

4.92
5.08

4.76
4.99

5.03
5.07
5.20

8.25
5.00

4.92
5.08

1996
Nov

4.97
5.09
5.22

4.96
5.07
5.21

4.97
5.07
5.20

4.98
5.08
5.18

4.97
5.08
5.20

4.88
5.06
5.22

5.03
5.07
5.14

5.10
5.29
5.52
5.85
5.97
6.12
6.24
6.34
6.67
6.58

5.09
5.27
5.51
5.85
5.98
6.13
6.25
6.36
6.68
6.59

5.10
5.27
5.50
5.85
5.98
6.13
6.25
6.35
6.68
6.59

5.11
5.28
5.47
5.81
5.93
6.09
6.21
6.30
6.63
6.54

5.10
5.28
5.50
5.84
5.97
6.12
6.24
6.34
6.67
6.58

5.01
5.26
5.51
5.85
5.98
6.15
6.29
6.40
6.73
6.63

5.17
5.27
5.42
5.70
5.82
5.97
6.10
6.20
6.58
6.48

6.66

6.66

6.66

6.62

6.65

6.72

6.55

7.23
7.92

7.22
7.91

7.23
7.92

7.18
7.87
7.64

7.22
7.91
7.64
5.66
7.64

7.28
7.97
7.69
5.67
7.74

7.10
7.79
7.54
5.59
7.62

5.66
7.64