Full text of G.13 Selected Interest Rates : January 4, 1984

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FEDbRAL RESERVE statistical release
G 13 (415)

For immediate release

januaby

SELECTED INTEREST RATES

4, lyaa

Yields in p e r c e n t per a n n u m
nstruments

DEC
2

FrDEUAL iUNDS (EJrFfcCTIVt) 1 /
COMMERCIAL EAPRfc 2 / 3 /
1 - H O NTH
3 - 8 0 NT H
6 - 3 0 NTH
F I N A N C E PAP Eb P L A C E D D I B E C T L I 2 /
1-MONTB
3—50 NTH
6-MONTH
BANKERS A C C E P T A N C E S ( 1 0 t K A 1 E E ) 2/
3-MONlti
6-MONTH
CDS (SECONDARY MARKET)
1-KONTti
J-MONTH
6 - 8 0 NTH
BASK P R I M E 1LAN 1 / 4 /
D I S C O U N T WINDOW B0BB0W1NG
1/ 5 /
U.S.GOVEBNMENI S E C U B I I I t S
TUEASVBi
a U i //
AUCTION AVERAGE ( I S S U E C A 1 E )
3 - A O NTH
6 - 8 0 NTH
1 - x E AM
S ECCNDAHY S i H K E l
3-M0NT8
o-BONTW
1-iEAS
TfiEASUS Y
BA1U511IES 6 /
1-YEAS
2-IEAB
3-YEAR
5-IEAB
7-IEAB
« 0— 1 E AA

2 0-YEAc
30-IEAB
COMPCSITI
OVEJk 10 Y i A t i S ( L C N G - T E B M ) 7 /
C 0 8 P 0 B A T E 3CN15S ( M u C D Y S ) , SEASONED
ALL I N D ^ S T B I E S
AAA

BAA
S T A T E f. LOCAL 3 G S B S ( f l O G D I S j ,AAA
C O N V E N T l u & A i MORTGAGES 0 /

flCNTilLY
23.
4.
5.

6.

7.

|
|

DEC
9

W e e k ending
DEC
16

LEI
30

L'Zl
23

DEC

1983
ANN.

9.49

9.52

.9.62

8.96

9.47

9.09

9.06
9 . 10
9 . 11

9.33
9.33
9.35

9.70
9.68
9.68

9.78
9.72
9.64

9.66
9.55
9.47

9.56
9.53
9.50

8.87
8.88
8.-59

9.C5
8.93
8 . S2

9.29
9.09
9.08

9.67
9.21
9 . 14

9.74
3.25
9.15

9.49
9.20
9 . 15

9.51
9 - 16
9 - 11

8.60
8.70
8.69

9 . 17
9 . 16

9.38
9.39

9.70
9.64

9.66
9.52

9.46
9.31

9.52
9.45

8.90
8.91

9.22
9.34
9.53
11.00
8.50

9.4 1
9-52
9.79
11.00
a.50

9.78
9.84
10.06
1 1.40
8.50

9.90
9.83
9.91
1 1.00
8-50

9.77
9.67
9.32
11.00
8-50

9.o7
9.69
9.65
11.00
8 . 50

8 . 96
9.07
9 . 27
10.79
8.50

8.94)
9.C5
9.09

9.00
9 . 16

8.93
9 . 12

9.04
9.24

8.94
9 . 14
9.23

8.96
9 . 14
9.16

8.63
8.75
8.86

8 . 66
9.05
9 - 15

8.97
9 . 16
9.23

9.09
9.24
9.28

9.00
9-19
.9.25

8.96
9.14
9.22

9.00
9 . 17
9.24

8.61
8.73
8.60

10.01
10.69
10.98
11.38
11.59
11.64
11.65
31.69

1 0 . 10
10.79
1 1 . 10
11.52
11.76
11.82
12.03
11.87

1 0 . 15
10.89
11.21
11.62
11.88
11.93
12.11
11.98

10-13
10.86
11.13
11.55
11.77
11.82
12.03
11.90

10.09
10.85
1 1 . 10
11.54
11.74
11.79
11.91
11.84

1 0 . 11
10.84
1 1 . 13
11.54
11.78
11.83
12.02
11.88

9.57
10.21
10. 45
10.60
1 1 - C2
1 1 . 10
11.34
1 1 . 18

11.26

11..42

11-53

1 1.46

11.4 1

11.44

10.64

12.92
12.39
13.63
9.30
13-41

13.01
12.51
13.69
9.35
13.38

13.13
12.66
13.79
9.45
13. *2

13.13
12.61
13.79
9.35
13.46

13.09
12.56
13.79
9.25
13.43

13.07
12.57
13.75
9.34
13.42

12.78
12.04
13.55
8.40
13.23

|

|

F I G U B E S ABE i f E£ AGES OB 7 C A L E N D A 8 D A I S ENDING O b
P I G t i f i E S I N C L O S E EACH C A 1 E H D 1 B DAI I S THE A O N T 8 .

BEDNESDAI

OF T B I

CUSSEHI

WEES;

FIBS5 SHOSE BOND BAT IMG IS AA OB I 81

8 A T N ~ C O B f l E i i C I A L ^ P A P E b ' p I A C E C FOB
EfcUI V A L E N T .
BATE C H A S G E S E I BANKS ON S H O B 3 - T E R M B U S I N E S S L O A M S .
t> ? r £ F u 6 i H i r E C E B A l BE5EBVJ6 EAN& Of NEW Y C B K .
Y ~ £ L D S CV ACT IV E L I 1 B A D E B I S S U E S A D J D S 1 E D TO CONSTANT M A T U R I T I E S .
SOOBCE: U . S . TBEASDBXU N k E I G i i l E D AVERAGE C F ALL I S S U E S O U T S T A N D I N G OF BONDS N E I T H E R QUE NOB CALLABLE I N L E S S I t i A N
INCLUDING SS7EBAL
CCNTBACI I N I E B E S I




VEBI 1 0 8 I I S L D I N G "PLCWEB" dONDS.
R A 1 E S ON COMMITMENTS FOB f I B S T MORTGAGES.

SOOBCRz

BhLAC-

10

IEAB5,

JANUARY

4,

1984

G . 13 (CONIINOED)
DAILY I N T E B E S I BATES
( Y I E L D S IN EEBCENT PEH

FF. BEBAI
FUNDS

19 8 3 - D EC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC

-DEC
-DEC

-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC
-DEC

12
13
14
15
16
IS
20
2 1
22
23
26
27
28
29
30




AWBUB)

CCaH.
PAPER
2/

CDS
SECONDABY
HABKET

3-fiO.

3 - tiOe

8.66

9.10
9.17
9.27
9.26
9.30
9.37
9.45
9.43
9.56
9.73
9.85
9.84
9.80
9.78
9.73
9.65
9.64

9.35
9.40
9.47
9.4 1
9.49
9.59
9.65
9.63
9.76
9..92
9.95
9.,96
9.91
9.86
9.85
9..82
9.72

M

A

R

9.6U
9.53
9.57
9.51

9.71
9..68
9.65
9.62

9.46
9.51
9.55
9.38
9.52
9.56
9.43
9.53
9.50
9.74
9.94
9.73
9.66
9.43
9.13
9.35

9.06
9.70

10.61
9.92

U.S.

GOVEBNBEilT S B C U & 1 1 I E 5
TBEASUBK

TBEASOBY B I L L S 2 /

CONSTANT flAIUBHIBS

—L.

3-MO.

6-ttU.

l-YB.

1-YB.

2-IB.

3-YB.

5-YK.

7-YB.

10-15.

20-YB.

30-YB.

8.81

9.03
9.09
9.15
9.12
9.14
9.19
9.18
9.14
9.26
9.28
9.29
9.24
9.24
9.24
9.20
9.13
9.16

9.12
9.22
9.22
9 . 18
9.22
9.28
9.26
9.21
9.30
9.31
9.31
9.26
9.26
9.27
9.25
9.20
9.26

9.99
10-08

10.66
30.74
8 0.75
10.83
10.85

1.37
1.47
1.50
1.46
1.49
1.57
1.58
1.54
1.65

11.58
11.71
11.72
11.71
11.73

11.63
11.75
11.78
1 1» 7 6
1 1.79
1 1.,89
11.90
11.87
11..95
11.97
11.96

11.83
1 1.94
11.97
1 1.9b

11.67
11.79

10.04

10.57
11.07
11.09
11.05
11.07
11.14
1 1 . 14

1 I.99

12.10

11.83
11.93
11.95
11.94

1 2 . 17

12.01

12.09
12.03
12.05
12.05
12.05
11.98

1 1.99
11.94
11.94
1 1.94
11.91
1 1.84

8.93
8.93
8.94
8.95
9,02
9.00
8.96
9.09
9 . 12
9 . 17
9 . 11
9.09
9.04
9.00
8.89
8.96
K

8.92
8.98
8.98
8.97

E

T

9.12
9.16
9.15
9.14

9.21
9.23
9.22
9.22

10.08
10.08
1 0 . 16

10.13
14.06

10. 18
1 0 . 17

10.18
1 0 . 14
SO. 1 3
1 0 . 16

10.

11

10. 10
1 0 . 14
10.09

10.11

10.09

10.08

10.77

10.80

10.82
10.93
10.92
10.93
30.87
10.87
10.87

10.88

10.83

10.86

10.85
10.85
10.84
10.85

11.13

1 1.23
1 1.24
11.27
11-16

1.68
1.66

11.12

1.59
1.59
1.56
1.54
1.51
1.53

C

L

1 1.07

1.50
1.56
1.52
1.57

11. 18
11.14
1 1 . 14
11.09

11. 12
11.09
11.13

11.61
11.83

11.81
*1.90
11.91
11.91
11.85
11.84

11.80
11.79
11.71
II.. 73
0

11,. 70
11..76
11.74
11.77

11.88

11.67
11-86
11..83
11.77
11.79
S

11.75
11.61

11.79

11.82

12.10

12.1 1

1 2 . 15

12.00
E

1 1.93
11.99
11.96
11.98

11.81
11.81

12.00

11.86
D
11. 8 0

11.84
1 1.84
11*87