Full text of G.13 Selected Interest Rates : September 7, 1983

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. U O* COVrV •

FEDERAL RESERVE statistical release
f*4L

G 13 (415)

•

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

SELECTED INTEREST RATES

SEPTEMBER

Y i e l d s in p e r c e n t p e r a n n u m

7, 1983

Week ending
Instruments

FEDERAL FUNDS ( E F f E C T I V E )
1/
COMMERCIAL EAPEF 2 / 3 /
1-MONTH
3-MONTH
6-MONTH
FINANCE PAPER PLACED DIRECTLY 2 /
1-MONTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP BATED)
2/
3 - M O NTH
6-MONTH
CDS (SECCMDABY MARKET)
1-MONTH
3-MONTH
6-aOBTH
BANK P f i l 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 /
U.S.GOVERNMENT SECURITIES
TBEASUBY B I L L S 2 /
AUCTION AVERAGE ( I S S U E DATE)
3-MONTH
6-MONTH
1-YEAR
S E C O N D A R Y MARKET
3-MONTH
6-MONTH
1-YEAR
TBEASUBY CONSTANT M A T U R I T I E S 6 /
1 - YEAR
2-YEAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
2C-YEAB
30-YEAR
COMPOSITE
O V E B 10 Y E A R S ( L C N G - T E B M ) 7 /
C O R P O R A T E BCNDS (MOCDYS) , 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 6 LOCAL B C N D S ( H O O C Y S ) , A A A
C O N V E N T I O N A L MORTGAGES 6 /

1.

AUG
5

AUG
12

AUG
19

AUG
26

SEPT
2

JULY

AUG

9.59

9.66

9.67

9.41

9.44

9.37

9 . 56

9 . 15
9.25
9.36

9.41
9.54
9.68

9.42
9.61
9.79

9.59
9.75
9.90

9.46
9.55
9.67

9.20
9.30
9.39

9.34
9.46
9.6 3

9.36
9.39
9.44

9.50
9.55
9.53

9.39
9.48
9.48

9 . 16
9.25
9.30

9.34
9.34
9.32

9 . 13
9 . 11
9.10

9.35
9.4 1
9.42

9.65
9.88

9.83
9.97

9.57
9.62

9.36
9.41

9.52
9.68

9.33
9.47

9.59
9.71

9 . 54
9.82
10.35

9.65
9.99
10.43

9.59
9.78
1 0 . 10

9.34
9.49
9.82

9.46
9.73
1 0 . 14

9.30
9.50
9.91

9 . 52
9.77
1 0 . 17

8.50

8.50

8.50

8.50

8.50

8.50

8.50

9.36
9.56

9.57
9.70
9.77

9.43
9- 55

9.18
9.29

9.28
9.53

9.12
9.29
9.36

9.39
9.53
9.77

9.41
9.58
9.71

9.52
9.67
9.80

9.35
9.45
9.50

9.15
9.32
9.37

9.26
9.52
9.64

9.08
9.26
9.34

9.34
9.51
9.60

10. 63
1 I . 18
11.38
11. 74
11.88
11.95
1 2 . 10
11.93

10.77
11.34
11.58
11.89
12.06
12.10
1 2 . 18
12.05

10.43
10.93
1 1 . 17
11.49
11.61
11.71
1 1.81
1 1.69

10.27
10.80
11.03
11.34
11.47
1 1.58
1 1.71
11.55

10.57
11. 14
11.41
11.73
11.88
11.94
12.09
11.92

10.20
10.69
10.90
11.21
11.35
11.38
11.59
11.40

10.53
1 1.07
1 1.30
1 1.63
11.77
1 1. 8 5
1 1.96
1 1.82

11.52

11.65

11.28

1 1 . 18

11.52

1 1 . 10

1 1.42

13.06
12.62
13. 64
9.00
13.73

1 3 . 16
12.7 1
13.75
9 . 15
13.84

1 2 . 97
12.40
13.63
9.00
13.89

12.87
12.32
13.55
9.00
13.78

13.03
12-54
13.65
9.10

12.73
1 2 . 15
13.39
a.70
13.42

13.01
12.51
13.64
9.04
13.8 1

13.77

2.
3.
4.
5.
6
7.

M E E K L Y F I G U B E S ABE A V E R A G E S O F 7 C A L E N D A R D A T S E N D I N G ON W E D N E S D A Y C 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 I E M D A B DAY I N T H E M O N T H .
Q U O T E D ON B AN K - C I S C C U ST B A S I S .
R A T E S O N C O M M E R C I A L P A P E B P L A C E D F O B F I R M S WHOSE BOND B A T I N G I S A& 0 9 T U B E Q U I V A L E N T .
B A T E C H A R G E D EY B A N K S O S S H C t i T - T E S M E O S I M f c 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 OF NEW Y O R K .
Y I E L D S ON A C T I V E L Y T B A D E D I S S U E S A D J U S T E D T O 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 O F 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 B DUB NOR C A L L A B L E I N L E S S T B A N

8.

INCLUDING SEVERAL
CCNTSACI INTEREST

BOTE-

V E R Y LCW
R A T E S ON

Y I E L D I N G "FLOWEB" BONDS.
C O M M I T M E N T S FOR F I R S T
flOBTGAGES.

W E E K L Y AND MONTHLY F I G U S E S ABE A V E R A G E S O F D A I L Y B 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 , W H I C H ABE B A S E D ON T H U R S D A Y




SOOBCE:

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

FHLMC.

S T A T E & LOCAL BONDS
FIGUBES RESPECTIVELY.

10

TEARS,

SEPTEMBER

7,

1983

G. 13 (CONTINUED)
DAILY I N T E R E S T BATES
( Y I E L D S I N PERCENT PER

FEDERAL
FOMDS

19 8 3 - A U G
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
-AUG
AUG

1
2
3
a
5
8
9
10
11

12
15

16
17
18
19
22
23
24
25
26
29
30
31




9.64
9.84
9.63
9.64
9.63
9.74
9.72
9.60
9.68
9.67
9.85
9.67
9.46
9.59
9.47
9.37
9.32
9 . 17
9.30
9.43
9.43
9.47
9.59

ANNUA)

CCtifl.
PAPER
2/

CCS
SECONDARY
MARKET

3-MO.

3-HO.

3-HO.

9.65
9.90
9.88
9.80
9.89
9.94

9.27
9.49
9.39
9.43
9.45
9.50
9.53
9.56
9.52
9.49
9.40
9.40
9.32
9.30
9.31
9 . 16
9 . 19
9 . 12
9 . 10
9 . 16
9.25
9.30
9.26

9.43
9.67
9.72
9.57
9.67
9.71
9.75
9.77
9.77
9.73
9.68
9.6 1
9.49
9.48
9.48
9.40
9.3 4
9.26
9.20
9.30
9.4 4
9.45
9.4 6

10.00
10.02
10.00
9.98
9.92
9.88
9.67
9.7 1
9.71
9.54
9.50
9.49
9.37
9.57
9.72
9.72
9.76

U.S.
TREASURY

BILLS

6-WO.

9.54
9.66
9.52
9.61
9.59
9.64
9.67
9.71
9.67
9.66
9.54
9.48
9.37
9.4 1
9.43
9.30
9.33
9.24
9.34
9.37
9.52
9.52
9.53

GOVERNMENT

SECURITIES

2/

TBEASUBY

1-YR.

2-YB.

2-TB.

3-YEL

9.65
9.73
9.66
9.76
9.75
9.82
9.77
9.83
9.78
9.78
9.62
9.53
9.44
9.44
9.48
9.32
9.37
9.31
9.40
9.46
9.62
9.62
9.65

10.53
10.65
10.57
10.70

11.09
1 1 . 14
1 1 . 13
11.27
11.27
11.37
11.33
11.41
11.32
11.27

11.24
11.35
11.34
11.48
11.51
11.63
11.57

10.68

10.78
10.72
10.83
10.78
10.77
10.58
10.44
10.37
10.36
10.40

10.21
10.28

1 0 . 19
10.29
10.37
10.54
10.55
10.59

11.08

10.97

10.86

10.85
10.90
10.75
10.79
10.76
10.83

10.88

11.09

11.08

11. 18

11.66
11.54
11.49
11.29

11.21

11.08
11. 10
1 1 . 17
10.96

11.02
10.98

11.06
1 1 . 14
1 1.33
11.35
11.45

CONSTANT
5-YB.

MATURITIES
7-YR.

10-YR.

20-YP.

30-YR.

1.63

11.80

11.80

12.05

11.82

1.68

11.78
11.83

11.92

12.24

12. 12

1.68

1.84
1.85
1.95

1.88

1.94
1.87

1.82
1.58
1.52
1.41
1.44
1.50
1.30
1.37
1.30
1.35
1.40
1.63
1.67
1.79

12.00

12.00

1 2 . 14
12.09
1 2 . 13

12.01

11.93
11.69

11.62

11.55
11.58

11.62
11.41
11.46
11.44
11.49
11.57
11.77
11.83
11.94

11.82

12. 12
12.10
12.20
12.13
12.17
12.04
11.96
11.76
11.71
11.65
11.70
11.72
11.54
11.57
11.54

11.62

11.65

11.86

11.90
1 1.98

12.02
12.02
12.18

12.27

12.21
12.27
12.15

12.01
11.83

11.81
11.73

11.81
11.86
11.65
1 1.7 1

1 1.68
11.73
11.78
11.99
12.04
1 2 . 15

11.78
11.87

12.07
1 2 . 15
12.09
1 2 . 13

12.00
11.89
11.71
11.70

11.61

1 1.68

11.73
11.51
11.56
11.52
11.57

11.60
11.81
11.89
11.96