Statistical Supplement | December 2006
Statistical Supplement to the Federal Reserve Bulletin, December 2006
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Statistical Supplement | December 2006 Statistical Supplement to the Federal Reserve Bulletin, December 2006 |
| Percent per year; figures are averages of business day data unless otherwise noted | |||||||||||||
| Item | 2003 | 2004 | 2005 | 2006 | 2006, week ending | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| June | July | Aug | Sept | Sept 1 | Sept 8 | Sept 15 | Sept 22 | Sept 29 | |||||
| Money Market Instruments | |||||||||||||
| 1 | Federal funds1, 2, 3 | 1.13 | 1.35 | 3.22 | 4.99 | 5.24 | 5.25 | 5.25 | 5.25 | 5.25 | 5.23 | 5.24 | 5.27 |
| 2 | Discount window primary credit2, 4 | n.a. | 2.34 | 4.19 | 6.02 | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 |
| Commercial paper3, 5, 6 | |||||||||||||
| Nonfinancial | |||||||||||||
| 3 | 1-month | 1.11 | 1.38 | 3.22 | 5.12 | 5.24 | 5.22 | 5.21 | 5.20 | 5.21 | 5.20 | 5.20 | 5.22 |
| 4 | 2-month | 1.11 | 1.40 | 3.23 | 5.13 | 5.26 | 5.21 | 5.19 | 5.20 | 5.20 | 5.20 | 5.19 | 5.19 |
| 5 | 3-month | 1.11 | 1.41 | 3.42 | 5.29 | n.a. | 5.21 | 5.21 | 5.21 | 5.21 | 5.21 | 5.21 | n.a. |
| Financial | |||||||||||||
| 6 | 1-month | 1.12 | 1.41 | 3.27 | 5.16 | 5.28 | 5.26 | 5.24 | 5.24 | 5.24 | 5.25 | 5.25 | 5.23 |
| 7 | 2-month | 1.13 | 1.46 | 3.36 | 5.21 | 5.34 | 5.27 | 5.25 | 5.25 | 5.25 | 5.25 | 5.25 | 5.23 |
| 8 | 3-month | 1.13 | 1.52 | 3.44 | 5.25 | 5.37 | 5.29 | 5.25 | 5.26 | 5.26 | 5.26 | 5.25 | 5.22 |
| Certificates of deposit, secondary market3, 7 | |||||||||||||
| 9 | 1-month | 1.15 | 1.45 | 3.34 | 5.22 | 5.34 | 5.31 | 5.29 | 5.29 | 5.29 | 5.29 | 5.29 | 5.29 |
| 10 | 3-month | 1.15 | 1.57 | 3.51 | 5.35 | 5.46 | 5.38 | 5.34 | 5.35 | 5.34 | 5.35 | 5.34 | 5.32 |
| 11 | 6-month | 1.17 | 1.74 | 3.73 | 5.46 | 5.54 | 5.44 | 5.37 | 5.41 | 5.38 | 5.39 | 5.37 | 5.32 |
| 12 | Eurodollar deposits, 3-month3, 8 | 1.14 | 1.55 | 3.51 | 5.38 | 5.49 | 5.41 | 5.38 | 5.39 | 5.39 | 5.37 | 5.38 | 5.36 |
| U.S. Treasury bills | |||||||||||||
| Secondary market3, 5 | |||||||||||||
| 13 | 4-week | 1.00 | 1.24 | 2.94 | 4.62 | 4.80 | 5.08 | 4.68 | 5.06 | 4.81 | 4.70 | 4.64 | 4.53 |
| 14 | 3-month | 1.01 | 1.37 | 3.15 | 4.79 | 4.95 | 4.96 | 4.81 | 4.93 | 4.84 | 4.81 | 4.81 | 4.76 |
| 15 | 6-month | 1.05 | 1.58 | 3.39 | 4.97 | 5.06 | 4.97 | 4.89 | 4.94 | 4.92 | 4.92 | 4.88 | 4.82 |
| U.S. Treasury Notes and Bonds | |||||||||||||
| Constant maturities9 | |||||||||||||
| 16 | 1-year | 1.24 | 1.89 | 3.62 | 5.16 | 5.22 | 5.08 | 4.97 | 5.03 | 5.02 | 5.02 | 4.97 | 4.90 |
| 17 | 2-year | 1.65 | 2.38 | 3.85 | 5.12 | 5.12 | 4.90 | 4.77 | 4.83 | 4.81 | 4.83 | 4.77 | 4.67 |
| 18 | 3-year | 2.10 | 2.78 | 3.93 | 5.09 | 5.07 | 4.85 | 4.69 | 4.75 | 4.75 | 4.76 | 4.69 | 4.59 |
| 19 | 5-year | 2.97 | 3.43 | 4.05 | 5.07 | 5.04 | 4.82 | 4.67 | 4.73 | 4.73 | 4.73 | 4.66 | 4.56 |
| 20 | 7-year | 3.52 | 3.87 | 4.15 | 5.08 | 5.05 | 4.83 | 4.68 | 4.73 | 4.74 | 4.74 | 4.67 | 4.56 |
| 21 | 10-year | 4.01 | 4.27 | 4.29 | 5.11 | 5.09 | 4.88 | 4.72 | 4.76 | 4.79 | 4.79 | 4.71 | 4.60 |
| 22 | 20-year | 4.96 | 5.04 | 4.64 | 5.29 | 5.25 | 5.08 | 4.93 | 4.98 | 5.01 | 4.99 | 4.91 | 4.81 |
| State and Local Notes and Bonds | |||||||||||||
| Moody's series10 | |||||||||||||
| 23 | Aaa | 4.52 | 4.50 | 4.28 | 4.35 | 4.41 | 4.10 | 3.87 | 3.99 | 3.92 | 3.89 | 3.84 | 3.82 |
| 24 | Baa | 5.20 | 5.09 | 4.86 | 4.96 | 5.05 | 4.72 | 4.47 | 4.60 | 4.53 | 4.49 | 4.45 | 4.42 |
| 25 | Bond Buyer series11 | 4.75 | 4.68 | 4.40 | 4.60 | 4.61 | 4.39 | 4.27 | 4.30 | 4.34 | 4.30 | 4.21 | 4.23 |
| Corporate Bonds | |||||||||||||
| 26 | Seasoned issues, all industries12 | 6.24 | 6.00 | 5.57 | 6.29 | 6.26 | 6.09 | 5.92 | 5.99 | 6.00 | 5.98 | 5.89 | 5.80 |
| Rating group | |||||||||||||
| 27 | Aaa13 | 5.66 | 5.63 | 5.23 | 5.89 | 5.85 | 5.68 | 5.51 | 5.57 | 5.59 | 5.58 | 5.49 | 5.39 |
| 28 | Aa | 6.14 | 5.91 | 5.37 | 6.11 | 6.08 | 5.91 | 5.75 | 5.80 | 5.84 | 5.82 | 5.73 | 5.63 |
| 29 | A | 6.38 | 6.08 | 5.59 | 6.39 | 6.36 | 6.19 | 5.98 | 6.10 | 6.08 | 6.05 | 5.95 | 5.84 |
| 30 | Baa | 6.76 | 6.39 | 6.06 | 6.78 | 6.76 | 6.59 | 6.43 | 6.50 | 6.52 | 6.49 | 6.40 | 6.32 |
| Memo | |||||||||||||
| Dividend-price ratio14 | |||||||||||||
| 31 | Common stocks | 1.72 | 1.64 | 1.73 | 1.88 | 1.90 | 1.86 | 1.86 | 1.84 | 1.86 | 1.84 | 1.87 | 1.87 |
|
Note: Some of the data in this table also appear in the Board's H.15 (519) weekly statistical release. 1. The daily effective federal funds rate is a weighted average of rates on trades through New York brokers. Return to table 2. Weekly figures are averages of seven calendar days, ending on Wednesday of the current week; monthly figures include each calendar day in the month. Return to table 3. Annualized using a 360-day year or bank interest. Return to table 4. The rate charged for discounts made and advances extended under the Federal Reserve's primary credit discount window program, which became effective January 9, 2003. This rate replaces that for adjustment credit, which was discontinued after January 8, 2003. More information. The rate reported is that for the Federal Reserve Bank of New York. Historical series. Return to table 5. Quoted on a discount basis. Return to table 6. Interest rates interpolated from data on certain commercial paper trades settled by the Depository Trust Company. The trades represent sales of commercial paper by dealers or direct issuers to investors (that is, the offer side). See the Board's Commercial Paper releases. Return to table 7. An average of dealer offering rates on nationally traded certificates of deposit. Return to table 8. Bid rates for Eurodollar deposits collected around 9:30 a.m. Eastern time. Data are for indication purposes only. Return to table 9. Yields on actively traded issues adjusted to constant maturities. Return to table 10. General obligation bonds based on Thursday figures; Moody's Investors Service. Return to table 11. State and local government general obligation bonds maturing in twenty years are used in compiling this index. The twenty-bond index has a rating roughly equivalent to Moody's Al rating. Based on Thursday figures. Return to table 12. Daily figures are averages of Aaa, Aa, A, and Baa yields from Moody's Investors Service. Based on yields to maturity on selected long-term bonds. Return to table 13. Effective December 7, 2001, the Moody's Aaa yield includes yields only for industrial firms. Prior to December 7, 2001, the Aaa yield represented both utilities and industrial. Return to table 14. Standard & Poor's corporate series. Common stock ratio is based on the 500 stocks in the price index. Return to table Source: U.S. Department of the Treasury. |
Statistical Supplement | December 2006 | Tips for printing wide tables | Symbols and Abbreviations