Full text of H.15 Selected Interest Rates : June 16, 1986

View original document
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 will
be announced, when the information is available, on (202) 452-3206.
For Immediate release

H.15 (519)

SELECTED INTEREST RATES

JUNE 16 , 1986

Yields In percent per annum

1986
JUNE

Instruments

1986
JUNE

1986
JUNE

1986
JUNE

1986
JUNE

10

11

12

13

This
week

7.00

6 .87

6 .84

6 .90

6.84

6 .89

6.95

6 .85

6.83
6.74
6.69

6 .83
6 .79
6 .71
6 .83
6 .66
6 .59

6 .83
6 .79
6 .73

6.79
6.75
6.70

6 .82
6 .77
6 .71

6.83
6.78
6.75

6 .72
6 .62r
6 .53

6.86
6.70
6.58

6 .84
6 .77
6 .73
6 .88
6 .71
6 .58

6 .88
6 .66
6 .59

6.82
6.66
6.58

6 .85
6 .68
6 .58

6.85
6.63
6.58

6 .73
6 .46
6 .33

6.65
6.65

6 .68
6 .65

6 .67
6 .65

6 .64
6 .62

6.54
6.43

6 .64
6 .60

6.74
6.71

6 .54
6 .45

6.81
6.80
6.81
8.50
6.50

6 .84
6 .84
6 .86
8 .50
6 .50

6 .82
6 .82
6 .85
8 .50
6 .50

6 .83
6 .83
6 .85
8 .50
6 .50

6.78
6.75
6.75
8.50
6.50

6 .82
6 .81
6 .82
.50
6 .50

6.82
6.83
6 .86
8.50
6 .50

6 .69
6 .65
6 .64
8 . 50

6.31
6.39

6 .31
6 .39

6.33
6.41

6 .12
6 .16
c 17

6.50
6.69*

6 .50
6 .69.

6.52
6.72

6 30
6 45

9
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 AVERAGECINVESTMENT) 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 YEARSCLONG-TERM)9/
CORPORATE BONDS
MOODY'S SEASONED

AAA
BAA
A-UTILITY 10/
STATE & LOCAL BONDS 11/
CONVENTIONAL MORTGAGES 12/
1.

2.
3.
4.
5.
6.
7.
8.

Last
week

1986
MAY

'. 50

D

X I

6 .34
6 .44
6 .50
6 .93
7 .39
7 .63
7 .90
7 .99
8 .01
7 .87
7 .70
8 .50

6 .28
6 .39
6 .45

6.17
6.26
6.26

6 .29
6 .38
6 .43

6.42
6.48
6 .55

6 15
6 19
25

6 .88
7 .31
7 .58
7 .83
7 .91
7 .98
7 .85
7 .70
8 .43

6.66
7.15
7.36
7.57
7.66
7.73
7.63
7.52

6 .85
7 .32
7 .57
7 .83
7 .93
7 .98
7 .85
7 .70

7.00
7.49
7.74
8.02
8.16
8.23
8.05
7.84

6 65
7 07
7 27
7. 52r
7.65
7. 71
7 81
7. 52

8.49

6 .28
6 .40
6 .46
6 .89
7 .38
7 .63
7 .92
8 .02
8 .07
7 .92
7 .78
8 .54

8.26

8 .44

8.55

8.02

9.23
10.48

9 .19
10 .47

9 .20
10 .44

9 .19

9.12
10.35
9.66

9 .19

10 .43

9.29
10.47
9.70
7 .97
io!74

10. 29
9. 50
56
ji
10! 14

6.36
6.42
6.47
6.90
7.39
7.67
7.94
8.06
8.13
7.97
7.79

8 .08
10.76

10 .43
9 .66
8 . 08

10 .76

9.09

WEEKLY FIGURES ARE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CURRENT WEEK;

ISiS?s CALENDAR DAY1N THE M0NTH-

" ** ° R ™ E "BIVALENT.

gATlcSXRS E SI?5SUS^S^R?T E ^BCI?!Jis^^ANl
AUCTIONED™!

F E D E R A l

RESERVE

BANK

°F

NEW YORK.

YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITTFS

snuorF

5^tf2KEla

9.
10.

UTUITY

01 )

• " »»» »

11.
12.
NOTE t WEEKLY AND MONTHLY FIGURES ARE AVERAGES OF DAILY RATES,

>FRWHICHEARE^

http://fraser.stlouisfed.org/ REVISED
Federal Reserve Bank of St. Louis

EXCEPT FOR STATE *

n <

TOCACHIW

lBa THAN,. TEARS.
Of » ™«B « » CALL
LOCAL RflK

MORTOAOESAMD^-UT I L I T Y ' B O N D S ?

SELECTED INTEREST RATES
YIELDS IN PERCENT PER ANNUM
WEEK ENDING WEDNESDAY
WEEK ENDED
1986 :
JUN

•

11
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/

6.89
6.36
6.78
6.84 •
7.01
7.94

1986
JUN :
4 •
6.95
6.38
6.75
6.78 •

7.01
8.01

4 WEEKS ENDED
1986 :

JUN
11
6.89
6.28
6.72
6.76
6.98
7.93

1986

MAY
:

14

:
:
:

6.86
6.12
6.58
6.60
6.82
7.78

:
:

1. FEDERAL FUNDS RATES ARE AVERAGES OF EFFECTIVE RATES FOR
SEVEN CALENDAR DAYS ENDING ON WEDNESDAY.
2. QUOTED ON BANK DISCOUNT BASIS. tf
3. 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.
Full text of H.15 Selected Interest Rates : June 16, 1986

FRASER
