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

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. 'o Ot^Oy/V

FEDERAL RESERVE statistical release
For immediat e

G 13 (415)

JUNE

SELECTED INTEREST RATES

release

2,

1983

Yields in percent per annum

Week ending

Instruments

FEDERAL FUNDS ( E F F E C T I V E )
1/
COMMERCIAL PAPEB 2 / 3 /
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPEB PLACED DIRECTLY 2 /
1—MONTH
3-HONTH
6-MONTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
C D S (SECONDARY MARKET)
1-MONTH
3-MONTH
6-SONTH
BANK P R I M E LOAN 1 / 4 /
D I S C O U N T WINDOW B O R R O W I N G
1/ 5 /
O.S.GOVERNMENT SECUBITIES
TREASURY B I L L S 2 /
AUCTION AVERAGE ( I S S U E DATE)
3-BONTH
6-MONTH
J-YEAB
S E C O N D A R Y MARKET
3 - H O NTH
6-MONTH
1-IEAR
TREASURY CONSTANT MATURITIES 6 /
1-YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS ( L O N G - T E R M ) 7 /
C O R P O R A T E BONDS ( M O O D Y S ) , S E A S O N E D
ALL I N D U S T B I E S
AAA
BAA
S T A T E & LOCAL B O N D S ( M O O D Y S ) , A A A
C O N V E N T I O N A L MORTGAGES 8 /

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

BAY
20

APR
29

MAY
6

BAY
13

8.58

8.80

8.48

8.59

8.36
8.33
8.30

8.29
8.21
8 . 14

8.22
8 . 16
8 . 11

8.39
8.35
8.33

8.34
8.29
8.28

8.20
8.10
8.07

8 . 13
8.04
7.99

8.28
8.19
8 . 16

8.29
8.27

8.17
8.09

8 . 18
8 . 10

8.4 1
8.37

8.39
8.40
8.56
10.50
8.50

8.32
8.32
8.35
10.50
8.50

8.29
8.30
8.38
10.50
8.50

8.150
8.220

6.04 0
8.050

8 . 11
8 . 16
8 . 16
8.83
9.44
9.68
9.95
10.20
10.33
10.57
10.43

BAY

APR

MAT

8.72

8.80

8.63

8.48
8.54
8.56

8.58
8.53
8.48

8.36
8.33
8.31

8.43
8.37
8.35

8.52
8.41
8.41

8.28
8.19
8 . 15

8.60
8.64

8.49
8.43

8 . 36
8.33

8.48
8.52
8.66
10.50
8.50

8.62
8.75
8.99
10.50
8 . SO

8.60
8.63
8.76
10.50
8.50

8.44
8.49
8.62
10.50
8.50

8.140
8 . 130

8.100
8.140
8.050

8.460
8.470

8.252
8.343
8.275

8 . 185
8 . 198
8.050

8.03
8.02
8.00

8.03
8.05
8.04

8 . 14
8.21
8.24

8.48
8.50
8.51

8.21
8.30
8.29

8 . 19
8.22
8.23

8.64
9,23
9.43
9.77
10.07
10.19
10.45
10.32

8.70
9.27
9.45
9 . 84
10.12
10.21
30.48
10.35

8.93
9.54
9.69
10.10
10.38
10.45
10.78
10.62

9.23
9.81
9.95
10.32
10.55
10.59
10.90
10.73

8.98
9.57
9.76
10.02
10.29
10.40
10.63
10.48

8.90
9.49
9.66
10.03
10. 30
10. 38
10.67
10.53

10. 13

10.00

10.03

10.29

10.43

10.19

10. 21

12.35
11.43
13.16
8.20
12.73

12.19
11.29
12.99
8.10
12.71

1 2 . 13
11.29
12.92
8.20
12.59

12.33
11.54
13.09
8.50
12.55

12.49
11.67
13.28
8.75
12.68

12.44
11.51
13.29
8.28
12.78

12-30
11.46
13.09
8.39
12.63

27

WEEKLY F I G U B B S ABE A * B E I G E S O F 7 C A L E B D A B D A I S E N D I N G O S BEDBSSJDAX O F I B B COBBBMT S E E K ;
MONTHLY F I G U R E S I N C L U D E BACH C A L E 1 0 A B D A I I B T H E B O B T f l .
QUOTED OB B A B E - D I S C O U N T B A S I S .
B A T E S ON C O E B E B C I A L P A P E R P L A C E D F O B F I f i f l S B B O S E BOBD B A T I B G I S AA OB T H E S Q 0 I 7 A L S V T .
B A T E CHARGED BT B A I K S OB S H 0 B 1 - T E B B B U S I N E S S L O A B S .
B A T E F O B T H E F E D E R A L R E S E R V E EABK O F BEB I O B K .
Y I E L D S CM A C T I V E L Y T R A D E D I S S U E S A D J U S T E D TO C O N S T A N T B A T O B I T I E S .
SOOBCE: O . S . TREASURY.
U N W E I G H T E D AVERAGE OF ALL I S S U E S O U T S T A N D I N G OF B O B D S N E I T H E R D U E BOB C A L L A B L E I N L E S S T H A N
I N C L U D I N G S E V E R A L VERY LOW Y I E L D I N G - F L O W E R * B O B D S .
C O N T R A C T I N T E R E S T B A T E S ON C O B f l l T B E N T S FOB F I R S T B O B T G A G E S .
SOURCE: FBLRC.

NOTE:

WEEKLY AND BOBTHLY F I G U B E S ABE A V E B A G E S O F D A I L Y B A T E S ,
AND C O N V E N T I O N A L B O B T G A G E S , WHICH A B E B A S E D OB T B U B S D A I




E X C E P T FOB S T A T E 6
ABD F B I D A I F I G U B E S

LOCAL B O N D S
BESPECTIfELY.

10

YEARS,

JIJUB

2,

1983

G - 13 (CONTINUED)
DAILY I t f T E t i E S T BATES
( Y I E L D S 15? E E B C E N T P E R

FEDERAL
fOWDS

1983-HAY
-MAY
-MAT
-MAX
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY

2
3
4
5
6
9
10
1 1
12
13
16
17
18
19
20
23
24
25
26
27
30
31




8.77
8.81
8.64
8.69
8.45
8.46
8.35
8.51
8.56
8.39
8.73
8.81
8.83
8.75
8.68
8.74
8.72
8.76
8.70
8.59
8.94

ABNOM)

COMM.
PAPER
2/

CDS
SECONDARY
MARKET

3-MO.

3-MO.

M

8.25
8.27
8.20
8.15
8.16
8.14
8.19
8.19
8.13
8.17
8.25
8.36
8.37
8.36
8.39
8.52
8.52
8.50
8.58
8.57
8.71

U.
TfiEASOBT
3-MO.

8.33
8.36
8.31
8.30
8.31
8.33
8.33
8.26
8.26
8.32
8.4 0
8.56
8.52
8.53
8.59
8.77
8.73
8.70
8.74
A

a.80
8.93

R

8.05
8.04
8.01
8.06
7.98
8.13
8.00
7.96
8.05
8.02
8 . 15
8 . 13
8. 1 1
8.14
8 . 18
8.42
8.47
8.49
8.53
8.48
8.63

K

BILLS

GOVERNMENT

SECURITIES
TBBASaai

2/

CONSTANT

6-MO.

1-YB.

1-IR.

2-IB.

3-IB.

8.06
8.03
7.98
8.04
7.97
8.14
8.00
7.97
8.10
8.04
8.17
8.18
8.16
8.25
8.28
8.43
8.48
8.48
8.57
8.54

8.05
8.03
7.97
8.02
7.95
8 . 10
7.98
7.98
8.12
8.04
8.19
8.21
8.21
8.28
8.33
8.46
8.47
8.49
8.57
8.56

8.69
8.67

8.98
9.04
9 . 16
9 . 19
9.21
9.31
9.29

9.29
9.27
9.19
9.25
9 . 17
9.33
9.24
9.22
9.29
9-27
9.47
9.48
9.49
9.61
9.64
9.74
9.75
9.76
9-89
9.90

9.54
9.46
9.38
9.39
9.36
9.49
9.40
9.40
9.49
9.45
9.62
9.64
9.66
9.74
9.80
9.91
9.91
9.91
10.03

10.01

10.27
10.30
10.29
10.38
10.37

8.72

9.48

10.02

10.21

10.55

8.72

E

8-62
8.65
8.58
8.75
8.64

8.62

8.79

8.68
8.86
8.90

8.88

5-YB.

9.82
9.8 1
9.73
9.76
9.74
9.86
9.81
9.82
9.87
9.86

10.02
10.03

10.06
10.17

10.20

MATURITIES
7-YB.

10.10

10.11
10.02
10.09
10.04
1 0 . 17
10.09

10. 10
1 0 . 13
10.13
10.33
10.33
10.34
10.42
10.46
10.52
10.51
10.53

10.61

10-IB.

10.26
10.26

10.12
10.16
10.13
10.25

10. 16

10.18
10.23

10.22
10.37
10.41
10.43
10.49
10.54
10.57
10.56
10.58
10.63

20-fB.

10.51
10.50
10.39
10.42
10.41
10.49
10.42
10.45
10.53
10.50
10.70
10.71
10.76
10.83
10.90

10.88

3 0 - Y B ^ |

10.39
10.38
10.27
10.30

10.28

10.37
10.30
10.33
10.40
10.37
10.54
10.58

10.60
10.67
10.69
10.71

10.86

1 0 . 6 3 ^

1 0 . 7(>
10.78
10.97

10.88

10.58

10.62

10.93
10.94

10.77

10.81

11.12

10.