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

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s

FEDERAL RESERVE statistical release
For Immediate release
FBBB01BI
2 , 1983

G.13 (415)

SELECTED INTEREST RATES
Yields in percent per annum

Instruments

FEDEBAL FUNDS ( E F F E C T I V E ) 1 /
COMMEBCIA1 I A P E B 2 / 3 /
1-MONTH
3-MONTH
6-HONTH
FINANCE PAPEB PLACED DIBBCTLY 2 /
1-MONTH
3-MONTH
6-MONTH
BANKEBS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDABY MABKET)
1-MONTH
3-MONTH
6-HONTH
61NK PRIME LOAN 1 / 4 /
DISCOUNT WINDOW BORROWING
1/ 5/
U.S-GOVEBBMENT S E C U B I T I E S
TBEASUBY B I L L S 2 /
AUCTION AVEBAGB ( I S S U E DATE)
3-MONTH
6-MONTH
1-YEAB
SECONDABY MABKET
3-MONTH
6-MONTH
1-YEAB
TBEASUBY CONSTANT H A T U B I T I E S 6 /
1-YEAR
2-YEAB
3-YEAR
5-YEAR
7-YEAB
10-YEAR
20-YEAB
30-YEAR
COMPOSITE
OVEB 1 0 Y E A B S ( L O H G - T E B H ) 7 /
COBPOBATE BONDS (MOODYS) r SBASOBED
KLL I N D U S T R I E S

kit

STATE 6 LOCAL BONDS (MOODYS) , AAA
CONVENTIONAL MOBTGAGES 8 /

1.
%.
3.
#.
5.
6.
T.
8.

DEC
31
8.79

JAR
7

Week ending
JAB
14

10.21

8,42

DEC

JAN

8.44

8.95

8.68
8 . 19
8.17
8 . 15

JAB
21

JAN
28

8.49

j

8.69
8.52
8.45

8.43
8.35
8.23

8.04
8.03
8.00

8.43
8.02
8.01

8.23
8.26
8.32

8.53
8.51
8.50

8.34
8.12
8.10

8.22
8.09
8.08

7.88
7.92
7.98

7.83
7.79
7.80

8.15
8.03
8.01

8.35
8.18
8.20

8.03
7.96
7.97

8.54
8.40

8.32
8.16

7.99
7.98

8.05
8.07

8.32
8.46

8.54
8.50

8.19
8 . 19

8.81
8.57
8.65

8.53
8.51
8.47
11.50
8.50

a . 16
8.18
8.29
11.36
8.50

8.12
8.18
8.29
11.00
8.50

8.32
8.51
8.74
11.00
8.50

8.64
8.66
8.80
11.50
8.73

8.28
8.36
8.46
1 1 . 16

7.896
7.946

7.671
7.774

7.619
7.728

8.055
8.144
8.007

8.013
8.225
8.234

7.810

8.01
8.07
8.11

7.92
7.95
8.02

7.66
7.73
7.82

7.75
7.85
7.96

8.05
8.13
8.19

7.94
8 . 16
8.23

7.86
7.93
8.01

8.75
9.52
9.79
10.15
10.40
10.43
10.66
10.45

8.62
9.35
9.65
10.04
10.29
10.36
10.63
10.46

8.41
9-17
9.45
9.88
10.22
10.32
10.65
10.48

8.56
9.25
9.55
9.92
10.28
10.41
10.76
10.63

8.83

8.91

9.66

8.62
9. JJ

9.87
10.22
10.58
10.68
11.01
10.87

9.88
10.22
10.49
10.54
10.62
10.54

9.64
10.03
10.36
10.46
10.78
10.63

10.26

10.24

10.23

10.34

10.61

10.33

10.37

12.98
11.82
1 4 . 11
9.40
13.57

12-94
11.77
14.04
9.40
13.46

12.85
11.70
13.92
9.40
13.31

12.81
11.70
13.84
8.50
13.12

12.97
11.94
13.96
8.70
13.10

13.02
11.83
1 4 . 14

11.79

9.34

13.94
9.00

13.62

13.31

11.50
8.50

7.975
8.051
8.095

9.49

8.50

7.898

8.007

12.90

WEEKLY f I G U B E S ABE ATEHAGES OF 7 CALBHDAB DATS ENDING ON WEDNESDAY OF THE CUBBBNT WEEK;
MONTHLY F I G U R E S INCLUDE EACH CALENDAR DAT I B THE MONTH.
QOOTZD ON BANK-DISCOUNT B A S I S .
BATES OB COMMERCIAL PAPEB PLACED FOB F I B E S WHOSE BOND BATING I S AA OR THE EQUIVALENT.
BATE CHARGED B I BANKS ON SHORT-TEBH B U S I N E S S LOANS.
BATE FOB THE FEDEBAL BESEB7E BANK OF NEW TOBK.
I I E L D S ON ACTIVELT TBADED I S S U E S ADJUSTED TO CONSTANT H A T U B I T I E S .
SOUBCE: U . S . TBEASUBT.
UNWEIGHTED AVEBAGE OF ALL I S S U E S OUTSTANDING OF BONDS NEITHEB DUE NOB CALLABLE I N L E S S THAN 1 0 I B A B S ,
INCLUDING SEVEBAL VERY LOW YIELDING " F L O B E B * BONDS.
CONTBACI I N T E B E S T BATES ON COMMITMENTS FOB F I B S T MORTGAGES.
SOURCE: FHLflC.

BOTE;

WEEKLY AND MONTHLY F I G U R E S ABE AVEBAGES OF DAILY R A T E S , EXCEPT FOR STATE 6 LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ARE BASED ON THUBSDAY AND F B I D A I F I G U B E S B E S P B C T I V E L Y .




FEBRUARY

2,

1983

G.13(CONTINUED)
D A I L Y I N T E R E S T RATES
( Y I E L D S I N P E R C E N T PER

FEDERAL
FUNDS

1983-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN
-JAN

3
4
5
6
7
10
11
12
13
14
17
18
19
20
21
24
25
26
27
28
31

9- 19
9.47
8.46
8.48
8.27
8.34
8.47
8.87
8.64
8.43
8.54
8.36
8.59
8.47
8.28
8.53
8.56
8.69
8.45
8.39
8.56




ANNUA)

COMM.
PAPER
2/

CDS
SECONDARY
MARKET

3-MO.

3-MO.

3-MO.

6-BO.

8.53
8.61
8.57
8.44
8.41
8.30
8.12
8.21
8.14
8.13
8.15
8.14
8.19
8.22
8.21
8.50
8.51
8.47
8.51
8.57
8.56

7.92
8.00
7.98
7.94
7.76
7.72
7.69
7.68
7.66
7.55
7.60
7.64
7.68
7.78
8.03
8 . 10
8.05
8.08
8.02
8.00
8.10

7.98
8.05
7.99
7.95
7.80
7.78
7.79
7.77
7.70
7.62
7.74
7.74
7.82
7.87
8.10
8.20
8.09
8.14
8.08
8.12
8.22

8.45
8.40
8.42
8.24
8.24
8.05
8.00
8.04
8.04
8.03
7.99
7.97
8.00
8.02
8.10
8.29
8.27
8.23
8.26
8.26
8.34

0.
TREASURY

BILLS

GOVERNMENT

SECURITIES
TREASURY

2/
1-YR.

8.02
8.08
8.06
8.03
7.92
7.87
7.87
7.86
7.79
7.73
7.83
7.84
7.93
8.02
8.18
8.24
8 . 17
8.20
8.17
8 . 19
8.27

1-YR.

2-YR.

8.62

9.29
9.43
9.39
9.39
9.26
9.24
9.19
9.22
9.11
9.09
9.17
9 . 14
9.20
9.26
9.46
9.54
9.44
9.52
9.49
9.47
9.58

8.70

8.66
8.62
8.51
8.46
8.46
8.46
8.37
8.30
8.42
8.43
8.54
8.63

8.80

8.90

8.80

8.85
8.79
8.83
8.91

3-YB.

9.64
9.68
9.68
9.67
9.58
9.56
9.49
9.48
9.37
9.33
9.37
9.40
9.54
9.57
9.86
9.89
9.87
9.88
9.85
9 . 86
9.93

CONSTANT

MATURITIES

5-YR.

7-YR.

10-YR.

10.02

10.25
10.30
10.30
10.34
10.27
10.31

10.32
10.37
10.35
10.39
10.36
10.38
10.34
10.32
10.27

10.07

10.06

10.05
9.98
9.96
9.92
9.92
9.81
9.78
9.78
9.79
9.89
9.94

10. 26

10.24

10. 18

10.28

10.18

10. 13
1 0 . 14
1 0 . 15
10.29
10.31
10.51

10.18

10.54

10.62

10157

10.69
10.67
10.71

10.26
10.23

10.20

10.21
10.31

10.61

10.60

10.60
10.69

10.28
10.30
10.41
10.43

10.61
10.70

10.80

20-YR.

30-YR.

10.55

10.39
10.45
10.47
10.50
10.50
10.51
10.48
10.46
10.45
10.50
10.50
10.56
10.67

10.62
10.64

10.68
10.67
10.70
10.67
10.64

10.62
10.64
10.63
10.69
10.79
10.77
10.92

11.00
10.95
11.05

11.01

11.03
11.14

10.66

10.78

10. 88
10.82
10.92
10.85
10.90
10.99