Full text of H.15 Selected Interest Rates : August 27, 1984

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

H.1S(51fl)

For Immediate niMM
AOGOST 2 7 , 1984

SELECTED INTEREST RATES
Ylslde in percent per annum
Instruments

FEDERAL FOIDS (EFFECTIYI)
1/
COBBERCIAL PAPER 2 / 3 /
1-MOUTH
3-HOMTH
6-HOMTH
FINAMCE PAPER PLACED DIBECTLT 2 /
1-HOITH
3-HOMTH
6-HOITH
BANK BBS ACCEPTAICES (TOP BATED) 2 /
3-HOMTH
6-HOMTH
CDS (SECGIDABT HABKET)
1-BOMTH
3-HOMTH
6-SOMTH
BAMK PBIBE LOAM
1/4/
DISCOOMT B I I D O I BOBBOMIMG 1 / 5 /
O.S.GOYBBIHEIT SECOBITIES
TBEASOBT BILLS
AOCTIOB AfEBAGE 2/ 6 /
3-flOMTB
6-BOMTB
1-YEAB
AOCTIOM ATEBAGEJIBYISTBEBT) 6 /
3-HOMTB
6-HOITB
SECOIDABY HABKET 2 /
3-BOMTB
6-HO I T B
1-TEAB
TBEASOBT COISTAIT BATOBITIES 7 / 8 /
1-TEAB
2-TEAB
3-IEAB
5-TEAB
7-IEAB
10-YEAB
20-TEAB
30-fEAB
COBPOSITE
OVEB 10 YEABS(LOBG-TEBH)9/
COBPOBATE BOMDS
HOODT'S SEASOIED
AAA
BAA
A-OTILITY 1 0 /
STATE 6 LOCAL BOIDS 1 1 /
C O I T E I T I O I A L HOBTGAGES 1 2 /

1.

■

i

[

Week ending

AOG
20

AOG
21

AOG
22

AOG
23

AOG
24

A(J<5

ATTC

24

17

11.87

11.83

11.61

11.57

11.53

11.77

11.63

'

11.23

11.28
11.23
11.16

11.30
11.24
11.18

11.28
11.22
11.18

11.28
11.21
11.14

11.25
1 U 18
11.12

11.28
11.22
11.16

11.18
11.16
11.13

[

11.06
11.19
11.34

11.28
10.58
10.54

11.25
10.58
10.54

11.26
10.58
10.54

11.30
10.56
10.54

11.08
10.60
10.56

11.23
10.58
10.54

11.18
10.65
10.55

10.99
10.53
10.42

11.25
11.15

11.25
11.10

11.23
11.10

11.22
11.10

11.25
11.10

11.24
11.11

11.22
11.10

11.30
11.44

11.36
11.50
11.72
13.00
9.00

11.42
11.56
11.76
13.00
9.00

11.36
11.50
11.67
13.00
9.00

11.35
11.48
11.65
13.00
9.00

11.34
11.47
11.65
13.00
9.00

11.37
11.50
11.69
13.00
9.00

11.32
11.46
11.68
13.00
9.00

11.28
11.56
12.08
13.00
9.00

10.40
10.59

10.40
10.59

10.49
10.63

10.13
10.58
10.99

10.83
11.34

10.83
11.34

10.93
11.39

10.54
11.33
10.12
10.52
10.89

I

:

JUL!

*.

10.44
10.57
10.68

10.42
10.59
10.68

10.41
10.54
10.67

10.45
10.56
10.69

10.48
10.59
10.70

10.44
10.57
10.68

10.31
10.52
10.64

11.80
12.42
12.45
12.66
12.74
12.69
12.61
12.41

11.80
12.41
12.44
12.64
12.67
12.62
12.57
12.35

11.78
12.45
12.48
12.66
12.69
12.65
12.61
12.43

11.81
12.44
12.49
12.68
12.72
12.69
12.63
12.45

11.81
12.41
12.45
12.67
12.69
12.66
12.60
12.44

11.80
12.43
12.46
12.66
12.70
12.66
12.60
12.42

11.73
12.40
12.45
12.67
12.74
12.71
12.75
12.51

12.16

12.12

12.13

12.18

12.16

12.15

12.25

12.82

12.86
14.61

12.87
14.49

12.84
14.51

12.64
14.57

12.83
14.59 !
14.13

12.85
14.55
1 4 . 13 ;
10.02
14.36

12.86
14.63 1
14.16 |
10.02
14.39

13.44
15.15
14.93
10.42
14.67

12.03
12.88
13.08
13.27
13.35
13.36
13.36
13.21

i

10.02

14.36

BEEKLY FIGOBES ABE AfEBAGBS OF 7 CALEIOAB DATS EIDIIG 01 WBDIESDAT OF THE COBBIMT WEEK;
HOMTHLT FIGOBES IICLODE BACH CALEIOAB DAI I I THE HOBTH.
2.
QOOTBD 0 1 BAIB-DISCODIT BASIS.
^.•....-«
3.
RATES 01 COHHEBCIAL PAPBB PLACED FOB FIBHS IHOSE BOID I AT IMC IS AA OB THE EQOIfALBIY.
4.
RATE CHARGED BT BABES 01 SHOBT-TEBH BOSIIBSS LOAMS.
5 . BATE FOB TBE FEDEBAL BESEBfE BAIK OF IEI TOBK.
6 . ISSOE DATE.
7 . YIELDS 01 ACTIVELY TBADED ISSOES ADJOSTED TO COISTAIT BATOBITIES. SOOBCB* O.S. TREASOBT.
8. SEE BETEBSE FOB A DESCBIPTOI OF THE COISTAIT HATOBITT SEBIES.
. . . * , . „ 9mM „ o . « in T»»»«:
9. OMIEIGHTBD ATEBAGE OF ALL ISSOES OOTSTAIOIIC OF BOIDS IEITHBB DOE BOB CALLABLE I I LESS TBAI 10 YEARS,
IICLODIIG SEFEBAL TEBY LOB YIELDIIG "FIOIBB" BOIDS.
. . « , « „ ^ <>« * . . « e i . n r n t
10.
BSTIHATE OF THE YIELD OH A BECEITLI-OFFBBBD, A-BATED UTILITY BOBD IITH A HATOBITT OF 30 YEARS AID CALL
PBOTECTIOB OF 5 TEABS; FBIDAY QOOTATIOBS.
- . — . « . - /MIn,l,Tnll<.
11.
BOID BOTEB IBDEX, GEIEBAL CBLIGATIOB, 20 YEABS TO HATOBITT, HIXBD QUALITY; THOBSDAY QOOTATIOIS.
12.
COITBACT IBTEBEST BATES 01 COBBITHEITS FOB FIIBD-BATE FIBST HOBTGAGES. SCOBCB5 FHLBC.
BOTES MEEKLY AID HOITBLY FIGOBES ABE A?EBAGES OF DAILY BATES, EXCEPT FOB STATE S L K i l BOIDS,
BHICH ABE BASED OB TBOBSDAY FIGOBES, ABD COITEITIOIAL HOBTGAGES AID A-OTILITY BOIDS,
BOTH OF BBICB ARE BASED 01 FRIDAY FIGURES.




SELECTED INTEREST RATES
YIELDS IN PERCENT PER ANNUM
WEEK ENDING WEDNESDAY
WEEK ENDED

FEDERAL FUNDS (EFFECTIVE) 1/
3-MONTH TREASURY BILL 2/
3-MONTH COMMERCIAL PAPER 2/
3^iONTH CD (SECONDARY MARKET)
3-MONTH EURODOLLAR 3/
U. S. GOVERNMENT BOND 4/

4 WEEKS ENDED

1984 :

1984 :

AUG
22

AUG
:

11.77
10.37
11.21
11.51
11.81
12.64

.
:
•
:
•
:

15

1984 :

1984

AUG
:

22

AUG
:

11.63 : 11.63 :
10.36 : 10.39 :
11.14 : 11.15 ••
11.43r-• 11.43 :
11.79 : 11.78 :•
12.74 j 12.77 :

1
11.30
10.16
11.18
11.54
11.97
13.29

1. FEDERAL FUNDS RATES ARE AVERAGES OF EFFECTIVE RATES FOR
SEVEN CALENDAR DAYS ENDING ON WEDNESDAY.
2. QUOTED ON BANK DISCOUNT BASIS. "
3. FOR INDICATION PURPOSES ONLY.
4. YIELD AT 20-YEAR CONSTANT MATURITY. SOURCE: U.S. TREASURY

DESCRIPTION OF THE TREASURY CONSTANT MATURITY SERIES
YIELDS ON TREASURY SECURITIES AT "CONSTANT MATURITY" ARE
ESTIMATED FROM THE TREASURY'S DAILY YIELD CURVE. THIS CURVE, WHICH
RELATES THE YIELD ON A SECURITY TO ITS TIME TO MATURITY, IS BASED'ON
THE CLOSING MARKET BID YIELDS ON ACTIVELY-TRADED TREASURY SECURITIES
IN THE OVER-THE-COUNTER MARKET. THESE MARKET YIELDS ARE CALCULATED
FROM COMPOSITES OF QUOTATIONS REPORTED BY FIVE LEADING U.S.GOVERNMENT
SECURITIES DEALERS TO THE FEDERAL RESERVE BANK OF NEW YORK.
THE CONSTANT YIELD VALUES ARE READ FROM THE YIELD CURVE AT
FIXED MATURITIES, CURRENTLY 1, 2, 3, 4, 5, 7, 10, 20, AND 30 YEARS.
THIS METHOD PERMITS ESTIMATION OF THE YIELD FOR A 10-YEAR MATURITY,
FOR EXAMPLE, EVEN IF NO OUTSTANDING SECURITY HAS EXACTLY 10 YEARS
REMAINING TO MATURITY.