Full text of G.13 Selected Interest Rates : September 8, 1983 : Corrected copy

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FEDERAL RESERVE statistical release
•f*AL

Corrected copy
For immediate r e l e a s e

SELECTED INTEREST RATES

SEPTEMBER

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

Instruments

FEDERAL FUNDS ( E F F E C T I V E )
1/
COMMERCIAL PAPER 2 / 3 /
1-MONTH
3-MONTH
6—MONTH
FINANCE P A P I B PLACED DIRECTLY 2 /
1-MONTH
3-MONTH
6-MONTH
BANKERS A C C E P T A N C E S ( T O P R A T E D ) 2 /
3—MONTH
6-MONTH
C D S ( S E C O N D A R Y MARKET)
1-MONTH
3-MONTH
6-MONTH
BANK P R I M E LOAN 1 / 4 /
D I S C O U N T WINDOW BORROWING
1/ 5/
U.S.GOVERNMENT S E C U 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 D A T E )
3 - H O NTH
6 - H O NTH
1-YEAB
SECOHDABY MARKET
3-MONTH
6-MONTH
1-YEAB
TREASURY CONSTANT M A T U R I T I E S 6 /
1-YEAR
2-YEAR
3-YEAR
5— YEAR
7-YEAR
1,0-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 Y E A R S ( L O N G - T E R M ) 7 /
C O R P O R A T E BONDS ( H 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 6 LOCAL B O N D S ( M O O D Y S ) , A A A
C O N V E N T I O N A L MORTGAGES 8 /

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

AUG
5

ADG
12

ADG
19

AUG
26

SEPT
2

ADG

9.59

9.66

9.67

9.41

9.44

9.37

9 . 56

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
9.61

9.15
9.25
9.36

9.41
9.54
9.68

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
9.41
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
10.50
8.50

9.65
9.99
10.#3
10.71
8.50

9.59
9.78
10.10
11.00
8.50

9.3#
9.49
9.82
11.00
8.50

9.46
9.73
1 0 . 1#
11.00
8.50

9.30
9.50
9.91
10.50
8.50

9.52
9.77
1 0 . 17
10.89
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
11.18
11.38
11.74
11.86I
11.95
1 2 . 10
11.93

10.77
11.34
11.58
11.89
12.06
12.10
12. 18
12.05

10.43
10. 93
11.17
11.49
11.61
11.71
11.81
11.69

10.27
10.80
11.03
11.3#
11.47
11.58
11.71
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
11.30
11.63
1 1.77
1 1.85
11.96
11.82

11. 52

11.65

11.28

11.18

11.52

11.10

11-42

13.06
12.62
13.64
9.00
13.73

13.16
12.71
13.75
9.15
13.84

12.97
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
13.77

12.73
1 2 . 15
13.39
8.70
13.#2

13.01
12.51
13.64
9.04
13.81

WEEKLY AND MONTHLY F I G U R E S ARE AVERAGES 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 ARE B A S E D ON THURSDAY




1963

JULY

MEEKLY F I G O B E S I B B AVERAGES O P 7 C A L E N D A R D A T S E N D I N G OB W B D I E S D A I O F T H E C O B B E I T I E E K ;
MONTHLY F I G D E E S I N C L U D E EACH CALENDAR DAT I * T B B MONTH.
QOOTED OH B A N K — D I S C O U N T B A S I S .
B A T E S 0 1 C O M M E R C I A L P A P E R P L A C E D F O B F I R M S WHOSE B 0 1 D B A T I N G I S AA OB T H E E Q U I V A L E N T .
B A T E CHARGED BY BANKS 0 8 S H O R T - T E R M B U S I N E S S L O A N S .
B A T E F O B T H E F B D B B A L 1 E S E H T E EANK O F 1 E ¥ Y O B K .
Y I E L D S OM 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 .
SOOKCE: U . S . TREASURY.
0 M 8 E 1 G H T E D AVERAGE O F A L L I S S U E S O D T S T A I D I N G O F BONDS N E I T H E R DOB NOB 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 LOR 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 COMMITMENTS FOR F I R S T M O R T G A G E S .
SOURCE: FHLHC.

NOTE:

8,

Week ending

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

STATE 6
FIGURES

LOCAL BONDS
RESPECTIVELY.

10

YEARS,

3EPTBHBB8

8,

1983

G . 1 3 (CONTINUED)
DAILY I B T B B E S T BATES
( Y I E L D S I B EEBCBMT PBB

All*08)

FBDBBAL . CCflflo
PQBOS
PAPBB
2/
3-aO.

1983-AUC
-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

4
5

8
9

10
11

12
15
16
17
16

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

9.43
9.67
9.72
9.57
9.67
9.71
9.75
9.77
9.77
9.73
9.68
9.61
9.49
9.48
9.48
9.40
9.34
9.26
9.20
9.30
9.44
9.45
9.46

CDS
SECOBOABT
HABIET

U.S.
TBBASUBY B I L L S

GOVEfiBHEHT S E C U R I T I E S

2/

TBBASUBY CONSTANT M A T O B I T I E S

3-BO.

3-HO-

6-MO.

1-TR.

1-Ii.

2-YR.

3-YEU

5-IB.

7-YB.

10-YR.

20-YB.

30-YR.

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

9.54
9.66
9.52
9.61
9.59
9.64
9.67
9.71
9.67
9.66
9.54
9.48
9.37
9.41
9.43
9.30
9.33
9.24
9.34
9.37
9.52
9.52
9.53

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
11.14
11.13
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

11.63

11.80
11.78

11.80

12.05

11.82

10.97

11.21
11.08

10.00

10.02
10.00

9.98
9.92
9.88
9.67
9.71
9.71
9.54
9.50
9.49
9.37
9.57
9.72
9.72
9.76

10.68
10.78
10.72

10.81

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
10.86

10.85
10.90
10.75
10.79
10.76
10.83

10.88

11.09

11.08

1 1 . 18

11.66
11.54
11.49
11.29

11. 10

11.17
10.96

11.02
10.98

11.06

11.14
11.33
11.35
11.45

11.68
11.68
11.84
11.85
11.95

11.88

11.94
11.87

11.82
11.58

11.52
11.41
11.44
11.50
11.30
11.37
11.30
11.35
11.40
11.63
11.67
11.79

11.83

12.00

12.00

12.14
12.09
12.13

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

11.92

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
11.98

12.02
12.02
12.24

12.18

12.27

12.21
12.27
12.15

12.01
11.83

11.81
11.73

11.81
11.86
11.65
11.71

11.68

11.73
11.78
11.99
12.04
1 2 . 15

11.78
11.87

12. 12

12.07
1 2 . 15
12.09
1 2 . 13

12.00

11.89
11.71
11.70

11.61

11.68
11.73
11.51
11.56
11.52
11.57

11.60
11.81
11.89
11.96