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

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FEDERAL RESERVE statistical release

m m

For immediate release

0.13(415)

SELECTED INTEREST RATES

MARCH

2,

1983

Yields in percent per annum

Instrument*

FEDERAL FUNDS (EFFECTIVE) 1 /
COHHEBCIAL PAPER 2/ 3 /
1-HOBTH
3-MOSTH
6-HO NTH
FINANCE PAPER PLACED DIRECTLY 2 /
1-H01TH
3-HONTH
6-MONTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MO NTH
6-MONTH
CDS (SECONDARY MARKET)
1-MONTH
3-MONTH
6-MONTH
BANK PBIME LOAN 1 / 4 /
DISCOUNT NIBD01 BORROUNG
1/ 5/
U.S.GOVEBNHE1T SECURITIES
TREASURY B I L L S 2 /
AUCTION AVERAGE ( I S S U E DATE)
3-MONTH
6-MONTH
1-YEAR
SBC01DARY MABKET
3-HOHTH
6-MONTH
1-YEAR
TREASURY CONSTANT MATUBITIBS 6 /
1-YEAB
2-YEAB
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 Y E A R S ( L O I G - T E R H ) 7 /
COBPOBATE BONDS (MOODYS), SEASONED
ALL INDUSTRIES
AAA
BAA
STATE 6 LOCAL BONDS (MOODYS) , AAA
CONVENTIONAL MORTGAGES 8 /

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

JAB
28

FEB
4

Week ending
FEB
11

FEB
18

FEB
25

1983
JA1

1983
FEB

8.44

8.53

8.50

8.62

8.47

8.68

8.51

8.23
8.26
8.32

8.39
8.43
8.49

8.37
8.45
8.54

8.32
8.34
8.37

8.14
8.16
8.19

8 . 19
8 . 17
8 . 15

8.30
8 . 34
8.39

8 . 15
8.03
8.01

8.33
8.23
8.21

8.36
8.34
8.35

8.27
8.31
8.36

8.09
8.07
8.08

8.03
7.96
7.97

8. 25
8.24
8.26

8.32
8 . *6

8.52
8.60

8.45
8 . 52

8.34
8.39

8 . 16
8.18

8 . 19
8 . 19

8.36
8.41

8 . 32
8.51
8.74
11.00
8.50

8.46
8.68
8.96
11.00
8.50

8.45
8.63
8.91
11.00
8.50

8.42
8.54
8.77
11.00
8.50

8.27
8.34
8.50
11.00
8.50

8.28
8.36
8.46
1 1 . 16
8.50

8.40
8.54
8.77
10.98
8.50

8.055
8.144
8.007

8. 122
8.225

8.252
8.345

8.256
8.389

7.888
7-973
8.308

7.810
7.898
8.007

8 . 130
8.233
8 . 308

8.05
8 . 13
8 . 19

8.16
8.29
8.34

8.22
8.34
8.41

8 . 16
8.28
8.33

7.91
8.00
8.06

7.86
7.93
8.01

8.83
9.49
9.87
10.22
10.58
10.68
11.01
10.87

8.98
9.68
10.00
10.38
10.74
10.88
1 1 . 16
11.01

9.06
9.79
10.06
10.45
10.78
10.92
11.21
11.05

8.98
9.69
9.95
10.28
1 0 . 59
10.75
11.06
10.91

8.67
9.38
9.66
9.95
10.17
10.40
10.71
10.59

8.62
9.33
9.64
10.03
10.36
10.46
10.78
10.63

8.92
9.64
9.91
10.26
10.56
10.72
11.03
10.88

8. 1 1
8.23
8.28

10.61

10.74

10.77

10.62

10.30

10.37

10.60

12.97
11.94
13.96
8.70
13-10

13.07
12.06
14.01
9.00
13.06

13.10
12.11
14.02
8.90
13.06

13.05
12.08
13.97
8.75
13.07

12.87
11.82
13.81
8.55
12.98

12.90
11.79
13.94
9.00
13.31

13.02
12.01
13.95
8.80
13.04

SEEKLY FIGURES ABE AV ERAGBS OF 7 CALENDAR DATS E1DISG OM SBD1ESDAY Of THE CUBRENT BEEE;
MONTHLY FIGORBS I1CLUDE BACH CALBlDAfl DAI I I THE HOBTH.
QUOTED OM BANK-DISCOUNT B A S I S .
RATES ON COHHEBCIAL PAPER PLACED FOE F I R B S WHOSE B01D RATING I S AA OB THE EQUIVALENT.
BATE CHARGED BT BASKS 0 1 SHORT-TERM B O S H E S S L O A I S .
BATE FOR THE FEDERAL RESERVE BA1K OF MEM YORK.
YIELDS 0 * ACTIVELY TRADED I S S O E S ADJUSTED TO CONSTAIT EATORITIBS.
SOURCE: U . S . TRBASOBTUNWEIGHTED AVERAGE OF ALL I S S O E S 0UTSTA1DIIG OF B01DS NEITHER DOB HOB CALLABLE I B LESS THAU 10 TEARS,
INCLUDING SEVERAL VERT LOW TIELDISG "FLOBER" BONDS.
CONTRACT INTEREST BATES 0 1 C0HHITEE1TS FOR F I R S T HORTGAGES.
SOURCE: FHL8C.

NOTE: WEEKLY AND MONTHLY FIGURES ARE AVERAGES OF DAILY BATES, EXCEPT FOB STATE 6 LOCAL BONDS
AND CONVENTIONAL MORTGAGES, BHICE ARE BASED 0 1 THURSDAY AID FRIDAY FIGURES RESPECTIVELY.




MARCH

2,

1983

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

FEDERAL
FUNDS

1983-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FIB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB

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

ANNUA)

COMM.
PAPER
2/

CDS
SECONDARY
MARKET

U.S.

3-flO.

3-MO.

3-MO.

6-MO.

TREASURY

BILLS

8.63
8.90
8.54
8.46
8.56
8.44
8.58
8.64
8.53
8.49
8.60
9.00
8.67
8.42

8.43
8.50
8.43
8.44
8.53
8.45
8.46
8.49
8.34
8.33
8.37
8.39
8.34
8.25

8.68
8.76
8.64
8.75
8.70
8.63
8.68
8.65
8.48
8.60
8.56
8.57
8.51
8.44

8.16
8.16
8.15
8.25
8.23
8.29
8.28
8.17
8 . 14
8.24
8.25
8.20
8 . 10
7.99

8.26
8.26
8.30
8.40
8.39
8.40
8.40
8.27
8.24
8.38
8.39
8.26
8.22
8.14

8.48
8.49
8.39
8.22
8.53

8.22
8.19
8.13
8.08
8.02

8.39
8.37
8.38
8.23
8.23

7.91
7.96
7.93
7.82
7.93

8.06
8.06
8.01
7.88
7.96




GOVERNMENT S E C U R I T I E S

2/

TREASURY CONSTANT M A T U R I T I E S

1-YR.

1-YR.

2-YB.

3-YEL

5-YR.

7-YH.

10-YB.

20-YR.

30-YR.

8.30
8.33
8.34
8.46
8.43
8.46
8.48
8.34
8.32
8.42
8.42
8.31
8.28
8.22
H A R K
8.10
8.12
8.07
7.95
8.00

8.93
8.98
8.98
9.11
9.10
9 . 14
9.13
8.98
8.97
9.07
9.08
8.96
8.97
8.83
E T
8.75
8.73
8.66
8.55
8.61

9.60
9.71
9.71
9.82
9.80
9.83
9.89
9.74
9.70
9.78
9.77
9.69
9.65
9.56
C L 0
9.41
9.44
9.40
9.28
9.31

9.94
9.97
10.02
10.13
10.09
10.09
10.14
10.00
9.97
10.03
10.03
9.97
9.90
9.83
S E D
9.70
9.73
9.67
9.53
9.55

10.34
10.37
10.39
10.51
10.49
10.50
10.58
10.38
10.31
10.37
10.37
10.29
10.24
10.13

10.69
10.71
10.76
10.86
10.83
10.84
10.89
10.69
10.64
10.63
10.69
10.64
10.54
10.45

10.78
10.88
10.93
10.99
10.96
10.99
11.00
10.83
10.80
10.80
10.84
10.81
10.71
10.60

11.12
11.11
11.18
11.27
11.24
11.27
11.31
11.13
11.12
11.11
11.16
11.10
11.03
10.90

10.95
10.94
11.06
11.12
11.10
11.12
11.14
10.96
10.94
10.95
10.99
10.95
10.86
10.78

10.01
10.00
9.96
9.82
9.83

10.30
10.21
10.16
10.01
10.01

10.46
10.44
10.42
10.26
10.27

10.74
10.75
10.74
10.61
10.62

10.63
10.62
10.61
10.50
10.51