H.15 - Selected Interest Rates (Daily) - August 26, 2022

Selected Interest Rates · 1-month, 2.33, 2.44, 2.43, 2.35, n.a. · 2-month, n.a., n.a., n.a., 2.49, 2.69 · 3-month, 2.82, 2.76, 2.86, 2.66, 2.83. Bank prime loan 2 ... 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SelectedInterestRates(Daily)-H.15 CurrentRelease About Announcements TechnicalQ&As H.15SelectedInterestRates RSS DataDownload ThereleaseisposteddailyMondaythroughFridayat4:15pm. Thereleaseisnotpostedonholidaysorintheeventthatthe Boardisclosed. Releasedate:August26,2022SelectedInterestRatesYieldsinpercentperannum Instruments 2022Aug19 2022Aug22 2022Aug23 2022Aug24 2022Aug25 Federalfunds(effective)123  2.33   2.33   2.33   2.33   2.33  CommercialPaper3456                Nonfinancial                1-month  2.32   2.37   2.25   2.35   2.26  2-month  2.44   2.49   2.47   2.56   2.62  3-month  n.a.   2.62   2.64   n.a.   n.a.  Financial                1-month  2.33   2.44   2.43   2.35   n.a.  2-month  n.a.   n.a.   n.a.   2.49   2.69  3-month  2.82   2.76   2.86   2.66   2.83  Bankprimeloan237  5.50   5.50   5.50   5.50   5.50  Discountwindowprimarycredit28  2.50   2.50   2.50   2.50   2.50  U.S.governmentsecurities                Treasurybills(secondarymarket)34                4-week  2.16   2.18   2.17   2.17   2.34  3-month  2.64   2.74   2.71   2.73   2.78  6-month  3.04   3.11   3.10   3.15   3.13  1-year  3.14   3.20   3.17   3.23   3.21  Treasuryconstantmaturities                Nominal9                1-month  2.23   2.27   2.28   2.29   2.42  3-month  2.74   2.82   2.80   2.82   2.88  6-month  3.16   3.23   3.21   3.28   3.25  1-year  3.26   3.32   3.29   3.35   3.33  2-year  3.25   3.32   3.29   3.36   3.35  3-year  3.28   3.36   3.35   3.40   3.37  5-year  3.11   3.17   3.18   3.20   3.15  7-year  3.06   3.12   3.14   3.20   3.11  10-year  2.98   3.03   3.05   3.11   3.03  20-year  3.44   3.48   3.49   3.55   3.47  30-year  3.22   3.24   3.26   3.32   3.25  Inflationindexed10                5-year  0.39   0.43   0.41   0.41   0.38  7-year  0.40   0.43   0.43   0.44   0.39  10-year  0.43   0.46   0.47   0.49   0.43  20-year  0.68   0.70   0.71   0.74   0.68  30-year  0.87   0.88   0.89   0.92   0.87  Inflation-indexedlong-termaverage11  1.00   1.01   1.02   1.06   1.02  n.a.Notavailable. Footnotes 1.AsofMarch1,2016,thedailyeffectivefederalfundsrate(EFFR)isavolume-weightedmedianoftransaction-leveldatacollectedfromdepositoryinstitutionsintheReportofSelectedMoneyMarketRates(FR2420).PriortoMarch1,2016,theEFFRwasavolume-weightedmeanofratesonbrokeredtrades. 2.Weeklyfiguresareaveragesof7calendardaysendingonWednesdayofthecurrentweek;monthlyfiguresincludeeachcalendardayinthemonth. 3.Annualizedusinga360-dayyearorbankinterest. 4.Onadiscountbasis. 5.InterestratesinterpolatedfromdataoncertaincommercialpapertradessettledbyTheDepositoryTrustCompany.Thetradesrepresentsalesofcommercialpaperbydealersordirectissuerstoinvestors(thatis,theofferside).The1-,2-,and3-monthratesareequivalenttothe30-,60-,and90-daydatesreportedontheBoard'sCommercialPaperWebpage(www.federalreserve.gov/releases/cp/). 6.FinancialpaperthatisinsuredbytheFDIC'sTemporaryLiquidityGuaranteeProgramisnotexcludedfromrelevantindexes,norisanyfinancialornonfinancialcommercialpaperthatmaybedirectlyorindirectlyaffectedbyoneormoreoftheFederalReserve'sliquidityfacilities.ThustheratespublishedafterSeptember19,2008,likelyreflectthedirectorindirecteffectsofthenewtemporaryprogramsand,accordingly,likelyarenotcomparableforsomepurposestoratespublishedpriortothatperiod. 7.Ratepostedbyamajorityoftop25(byassetsindomesticoffices)insuredU.S.-charteredcommercialbanks.Primeisoneofseveralbaseratesusedbybankstopriceshort-termbusinessloans. 8.TheratechargedfordiscountsmadeandadvancesextendedundertheFederalReserve'sprimarycreditdiscountwindowprogram,whichbecameeffectiveJanuary9,2003.Thisratereplacesthatforadjustmentcredit,whichwasdiscontinuedafterJanuary8,2003.Forfurtherinformation,seewww.federalreserve.gov/boarddocs/press/bcreg/2002/200210312/default.htm.TheratereportedisthatfortheFederalReserveBankofNewYork.Historicalseriesfortherateonadjustmentcreditaswellastherateonprimarycreditareavailableatwww.federalreserve.gov/releases/h15/data.htm. 9.Yieldsonactivelytradednon-inflation-indexedissuesadjustedtoconstantmaturities.The30-yearTreasuryconstantmaturityserieswasdiscontinuedonFebruary18,2002,andreintroducedonFebruary9,2006.FromFebruary18,2002,toFebruary9,2006,theU.S.Treasurypublishedafactorforadjustingthedailynominal20-yearconstantmaturityinordertoestimatea30-yearnominalrate.Thehistoricaladjustmentfactorcanbefoundatwww.treasury.gov/resource-center/data-chart-center/interest-rates/.Source:U.S.Treasury. 10.YieldsonTreasuryinflationprotectedsecurities(TIPS)adjustedtoconstantmaturities.Source:U.S.Treasury.Additionalinformationonbothnominalandinflation-indexedyieldsmaybefoundatwww.treasury.gov/resource-center/data-chart-center/interest-rates/. 11.BasedontheunweightedaveragebidyieldsforallTIPSwithremainingtermstomaturityofmorethan10years. Note:CurrentandhistoricalH.15data,alongwithweekly,monthly,andannualaverages,areavailableontheBoard'sDataDownloadProgram(DDP)atwww.federalreserve.gov/datadownload/Choose.aspx?rel=H15).Weekly,monthlyandannualratesareaveragesofbusinessdaysunlessotherwisenoted. DescriptionoftheTreasuryNominalandInflation-IndexedConstantMaturitySeriesYieldsonTreasurynominalsecuritiesat“constantmaturity”areinterpolatedbytheU.S.Treasuryfromthedailyyieldcurvefornon-inflation-indexedTreasurysecurities.Thiscurve,whichrelatestheyieldonasecuritytoitstimetomaturity,isbasedontheclosingmarketbidyieldsonactivelytradedTreasurysecuritiesintheover-the-countermarket.ThesemarketyieldsarecalculatedfromcompositesofquotationsobtainedbytheFederalReserveBankofNewYork.Theconstantmaturityyieldvaluesarereadfromtheyieldcurveatfixedmaturities,currently1,3,and6monthsand1,2,3,5,7,10,20,and30years.Thismethodprovidesayieldfora10-yearmaturity,forexample,evenifnooutstandingsecurityhasexactly10yearsremainingtomaturity.Similarly,yieldsoninflation-indexedsecuritiesat“constantmaturity”areinterpolatedfromthedailyyieldcurveforTreasuryinflationprotectedsecuritiesintheover-the-countermarket.Theinflation-indexedconstantmaturityyieldsarereadfromthisyieldcurveatfixedmaturities,currently5,7,10,20,and30years. 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