Full text of G.13 Selected Interest Rates : June 5, 1984

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FEDERAL RESEBVER&ftfctical release
Jlili

6

1964

f e d e r a l reserve bank
> 0EPH1LADELPHIA

G 1 3 (415)

m
For immediate release

SELECTED INTEREST RATES

JUNE

5 ,

1994

Yields in percent per annum

Weekending
instruments

FEDERAL PONDS ( E F F E C T I V E ) 1 /
COHHBBCIAL PAPER 2 / 3 /
1 - H O NTH
3 - H O NTH
6 - H O NTH
FINANCE PAPER PLACED D I R E C T L Y 2 /
1-HONTH
3-BONTH
6 - H O NTH
BANKERS ACCEPTANCES (TOP RATED) 2 /
3-HONTH
6-HONTH
CDS (SECONDARY MARKET)
1-HONTH
3-HONTH
6-HONTH
EURODOLLAR D E P O S I T
(3-MONTH)
4/
BANK PRIME LOAN 1 / 5 /
DISCOUNT WINDOW BORROWING
1/ 6/
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-HONTH
6-HONTH
1-YEAR
SECONDARY MARKET
3-HONTH
6-HONTH
1-YEAR
TREASURY CONSTANT M A T U R I T I E S 7 /
1-YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COHPOSITE
OVER 1 0 Y E A R S ( L O I G - T E R H ) 8 /
CORPORATE BONDS ( H O O D Y S ) , SEASONED
ALL I N D U S T R I E S
AAA
BAA
STATE & LOCAL B O N D S ( H O O D Y S ) , A A A
CONVENTIONAL HORTGAGES 9 /

1.
2.
3.
4.
5.
6.
7.
8.
9.

APR

HAY

10.30

10.29

10.32

10.19
10.57
10.96

10.32
10.72

10.17
10.18
10.22

10.38
10.65
10.87

0.12
10.21

10.28
10.26

10.08
9.86
9.76

10.26
10.16
10.03

11.35

10.22
10.26

10.84
11.06

11.59
12.50
9.00

10.56
11.31
11.99
11.67
12.50
9.00

10.24
10.41
10.73
10.83
11.93
8.87

10.62
11.11
11.64
11.53
12.39
9.00

10.07
10.40
10.64

9.95
10.38

10.62

9.83

9.69
9.83
9.86

9.90
10.31
10.64

9.88

9.79
10,42
10.73

9.76
10.56
10.94

9.69
9.84
9.95

9.83
10.31
10.57

HIT
4

HAT
11

HAT

HAY
25

10.70

10.46

10.52

9.75

10.28

10.52
10.73

10.54
10.84
11.05

10.43
10.13

10.25
10.23
10.09

10.33
10.37

10.21
9.95
9.86
10.38
10.43
10.39

10.60
10.96
10.99

12.00

10.86
10.00
10.93

11.00
10.77
11.17
11.59
11.59
12.14

9.00

9.00

9.68
9.88

9.99
10.27

9.73
9.99

10.28

9.97

18

X

io.iq

11.02

10.89
11.25

10.82

10.50
11.14

11.22
11.32
11.84
11.74
12.50
9.00

10.28

11.82

JUNE
1

11.08
10.11

10.88

10. 18

10.46

10.59

11.19
11.96
12.26
12. 65
12.82
12.89
12.94
12.93

11.52
12.33
12.59
12.99
13.17
13.23
13.28
13.27

11.68

11.84
12.65
12.93
13.35
13.50
13.59
13.60
13.60

12. 10

12.50
12.78
13.24
13.41
13.49
13.52
13.52

12.94
13.25
13.69
13.82
13.86
13.79
13.80

10.90
11.69
11.98
12.37
12.56
12.63
12.65
12.65

11.*6
12.47
12.75
13.17
13.34
13.41
13.43
13.43

12.43

12.73

12.98

13.04

13.25

12.17

12.89

13.79
13.00
14.46
9.60
13.78

13.97
13.15
14.61
9.80
13.87

14.19
13.33
14.75

14.29
13.42
14.91

14.04

14.08

14.44
13.56
15.04
10.30
14.29

13.59
12.81
14.31
9.54
13.65

14.13
13.28
14.74
9.98
13.94

10.00

10.20

WEEKLY F I G U R E S ARE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CURRENT WEEK;
MONTHLY F I G U R E S INCLUDE EACH CALENDAR DAY I N THE MONTH.
QUOTED CN BANK-DISCOUNT B A S I S .
RATES OK COMMERCIAL PAPER PLACED FOR FIRMS WHOSE BOND RATING I S AA OR THE EQUIVALENT.
FOR I N D I C A T I O N PURPOSES ONLY.
RATE CHARGED BY BANKS ON SHORT-TERM B U S I N E S S LOANS.
P A T E FOR THE FEDERAL RESERVE BANK OF NEW YORK.
Y I E L D S ON ACTIVELY TRADED I S S U E S ADJUSTED TO CONSTANT M A T U R I T I E S .
S O U R C E : U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL I S S U E S OUTSTANDING OF BONDS NEITHER DUE NOR CALLABLE I N L E S S THAN
INCLUDING SEVERAL VERY LOW Y I E L D I N G - F L O W E R " BONDS.
CONTRACT I N T E R E S T RATES ON COMMITMENTS FOR F I R S T HORTGAGES.
SOURCE: FHLHC.

NOTE:

WEEKLY AND HONTHLY F I G U R E S

ARE AVERAGES OF DAILY R A T E S ,

EXCEPT

FOR

STATE & LOCAL BONDS

 A I D CONVENTIONAL HORTGAGES, WHICH ARB BASED ON THURSDAY AND FRIDAY F I G U R E S R E S P E C T I V E L Y .


10 YEARS,

JUNE

5 0

1984

G. 13 (CONTINUED)
DAILY I N T E R E S T BATES
( Y I E L D S I N P E R C E N T PER

FEDERAL
FUNDS

1984-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY
-MAY

1

11.04

2

10.88

3
4
7
0
9
10
11
14
15
16
17
18
21
22
23
24
25
26
29
30
31

10.45
10,04
10.48




11.06
11. 12
11.00

10.58
10.33
10.55
9.99
9.92

9.01

9.71
10.73
10.84
10.72
10.04
M
10.51
10.71

10.81

ANNUA)

COMM.
PAPER
2/

CDS
SECONDARY
MARKET

3-MO.

3-MO.

3—MO.

6-MO.

1-YR.

1-YR.

2-YR.

3-YR.

5-YR.

7-YR.

10-YR.

10.57

9.70
9.68
9.67
9.87
9.93
10.04

9.90
9.97
9.98

10.09

11.08
11. 16

11.88

1 2 . 19
12.23
12.25
12.44
12.51
12. 50
12. 57
12.56
12.79
12.83
12.77
12.71
12.83
12.77
12.77

12.57

12.76
12.80

12.82
12.86

12.91
13.04
13.07

12.97
12.98
13.20
13.30
13.23
13.17
13.27
13.21
1 3 . 18
13.27
13.30
13.46
13.52

12.97
13.08
13.05
13. 14
1 3 . 17
13.40
13.49
13.41
13.34
13.45
1 3 . 35
13.35
13.43
13.43
13.62
13.67

L
13.24
13.40
13.33

0
13.70
13.84
13.76

S
13.83
13.95
13.87

10.33
10.36
10.36
10.33
10.40

10.61
10.72
10.96
10.96
10.92
10.94

10.86
10.80
10.67
10.43
10.52
10.55
10.69

10.68

A
10.63
10.70

10.80

10.62
10.61
10.66
10.79
11.07

11.12
11.36
11.49
11.43
11.44
11.24

U.S.
TREASURY

10.00
9.86

10.01

BILLS

10.20
10.31
10.31
10.31
10.17
10.30

9.97

10.28

11.23
11.27

9.75
9.78
9.81
9.70
10.04
9.91
9.71
9.58

10.42
10.17
10.30
10.25
10.24
10.50
10.47
10.48
10.40

R
11.30
11.29
11.29

K.
9.72
9.76
9.75

E
10.57
10.63
10.58

11.26
11.24

11.00
11.10
11.12

10.11

GOVERNMENT S E C U R I T I E S

2/

10.16
10.16

10.37
10.43
10.42
10.45
10.44
10.57

10.60
10.60
10.54

10.62

TREASURY

x11.

17
11.41
11.49
11.47
11.50
11.50
11.65
11.69
11.69

11.62

11.72

11.68

10.59
10.59
10.70
10.73
10.85
10.78

11.90

T
10.92

12.07

11.66
11.80
11.85

12.00

11.02

12.20

10.99

1 2 . 15

1 1.92
11.96
12.15
12.24
12.23
12.32
12.32
12.55
12.57
12.51
12.42
12.51
12.47
12.48
12.58
12.67
12.77
12.77
C
12.98
13.04
13.00

12.86

CONSTANT

12.62
12.64
12.83
12.90

12.88

MATURITIES

12.81

20-YR.

12.88

30-YR.

12.89
13.07
13.13
13.09
13.21
13.25
13.46
13.58
13.48
13.41
13.54
13.45
13.43
13.52
13.54
13.72
13.75

12.92
12.94
1 3 . 10
13.19
13.14
13.24
13.31
13.51
13.67
13.52
13.43
13.54
13.45
13.45
13.51
13.54
13.72
13.77

12.87
12.90
12.92
13.08
1 3 . 17
13.12
13.26
13.30
13.51
13.62
13.50
13.46
13.57
13.46
13.46
13.53
13.56
13.73
13.72

E
13.89
13.99
13.91

D
13.83
13.92
13.83

13.85
13.94
13.84