Full text of G.13 Selected Interest Rates : March 3, 1982

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FEDERAL RESERVE statistical release
For i m m e d i a t e r e l e a s e
6ARCH

SELECTED INTEREST RATES

3,

1982

Yields in percent per annum

Week ending
JAN
29

FEDERAL FUNDS ( E F F E C T I V E )
1/
COMMERCIAL PAPER 2 / 3 /
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPEB PLACED D I B E C T 1 T 2 /
1-MGNTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-H0N1H
6-MONTH
C D S ( S E C O N D A R Y MARKET)
1-MONTH
3-MONTH
6-MONTR
BANK P B I M E LOAN 1 / 4 /
D I S C O U N T WINDOW BORROWING
1/ 5/
U.S.GOVERNMENT S E C O 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-YEAR
SECONDARY MARKET
3-MOHTB
6-MONTH
1-YEAR
TREASURY CONSTANT M A T U R I T I E S 6 /
1-YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 1 0 Y E A R S ( 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 R I E S
AAA
BAA
S T A T E & L O C A L B O N D S (MOODYS) , AAA
C O N V E N T I O N A L MORTGAGES 8 /

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

FEB
5

FEB

12

FEB
19

FEB

26

13.98

14.77

1 5 . 19

1 5 . 61

1 3 . 86

13.64
13.83
13.87

14.85
14.70
14.49

15. 04
1 4 . 92
14. 60

15. 28
1 5 . 15
14. 72

1 3 . 54
13. 55
13- 43

13.43
13.11
13.11

14.54
13.60
13.56

14. 90
13. 84
1 3 . 80

1 5 . 02
13. 97
1 3 .,97

13. 41
13. 08
1 3 . 12

13.68
13.57

14.63
14.22

14. 88
14. 48

14. 96
14. 48

13. 59
13. 35

13.80
14.24
14.58
15.75
12.00

14.88
15.11
15.19
15.96
12.00

15.
15.
15.
16.
12.

14
40
50
50
00

1 5 . 52
15. 66
15. 69
1 6 ..50
12. 00

13.
14.
14.
16.
12.

13.364
13.530

13.850
13.846

14.099
13.933

14.740
14.360

12.430
12.695
13.180

12.79
12.96
12.78

13.68
13.72
13.19

14.12
14.01
13.43

14.06
14.04
13.37

12.31
12.84
12.56

14.37
14.55
14.57
14.52
14.48
14.42
14.37
14.09

14.85
14.93
14.84
14.73
14.66
14.63
14.67
14.39

15.11
1 5 . 10
15.05
14.91
14.87
14.84
14.95
14.68

15.03
15.04
14.88
14.58
14.42
14.39
14.44
14.18

14.08
14.32
14.26
14.02
13.97
13.92
13.96
13.71

81
03
29
86
00

13.57

13.83

14.05

13.58

1 3 . 13

16.14
15.26
17.17
12.20
17.59

16. 15
15.34
17.18
12.20
17.56

16.24
15.49
17.28
12.20
17.65

1C-23
15.34
17.29
12.20
17.66

15.92
14.92
16.98
12.20
17.52

12.90
13.09
13.35
12.67
12.56
12.56
13.06
13.31
13.03
13.51
14.25
15.75

12.00

12.412
12.930
13.143

12.28
12.83
12.77
14.32
14.57
14.64
14.65
14.67
14.59
14.57
14.22
13.73
16.05
1 5 . 18
17.10
12.30
17.49

WEEKLY F I G U R E S ARE A V E R A G E S O F 7 C A L E N D A R D A I S E N D I N G ON WEDNESDAY O F T H E C U R R E N T W E E K ;
MONTHLY F I G U R E S I N C L U D E EACH C A L E N D A R DAT I N T H E M O N T H .
QUOTED ON B A N K - D I S C O U N T B A S I S .
R A T E S CN C O M M E R C I A L P A P E R P L A C E D F O R F I R M S WHOSE BOND B A T I N G I S AA OR T H E E Q U I V A L E N T .
R A T E CHARGED BY B A N K S ON S H O R T - T E R M B U S I N E S S L O A N S .
R A T E F O B T H E F E D E R A L R E S E R V E BANK O F NEW Y O R K .
Y I E L D S CN 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 M A T U R I T I E S .
SOURCE- U . S . TREASURY.
U N W E I G H T E D A V E R A G E OF A L L I S S U E S O U T S T A N D I N G O F B O N D S N E I T H E R DUE NOR C A L L A B L E I N L E S S THAN
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 N D S .
C O N T R A C T I N T E R E S T R A T E S ON C O M M I T M E N T S F O B F I R S T M O R T G A G E S .
SOURCE: FHLMC.

NOTE:

WEEKLY AND MONTHLY F I G U R E S ARE A V E R A G E S O F D A I L Y R A T E S ,
AND C O N V E N T I O N A L M O R T G A G E S , WHICH A R E B A S E D ON T H U R S D A Y




E X C E P T FOR
AND F R I D A Y

S T A T E & L O C A L BONDS
FIGURES RESPECTIVELY.

10

YEARS,

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

1982-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB
-FEB

1
2
3
4
5
8
9
10
11
12
15
16
17
18
19
22
23
24
25
26




15.69
15.34
15.65
15.27
15.22
14.88
15.10
15.44
15.87
15.54
16.36
14.88
15.07
14.20
13.83
13.10
12.44
13.26
13.74

ANNUM)

U.S.

GOVERNMENT

SECURITIES

COMM.
PAPER
2/

CDS
SECONDARY
MARKET

3-MO.

3-MO •

3-MO.

6-MO.

1-YR.

1-YR.

2-YR.

14.97
15.03
1b.16
1 5 . 17
15.24
1 5 . 17
15.47
15.53
15.44
A
A
16.14
15.93
15.61
14.95
14.20
13.99
14.08
13.83
14.06

13.68
13.61
13.77
13.69
13.63
13.96
14.18
14.15
1 4 . 19
R
R
14.57
14.47
13.70
13.49
12.55
12.35
12.00
12.23
12.44

13.87
13.59
13.76
13.74
13.66
13.96
14.07
13.96
14.03
K
K
14.36
14.30
13.73
13.75
12.97
12.79
12.70
12.74
13.01

13
13
13
13
13
13
13
13
13

15.08
14.74
14.83
14.83
14.75
15.09
15.19
15.05
15.12
T
T
15.23
1 5 . 22
1 4 . 79
14.87
14.10
14.04
13.94
14.07
14.27

15.
14.
14.
14.
14.
15.
15.
15.
15.

04
85
93
96
89
09
15
08
07

15.
15.
14.
14.
14.
14.
14.
14.
14.

04
18
99
94
35
33
24
25
44

14.44
14.65
14.84
14.63
14.92
14.71
14.88
15.00
15.07
M
•M
15.61
15.48
15.08
14.44
13.76
13.50
13.47
13.44
13.58

TREASURY

BILLS

TREASURY

2/

13
13
13
13
12
12
12
12
12

.37
.10
.18
.18
. 13
.40
.49
.38
.45
E
E
.55
.54
.20
. 18
.57
.51
.44
.54
.72

CONSTANT

MATURITIES

3-YR.

5-YR.

7-YR.

14. 89
1 4 . 69
14. 85
14. 89
1 4 . 86
1 5 . 11
1 5 . 16
15. 05
14. 89
C
C
14. 98
1 5 . 01
1 4 . 81
14. 72
1 4 . 27
1 4 . 25
1 4 . 17
1 4 . 17
1 4 . 44

14.79
14.61
14.73
14.82
14.72
14.94
15.02
14.89
14.80
L
L
14.68
14.73
14.45
14.44
13.97
14.03
13.98
14.01
14.12

14
14
14
14
14
14
14
14
14

.67
.52
.70
.77
.65
.89
.98
.85
.74
0
0
14 . 5 4
14 . 5 2
14 . 3 2
14 . 3 0
13 . 8 9
13 . 9 9
13 . 9 3
13 . 9 5
14 . 0 8

10-YR.

20-YR.

30-YR.

14.58
14.47
14.69
14.76
14.65
14.88
14.95
14.81
14.71
S
S
14.53
14.50
14.28
14.24
13.87
13.93
13.87
13.91
14.03

14.61
14.53
14.67
14.81
14.71
15.00
15.06
14.95
14.80
E
E
14.60
14.55
14.32
14.29
13.89
13.99
13.86
13.96
14.09

14.33
14.26
14.41
14.54
14.43
14.74
14.80
14.64
14.54
D
D
14.33
14.30
14.06
14.02
13.65
13.73
13.62
13.72
13.83