Full text of G.13 Selected Interest Rates : July 7, 1982

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FEDERAL RESERVE statistical release
f*Al

G 13 (415)

••

For immediate release
Jul

SELECTED INTEREST RATES

y

1

•

1982

Yields m percent per annum
Instruments

FEDERAL PONDS ( E F F E C T I V E ) 1 /
COMMERCIAL PAPER 2 / 3 /
1-MONTH
3-HONTH
6-MONTH
F I N A N C E PAPER PLACED D I R E C T L Y 2 /
1-MONTH
3-HONTH
6-HORIH
BANKERS ACCEPTANCES (TOP RATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDARY MARKET)
1-MCNTH
3-MONTH
6-MONTH
BANK PRIME LOAN 1 / * /
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/
A U C T I O N AVERAGE ( I S S U E DATE)
3-MONTH
6-MONTH
1-TEAR
SECONDARY MARKET
3-HONTH
6-MONTH
1-YEAR
TREASURY CONSTANT M A T U R I T I E S 6 /
1-YEAR
2-YEAR
3-YEAF
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 Y E A R S ( L O N G - T E A M ) 7 /
CORPORATE BONDS ( E O O D Y S ) , SEASONED
ALL INDUSTRIES
AAA
BAA
STATE 6 LOCAL BONDS(MOODYS) , A A A
CONVENTIONAL MORTGAGES 8 /

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

Week ending
JUNE
18

JUNE
25

JULY
2

JUNE

MAY

JUNE
4

JUNE
11

13.43

13.60

14.24

14.17

14.81

14.45

14.15

13.37
13.23
13.00

13.47
13.43
13.20

14.06
14.02
13.86

14.35
14.52
14.49

14.68
14.71
14.46

13.79
13.42
13.02

13.95
13.96
13. 79

13.28
12.56
12.17

13.46
12.82
12.33

13.86
13.12
12.75

14.16
13.50
13.07

14.46
13.52
13.26

13.49
12.75
12.61

13. 79
13.09
12.69

13.24
13.01

13.42
13.14

14.12
13.89

14.60
14.42

14.68
14.37

13.29
12.90

14.00
1 3 . 76

13.59
13.72
13.76
16.50
12.00

13.69
13.83
14.03
16.50
12.00

14.26
14.56c
14.81
16.50
12.00

14.63
15.13
15.43
16.50
12.00

14.86
15.21
15.36
16.50
12.00

13.95
13.80
13.77
16.50
12.00

1 4 . 18
14.46
14.66
16.50
12.00

11.520
11.589

12.074
12.117

12.248
12.503
12.173

12.586
13.031

13.269
13.419

12.148
12.220
12.194

12.108
12.310
12.173

12.09
12.12
12.09

12.06
12.19
12.20

12.46
12.83
12.68

12.88
13.25
13.00

12.81
13.08
12.86

12.09
12.16
11.98

12.47
12.70
12.57

13.46
13.95
13.99
13.98
14.07
13.92
13.92
13.67

13.59
14.06
14.08
14.04
14.11
13.97
13.93
13.68

14.22
14.60
14.57
14.48
14.51
14.36
14.26
13.99

14.62
14.94
14.95
14.90
14.90
14.70
14.48
14.21

14.41
14.75
14.81
14.73
14.73
14.54
14.28
14.03

13.34
13.73
13.77
13.75
13.74
13.62
13.46
13.24

14.07
14.47
1 4 . 48
14.43
14.47
14.30
1 4 . 18
13.92

13.08

13.09

13.40

13.59

13.42

12.67

13.32

15.52
14.50
16.80
11.00
16.65

15.62
14.62
16.85
11.70
16.70

15.76
14.79
16.92
11.90
16.71

15.99
15.10
17.03
11.60
16.73

15.96
15.07
16.95
11.60
16.87

15.34
14.26
16.64
11.05
16.68

15.77
14.81
16.92
11.55
16.70

WEEKLY FIGORES ABE AVERAGES OF 7 CALENDAR DATS ENDING 0 1 WEDNESDAY OF THE CURRENT WEEK;
MONTHLY F I G U R E S I N C L U D E EACH CALENDAR DAY I N THE HONTH.
QUOTED ON B A N K - D I S C O U N T B A S I S .
BATES ON COMMERCIAL PAPER PLACED FOB F I B H S WHOSE BOND B A T I N G I S AA OR THE E Q U I V A L E N T .
RATE CHARGED BY BANKS ON SBOBT-TBRB B U S I N E S S L O U S .
BATE FOR THE FEDERAL BESEBVE BASK OF 1 Z 1 YORK.
Y I E L D S ON A C T I V E L Y TRADED I S S U E S ADJUSTED TO CONSTANT
flATURITIES.
SOURCE: U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL I S S O E S 0 0 T S T A 1 D I I G OF BONDS N E I T H E R DUE NOR CALLABLE I N LESS THAN 10
I N C L U D I N G SEVERAL VERY LOB Y I E L D I N G •FLOWER" BONDS.
CONTRACT I N T E R E S T BATES ON C O B H I T H E N T S FOB F I R S T HOBTGAGES.
SODBCE: F H L E C .

NOTE:

WEEKLY AND HOBTHLY F I G O B E S ARE AVERAGES OF D A I L Y B A T E S , EXCEPT FOR STATE S LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ARB BASED ON TBUBSDAT AND FBIDAY F I G U R E S R E S P E C T I V E L Y .




YEARS,

G. 13 (CONTINUED)
DAILY INTEREST RATES
( Y I E L D S I B PERCENT PER ANNUM)

FEDERAL
PONDS

1982-JUN
-JO*
-JON
-JON
-JOB
-JON
-JON
-JO*
-JO*
-JON
-JO*
-JOB
-JO*
-JO*
-JO*
-JO*
-JO*
-JO*
-JON
-JO*
-JO*
-JO*

1
2
3
4
7
8
9
10
11
14
15
16
17
18
21
22
23
24
25
28
29
30

13.76
13.05
13.54
13.55
13.54
13 62
13.83
13.95
14.11
14.26
14.50
14.66
14.48
14.11
14.05
14.05
14.30
14.71
14.90
14.98
14.71
14.58

0 . S.

CDS
SECONDARY
MARKET

3-HO.

3 - HO.

3-HO.

6-MO.

1-YR.

1-YR.

2-YR.

3-YR.

5-Y3.

7-Y&.

10-YR.

20-YR.

30-YR.

13.49
13.82
13.73
13.82
13.87
13.82
13.83
13.84
13.80
14.16
14.39
14.33
14.85c
15.05
15.11
14.96
15.04
15.12
15.42
15.58
15.34
14.80

12.01
12.06
12.07
12.22
12.09
12.17
12.08
11.98
11.99
12.34
12.36
12.31
12.56
12.73
12.56
12.78
12.87
12.99
13.19
13.11
13.02
12.76

12.03
12.08
12.08
12.29
12.14
12.22
12.17
12.22
12.21
12.60
12.63
12.67
13.01
13.22
13.12
13.20
13.24
13.30
13.40
13.33
13.18
13.02

12.01
12.06
12.06
12.23
12.13
12.22
12.22
12.25
12.17
12.49
12.52
12.54
12.83
13.00
12.88
12.96
13.01
13.03
13.12
13.03
12.92
12.80

13.37
13.43
13.42
13.63
13.51
13.59
13.60
13.63
13.60
13.97
14.03
14.06
14.43
14.62
14.48
14.57
14.64
14.65
14.74
14.62
14.50
14.34

13.92
13.95
13.90
14.03
13.97
14.04
14.11
14.12
14.08
14.37
14.41
14.45
14.79
14.96
14.92
14.90
14.97
14.95
14.98
14.93
14.83
14.66

14.00
13.99
13.94
14.03
13.99
14.05
14.14
14.15
14.09
14.37
14.40
14.46
14.73
14.87
14.92
14.94
14.97
14.98
14.95
14.95
14.87
14.78

13.98
13.96
13.94
14.03
14.00
14.04
14.06
14.08
14.00
14.31
14.31
14.39
14.61
14.80
14.85
14.84
14.95
14.94
14.93
14.91
14.80
14.65

14.07
14.03
14.04
14.12
14.07
14.12
14.14
14.16
14.07
14.36
14.36
14.40
14.62
14.81
14.85
14.87
14.95
14.92
14.93
14.91
14.78
14.66

13.93
13.86
13.90
13.98
13.94
13.98
13.99
14.02
13.93
14.21
14.21
14.26
14.48
14.62
14.63
14.66
14.74
14.71
14.76
14.73
14.61
14.44

13.90
13.88
13.89
14.01
13.91
13.96
13.94
13.97
13.86
14.17
14.15
14.18
14.36
14.46
14.43
14.47
14.52
14.51
14.49
14.45
14.36
14.18

13.66
13.60
13.66
13.76
13.66
13.71
13.71
13.72
13.61
13.89
13.87
13.91
14.10
14.19
14.15
14.21
14.26
14.20
14.24
14.19
14.11
13.91

13.05
13.23
13.32
13.31
13.38
13.39
13.45
13.44
13.49
13.65
13.89
13.87
14.19
14.48
14.46
14.44
14.41
14.46
14.81
15.00
14.86
14.47

TREASURY B I L L S

c—Ctorrected, from weekly press release H.15.




GOVERNMENT SECURITIES

COMM.
PAPER
2/

2/

TREASURY CONSTANT HATOBITIES