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Key Interest Rates: Weekly Snapshot
Monday, March 28, 2016
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.
WEEK ENDED
52-WEEK
  Mar. 25 Mar. 18 High Low
Federal funds
  0.37 0.36 0.38 0.10
Commercial paper
Nonfinancial
1-month 0.34 0.33 0.36 0.07
2-month 0.40 0.39 0.42 0.07
3-month 0.46 0.45 0.49 0.09
Financial
1-month 0.40 0.41 0.42 0.06
2-month 0.47 0.47 0.49 0.07
3-month 0.53 0.57 0.59 0.11
 
Discount window primary credit
  1.00 1.00 1.00 0.75
Conventional mortgages
  3.71 3.73 4.09 3.62
Treasury yields at constant maturities
1-month 0.26 0.28 0.28 0.00
3-month 0.30 0.32 0.33 0.00
6-month 0.46 0.48 0.55 0.07
1-year 0.64 0.67 0.71 0.22
2-year 0.89 0.91 1.07 0.52
3-year 1.05 1.08 1.35 0.85
5-year 1.39 1.43 1.78 1.15
7-year 1.70 1.73 2.16 1.46
10-year 1.91 1.93 2.42 1.71
20-year 2.29 2.30 2.90 2.13
Treasury yields (secondary market)
1-month 0.26 0.28 0.28 -0.02
3-month 0.30 0.31 0.32 0.00
6-month 0.45 0.47 0.54 0.07
Treasury inflation-protected securities
5-year -0.07 0.00 0.50 -0.29
7-year 0.13 0.19 0.63 -0.02
10-year 0.31 0.38 0.78 0.06
20-year 0.69 0.78 1.12 0.41
Long-term avg 0.77 0.86 1.12 0.46
Interest rate swaps
1-year 0.81 0.82 0.86 0.45
2-year 0.96 0.99 1.16 0.72
3-year 1.10 1.13 1.40 0.86
4-year 1.22 1.26 1.64 0.99
5-year 1.32 1.37 1.87 1.12
7-year 1.52 1.56 2.21 1.33
10-year 1.75 1.78 2.50 1.57
30-year 2.19 2.21 2.96 2.08
Corporate bonds, Moody's seasoned
Aaa 3.78 3.80 4.26 3.47
Baa 5.01 5.13 5.51 4.44
State and local bonds
  3.38 3.40 3.87 3.27
Eurodollars
1 month 0.48 0.48 0.50 0.19
3 month 0.65 0.65 0.70 0.30
6 month 0.93 0.93 0.93 0.43
Notes on data:
Federal-funds rate is an average for the seven days ended Wednesday, weighted according to rates on broker trades; Commercial paper rates are discounted offer rates interpolated from sales by dealers or direct issuers to investors that are settled by the Depository Trust Company; Discount window primary credit rate is charged for discounts made and advances extended under the Federal Reserve's primary credit discount window program; rate is average for seven days ended Wednesday; Inflation-indexed long-term TIPS average is indexed and is based on the unweighted average bid yields for all TIPS with remaining terms to maturity of 10 years or more; Swap rates are International Swaps and Derivatives Association (ISDA(R)) mid-market par rates for a fixed-rate payer, who in return receives three-month Libor, and are based on rates collected at 11:00 a.m. ET by Garban Intercapital PLC; Source is Reuters; Moody's triple-AAA rates are averages of industrial bonds only; Muni rates are Thursday quotes based on the Bond Buyer Index for general obligation, 20 years to maturity, mixed quality debt; Mortgage rates are contract rates on commitments for fixed-rate first.
Sources : Federal Reserve; for additional information on these rate data and their derivation, please see, www.federalreserve.gov/releases/h15/data.htm
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