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Key Interest Rates: Weekly Snapshot
Monday, August 18, 2008
Data are annualized on a 360-day basis. Treasury yields are per annum, on actively traded noninflation and inflation-indexed issues that are adjusted to constant maturities. Data are from weekly Federal Reserve release H.15.
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WEEK ENDED
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52-WEEK
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| Aug. 15 | Aug. 08 | High | Low | |
| Federal funds | ||||
| 1.99 | 2.02 | 5.12 | 1.94 | |
| Commercial paper | ||||
| Nonfinancial | ||||
| 1-month | 2.03 | 2.03 | 5.24 | 1.96 |
| 2-month | 2.09 | 2.04 | 5.24 | 1.97 |
| 3-month | 2.07 | n.a. | 5.24 | 1.87 |
| Financial | ||||
| 1-month | 2.40 | 2.37 | 5.30 | 2.19 |
| 2-month | 2.51 | 2.54 | 5.30 | 2.37 |
| 3-month | 2.77 | 2.70 | 5.43 | 2.55 |
| CDs | ||||
| 1-month | 2.45 | 2.45 | 5.82 | 2.39 |
| 3-month | 2.78 | 2.79 | 5.73 | 2.62 |
| 6-month | 3.10 | 3.11 | 5.54 | 2.49 |
| Discount window primary credit | ||||
| 2.25 | 2.25 | 5.75 | 2.25 | |
| Conventional mortgages | ||||
| 6.52 | 6.52 | 6.63 | 5.48 | |
| Treasury yields at constant maturities | ||||
| 1-month | 1.76 | 1.61 | 4.32 | 0.63 |
| 3-month | 1.86 | 1.70 | 4.30 | 0.82 |
| 6-month | 2.02 | 1.95 | 4.52 | 1.26 |
| 1-year | 2.18 | 2.23 | 4.44 | 1.35 |
| 2-year | 2.47 | 2.51 | 4.28 | 1.52 |
| 3-year | 2.75 | 2.80 | 4.32 | 1.66 |
| 5-year | 3.18 | 3.24 | 4.42 | 2.34 |
| 7-year | 3.49 | 3.55 | 4.53 | 2.79 |
| 10-year | 3.91 | 3.99 | 4.70 | 3.39 |
| 20-year | 4.58 | 4.63 | 5.05 | 4.22 |
| Treasury yields (secondary market) | ||||
| 1-month | 1.73 | 1.57 | 4.24 | 0.61 |
| 3-month | 1.83 | 1.67 | 4.18 | 0.81 |
| 6-month | 1.97 | 1.90 | 4.35 | 1.24 |
| Treasury inflation-protected securities | ||||
| 5-year | 1.18 | 1.15 | 2.38 | 0.12 |
| 7-year | 1.52 | 1.50 | 2.46 | 0.63 |
| 10-year | 1.72 | 1.71 | 2.46 | 0.99 |
| 20-year | 2.19 | 2.17 | 2.52 | 1.64 |
| Long-term avg | 2.18 | 2.16 | 2.50 | 1.63 |
| Interest rate swaps | ||||
| 1-year | 3.05 | 3.06 | 5.08 | 2.22 |
| 2-year | 3.40 | 3.46 | 4.97 | 2.30 |
| 3-year | 3.76 | 3.82 | 5.02 | 2.61 |
| 4-year | 3.99 | 4.05 | 5.10 | 2.93 |
| 5-year | 4.15 | 4.22 | 5.17 | 3.20 |
| 7-year | 4.41 | 4.48 | 5.32 | 3.61 |
| 10-year | 4.64 | 4.73 | 5.46 | 4.00 |
| 30-year | 4.99 | 5.07 | 5.70 | 4.58 |
| Corporate bonds, Moody's seasoned | ||||
| Aaa | 5.68 | 5.74 | 5.85 | 5.29 |
| Baa | 7.17 | 7.22 | 7.27 | 6.37 |
| State and local bonds | ||||
| 4.67 | 4.75 | 5.11 | 4.15 | |
| Eurodollars | ||||
| 1 month | 2.60 | 2.61 | 5.90 | 2.48 |
| 3 month | 2.98 | 3.00 | 5.85 | 2.65 |
| 6 month | 3.34 | 3.39 | 5.64 | 2.61 |
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