Full text of G.13 Selected Interest Rates : August 3, 1982

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FEDERAL RESERVE statistical release
For immediate release

G 13 (415)

AUGUST

SELECTED INTEREST RATES

3 ,

1982

Yields in percent per annum

FEDERAL FUNDS ( E F F E C T I V E ) 1 /
COMMERCIAL PAPER 2 / 3/
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPER PLACED DIRECTLY 2 /
1-MONTH
3-HON1H
6-MONTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDARY MABKET)
1-MONTH
3-MONIH
6-MONTH
BANK PBIME LOAN 1 / 4 /
DISCOUNT WINDOW BOB-BOWING
1/ 5/
U.S.GOVERNMENT S E C U R I T I E S
TREASURY B I L L S 2 /
AUCTION AVERAGE ( I S S U E DATE)
3-MONTH
6-MONTH
1-YEAR
SECONDABY MABKET
3-MONTH
6-MONTH
1-YEAB
TREASURY CONSTANT M A T U R I T I E S 6 /
1-YEAB
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAB
20-YEAR
30-YEAR
COMPOSITE
CVEE 10 YEARS (LCNG-TEBM) 7 /
CORPORATE BONDS (MOODYS), SEASONED
ALL I N D U S T R I E S
AAA
BAA
5 1 ATE 8 LOCAL BONDS(MOODYS),AAA
CONVENTIONAL MORTGAGES 8 /

1.
2.
3.
4.
5.
6.
7.
a.

Week ending
JULY
16

JULY
23

JULY
3ft

13.26
13.46
13.28

11.39
11.91

12.11

1 > . 13
11.69
12.24

13.95
13.96
13.79

13.96
13.49
13.12

1-3.05
12.57
12.31

11.16

10.93

13.79
13.09
12.69

14.68
14.37

14.10
13.78

13.45
13.09

14.86
15.21
1^.36
16.50

14.44
14.80
14.88
16.50

13.54
13.96
14.05
16.50

JULY
2

JULY
9

14.66
14.71
14.46

14.22
14.29
14.04

14.46
13.52
13.26

11.44
11.54

11.21

11.99

11.66

12.16
11.80
12.58

12.88
16.36

11.39

12.27
11.25

12.01
13.00

16.00

14.00
13.76
14.18
14.46
14.66
16.50

12.00

12.00

12.00

11.86

13.269
13.419

12.806
12.976

11.797
11.967
12.318

11.140
11.441

10.559
11.378

12.81
12.86

12.23
12.57
12.50

11.71

13-08

12.06
12.06

10.64
11.21
11.29

10.51
11.39
11.50

12.47
12.70
12.57

14.41
14.75
14.81
14.73
14.73
14.54
14.28
14.03

13.98
14.43
14.49
14.48
14.47
14.30
14.06
13.79

13.46
14.00
14.08
14.10
14.06
13.93
13.73
13.53

12.50
13.20
13.53
13.66
13.67
13.58
13.44
13.27

12.73
13.34
13.72
13.89
13.93
13.85
13.69
13.49

14.07
14.47
14.48
14.43
14.47
14.30
1 4 . 18
13.92

13.42

13.25

12.98

12.69

12.87

13.32

15.96
15.07
16.95

15.90
14.96
16.88
11.55
16.93

15.76
14.65

15.54
14.32
16.70
11.40
16.75

15.58
14.39
16.78
11.40
16.65

15.77
14.81
16.92
11.55
16.70

12.00

11.60
16.87

16.82

11.40

16.88

11.50

12.108
12.310
12.173

WEEKLY F I G U R E S A*E AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY Of THE CURRENT WEEK;
MONTHLY F I G U R E S INCLUDE EACH CALENDAR DAY IN THE MONTH.
QUOTED ON BANK-DISCOUNT B A S I S .
RATES CN COMMERCIAL PAPER PLACED FOB F I R M S WHOSE BOND RATING I S AA OR THE EQUIVALENT.
RATE CHARGED BY BANKS ON SHORT-TERM B U S I N E S S LOANS.
RATE FOR THE FEDERAL RESERVE BANK OF NEW YORK.
Y I E L D S CM ACTIVELY TRADED I S S U E S ADJUSTED TO CONSTANT M A T U R I T I E S .
SOURCE: U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL I S S U E S OUTSTANDING OF BONDS NEITHER DUE NOR CALLABLE I N L E S S THAN 1 0
INCLUDING SEVERAL VERY LOW YIELDING "FLOWER" BONDS.
CON I P A C : I N T E R E S T RATES ON COMMITMENTS FOR F I R S T MORTGAGES.
SOURCE: FHLMC.

.NOTE:

WEEKLY AND MONTHLY F I G U R E S ARE AVERAGES OF DAILY R A T E S , EXCEPT FOB STATE 6 LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ARB BASED ON THURSDAY AND FRIDAY F I G U R E S R E S P E C T I V E L Y .




YEARS,

AUGUST

3,

1982

G. 13 (CONTINUED)
DAILY INTEREST BATES
(YIELDS IN PE&CENT PER ANNUM)

FEDERAL
PONDS

1982-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL
-JUL

1
2
5
6
7
8
9
12
13
14
15
16
19
20
21
22
23
26
27
28
29
30




1 4 . 73
14.61
M
14.53
13.57
13.86
13.05
13.12
13.25

12.88
13-07
12.64
12.09

11.22
10.71
11.04
10.65
10.84

11.28
12.01
11.71
11.41

COMM.
PAPEl
2/

CDS
SECONDARY
MARKET

3-MO.

3-MO.

3-MO.

6-MO.

1-YR.

1-YB.

2-YR.

3-YR.

5-YS.

7-YR.

10-YB.

20^YB.

30-YR.

14.61
14.63
A
14.46
14.54
14.38
13.77
13.17
13.54
13.57
13.59
13.41
12.58
11.90
11.57
11.94
11.55
11.52
11.67
11.70

15.16
15.16
R
15.01
15.20
14.93
14.06
13.49
14.10
14.09
14.17
13.97
13.28
12.75
12.55
12.46
11.87
11.85

12.55
12.59
K

12.90
12.99
E
13.02

12.72
12.S*
T

14.24
14.35

14.60
14.71

1 2 . 14

11.75

11.92

10.72
10.53
1 0 . 17

14.36
14.31
13.68
13.57
13-39
13.72
1 3 . 76
13.48
12.95
12.84
12.42
12.57
12.37
12.32
12.71
12.73

14.72
14.68
14.26
14.05
13.86
1 4 . 13
14.23
14.07
13.71
13.52
13.27
13.13
13.04
13.04
13.33
13.35
13.45
13.42
13.17

14.68
14.77
C
14.78
14.74
14.30
1 4 . 12
14.00
1 4 . 19
14.26
14.14
13.82
13.73
13.50
13.54
13.46
13.44
13.78
13.73
13.86
13.70
13.53

14.62
14.69
L
14.69
14.69
14.33
1 4 . 19
14.01
14.19
14.27
14.16
13.86
13.80
13.65
13.70
13.55
13.58
13.92
13.89
14.00
13.89
13.73

14.62
14.70
0
14.69
14.67
14.33
14.17
13.97
14.16
14.24
14.13
13.82
13.80
13.64
13.70
13.59
13.61
13.95
13.95
14.07
13.94
13.75

14.40
14.50
S
14.48
14.49
14.19
14.03
13.87
14.02
14.10
13.96
13.70
13.68
13.53
13.60
13.51
13.56
13.91
13.86
13.97
13.83
13.68

14.15
14.26
E
14.26
14.28
13.92
13.78
13.64
13.79
13.90
13.76
13.54
13.53
13.43
13.46
13.38
13.41
13.67
13.64
13.79
13.72
13.63

13.90
14.03
D
14.00
13.90
13.70
13.57
13.46
33.61
13.68
13.57
13.35
13.34
13.24
13.30
13.20
13.25
13.48
13.46
13.60
13.51
13.42

11.82

12.06
12.06

U.S.

GOVERNMENT S E C U R I T I E S

TREASURY B I L L S 2 /

12.62

12.58
11.95
11.77
11.73
11.95

12.00
11.64

11.21

11.06
10.66

10.75
10.41
10.33
10.45

10.66

12.86
12.31

12. 10

12.05
12.27

12.28
12.06
11.66

12.82

12.78

12.28
12.12
12.02

12.28

11.34

12.29
12.09
11.64
11.56
11-24
11.34

11.38
11.44
11.58
11.39
11.15

11.15
11.47
11-49
11.64
11.53
11-35

11.45

11.20
11.08
11.00

11.18

TEEASOBY CONSTANT MATURITIES

12.88
12.76
12.56