Full text of G.13 Selected Interest Rates : May 4, 1982

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FEDERAL RESERVE statistical release
For immediate release

G 13 (415)

MAY

SELECTED INTEREST RATES

4,

1982

Yields in percent per annum

Instruments

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 DIRECTLY 2/
1-MONTH
3-MONTH
6-MONTH
9ANKEBS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDARY MABKET)
1-MONTH
3-MONTH
6-MONTH
BANK PRIME LOAN 1 / 4 /
DISCOUNT WINDOW BORBOWING
1/ 5/
U.S.GOVERNMENT S E C U R I T I E S
TREASURY B I L L S 2 /
AUCTION AVEBAGE ( I S S U E DATE)
3-MONTH
6-MONTH
1-YEAR*
SECONDARY MABKET
3-MONTH
6-MONTH
1-YEAR
TREASURY CONSTANT MATURITIES 6 /
1-YEAR
2-YEAB
3-YEAB
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YBAB
COMPOSITE
OVER 10 YEARS (LONG-TELRB) 7 /
CORPORATE BONDS (MOODYS), SEASONED
ALL I N D U S T R I E S
AAA
BAA
STATE 6 LOCAL BONDS(MOODYS).AAA
CONVENTIONAL MORTGAGES 8 /

Week ending
APR
16

APR
23

APR
30

MAR

14.68

15.01

14.72

14.68

14.94

14.47
14.19
13.74

14.65
14.24
13.78

14.24
13.94
13.53

14.04
13.79
13.46

13.99
13.80
13.47

14.38
14.06
13.64

14.44
13.20
13.16

14.35
13.34
13.24

14.45
13.33
13.19

13.91
1 3 . 10
12.96

13.85
13.03
12.90

13.73
12.91
12.89

1 4 . 17
13.21
13.09

14.18
13.69

1 4 . 13
13.59

14.08
13.61

13.85
13.41

13.73
13.33

13.73
13.33

13.95
13.49

14.68
14.70
14.69
16.50
12.00

14.54
14.56
14.54
16.50
12.00

14.61
14.60
14.57
16.50
12.00

14.36
14.34
14.31
16.50
12.00

14.17
14.21
14.25
16.50
12.00

14.12
14.21
14.25
16.50
12.00

14.44
14.44
14.42
16.50
12.00

13.399
13.243

12.893
12.802

12.849
12.899

12.497
12.719
12.731

12.469
12.640

12.493
12.621
12.509

12.821
12.861
12. 731

13.32
1 3 . 17
12.76

13.10
13.06
12.69

12.77
12.92
12.59

12.39
12.61
12.38

12.42
12.57
12.30

12.68
12.77
12.47

12.70
12.80
12.50

14.32
14.51
14.47
14.34
14.30
14.15
13.92
13.70

14.20
14.40
14.36
14.25
14.21
14.13
13.88
13.66

14.07
14.27
14.21
14.00
13.90
13.85
13.51
13.31

13.86
14.09
14.09
13.85
13.76
13.69
13.39
13.19

13.75
13.99
14.02
13.87
13.82
13.78
13.47
13.28

13.95
1 4 . 19
1 4 . 13
13.98
13.93
13.86
13.75
13.53

13.98
14.20
1 4 . 18
14.00
13.94
13.87
13.57
13.37

13.17

13.10

12.79

12.69

12.73

12.98

12.84

15.73
14.66
16.91
11.90
16.95

15.70
14.68
16.89
12.30
16.91

15.59
14.53
16.80
11.70
16.93

15.42
14.31
16.69
11.20
16.86

15.40
14.31
16.70
11.20
16.81

15.68
14.58
16.82
11.95
17.16

15.53
14.46
1 6 . 78
11.66
16.89

APR
2

APR
9

14.99

15. 15

14.64
14.29
13.86

.

APR

—

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

S E E K L I PIGOBBS ABE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CURRENT WEEK;
MONTHLY F I G U B E S INCLUDE EACH CALENDAB DAY IN THE MONTH.
QUOTED OH BANK-DISCOUNT B A S I S .
BATES ON COMMERCIAL PAPEB PLACED FOB F I B H S WHOSE BOND BATING I S AA OB THE EQUIVALENT.
RATE CHABGED BY BANKS ON SHORT-TERM B U S I N E S S LOANS.
BATE FOS THE FEDERAL RESERVE BANK OF NEW YORK.
Y I E L D S ON ACTIVELY TRADED I S S U E S ADJUSTED 10 CONSTANT M A T U B I T I E S .
SOURCE: U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL I S S U E S OUTSTANDING OF BONDS NEITHER DUE NOB CALLABLE I N L E S S THAN 10 YEARS,
INCLUDING SEVERAL VERY LOW YIELDING "FLOWER" BONDS.
CONTRACT I N T E B E S T RATES ON COMMITMENTS FOB F I B S T MORTGAGES.
SOURCE: P H L 8 C .

NOTE:

WEEKLY AND MONTHLY F I G U R E S ARB AVERAGES OF DAILY R A T E S , EXCEPT FOB STATE 6 LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ARE BASED ON THURSDAY AND FRIDAY FIGURES R E S P E C T I V E L Y .

• R a t e f o r F e b r u a r y f e l l i n week e n d i n g F e b . 2 6 ; r a t e f o r March i n week e n d i n g Mar. 2 6 .




MAY

4,

1982

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-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR
-APR

1
2
5
6
7
8
9
12
13
14
15
1.6
19
20
21
22
23
26
27
28
29
30




15.48
16.02
14.62
14.21
13.69
14.61
14.28
14.33
14-74
16.25
15.81
15.27
14.87
14.34
14.26
14.81
14.,63
14.30
13.92
1 6 . 10
15.89
15.28

ANNUM)

u. s .

GOVERNMENT

SECURITIES

COMM.
PAPER
2/

CDS
SECONDARY
MARKET

3-MO.

3-MO.

3-MO.

6-MQ.

1-YR.

1-YR.

2-YR.

3-YR.

5-YR.

7-YR.

14.54
14.73
14.51
14.45
14.51
14.75
M
14.48
14.47
14.60
14.72
14.71
14.67
14.44
1 4 . 12
14.28
14.17
14.15
14. 15
14.24
14.37
14.15

13. 24
13. 26
13. 05
1 3 . 13
1 3 . 18
13. 03
A
12. 81
12. 73
12. 81
12. 86
12. 64
12. 48
12. 46
1 2 . 19
12. 42
12. 39
1 2 . 44
12. 43
12. 44
1 2 . 44
12. 34

13.06
13.06
12.93
13.08
13.18
13.04

12. 67
12. 66
1 2 . 57
12. 73
1 2 . 80
1 2 . 66
K
1 2 . 49
1 2 . 55
12. 65
12. 72
1 2 . 52
12. 46
12. 42
12. 34
12. 36
12. 31
12. 34
1 2 . 29
12. 32
12. 32
12. 24

14.21
1 4 . 17
14.06
14.25
14.33
1 4 . 15

14.
14.
14.
14.
14.
14.
T
14.
14.
14.
14.
14.
14.
14.
14.
14.
14.
14.
13.
13.
14.
13.

42
44
37
42
54
28

14.37
14.39
14.37
14.38
14.41
14.29

14.26
14.26
14.28
14.30
14.30
14.11

14.
14.
14.
14.
14.
14.

25
23
27
27
26
05

22
17
35
39
24
18
14
04
06
02
02
95
99
02
99

14.16
14.20
14.29
14.29
14.M
14.13
14.13
14.00
14.08
14.09
14.03
14.01
14.02
14.03
14.00

13.
13.
14.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.

92
93
05
91
69
73
81
72
80
75
75
74
80
92
88

14.22
14.27
14.17
1 4 . 11
14.13
14.28
14.26
14.10
14.14
14.26
14.38
14.34
14.27
14.02
13.82
13.78
13.80
13.74
13.74
13.80
13.87
13.82

TREASURY

BILLS

R

12.85
12.88
12.96
13.03
12.87
12.78
12.70
12.46
12.58
12.51
12.64
12.52
12.60
12.58
12.49

TREASURY

2/

E

13.94
14.01
14.13
14.21
14.04
13.97
13.92
13.82
13.84
13.77
13.80
13.73
13.78
13.77
13.67

CONSTANT

C

MATURITIES
20-Yti.

14.10
14.10
14.16
14.18
14.18
13.98

13.82
13.84
13.93
13.94
13.93
13.70

0

I,

14.01
13.99
14.12
14.05
13.83
13.83
13.89
13.81
13.87
13.84
13.81
13.80
13.87
13.95
13.90

10-YR.

S

13.83
13.83
13.95
13.91
13.71
13.66
13.72
13.69
13.71
13.69
13.70
13.70
13.77
13.87
13.87

13.
13.
13.
13.
13.
13.
E

13.55
13.50
13.62
13.51
13.36
13.31
13.41
13.44
13.43
13.37
1?.34
13.37
13.47
13.58
13.57

60
61
72
73
71
48
D

13.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.
13.

30
32
42
32
18
13
21
22
19
18
16
19
27
38
39