Effective July 10, 2000, several changes are being made to the H.15 release:
Rates for fixed-rate payers in interest rate swaps, as collected under
the auspices of the International Swaps and Derivatives Association,
Inc., are being added. These swap rates are for maturities of 1, 2, 3,
4, 5, 7, 10, and 30 years.
No longer appearing on the release are auction highs for 3-month,
6-month, and 1-year Treasury bills. These figures continue to be
available from the Treasury's website:
http://www.publicdebt.treas.gov/of/ofrespr.htm. Also
being dropped is the Treasury composite (an unweighted average of yields
on all outstanding bonds neither due nor callable in less than 10
years).
Finally, the H.15 no longer contains rates for 3-month and 6-month
bankers acceptances. The quotes continue to be available on Telerate,
which was the source for these rates as reported on the H.15.
