Table B–73. Bond yields and interest rates, 1933–2010 - GovInfo
嚜燜able B每73. Bond yields and interest rates, 1933每2010
[Percent per annum]
U.S. Treasury securities
Year and
month
Bills
(at auction) 1
3-month 6-month
1933 .................
1939 .................
1940 .................
1941 .................
1942 .................
1943 .................
1944 .................
1945 .................
1946 .................
1947 .................
1948 .................
1949 .................
1950 .................
1951 .................
1952 .................
1953 .................
1954 .................
1955 .................
1956 .................
1957 .................
1958 .................
1959 .................
1960 .................
1961 .................
1962 .................
1963 .................
1964 .................
1965 .................
1966 .................
1967 .................
1968 .................
1969 .................
1970 .................
1971 .................
1972 .................
1973 .................
1974 .................
1975 .................
1976 .................
1977 .................
1978 .................
1979 .................
1980 .................
1981 .................
1982 .................
1983 .................
1984 .................
1985 .................
1986 .................
1987 .................
1988 .................
1989 .................
1990 .................
1991 .................
1992 .................
1993 .................
1994 .................
1995 .................
1996 .................
1997 .................
1998 .................
1999 .................
2000 .................
2001 .................
2002 .................
2003 .................
2004 .................
2005 .................
2006 .................
2007 .................
2008 .................
2009 .................
2010 .................
0.515
.023
.014
.103
.326
.373
.375
.375
.375
.594
1.040
1.102
1.218
1.552
1.766
1.931
.953
1.753
2.658
3.267
1.839
3.405
2.93
2.38
2.78
3.16
3.56
3.95
4.88
4.32
5.34
6.68
6.43
4.35
4.07
7.04
7.89
5.84
4.99
5.27
7.22
10.05
11.51
14.03
10.69
8.63
9.53
7.47
5.98
5.82
6.69
8.12
7.51
5.42
3.45
3.02
4.29
5.51
5.02
5.07
4.81
4.66
5.85
3.44
1.62
1.01
1.38
3.16
4.73
4.41
1.48
.16
.14
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
3.832
3.25
2.61
2.91
3.25
3.69
4.05
5.08
4.63
5.47
6.85
6.53
4.51
4.47
7.18
7.93
6.12
5.27
5.52
7.58
10.02
11.37
13.78
11.08
8.75
9.77
7.64
6.03
6.05
6.92
8.04
7.47
5.49
3.57
3.14
4.66
5.59
5.09
5.18
4.85
4.76
5.92
3.39
1.69
1.06
1.57
3.40
4.80
4.48
1.71
.29
.20
Corporate
bonds
(Moody＊s)
Constant
maturities 2
3-year
10-year
30-year
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
2.47
1.63
2.47
3.19
3.98
2.84
4.46
3.98
3.54
3.47
3.67
4.03
4.22
5.23
5.03
5.68
7.02
7.29
5.66
5.72
6.96
7.84
7.50
6.77
6.68
8.29
9.70
11.51
14.46
12.93
10.45
11.92
9.64
7.06
7.68
8.26
8.55
8.26
6.82
5.30
4.44
6.27
6.25
5.99
6.10
5.14
5.49
6.22
4.09
3.10
2.10
2.78
3.93
4.77
4.35
2.24
1.43
1.11
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
2.85
2.40
2.82
3.18
3.65
3.32
4.33
4.12
3.88
3.95
4.00
4.19
4.28
4.93
5.07
5.64
6.67
7.35
6.16
6.21
6.85
7.56
7.99
7.61
7.42
8.41
9.43
11.43
13.92
13.01
11.10
12.46
10.62
7.67
8.39
8.85
8.49
8.55
7.86
7.01
5.87
7.09
6.57
6.44
6.35
5.26
5.65
6.03
5.02
4.61
4.01
4.27
4.29
4.80
4.63
3.66
3.26
3.22
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
.............
7.75
8.49
9.28
11.27
13.45
12.76
11.18
12.41
10.79
7.78
8.59
8.96
8.45
8.61
8.14
7.67
6.59
7.37
6.88
6.71
6.61
5.58
5.87
5.94
5.49
5.43
.............
.............
.............
4.91
4.84
4.28
4.08
4.25
Aaa 3
4.49
3.01
2.84
2.77
2.83
2.73
2.72
2.62
2.53
2.61
2.82
2.66
2.62
2.86
2.96
3.20
2.90
3.06
3.36
3.89
3.79
4.38
4.41
4.35
4.33
4.26
4.40
4.49
5.13
5.51
6.18
7.03
8.04
7.39
7.21
7.44
8.57
8.83
8.43
8.02
8.73
9.63
11.94
14.17
13.79
12.04
12.71
11.37
9.02
9.38
9.71
9.26
9.32
8.77
8.14
7.22
7.96
7.59
7.37
7.26
6.53
7.04
7.62
7.08
6.49
5.67
5.63
5.24
5.59
5.56
5.63
5.31
4.94
Baa
7.76
4.96
4.75
4.33
4.28
3.91
3.61
3.29
3.05
3.24
3.47
3.42
3.24
3.41
3.52
3.74
3.51
3.53
3.88
4.71
4.73
5.05
5.19
5.08
5.02
4.86
4.83
4.87
5.67
6.23
6.94
7.81
9.11
8.56
8.16
8.24
9.50
10.61
9.75
8.97
9.49
10.69
13.67
16.04
16.11
13.55
14.19
12.72
10.39
10.58
10.83
10.18
10.36
9.80
8.98
7.93
8.62
8.20
8.05
7.86
7.22
7.87
8.36
7.95
7.80
6.77
6.39
6.06
6.48
6.48
7.45
7.30
6.04
Highgrade
municipal
bonds
(Standard &
Poor＊s)
4.71
2.76
2.50
2.10
2.36
2.06
1.86
1.67
1.64
2.01
2.40
2.21
1.98
2.00
2.19
2.72
2.37
2.53
2.93
3.60
3.56
3.95
3.73
3.46
3.18
3.23
3.22
3.27
3.82
3.98
4.51
5.81
6.51
5.70
5.27
5.18
6.09
6.89
6.49
5.56
5.90
6.39
8.51
11.23
11.57
9.47
10.15
9.18
7.38
7.73
7.76
7.24
7.25
6.89
6.41
5.63
6.19
5.95
5.75
5.55
5.12
5.43
5.77
5.19
5.05
4.73
4.63
4.29
4.42
4.42
4.80
4.64
4.16
Newhome
mortgage
yields 4
Prime
rate
charged
by
banks 5
Discount window
(Federal Reserve Bank
of New York) 5, 6
Primary
credit
Adjustment
credit
.............. 1.50每4.00 ................
2.56
..............
1.50 ................
1.00
..............
1.50 ................
1.00
..............
1.50 ................
1.00
8 1.00
..............
1.50 ................
8 1.00
..............
1.50 ................
8 1.00
..............
1.50 ................
8 1.00
..............
1.50 ................
8 1.00
..............
1.50 ................
.............. 1.50每1.75 ................
1.00
.............. 1.75每2.00 ................
1.34
..............
2.00 ................
1.50
..............
2.07 ................
1.59
..............
2.56 ................
1.75
..............
3.00 ................
1.75
..............
3.17 ................
1.99
..............
3.05 ................
1.60
..............
3.16 ................
1.89
..............
3.77 ................
2.77
..............
4.20 ................
3.12
..............
3.83 ................
2.15
..............
4.48 ................
3.36
..............
4.82 ................
3.53
..............
4.50 ................
3.00
..............
4.50 ................
3.00
5.89
4.50 ................
3.23
5.83
4.50 ................
3.55
5.81
4.54 ................
4.04
6.25
5.63 ................
4.50
6.46
5.63 ................
4.19
6.97
6.31 ................
5.17
7.81
7.96 ................
5.87
8.45
7.91 ................
5.95
7.74
5.73 ................
4.88
7.60
5.25 ................
4.50
7.96
8.03 ................
6.45
8.92
10.81 ................
7.83
9.00
7.86 ................
6.25
9.00
6.84 ................
5.50
9.02
6.83 ................
5.46
9.56
9.06 ................
7.46
10.78
12.67 ................
10.29
12.66
15.26 ................
11.77
14.70
18.87 ................
13.42
15.14
14.85 ................
11.01
12.57
10.79 ................
8.50
12.38
12.04 ................
8.80
11.55
9.93 ................
7.69
10.17
8.33 ................
6.32
9.31
8.21 ................
5.66
9.19
9.32 ................
6.20
10.13
10.87 ................
6.93
10.05
10.01 ................
6.98
9.32
8.46 ................
5.45
8.24
6.25 ................
3.25
7.20
6.00 ................
3.00
7.49
7.15 ................
3.60
7.87
8.83 ................
5.21
7.80
8.27 ................
5.02
7.71
8.44 ................
5.00
7.07
8.35 ................
4.92
7.04
8.00 ................
4.62
7.52
9.23 ................
5.73
7.00
6.91 ................
3.40
6.43
4.67 ................
1.17
5.80
4.12
2.12 ................
5.77
4.34
2.34 ................
5.94
6.19
4.19 ................
6.63
7.96
5.96 ................
6.41
8.05
5.86 ................
6.05
5.09
2.39 ................
5.14
3.25
.50 ................
4.80
3.25
.72 ................
Federal
funds
rate 7
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
..............
1.79
2.73
3.11
1.57
3.31
3.21
1.95
2.71
3.18
3.50
4.07
5.11
4.22
5.66
8.21
7.17
4.67
4.44
8.74
10.51
5.82
5.05
5.54
7.94
11.20
13.35
16.39
12.24
9.09
10.23
8.10
6.80
6.66
7.57
9.21
8.10
5.69
3.52
3.02
4.21
5.83
5.30
5.46
5.35
4.97
6.24
3.88
1.67
1.13
1.35
3.22
4.97
5.02
1.92
.16
.18
1 High bill rate at auction, issue date within period, bank-discount basis. On or after October 28, 1998, data are stop yields from uniform-price auctions.
Before that date, they are weighted average yields from multiple-price auctions.
See next page for continuation of table.
276 | Appendix B
Table B每73. Bond yields and interest rates, 1933每2010〞Continued
[Percent per annum]
U.S. Treasury securities
Year and
month
Bills
(at auction) 1
3-month 6-month
2006: Jan ........
Feb ........
Mar .......
Apr ........
May .......
June ......
July .......
Aug........
Sept.......
Oct.........
Nov........
Dec ........
2007: Jan ........
Feb ........
Mar .......
Apr ........
May .......
June ......
July .......
Aug........
Sept.......
Oct.........
Nov........
Dec ........
2008: Jan ........
Feb ........
Mar .......
Apr ........
May .......
June ......
July .......
Aug........
Sept.......
Oct.........
Nov........
Dec ........
2009: Jan ........
Feb ........
Mar .......
Apr ........
May .......
June ......
July .......
Aug........
Sept.......
Oct.........
Nov........
Dec ........
2010: Jan ........
Feb ........
Mar .......
Apr ........
May .......
June ......
July .......
Aug........
Sept.......
Oct.........
Nov........
Dec ........
4.20
4.41
4.51
4.59
4.72
4.79
4.96
4.98
4.82
4.89
4.95
4.84
4.96
5.02
4.96
4.87
4.77
4.63
4.83
4.34
4.01
3.96
3.49
3.08
2.86
2.21
1.38
1.32
1.71
1.89
1.72
1.79
1.46
.84
.30
.04
.12
.31
.25
.17
.19
.17
.19
.18
.13
.08
.06
.07
.06
.10
.15
.15
.16
.12
.16
.15
.15
.13
.13
.15
4.29
4.51
4.61
4.71
4.81
4.95
5.09
4.99
4.90
4.91
4.95
4.87
4.93
4.96
4.90
4.87
4.80
4.77
4.85
4.56
4.13
4.08
3.63
3.29
2.84
2.09
1.53
1.54
1.82
2.15
1.99
1.96
1.78
1.39
.86
.32
.31
.46
.43
.37
.31
.32
.29
.27
.22
.17
.16
.17
.15
.18
.22
.24
.23
.19
.20
.19
.19
.17
.17
.20
Constant
maturities 2
3-year
4.35
4.64
4.74
4.89
4.97
5.09
5.07
4.85
4.69
4.72
4.64
4.58
4.79
4.75
4.51
4.60
4.69
5.00
4.82
4.34
4.06
4.01
3.35
3.13
2.51
2.19
1.80
2.23
2.69
3.08
2.87
2.70
2.32
1.86
1.51
1.07
1.13
1.37
1.31
1.32
1.39
1.76
1.55
1.65
1.48
1.46
1.32
1.38
1.49
1.40
1.51
1.64
1.32
1.17
.98
.78
.74
.57
.67
.99
10-year 30-year
4.42 .............
4.57
4.54
4.72
4.73
4.99
5.06
5.11
5.20
5.11
5.15
5.09
5.13
4.88
5.00
4.72
4.85
4.73
4.85
4.60
4.69
4.56
4.68
4.76
4.85
4.72
4.82
4.56
4.72
4.69
4.87
4.75
4.90
5.10
5.20
5.00
5.11
4.67
4.93
4.52
4.79
4.53
4.77
4.15
4.52
4.10
4.53
3.74
4.33
3.74
4.52
3.51
4.39
3.68
4.44
3.88
4.60
4.10
4.69
4.01
4.57
3.89
4.50
3.69
4.27
3.81
4.17
3.53
4.00
2.42
2.87
2.52
3.13
2.87
3.59
2.82
3.64
2.93
3.76
3.29
4.23
3.72
4.52
3.56
4.41
3.59
4.37
3.40
4.19
3.39
4.19
3.40
4.31
3.59
4.49
3.73
4.60
3.69
4.62
3.73
4.64
3.85
4.69
3.42
4.29
3.20
4.13
3.01
3.99
2.70
3.80
2.65
3.77
2.54
3.87
2.76
4.19
3.29
4.42
Corporate
bonds
(Moody's)
Aaa 3
5.29
5.35
5.53
5.84
5.95
5.89
5.85
5.68
5.51
5.51
5.33
5.32
5.40
5.39
5.30
5.47
5.47
5.79
5.73
5.79
5.74
5.66
5.44
5.49
5.33
5.53
5.51
5.55
5.57
5.68
5.67
5.64
5.65
6.28
6.12
5.05
5.05
5.27
5.50
5.39
5.54
5.61
5.41
5.26
5.13
5.15
5.19
5.26
5.26
5.35
5.27
5.29
4.96
4.88
4.72
4.49
4.53
4.68
4.87
5.02
Baa
6.24
6.27
6.41
6.68
6.75
6.78
6.76
6.59
6.43
6.42
6.20
6.22
6.34
6.28
6.27
6.39
6.39
6.70
6.65
6.65
6.59
6.48
6.40
6.65
6.54
6.82
6.89
6.97
6.93
7.07
7.16
7.15
7.31
8.88
9.21
8.43
8.14
8.08
8.42
8.39
8.06
7.50
7.09
6.58
6.31
6.29
6.32
6.37
6.25
6.34
6.27
6.25
6.05
6.23
6.01
5.66
5.66
5.72
5.92
6.10
Highgrade
municipal
bonds
(Standard &
Poor's)
4.31
4.41
4.44
4.60
4.61
4.64
4.64
4.43
4.30
4.32
4.17
4.17
4.29
4.21
4.18
4.32
4.37
4.64
4.64
4.73
4.57
4.41
4.45
4.22
4.00
4.35
4.67
4.43
4.34
4.48
4.88
4.90
5.03
5.68
5.28
5.53
5.13
5.00
5.15
4.88
4.60
4.84
4.69
4.58
4.13
4.20
4.35
4.16
4.22
4.23
4.22
4.24
4.15
4.18
4.11
3.91
3.76
3.83
4.30
4.72
Newhome
mortgage
yields 4
6.12
6.40
6.53
6.64
6.69
6.79
6.81
6.87
6.72
6.69
6.55
6.37
6.35
6.31
6.22
6.21
6.22
6.54
6.70
6.73
6.58
6.55
6.42
6.21
6.02
5.96
5.92
5.98
6.01
6.13
6.29
6.33
6.09
6.10
6.16
5.67
5.11
5.09
5.10
4.96
4.92
5.17
5.40
5.32
5.26
5.14
5.08
5.01
5.04
5.08
5.09
5.21
5.12
5.00
4.87
4.67
4.52
4.40
4.26
4.44
Prime
rate
charged
by
banks 5
Discount window
(Federal Reserve Bank
of New York) 5, 6
Federal
funds
rate 7
AdjustPrimary
ment
credit
credit
High-low
High-low
High-low
7.50每7.25
7.50每7.50
7.75每7.50
7.75每7.75
8.00每7.75
8.25每8.00
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每8.25
8.25每7.75
7.75每7.50
7.50每7.50
7.50每7.25
7.25每6.00
6.00每6.00
6.00每5.25
5.25每5.00
5.00每5.00
5.00每5.00
5.00每5.00
5.00每5.00
5.00每5.00
5.00每4.00
4.00每4.00
4.00每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
3.25每3.25
5.50每5.25
5.50每5.50
5.75每5.50
5.75每5.75
6.00每5.75
6.25每6.00
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每6.25
6.25每5.75
5.75每5.25
5.25每5.00
5.00每5.00
5.00每4.75
4.75每3.50
3.50每3.50
3.50每2.50
2.50每2.25
2.25每2.25
2.25每2.25
2.25每2.25
2.25每2.25
2.25每2.25
2.25每1.25
1.25每1.25
1.25每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.50每0.50
0.75每0.50
0.75每0.75
0.75每0.75
0.75每0.75
0.75每0.75
0.75每0.75
0.75每0.75
0.75每0.75
0.75每0.75
0.75每0.75
0.75每0.75
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4.29
4.49
4.59
4.79
4.94
4.99
5.24
5.25
5.25
5.25
5.25
5.24
5.25
5.26
5.26
5.25
5.25
5.25
5.26
5.02
4.94
4.76
4.49
4.24
3.94
2.98
2.61
2.28
1.98
2.00
2.01
2.00
1.81
.97
.39
.16
.15
.22
.18
.15
.18
.21
.16
.16
.15
.12
.12
.12
.11
.13
.16
.20
.20
.18
.18
.19
.19
.19
.19
.18
2 Yields on the more actively traded issues adjusted to constant maturities by the Department of the Treasury. The 30-year Treasury constant maturity series
was discontinued on February 18, 2002, and reintroduced on February 9, 2006.
3 Beginning with December 7, 2001, data for corporate Aaa series are industrial bonds only.
4 Effective rate (in the primary market) on conventional mortgages, reflecting fees and charges as well as contract rate and assuming, on the average,
repayment at end of 10 years. Rates beginning with January 1973 not strictly comparable with prior rates.
5 For monthly data, high and low for the period. Prime rate for 1929每1933 and 1947每1948 are ranges of the rate in effect during the period.
6 Primary credit replaced adjustment credit as the Federal Reserve's principal discount window lending program effective January 9, 2003.
7 Since July 19, 1975, the daily effective rate is an average of the rates on a given day weighted by the volume of transactions at these rates. Prior to that
date, the daily effective rate was the rate considered most representative of the day's transactions, usually the one at which most transactions occurred.
8 From October 30, 1942 to April 24, 1946, a preferential rate of 0.50 percent was in effect for advances secured by Government securities maturing in one
year or less.
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.
Money Stock, Credit, and Finance
| 277
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