Full text of H.15 Selected Interest Rates : June 3, 1985

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FEDERAL RESERVE statistical release
H.15 (519(

For immediate releaM
JURE

i,

SELECTED INTEREST RATES
Yields in percent per annum

28

BAT
29

BAT
30

HAT
31

Week ending
na z
nai
31
29

HAT

27

M

7.71

7.87

7.71

7.S4

7.60

7.91

7.97

7.48
7.50
7.55

7.47
7.51
7.59

7.4 5

A

7.45
7.45
7.51

7.46
7.48
7.54

7.52
7.54
7.60

7.80
7.83
7.88

R

7.40
7. 40
7.42

7.50
T7UT
7.39

7.45
7. 44
7.38

7.4 3
7.4 2"
7.3 7

7l39

7.49
7.4?
7.50

7.74
7.71
7.69

7.43
7.52

7.45
7.52

7.44
"77*7

7.40
7.37

7.43
7. ki

7.51
7.59

7.49
7.53
7.73
10.00
7. 50

7750
7.58
7.78
10.00
7.50

77f3T
7.56

7^5 5
7.7 0
10.90
7.5 0"

7^56

BAT

Instruments

PEDEBAL FUNDS (EFFECTIVE! 1 /
CCrtSEBCIAL PAPEB 2 / 3 /
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPEB PLACED D l f l E c t l Y 2/
1-MONTH
J-MO NTH
6-MO NTH
BANKEBS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
CDS (SECOBDABT BABKBT)
1-MONTH
3-MO NTH
6-3ONTH
BANK PBIBE LOAH 1 / 4 /
DISCOUNT IINDOtf BOHHCBIHG 1 / 5 /
U.S.GOVEBNBEMT SECUBITI1S
T&EA50BI 3ILLS
AUCTION AVEBAGE 2 / 6 /
3-BONIH
6-HONTH
1-YEAB
AUCTION AVEBAGE(INVESTS ENT) 6 /
3-BOHTfi
6-BONTH
5ECCNDABY BAfiKEl 2/
3-HOMTB
6-H0B*fl
1-YEAB
TBEASUBY C0NSTA8T B A t U f i l T I l S 7 / 8 /
1-YEAB
2-IBAB
3-YEAB
5-YEAB
7-YEAB
10-YEAB
20-YEAB
30-YBAB
COHPOSITB
OVEB 10 YEABS(LCiG-?EHM)V
COBPOBATE BONDS
MCODY'S SEASONED
AAA
EAA
A-UTILITT 1 0 /
SIATE 6 LOCAL BONDS 1 1 /
CONVENTIONAL BOfiTGAGES 1 2 /

BAT

K

E

T

Q.

S

7.45
"

10*00

7.50"

T . WET
7.78

7.20
7.36
7.57

7.24
7.38
7.58

7.18
7.31
7.53

7.14
7.2 4
7.4 4

8.14
9.05
9.38
9.95
10.28
TO.53
10.83
TO. 72

8.15
9.05
9.42
9.90
10.31

8.09

7.98

1o!s3
V57T3

10.62

10.63

11.33
12.77

11.29
T27TO

7.58
7.64
7.81
10.29
~~T.11

"

7.77
7.0T

7.83
7.92
8.08
10.31
r 7.81

7^39

T.28
7.43

7.56
7.75
" "7.94

" T.46~
7.78

7.52
7.83

7.82

7.25

7.48

7^63

7/65"
7.85

7.22
7.39

C

T.

10I00
"77 53—

7.4 7
7.52

7.19
7. 32"
7.53
8.09
9.XTT

8.22
9.T3
9.43
"~T0.06
10.45
10.60
10.96
10.87

9^36

9l2 7

9.36

10^25
10.39
10.78

10.15
10.2 8
10.7 0

10.25

10.67

10.5 8

10.57

10.4 9

10.58

10.76

11.28
12.65 '

11.1 7

11.27
T2.6T
11.78
8.0T
12.71

11.50
T3.02
12.01
879 T
12.83

iol79

8. 18

8.46
9.39
J.75
10.34
10.72
" 10.85" "
11.19
11.05
10. 96

F.

n

8.81

1U78
h

12.7 1

n. a .
n.a.

12191

tfiB AVIflTflES OF 7 CALEB M I "CATS fi»DI¥G~0T^ fH5H«5Urr"OT~ VrcOTTCIirTEgr;
nOSTRXT FIGUBES IRCLODS EACH CALENDAfi DAT 1 8 THE SOUTH.

2.
3.
4.
5.
6.
7.
8.;•'

9.
10.
11.

QUOTED ON BANK-UISCCaai BASIS.
BATES ON CCBBEBCIAJ. PAPEB PLACED FOB FIBUS WHOSE BOMD BATIIG I S I I 0 1 I I K
fiATF"CHlBGTir BT~finK5~0T
SBXHiT=

BATE FOB TBE FEDEBAL BESEBVE BANK OF NEB ICBK.
I S STUFDIT17 '
YIELDS OB ACTIVELI TBADKD ISSOES ADJQSTgP TO COWSTAMT HAT0BITIBS.
SOOB:E: O . S . TBEASOBT.
" S Z t BEVEfi"SE FOB A blSClLLPtfOH QF THE C015TAIT aATOBITT~SKBXf5I
UNWEIGHTED AVSBAGE OF ALL ISSOSS OUTSTANDING OF BO1DS NEITHSB DOB HOB QLLABLE I B LBSS THAI 10 TEABS, _
G- SZYE-TTTSWTLOi TIELDIBG "TX^tEB" BOBDSTi
*
ESTIMATE OF TflE If I ELD ON A BBCEMTLT-OFFEBED, A-RATED OTXLrTT BOMD WITH A H1T0BITT OF 3 0 IE1BS ABD CALL
PSOTECTX0STO"F" 5 f E AHS; "FTOJXTHQUOT ATTCIST":
BOND BOTEB INDEX, GEHEBAL OBLIGATION, 20 TEABS TO BATOBITI, MIXED QUALITY; THOBSDAT QOOTATIOHS.
o i f r A g r r f f T W E S t B A T E S O I o n a i T U ,s
p o a p r g ^ g - r - o B i g A H S ' f 'srqrjgcf;~THiarr.
~ T H i a r r

N OT f:

BATES OI conaiTHBiUs poa

W1EFTLT X¥IT!RJ ITHLI FIGTTB ES A1S A?8BlGTS~OF~i)AILT" BTT ES7 YTCBPT FOB S f ITT X L O C i r BO IDS,
WHICH ABE BASED OB THOBSDAT I1GQRES,
ABD COBVBMTIOBAL BOBTGAGES AND A-fl T1LITT BOBDS,
BCTH"OyVHICH~ABT"A^T~B
B ~ l l I S 7 ~




"

SELECTED INTEREST RATES
YIELDS IN PERCENT PER ANNUM
WEEK ENDING WEDNESDAY
WEEK ENDED
1985 :
MAY :
29 !
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/

7.60
7.22
7.51
7.60

:
:
!
:

7.86

•

10.91 :

1985 :
MAY :
22 !
7.91 :
•:
7.69 :
7.77 ::
8.01 s
11.04 s:
7.32

4 WEEKS ENDED
1985 :
MAY :
29 :
7.96
7.49
7.82
7.92
8.13
11.20

s
::
i
!:
::
::

1985
MAY
8
8.18
7.82
8.19
8.30
8.55
11.57

1. FEDERAL FUNDS RATES ARE AVERAGES OF EFFECTIVE RATES FOR
SEVEN CALENDAR DAYS ENDING ON WEDNESDAY.
2. QUOTED ON BANK DISCOUNT BASIS. "
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.