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

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FEDERAL RESERVE statistical release
•:*4L RtV

For i m m e d i a t e r e l e a s e

SELECTED INTEREST RATES

10VEHBER

2,

198 3

Yields in p e r c e n t p e r a n n u m
Instruments

FEDERAL FUNDS ( E F F E C T I V E )
1/
C C 3 B E B C I A L PAPER 2 / 3 /
1-MONTH
3-MONTH
6-HONTH
FINANCE PAPER PLACED D I B E C T L I 2 /
1 - H O NTH
3 - M O NTH
6-MONTH
BANKERS A C C E P T A N C E S (TOP BATED) 2 /
3 - 8 0 NTS
6-MONTH
CDS (SECONDARY BASKET)
1-MONTH
3 - H O NTH
6-HONTH
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 /
D . S - G O V ER NH EN T 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 - H O NTH
6-MONTH
1-YEAR
S E C O N D A R Y MARKET
3 - MONTH
6-BONTB
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 10 I E A B S ( L O N G - T E R M ) 7 /
C O R P O R A T E BONDS ( M O O D I S ) , S E A S 0 1 E D
ALL I N D U S T R I E S
AAA
BAA
S T A T E 6 LOCAL B 0 1 D S (BOODTS) ,AAA
C O N V E N T I O N A L MORTGAGES 8 /

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

Week ending
SEPT
30

OCT
7

OCT
14

OCT
21

OCT
28

SEPT

OCT

9.0#

10.00

9.46

9.36

9.36

9.45

9.48

8.97
9.01
9.02

9.01
8.95
8.96

9.09
9.04
9.04

8.98
8.95
8.93

9.04
9.03
9.00

9.19
9.24
9.28

9.03
8.99
8.98

8.97

a. 83
8.81

8.95
8.83
8.82

9.04
8.87
8.85

8.95
8.80
8.78

9.02
8.78
8.75

9 . 15
9.09
9.09

8.99
8 . 82
8.79

9.03
9.01

8.96
8.93

9.08
9.06

8.96
8.87

9.06
9.02

9.23
9.26

9.0;
8.97

9.14

9.08
9.17
9 . 36
11.00
8.50

8.73
8.89

9.08
9.13

9 . 22

9.30
11.00
8.50

9.38
11.00
8.50

9.07
9.13
9.24
11.00
8.50

9.15
9.25
9.34
11.00
8.50

9.28
9.39
9.64
11.00
8.50

8.72
8.92
9.13

8.83
8.97

8.63
8.79

8.66
8.91

9.05
9 . 19
9.64

8.71
8.90
9 . 13

8.62

8.53
8.72
8.89

8.66
8.88
9.02

9.00
9 . 15
9.27

8.64
8.83
8.98

9.86
10.63
10.98

10.16
10.79
11.07
11.43
11.61
11.65
11.82
11.63

9.81
10.57
10.87
1 1.28
1 1.47
11.54
1 1.77
11.59

8.75
8.89
9 . 0*

8.81
8.93

8.79
8.97
9 . 10

9.89
10.56
10.82
11.2 2
11.42
11.46
11.64
11.45

9.77
10.49
10.74
11.15
11.34
11.38
11.60
11.41

9.92
10.67
10.95
11.36
11.55
11.60
11.85
11.63

9.6
10.5
10.7
11.2
11.4
11.4
11.7
11.5

9
1
9
0
0
7
1
1

11.39
11.58
11.68
11.90
11.72

11.09

11.04

11.28

11.16

11.34

11.26

1 1.21

12.81
12-22
13.49
8.80
13.65

12.77
12.20
13.44
8.90
13.59

12.77
12.22
13.42
9.00
13.60

12.75
12.21
13.42
8.90
13.52

12.85
12.34
13.52
8.90
13.43

12.91
12.37
13.55
8.97
13.73

12.79
12.25
13.46
8.93
13.54

B E E K L I F I G O B E S H E AVERAGES OF 7 C A L B 1 D A * D A I S I 1 D I 1 G 0 1 1 B D 1 B S D A Y OP THE C 0 3 8 E I T S E E K ;
MONTHLY F I G O B E S I N C L U D E EACH CALENDAR D A I I S T H E MONTH.
QUOTED OM B A N K - D I S C 0 0 1 T B A S I S .
B A T E S OM C O f l H E B C l A L P A P E 1 P L A C E D FOB P U B S M 1 0 S B BO I D 1 A T I 1 G I S AA 0 8 T H E E Q U I V A L E N T .
B A T E C H A B G E D S t BANKS 0 1 S H 0 8 T - T E B H B 0 S I 1 B S S L 0 A 1 S .
B A T E FOB T H E F E D E i A L BESBBWZ B A M O F * E 1 T O M .
Y I E L D S 0 * 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 0 1 S T A 1 T M A T U R I T I E S .
SOUBCit S . S .
TBBASOBT.
OEM S I G H T E D AVER AGE OF ALL I S S U E S 0 U T S T A 1 D I 1 G OP B O I D S 1 E I T H E R DOB S O B C A L L A B L E I I L E S S THAN
I N C L U D I N G S E V E R A L VERT LOB Y I E L D I N G " F L 0 1 E B " B O N D S .
C O N T R A C T I N T E R E S T B A T E S 0 1 C O H H I T f l E S T S FOB P I I S T B O B T G A G E S .
SOOBC1: FBLBC.

NOTE:

B E E K L I AND M 0 1 T H L Y F I G U R E S ARE A V E B A G E S O F D A I L I B A T E S ,
AMD C O N V E N T I O N A L B O B T G A G E S , 1 B I C H ABE B A S E D 0 1 T B O B S D A f




9. 1 1
9.18
9.31
1 1.00
8.50

E X C E P T FOB
AID PBIDAT

STATE S
FIGOBES

LOCAL BONDS
RESPECTIVELY.

10

TEAR:,

NOVEMBER

2,

198 J

G, 1 J (CONTINUED)
DAILY 1 NTEH EST BATES
( Y I E L D S IN PERCENT PER

FEDERAL
FUNDS

1983-OCT
3
u
-OCT
-OCT
5
6
-OCT
7
-OCT
-OCT 10
-OCT 11
-OCT 1 2
-OCT 13
-OCT 14
-OCT 17
-OCT 18
-OCT 19
-OCT 2 0
-OCT 2 1
-OCT 2 4
-OCT 2 5
-OCT 2 6
-OCT 2 7
-OCT 2 8
-OCT 3 1

9.62
9.55
9.37
9.46
9.38
M
9.56
9.67
9.51
9.31
9.33
9.29
9.49
9.44
9.36
9.47
9.30
9.23
9.40
9.31
9.43




ANNUM)

COMM.
PAP KB
2/

CDS
SECONDARY
MARKET

3—MO.

3-HO.

3-MO.

6-MO.

1-YR.

1-YR.

2-YR.

3-YH.

5-YB.

9.17
9.18
9.10
9.09
9.13
R
9.20
9.28
9.20
9.20
9.11
9.11
9.12
9.15
9.16
9.27
9.24
9.24
9.25
9.23
9.21

8.74
8.65
8.54
8.56
8.60
K
8.81
8.78
8.81
8.77
8.55
8.52
8.50
8. 54
8.54
8.68
8.66
8.66
8.65
8.63
8.51

8.88
8.86
8.75
8.75
8.79
£
8.97
8.97
9.00
8.94
8.74
8.72
8.71
8.72
8.73
8.92
8.90
8.88
8.85
8.84
8.75

9.05
9.00
8.85
8.84
8.90
T
9 . 11
9.09
9.13
9.07
8.88
8.88
8.88
8.90
8.89
9.05
9.04
9.01
8.99
9.00
8.98

9.90
9.83
9.71
9.71
9.72

10.55
10.56
10.45
10.42
10.45

10.84

11.22

9.93
9.92
9.94
9.89
9.69
9.71
9.68
9.71
9.66
9.89
9.87
9.86
9.81
9.85
9.82

10.68

9.01
9.02
8.94
8.91
8.89
A
9.00
9.08
9.02
9.04
8.96
8.93
8.92
8.98
8.96
9.05
9.05
9.01
9.02
9.01
8.98

0.
TREASURY

BILLS

GOYEBHflEHT

SECURITIES

2/

TREASURY

10.65
10.71
10.65
10.49
10.48
10.55
10.54
10.48

10.68

10.63
10.63

10.60
1 0 . 6 1

10.61

10.82

10.69
10.67
10.67
C
10.94
10.94

11.01

10.91
10.78
10.77

CONSTANT

11.22
11.11

11. 10

11. 12
J,

11.36
11.35
11.40
11.31

11.21

10.78

11.20
11.20
11.22
11.18

10.99
10.96
10.94
10.98

11.39
11.40
11.40
11.39
11.39
11.39

10.81
10.82
11.02
11.00

MATURITIES
7-YB.

10-YB.

20-YR.

11.42
11.42
11.27
11.27
11.30

11.47
11.46
11.35
11.31
11.33
S
11.57
11.59
11.65
11.58
11.47
1 1.49
11.49
11.47
11.43

11.67
11.67
11.56
11.55
11.56
E

0

11.52
11.54

11.60

11.52
11.39
11.42
11.42
11.42
11.37
11.58
11.59

11.66

11.60

11.70
11.72

11.55
11.57

11.68

11.62

11.66
11.74

11.82
11.84
11.90

11.82
11.71
11.75
11.72
11.72
11.67
11.90
11.92
11.91
11.90
11.89
11.93

3 0-YR.