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— Short Term Rates for 1987 —
| Month | Annual | Semiann. | Quarterly | Monthly |
| Jan-87 | 6.13% | 6.04% | 6.00% | 5.97% |
| Feb-87 | 6.20% | 6.11% | 6.06% | 6.03% |
| Mar-87 | 6.22% | 6.13% | 6.08% | 6.05% |
| Apr-87 | 6.29% | 6.19% | 6.14% | 6.11% |
| May-87 | 6.51% | 6.41% | 6.36% | 6.33% |
| Jun-87 | 7.21% | 7.08% | 7.02% | 6.98% |
| Jul-87 | 7.50% | 7.36% | 7.29% | 7.25% |
| Aug-87 | 7.16% | 7.04% | 6.98% | 6.94% |
| Sep-87 | 7.32% | 7.19% | 7.13% | 7.08% |
| Oct-87 | 7.79% | 7.64% | 7.57% | 7.52% |
| Nov-87 | 8.38% | 8.21% | 8.13% | 8.07% |
| Dec-87 | 7.62% | 7.48% | 7.41% | 7.37% |
— Mid Term Rates for 1987 —
| Month | Annual | Semiann. | Quarterly | Monthly |
| Jan-87 | 6.93% | 6.81% | 6.75% | 6.72% |
| Feb-87 | 6.94% | 6.82% | 6.76% | 6.73% |
| Mar-87 | 6.97% | 6.85% | 6.79% | 6.75% |
| Apr-87 | 7.02% | 6.90% | 6.84% | 6.80% |
| May-87 | 7.32% | 7.19% | 7.13% | 7.08% |
| Jun-87 | 8.25% | 8.09% | 8.01% | 7.96% |
| Jul-87 | 8.56% | 8.38% | 8.29% | 8.24% |
| Aug-87 | 8.19% | 8.03% | 7.95% | 7.90% |
| Sep-87 | 8.46% | 8.29% | 8.21% | 8.15% |
| Oct-87 | 8.91% | 8.72% | 8.63% | 8.57% |
| Nov-87 | 9.54% | 9.32% | 9.21% | 9.14% |
| Dec-87 | 8.95% | 8.76% | 8.67% | 8.60% |
— Long Term Rates for 1987 —
| Month | Annual | Semiann. | Quarterly | Monthly |
| Jan-87 | 7.41% | 7.28% | 7.21% | 7.17% |
| Feb-87 | 7.39% | 7.26% | 7.20% | 7.15% |
| Mar-87 | 7.49% | 7.35% | 7.28% | 7.24% |
| Apr-87 | 7.53% | 7.39% | 7.32% | 7.28% |
| May-87 | 7.83% | 7.68% | 7.61% | 7.56% |
| Jun-87 | 8.67% | 8.49% | 8.40% | 8.34% |
| Jul-87 | 8.91% | 8.72% | 8.63% | 8.57% |
| Aug-87 | 8.58% | 8.40% | 8.31% | 8.26% |
| Sep-87 | 8.93% | 8.74% | 8.65% | 8.58% |
| Oct-87 | 9.36% | 9.15% | 9.05% | 8.98% |
| Nov-87 | 9.92% | 9.69% | 9.58% | 9.50% |
| Dec-87 | 9.38% | 9.17% | 9.07% | 9.00% |
