Full text of G.13 Selected Interest Rates : July 6, 1983

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FEDERAL RESERVE statistical release
G 13(415)

For immediate release

SELECTED INTEREST RATES

JULY

6,

1983

Yields tn percent per annum

Instruments

FEDERAL FUNDS ( E F F E C T I V E ) 1 /
C C S f l E f i C I A L PAPER 2 / 3 /
1-MONTH
3-MONTH
6—BONTH
FINANCE PAPER PLACED DIRECTLY 2 /
1—MONTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP RATED) 2 /
3-MO NTH
6-HONTH
CDS (SECONDARY MARKET)
1-MONTH
3-MONTH
6-MONTH
BANK P 8 I M E LOAN 1 / 4 /
DISCOUNT WINDOW BORROWING
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
SECONDARY MARKET
3-MONTH
6-MONTH
1-YEAR
TREASURY CONSTANT MATURITIES 6 /
1-YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 Y E A R S ( L O N G - T E R M ) 7 /
CORPORATE BONDS (MOODYS), SEASONED
ALL I N D U S T R I E S
AAA
BAA
STATE & LOCAL BONDS (JSOODYS) , AAA
CONVENTIONAL MORTGAGES 8 /

1.
2.
3.
4.
5.
6.
7.
8.

JONB
3

JUNE
10

Week ending
JUNE
17

8.77

8.84

8.84

9.14

8.90

8.68
8.74
8.78

3.90
8.97
9.03

8.88
8.91
8.95

9 . 15
9 . 15
9 . 16

9 . 14
9.11
9.11

8.36
8.33
8.31

8.97
9.00
9.03

8.64
8.53
8.50

8.89
8.70
8.68

8.81
8 . 77
8.77

9.08
8.95
8.95

8.80
9.02
9.02

9.28
8 . 19
8 . 15

8. 81
8.80

8.80
8.83

9.10
9.13

8 . 94
8.96

9.16
9.17

9.08
9 . 12

8.36
8.33

9.04
9.06

8.80
8.96
9.24
10.50
8 . 50

9.01
9 . 19
9.49
10.50
8.50

8.98
9.11
9.39
10.50
8.50

9.21
9.33
9.56
10.50
8.50

9.21
9.28
9.49
10. 50
8.50

8.62

8.4*
8.49

9.06
9.20
9.45
10.50
8.50

8.65
8.67

8.64
8.79

8.73
8.83
8.80

8.98
9.02

9.09
9 . 14

8.57
8.68
8.68

8.76
8.88
8.85

8.70
8.80
8.77

8.97
9-02
9.02

8.88
8.97
8.98

8.23

9.43
9.99
1 0 . 17
10.51
10.76
10.79
11.09
10.93

9.64
10.16
10.29
10.61
10.85
10.87
11.13
10.96

9 . 54
10.08
10.20
10.49
10.70
10.71
10.98
10.80

9.82
10.32
10.45
10.71
10.84
10.87
1 1 . 12
10.92

9.78
10.29
10.47
10.80
10.96
11.01
11.26
11.07

8.90
9.49
9.66
10.03
10.30
10.38
10.67
10.53

10.61

10.66

10.52

10.63

10.77

10.21

10.64

12.54
11.76
1 3 . 40
8.95
12.74

12.57
11.77
13.41
8.90
12.82

12.48
11.66
13.31
8.60
12.96

12.51
11.71
13.34
8.60
12.96

12.58
11.85
13.39
8.60
13.08

12.30
11.46
13.09
8.39
12.63

12.54
11.74
13.37

JONS
24

JULY
1

10.50
8-50

8 . 19

8.82

8.05

8.80

8 . 19

8.79
8. 89
8.97

8.20

8.22

WEEKLY F I G U R E S ARE A?EE AGES OF 7 CALE1DA1 DATS E l D I I G 0 1 WEDNESDAY OF THE CURRENT WEEK;
MONTHLY F I G U R E S INCLUDE EACH CALENDAR DAI I I THE MONTH.
QUOTED O* BANK-DISCOUNT B A S I S .
BATES 0 1 COMMERCIAL PAPEH PLACED FOR F I R E S WHOSE BOMD BATING I S AA OB THE EQUIVALENT.
RATE CHARGED B I BANKS 0 1 SHORT-TERM B U S I N E S S LOANS.
RATE FOB THE FEDERAL RESERVE BANK OF NEW T O R E .
Y I E L D S ON ACTIVELY TRADED I S S U E S ADJUSTED TO CONSTANT B A T O N I T I B S .
SOURCES U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL I S S U E S OUTSTANDING OF BONDS NEITHER DOB NOR CALLABLE I N LESS THAN
INCLUDING SEVERAL VERY L 0 8 YIELDING "FLCWER" BONDS.
CONTRACT I N T E R E S T RATES ON COMMITMENTS FOB F I R S T BO BT GAGESSOURCE: FSLMC.

MOTE: WEEKLY AND BONTHLY F I G U R E S ARE AVERAGES OF DAILY BATES. EXCEPT FOR STATE 6 LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ABE BASED ON THURSDAY &ND FRIDAY F I G U R E S R E S P E C T I V E L Y .




8.96

8. 89

9.66

10. 18
10.32
10.63
10.83
10.85

1 1. 12

10.93

10 YEARS,

JULY

6,

1983

G . 1 3 (CONTINUED)
DAILY I N T E B E S T BATES
( Y I E L D S I N PERCENT PER

FEDERAL
FUNDS

1983-JUN
- J UN
-JUN
-JUN
-JUN
-JUN
-JUN
-JUN
-JUN
-JON
-JUN
-JON
-JUN
-JUN
-JUN
-JUN
-JUN
-JUN
-JUN
-JUN
-JUN
-JUN

1

9.38
8.84
8.77
8.92
8.95

2
3

6
7

8.8#

8
9
10
13
14
15

8.83
8.75
8.78
8.93
9.10
9.08
9.02
9.24
9.43
9.14
9.06
9.01
9.00

16
17
20
21
22
23
24
27
28
29
30

8.80

8.43

10.06




ANNUB)

COMM.
PAPER
2/

CDS
SECONDARY
MARKET

3-HO.

3-HO.

3-MO,

6-MO.

1-YR.

1-YR.

9.09
8.85
8.97
9.06
9.15
9.30
9.26
9.20
9.04
9.11
9.15
9.13
9.10
9.22
9.42
9.32
9.33
9.35
9.36
9.34
9.30
9.25

8.58
8.50
8.55
8.64

8.6*
8.62

8.62

8.64

9.39
9.36
9.48
9.53
9.66
9.73
9.58
9.68
9.52
9.58
9.55
9.51
9.56
9.83
9.78
9.79
9.80
9.92
9.91
9.84
9.76
9.70

8.8 2
8.72
8.71
8.84
8.90
9.05
9.05
9.00

8.88

8.91
8.96
8.91
8.90
8.99
9.26
9.16
9.21
9.11
9.20
9.19
9.10
9.09

U.S.

GOVERNMENT S E C U R I T I E S

TREASURY B I L L S 2 /

8.82

8.83
8.74
8.78
8.70
8.73
8.72
8.65
8.69
8.96
8.95
8.97
8.93
9.04
9.03
8.98
8.85
8.79

8.73
8.79
8.92
8.95
8.85
8.91

8.81
8.82
8.80
8.76

8.80
9.06
8.98
8.99
8.99
9.10

9.10
9.04
8.98

8.88

8.73
8.78
8.87
8.92

8.81

8.89
8.76
8.79
8.77
8.74
8.79
9.01
8.98
8.99
8.99
9.11
9.11
9.03
8.96
8.89

TREASURY CONSTANT M A T U R I T I E S
2-YR.

9.97
9.96

3-YR.

5-YB.

7-Y1.

10-YB.

20-YR.

30-YR.

1 0 . 14

10.48
10.46
10.53
10.54

10.74
10.74
10.78
10.78
10.85
10.91
10.84
10.87
10.77
10.75
10.71
10.63

10.77
10.78
10.79
10.79
10.85
10.92

11.06

10.91
10.91
10.93
10.90
10.97

10. 12

10.01

10.20

10. 18

10.31
10.35

10.09

10.20
10.12
10.20
10. 1 1
10.09

10.06
10.05
10.07

10.26

10.27
10.31
10.33
10.43
10.44
10.35
10.27
10.23

10.21

10.61

10.21

10.64
10.63
10.64
10.50
10.53
10.48
10.46
10.47

10.39
10.41
10.42
10.46
10.57
10.57
10.48
10.46
10.41

10.64
10.71
10.76
10.83
10.92
10.85
10.76
10.76

10.26
10.31

10.21

10.23
10.19
10.17

10.62

10.66

10.77
10.75

10.81

10.87

11.00
11.07
10.99
10.94
10.92

10.88

10.89
10.75
10.77
10.72
10.64

11. 10

11.09

11.06
1 1 . 14

11.20

11.13
11.14

11.01

11.02

10.96
10.95
10.84

10.88

10.80

11.04
10.99
10.91
10.94
11.05

10.79
10.83
10.90

11.09
11.14

10.90
10.95

10.68

11.02

11.11
11.04
10.99
10.96

11.06

11.28

11.37
11.30
11.25

11.20

10.81
10.72
10.77
10.85

10.86
11.06
11.16

11.10

11.06
11.01