Full text of G.13 Selected Interest Rates : August 2, 1983

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FEDERAL RESERVE statistical release

I
1

SELECTED INTEREST RATES

AUGUST

2,

1983

Yields in percent per annum
Instruments

F E D E R A L FUNDS ( E F F E C T I V E )
1/
COMMERCIAL P A P E R 2 / 3 /
1 - H O NTH
3-BOITH
6-MONTH
FINANCE PAPER PLACED D I R E C T L T 2 /
1-MONTH
3-MONTH
6-MONTH
BANKERS A C C E P T A I C E S ( T O P RATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDARY MARKET)
1-MONTH
3-HONTH
6-MONTH
BANK P R I M E LOAN 1 / 4 /
D I S C O U N T WINDOW BORROWING
1/ 5 /
U . S . GOVERNMENT S E C U R I T I E S
TREASURY B I L L S 2 /
A O C T I O I AVERAGE ( I S S U E D A T E )
3 - H O NTH
6-HONTH
1-YEAR
SECONDARY MARKET
3-HOIT H
6-MONTH
1-YEAR
TREASURY CONSTANT M A T U R I T I E S 6 /
1-YEAR
2 - YEAR
3-YEAR
5 - YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 Y EARS ( L O N G - T E R H ) 7 /
C O R P O R A T E BONDS ( M O O D Y S ) , S E A S O N E D
ALL I N D U S T R I E S
AAA
BAA
S T A T E 6 LOCAL B O I D S ( M O O D Y S ) , A A A
C O N V E N T I O N A L MORTGAGES 8 /

12.
3.
4.
5.
6.
7.
8.

JULY
1

JOLT
8

Week ending
JUL!
15

JOLT
22

JOLT
29

~

1983
JOIE

1983
JULY

8.90

9.39

9.21

9.43

9.46

8.98

9.37

9 . 14
9.11
9 . 11

9.13
9.21
9.27

9.15
9.26
9.37

9.18
9.28
9.41

9.17
9.30
9.46

8.97
9.00
9.03

9 . 15
9.25
9.36

8.80
9.02
9.02

9.10
9.01
9.03

9.20
9.11
9.09

9.07
9.16
9.15

9.16
9 . 16
9.15

8.86
8.81
8.80

9 . 13
9.11
9 . 10

9.08
9 . 12

9.28
9.35

9.39
9.53

9.34
9.46

9.39
9.60

9.04
9.06

9.33
9.47

9.21
9.28
9.49
10.50
8.50

9.32
9.47
9.80
10.50
8.50

9.30
9.51
9.94
10.50
8.50

9.32
9.53
9.94
10.50
8.50

9.30
9. 54
10.05
10.50
8.50

9.06
9.20
9.45
10.50
8.50

9 . 30
9.50
9.91
10. 50
8.50

9.09
9 . 14

9.10
9.20

9.07
9.26
9.36

9.19
9.37

9 . 13
9.31

8.82
8.89
8.80

9 . 12
9.29
9.36

8.88
8.97
8.98

9.07
9.24
9.27

9 . 10
9.30
9.39

9.10
9.24
9.33

9 . 13
9.33
9.44

8.79
8.89
8.87

9.08
9.26
9.34

9. 78
10.29
10. 47
10.80
10.96
11.01
11.26
11.07

10.12
10.57
10.77
11.07
11.24
11.25
11.49
11.29

10.27
10.71
10.92
11.22
11.37
11.40
11.60
11.41

10.18
10.70
10.93
11.22
11.32
11.36
11.55
11.36

10.31
10.83
11.06
11.39
11.53
11.57
11.78
11.59

9.66
1 0 . 18
10.32
10.63
10.83
10.85
1 1 . 12
10.93

10. 20
10.69
10.90
1 1.21
11.35
1 1.38
1 1.59
1 1.40

10.77

11.01

11.12

11.07

I1 1 . 2 7

10.64

1 1 . 10

12.58
11.85
13.39
8.60
13.08

82.67
12.02
13.42
8.60
13.30

12.73
12.13
13.41
8.65
13.50

12.74
12.17
13.36
8.65
13.58

12.81
12.31
t1 3 . 3 9
8.90
13.65

12.54
11.74
13.37
8.73
12.87

12.73
1 2 . 15
13.39
8.70
13.42

WEEKLY F I G U R E S ABB I f E R A G E S O F 7 C A L E I D A B D A T S E I D U G 0 1 B E D I B S D A Y 0 7 T B S C O R R E I T S E E K ;
MONTHLY P I G O B E S IMCLODE EACH CALB1DAB DAT I B T H E EOBTH.
QUOTED OB B A H K - D X S C O O I T B A S I S .
B A T E S ON COHHEBCIAL F A P E B PLACED F O l FXBUS BHOSE B O I D 1 A T I I 6 I S AA OB THE B Q U I V A L B I T .
BATE CHARGED BY B A S K S 0 1 S H O R T - T B B B B 0 S I 1 B S S L O A N S .
B A T E F O B T H E FEDERAL RESERVE 8ABK OF I B S T O R I *
Y I E L D S 0 1 A C T I V E L Y TRADED I S S U E S A D J U S T E D TO C O B S T A B T M A T U R I T I E S .
SOURCE: U . S . TREASURY.
U B B E I G H T E D AVERAGE OF ALL I S S U E S O U T S T A B D I R G OF B O I D S I E I T H E B DUB VOR CALLABLE I V L E S S T H A I
I N C L U D I N G S E V E R A L VERT LOW Y I E L D I I G " F L O B B B " B O I D S .
CONTRACT I N T E R E S T B A T E S OB CO SB I T S B I T S FOR F I R S T BORTGAGES.
SOURCE: FHLMC.

• OTE:

WEEKLY ABD HO NT Hi, Y F I G U R E S ARB A V 8 H 1 3 B S OF D A I L T 1 A T 2 S , EXCEPT FOR S T A T E 6 LOCAL B O I D S
A I D C 0 I V E I T I 0 1 A I " O R T G A G E S , B H I C S I R E B A S E D OB THORSDAT A I D F B I D A T F I G U R E S R E S P E C T I V E L Y .




10

TEARS,

AUGUST

2,

1983

G . 1 3 (CONTINUED)
DAILY I N T E B E S T BATES
( Y I E L D S I I PEBCEBT PEB ANNUS)

FEDERAL
PONDS

1983—JOL
1
-JUL
4
-JOL
5
-JUL
6
7
-JUL
8
-JUL
-JUL 1 1
- J O L 12
-JUL 13
- J U L 14
- J U L 15
- J U L 18
- J U L 19
-JUL 20
-JUL 21
-JUL 22
-JUL 25
-JUL 26
-JUL 27
-JUL 28
-JUL 29

COMB.
PAPER
2/

CDS
SECONDABI
BABEBT

3-HO.

3 - BO.

9.31
M

9.19
9.27
9.23
9 . 14
9.21
9.22
9.39
9.25
9.39
9.54
9.53
9.49
9.43
9.48
9.48
9.49
9.40
9.45
9.52




'

8.98
A
9.18
9.17
9.22
9.25
9.19
9.24
9.30
9.27
9.30
9.36
9.35
9.23
9.23
9.24
9.31
9.29
9.28
9.28
9.33

9.15
R
9.44
9.44
9.49
9.49
9.43
9.50
9.58
9.47
9.56
9.64
9.63
9.43
9.46
9.51
9.61
9.52
9.49
9.53
9.57

U.S.
TBBASUBY B I L L S
3-HO.

8.73
E
9.02
9.02
9.10
9.12
9.04
9 . 14
9.10
9.08
9 . 14
9.11
9 . 14
9.07
9.07
9.09
9.07
9. 1 1
9.07
9.17
9.22

GOYBBNBENT S E C U B I T I E S
TBEASOBY CO1STANT H A f O B I T I B S

2/

6-BO.

1-YB.

1—YH.

2-YB.

3-YB.

8.87
T
9.20
9.13
9.27
9.34
9.23
9.34
9.30
9.27
9.36
9.30
9.28
9.20
9.18
9.23
9.26
9.30
9.28
9.37
9.45

8.89

9.67

10.17
L
10.52
10.49
10.59
10.69
10.56
10.74
10.71
10.72

10.41

9.19
9.15
9.33
9.41
9.30
9.40
9.39
9.38
9.46
9.40
9.34
9.29
9.27
9.35
9.36
9.38
9.37
9.50
9.60

10.01
9.98

10.20
10.29

10. 16
10.29

10.28
10.26
10.37
10.27

10.22

10.12
10.10

10.82

10.76
10.69
10.64

10.66

10.22

10.77
10.74
10.77
10.77

10.39
10.48

11.03

10.19

10.20
10.24

10.86

0

10.74
10.72
10.74

10.86
10.80

10.93
10.91
10.89

11.06
11.00

10.93
10.87
10.89
10.96
10.95
10.98

11.02
11.11

11.22

5-YR.

10.72
S
E
11.03
10.98

11.12

11.16
11.09
11.24

11.21
11.21
11.36
11.30
11.23
1 1 . 14

11.16
11.26
11.26
11.33
11.32
11.47
11.59

7-IB.

10-1H.

20-YB.

10.89
D

10.93

11.17

11.21

11.21

11.29
11.31
11.25
11.41
11.37
11.34
11.47
11.38
11.34
11.25
11.29
11.36
11.39
11.46
11.46

11.29
11.33

11.45
11.43
11.51
11.57
11.49
11.63

11.16

11.60
11.74

11.16

11.28

11.42
11.40
11.38
11.51
11.41
11.36

11.28
11.32
11.43
11.41
11.49
11.51

11.66

11.76

11.62

11.58

11.66

11.56
11.52
11.47
11.51
11.67

11.61
11.70
11.72
11.87

12.01

30-YB.

11.00
11.25

11.21

11.31
11.37
11.29
11.45
11.44
11.38
11.47
11.37
11.33

11.28
11.34
11.48
11.42
11.50
11.53

11.68
11.80