Full text of G.13 Selected Interest Rates : January 5, 1983
The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
FED ER A L R ES ER VE statistical release G.13 (415) For immediate retease S E L E C T E D INTEREST R A T E S Yields in percent per annum 1. 2. 3. 4. 5. 6. 7. 8.. Week ending DEC 17 DEC 24 8.86 8.55 8.61 8.69 8.44 8.46 8.50 8.51 8.52 8.50 8.48 8.44 8.41 8.42 8.38 8.43 8.29 8.21 8.31 8.38 8. 14 8. 14 8.64 . 8.78 8.53 8.54 8.55 0.79 9.09 11.50 9.00 DEC 31 anuary DEC 5, 1983 1982 ANN. 12.2o 8.69 8.52 8.45 8.53 8.51 8.50 11.83 11.89 11.09 8.36 8.08 8.08 8.34 8. 12 8. 10 8.35 8. 18 8.20 11.64 11.23 11-20 8.54 8.50 8.50 8.41 8.54 8.40 8.54 8.50 11.89 11.83 8.53 8.67 8.84 11.50 9.00 8.66 8.70 8.80 11.50 9.00 8.60 8.59 ’8.73 11.50 9* 50 8.81 8.57 8.65 11.50 8.50 8.64 8.66 8.80 11.50 8.73 12.04 12.27 12.57 14.06 11.02 8.280 8.511 8,372 7.956 8.254 7.995 8.205 7.857 8.104 7.975 8.051 8.095 8.013 8.225 8.234 8.14 8.47 8.53 7.96 8.30 8.36 7.80 8.04 8.15 7.91 8.04 8.14 8.01 8.07 8.11 7.94 8. 16 8.23 10.61 11.07 11.07 9.26 9.89 10.04 10.31 10.58 10.69 10.69 10.64 9.06 9.80 9.95 10.26 10.48 10.56 10.56 10.51 8.83 9.62 9.84 10.23 10.50 10.56 10.56 10.59 8.80 9.57 9.88 10.22 10.55 10.56 10.71 10.59 8.75 9.52 9.79 10.15 10.40 10.43 10.66 10.45 8.91 9.66 9.88 10.22 10.49 10.54 10.62 10.54 12.27 12.80 12.92 13.01 13.06 13.00 12.92 12.76 10.41 10.32 10.37 10.35 10.26 10.33 12.23 12.98 11.82 14.11 9.40 13.57 13.02 11.83 14. 14 9.34 14.94 13.79 15.11 10.38 1 3 .6 2 1 6 .0 8 13.05 11.83 14.16 9.24 13.66 13.00 11.79 14.11 9.24 13.66 13.03 11-82 14.15 9.40 13.63 13.07 1 1.91 14.20 9.40 13.60 • 8.95 8.69 CD *4 8.69 •tf DEC 10 00 FEDERAL FONDS (EFFECTIVE) 1/ COMMERCIAL PAPER 2/ 3/ 1-MONTH 3-MONTH 6-MONTH FINANCE PAPER PLACED DIRECTLY 2/ 1-MONTH 3-MONTH 6-MONTH BANKERS ACCEPTANCES (TOP RATED) 2/ 3-MONTH 6-MONTfl CDS (SECONDARY MARKET) 1-MONTH 3-MONTH 6-MONTH BANK PRIME LOAN 1/ 4/ DISCOUNT WINDOW BORROWING 1/ 5/ U.S.GOVERNMENT SECURITIES TREASURY BILLS 2/ AUCTION AVERAGE (ISSUE DATE) 3-MONTH 6-MONTH 1-YEAR SECONDARY MARKET 3-MONTH 6-MONTH 1-YEAR TREASURY CONSTANT MATURITIES 6/ 1-YEAR 2-YEAR 3-YEAR 5-YEAR 7-YEAR 10-YEAH 20-YEAR 30-YEAR COMPOSITE OVER 10 YEARS(LONG-TERM)7/ CORPORATE BONDS (MOODYS), SEASONED ALL INDUSTRIES AAA BAA STATE & LOCAL BONDS (MOODYS),AAA CONVENTIONAL MORTGAGES 8/ ------ DECT 3 CD Instruments J 10.686 11-084 11.099 WEEKLY FIGURES ARE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CURRENT WEEK; MONTHLY FIGURES INCLUDE EACH CALENDAR DAY IN THE MONTH. QUOTED ON BANK-DISCOUNT BASIS. RATES ON COMMERCIAL RARER PLACED FOR FIRMS WHOSE BOND RATING IS AA OR THE EQUIVALENT. RATE CHARGED BY BANKS ON SHORT-TERM BUSINESS LOANS. RATE FOR THE FEDERAL RESERVE BANK OF NEW YORK. YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES. SOURCE: U.S. TREASURY. UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS NEITHER DUE NOR CALLABLE IN LESS THAN 10 YEARS, INCLUDING SEVERAL VERY LOW YIELDING "FLOWER" BONDS. CONTRACT INTEREST RATES ON COMMITMENTS FOR FIRST MORTGAGES. SOURCE; FHLMC. NOTE: WEEKLY AND MONTHLY FIGURES ARE AVERAGES OF DA ILY RATE S, EXCEPT FOR STATE & LOCAL BONDS AND CONVENTIONAL MORTGAGES, WHICH ARE BASED ON THURSDAY AND FRIDAY FIGURES RESPE CTIVE LY JANUARY 5 , 1983 G.13 (CONTINUED) DAILY INTEREST RATES (YIELDS IN PERCENT PER ANBUR) FEDERAL FORDS 1982-DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC -DEC 1 2 3 6 7 8 9 10 13 14 15 16 17 10 21 22 23 24 27 28 29 30 31 9*10 9*09 8*93 8.81 8.51 8.70 8.84 6.83 8-99 8.55 9.13 8.99 8.79 6.60 8.39 8.50 8.62 8. 58 8.70 8.99 9.46 10.75 11.20 CORE. PAPER 2/ CDS SECONDARY MARKET v 3-HO. 3-MO* 3-HO. 6-HO, 1-YR. 1-YR. 2-YR. 8.88 8.86 8.67 8.68 8.64 8.61 8.66 8.76 8.90 8.58 8.65 8.67 8.72 8.76 8.62 8.42 6.54 A 6.49 8,.53 8.56 8.63 8.64 8.28 8.04 7.84 7.88 7.93 7.97 7.96 8.04 8.00 7.68 7.63 7.83 7.87 7.88 7.90 7.92 7.92 R 7.91 8.05 8.14 8.02 7.92 8.55 8.47 8.20 8.28 8.25 8.33 8.30 8.35 8.28 7.91 7.89 8.03 8.08 8.09 8.01 8.04 8.02 K 8.02 8.10 8.13 8.10 8.00 8.62 8.50 8.27 8.30 8.30 8.41 8.36 8.43 8.35 8.05 8.04 8.14 8.18 8.18 8.11 8.13 8.12 E 8.08 8.12 8.15 8.13 8.05 9.38 9.22 8.93 9. 02 8.98 9.12 9.07 9.13 9.03 8.71 8.72 8.79 8.91 8.89 8.75 8.79 8.78 T 8.70 8.76 8.60 8.79 8.68 9.96 9.89 9.72 9.73 9.72 9.85 9.83 9.87 9.84 9.54 9.49 9.59 9.66 9.67 9.54 9.55 9.52 8.65 8.65 8.61 8.45 8.42 8.39 8.52 8.53 8.74 8.33 8.46 8.50 8.55 8.53 8.43 8.37 8.42 M 8.42 8.49 8.53 8.60 8.57 U.S. GOVERNMENT SECURITIES TREASURY RILLS 2/ TREASURY CONSTANT RATURITIES 9.54 9.52 9.54 9.52 9.48 3-YR. 5-YR. 7-YR. 10-YR. 20-YR. 30-YR. 10.08 10.34 10.03 10.29 9.84 10.16 10.17 9.87 9.86 10.21 9.99 10.25 10.00 10.30 10.37 10.05 10.00 10.34 9.73 10.13 10.15 9.74 9.83 10.24 9.90 10.28 10.31 9.99 9.87 10.21 9.86 10.22 9.81 10.15 C L 9.79 10.15 10.15 9.79 9.83 . 10.19 10.19 9.81 9.74 10.09 10.62 10. 57 10.40 10.38 10.43 10.51 10.52 10.58 10.57 10.41 10.45 10.53 10.53 10.69 10.53 10.53 10.45 0 10.39 10.40 10.45 10.42 10.32 10.74 10.68 10.47 10.46 10.48 10.62 10.58 10.66 10.61 10.46 10.50 10.59 10.64 10.70 10.54 10.53 10.47 S 10.44 10.44 10.47 10.44 10.36 10.73 10.68 10.46 10.45 10.48 10.62 10.59 10.65 10.61 10.46 10.49 10.59 10.64 10.70 10.69 10.74 10.70 B 10.66 10.66 10.69 10.67 10.62 10.69 10.63 10.44 10.41 10.45 10.54 10.52 10.63 10.57 10.48 10.55 10.66 10.69 10.77 10.53 10.55 10.50 D 10.44 10.43 10.49 10.46 10.43