[Economic Indicators July, 2010]
[Page Number 30]
[From the U.S. Government Publishing Office, www.gpo.gov]
INTEREST RATES AND BOND YIELDS
Overall, interest rates fell in July.
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[Percent per annum]
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U.S. Treasury security yields High-grade Discount window
----------------------------------------- municipal (N.Y. F.R. Bank) 4 5 New-home
Constant maturities \2\ bonds Corporate ---------------------- Prime rate Federal mortgage
Period 3-month --------------------------- (Standard Aaa bonds charged by funds yields
bills (at & Poor's) (Moody's) Primary Discount banks \5\ rate \6\ (FHFA) \7\
auction) \1\ 3-year 10-year 30-year \3\ credit rate
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2000........................... 5.85 6.22 6.03 5.94 5.77 7.62 ........ 5.73 9.23 6.24 7.52
2001 .......................... 3.44 4.09 5.02 5.49 5.19 7.08 ........ 3.40 6.91 3.88 7.00
2002 .......................... 1.62 3.10 4.61 * 5.05 6.49 ........ 1.17 4.67 1.67 6.43
2003 .......................... 1.01 2.10 4.01 * 4.73 5.67 2.12 * 4.12 1.13 5.80
2004 .......................... 1.38 2.78 4.27 * 4.63 5.63 2.34 * 4.34 1.35 5.77
2005 .......................... 3.16 3.93 4.29 * 4.29 5.24 4.19 * 6.19 3.22 5.94
2006........................... 4.73 4.77 4.80 4.91 4.42 5.59 5.96 * 7.96 4.97 6.63
2007 .......................... 4.41 4.35 4.63 4.84 4.42 5.56 5.86 * 8.05 5.02 6.41
2008 .......................... 1.48 2.24 3.66 4.28 4.80 5.63 2.39 * 5.09 1.92 6.05
2009 .......................... .16 1.43 3.26 4.08 4.64 5.31 .50 * 3.25 .16 5.14
2009:July ..................... .19 1.55 3.56 4.41 4.69 5.41 .50 * 3.25 .16 5.40
Aug ..................... .18 1.65 3.59 4.37 4.58 5.26 .50 * 3.25 .16 5.32
Sept .................... .13 1.48 3.40 4.19 4.13 5.13 .50 * 3.25 .15 5.26
Oct ..................... .08 1.46 3.39 4.19 4.20 5.15 .50 * 3.25 .12 5.14
Nov ..................... .05 1.32 3.40 4.31 4.35 5.19 .50 * 3.25 .12 5.08
Dec ..................... .07 1.38 3.59 4.49 4.16 5.26 .50 * 3.25 .12 5.01
2010:Jan....................... .06 1.49 3.73 4.60 4.22 5.26 .50 * 3.25 .11 5.04
Feb ..................... .10 1.40 3.69 4.62 4.23 5.35 .50 * 3.25 .13 5.08
Mar ..................... .15 1.51 3.73 4.64 4.22 5.27 .50 * 3.25 .16 5.09
Apr ..................... .15 1.64 3.85 4.69 4.24 5.29 .50 * 3.25 .20 5.21
May ..................... .16 1.32 3.42 4.29 4.15 4.96 .50 * 3.25 .20 5.12
June .................... .12 1.17 3.20 4.13 4.18 4.88 .50 * 3.25 .18 5.00
July .................... .16 0.98 3.01 3.99 4.11 4.72 .50 * 3.25 .18 ..........
Week ended:
2010:July 10 .................. .17 1.01 3.02 3.97 4.15 4.72 .50 * 3.25 .18 ..........
17.................... .15 1.02 3.05 4.02 4.14 4.75 .50 * 3.25 .17 ..........
24.................... .16 .93 2.97 3.97 4.08 4.69 .50 * 3.25 .19 ..........
31.................... .15 .94 3.02 4.05 4.08 4.76 .50 * 3.25 .19 ..........
Aug 7.................... .16 .82 2.94 4.04 4.07 4.73 .50 * 3.25 .19 ..........
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\1\ High bill rate at auction,
issue date within period, bank-
discount basis. Data are stop yields
from uniform-price auctions.
\2\ Yields on actively traded
issues adjusted to constant
maturities.
\3\ Weekly data are Wednesday
figures.
\4\ Discount window borrowing
for primary credit and discount rate
(adjustment credit). The rate for
primary credit replaced the rate for
adjustment credit.
\5\ Average effective rate for
year; rate in effect at end of month
or week.
\6\ Daily effective rate;
weighted average of rates on
brokered trades.
\7\ Effective rate (in the
primary market) on conventional
mortgages, reflecting fees and
charges as well as contract rate and
assumed, on the average, repayment
at end of 10 years.
* Discount rate (adjustment
credit) series was discontinued
after January 8, 2003. Series for
30-year constant maturity was
discontinued on February 18, 2002,
and reintroduced on February 9,
2006.
Sources: Department of the
Treasury, Board of Governors of the
Federal Reserve System, Federal
Housing Finance Agency, Moody's
Investors Service, and Standard &
Poor's.