Full text of G.13 Selected Interest Rates : September 7, 1982

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FEDERAL RESERVE statistical release
G.13 (415)

For immediate release

SELECTED INTEREST RATES

September 7,

Yields in percent per annum

Instruments

FEDERAL FUNDS (EFFECTIVE) 1 /
COMMERCIAL PAPER 2 / 3 /
1-MONTH
3-MONTH
6-HONTH
FINANCE PAPER PLACED DIRECTLY 2 /
1-MONTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP RATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDARY MARKET)
1-MONTH
3-MONTH
6-MONTH
BANK PRIME LOAN 1 / 4 /
DISCOUNT WINDOW BORROWING
1/ 5/
U.S.GOVERNMENT SECURITIES
TREASURY B I L L S 2 /
AUCTION AVERAGE ( I S S U E DATE)
3-MONTH
6-MONTH
1-YEAR
SECONDARY MARKET
3-MONTH
6-MONTH
1-YEAR
TREASURY CONSTANT MATURITIES 6 /
1-YEAR
2-YEAP
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS(LONG-TERM)7/
CORPORATE BONDS (MOODYS), SEASONED
ALL INDUSTRIES
AAA
BAA
STATE 6 LOCAL BONDS(MOODYS) ,AAA
CONVENTIONAL MORTGAGES 8 /

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

JULY
30

AU'1
6

Week ending
AUG
13

AUG
20

AUG
27

JULY

982
AUG

11.02

1 1 . 15

10.90

10.11

9.04

12.59

10.12

11.13
11.69
12.24

10.49
10.99
11.44

10.70
11.23
11.67

8.80
9.38
9.98

8.17
9.12
1 0 . 10

12.62
12.94
13.00

9.50
1 0 . 15
10.80

10.93
11.21
11.39

10.41
10.42
10.82

10.55
10.52
10.77

8.51
9.07
9.45

7.93
8.64
8.94

12.42
12.24
1 2 . 15

9.32
9.62
9.93

11.66
12.27

11.18
11.56

11.18
11.54

9.61
10.14

9.54
10.35

12.90
12.91

10.34
10.90

11.25
12.01
13.00
16.00
11.50

10.95
11.43
1 2 . 18
15.29
11.29

11.00
11.63
12.37
15.00
11.00

9.40
9.77
10.65
14.71
10.79

9.04
9.73
10.86
13.79
10.50

12.88
13.44
13.80
16.26
11.81

10.07
10.61
11.53
14.39
10.68

10.559
11.378

9.633
10.671

10.025
10.940
11.195

8.616
9.821

7.748
8.988

11.914
12.236
12.318

9.006
10.105
1 1 . 195

10.51
11 *.39
11.50

9.80
10.78
11.13

9.70
10.70
11.06

7.88
9.17
9.71

7.50
8.99
9.68

11.35
11.88
11.90

8.68
9.88
10.37

12.73
13.34
13.72
13.89
13.93
13.85
13.69
13.49

12.32
12-99
13.26
13.62
13.69
13.63
13.48
13.28

12.23
13.01
13.24
'13.59
13.66
13.57
13.38
13.19

10.63
11.75
12.07
12.53
12.68
12.60
12.50
12.39

10.63
11.67
12.00
12.38
12.62
12.51
12.40
12.30

13.24
13.80
14.00
14.07
14.07
13.95
13.76
13.55

11.43
12.32
12.62
13.00
1 3 . 14
13.06
12.91
12.77

12.87

12.67

12.61

11.79

11.64

12.97

1 2 . 15

15.58
14.39
16.78
11.40
16.65

15.44
14.22
16.69
11.40
16.55

15.43
14.14
16.71
11.20
16.44

14.91
13.48
16.26
10.80
16.21

14.60
1 3 . 15
15.86
9.30
15.88

15.70
14.61
16.80
11.47
16.82

15.06
13.71
16.32
10.68
16.27

.

WEEKLY FIGURES ARB AVERAGES OF 7 CALENDAR DATS ENDING ON WEDNESDAY OF THE CURRENT REEK;
MONTHLY FIGURES INCLUDE EACH CALENDAR DAY I N THE MONTH.
QUOTED ON BANK-DISCOUNT B A S I S .
RATES ON COMMERCIAL PAPER PLACED FOR FIRMS WHOSE BOND FATING I S AA OR THE EQUIVALENT.
RATE CHARGED BY BANKS ON SHORT-TERM BUSINESS LOANS.
RATE FOR THE FEDERAL RESERVE BANK OF NEW YORK.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES.
SOURCE: U . S . TREASURY,
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS NEITHER DUE NOR CALLABLE I N LESS THAN 10 YEARS,
INCLUDING SEVERAL VERY LOW Y I E L D I N G "FLOWER" BONDS.
CONTRACT INTEREST RATES OR COMMITMENTS FOR F I R S T MORTGAGES.
SOURCE: FHLMC.

NOTE:

WEEKLY AND MONTHLY FIGURES ARE AVERAGES OF DAILY RATES, EXCEPT FOR STATE 6 LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ARE BASED ON THURSDAY AND FRIDAY FIGURES RESPECTIVELY.




JEPTEMUfcft

7,

1982

v . 13 (CONTINUED)
DAILY INTEREST RATES
(YIELDS IN PERCENT PE« ANNUA)

FEDERAL
FUNDS

1982-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUu
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG

2
3
4
5
6
9
10
11
12
13
16
17
18
19
20
23
24
25
26
27
30
31




10.8 3
10.61
10.68
1 0 . 76
10-82
11.07
1 0 . 99
1 1.00
10.88
10.38
9.91
9.74
V. 13
9 . 10
8.75
9.01
9.03
9.91
9.3b
9.91
10.06
10.63

COMM.
kAPER
2/

CDS
SECONDARY
MARKET

J -MO.

3-MO.

3-MO.

6 -MO.

1-YR.

1-YR.

2-YR.

3-YB.

5-YR.

7-YR.

11.47
11. 28
11.41
11.43
11.54
11.89
11.71
11.68
11.65
11.20
10.33
10. 16
9.23
j.55
9.59
9.56
9.63
9.62
9.72
10.12
10.27
10. 34

9.36
9.80
9.73
9.80
10.31
9.86
10.02
9.97
9.38
9.25
8.67
8.05
8.06
7.52
7.08
7.50
7.61
7.42
7 . 14
7 . 84
8 . 16
8.42

10.53
10.83
10.69
10.77
11.10
1 0 . 86
10.94
10.96
10.50
10.26
9.84
9.39
9.38
8.77
8.45
8.75
8.94
8.92
8.88
9.45
9.56
9.to 1

10.87
11.07
11.10
11. 19
11.41
11.19
11.24
11.24
10.91
10.70
1 0 . 35
9.84
9.80
9.39
9.18
9.52
9.52
9.60
9.58
10.16
1 0 . 19
10.13

12.04
1 2 , 22
12.29
12.40
12.66
12. 39
12.46
12.45
12.06
1 1.78
11.38
10.83
10.73
10.27
9.94
10. 40
10.47
10.54
10.56
1 1 . 19
11.23
11.13

12.82
1 2 . 90
12.93
13.08
13.24
13.08
1 3 . 15
1 3 . 15
12.93
1 2 . 75
12.36
11.83
1 1.76
1 1.61
11.20
11.57
1 1.50
11.66
1 1.67
1 1 . 93
12.01
11.99

13.22
13.16
13. 18
13.23
13. 50
13.34
13.3b
1 3 . 39
1 3 . 15
12.95
12.61
12.2 1
12.02
11.91
11.61
1 1.90
11.81
11.91
1 1.9b

13. 46
1 3 . 52
1 3 . 60
1 3 . 68
1 3 . bo
13. 72
1 3 . 74
13. 74
1 3 . 50
13. 24
1 3 . 00
12. 61
1 2 . 45
12. 42
12. 15
1 2 . 39
12. 29
12. 26
12. 32
1 2 . 65
12. 71
12. 65

13.50
13.56
13.68
13.75
13.94
1 3. 79
13. 7 7
13. 77
13.03
13.32
13.1b
12.72
12.67
12.6 1
12.23
12.53
12.49
12.55
12.62
1 2 . 85
12.96
12.89

1 1.02
10.75
10.92
11.00
11.27
11.61
11.29
11.25
11. 14
10.84
10.00
9.88
8.88
9 . 13
9.00
8 . 94
9.00
8.96
9 . 19
9.52
9.79
9 . 98

U.S.

GOVERNMENT SECURITIES

TREASURY BILLS 2 /

TREASURY CONSTANT MATURITIES

12.44

12.44
12.36

10-¥u.

13.41
13.51
13.6b
1 3.70
13.85
1 3.70
13.o9
13.71
1 3.55
13.20
13.09
12.65
12.57
12.47
12.24
12.47
12.35
1 2.43
12.55
12.77
12.81
12.d1

20-Yii.

13.37
13.45
13.47
13.50
13.62
13.52
13.45
13.4b
13.31)
13. 12
12.95
12.52
12.40
12.41
12.2 1
12.39
12.27
12.3 1
12.40
12.65
12.b5
12. 5 9

30-YR.

13. 17
13. 27
13. dL 7
13. 29
13. 4 1
1 i . J1
13. n
13. 26
13. 15
12. 96
12. 80
12. 42
12. 29
12. 31
12. 14
1 2 . 29
12. 16
12. 2 1
12. 3 1
12. 54
12. 54
12. 50