Full text of H.15 Selected Interest Rates : December 20, 1982

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FEDERAL RESERVE statistical release
For immediate release
DECEMBER 2 0 . 1982

H.15(519)

SELECTED INTEREST RATES
Yields in percent per annum

Instruments

FEDERAL .FUNDS {EFFECTIVE) 1 /
COMMERCIAL PAPEB 2 / 3 /
1-NONTH
3-MONTH
6-flONTH
FINANCE PAPEB PLACED DJBECTLY 2 /
1-flORIH
3-MONTH
6-MONTH
BANKEBS ACCEPTANCES {TOP HATED) 2 /
3-MO NTH
6-flONTH
CDS (SECONDABY MABKET)
1-MONTH
3-MON1H
6-HGNTH
BANK PBJflE LOAN
1/ 4 /
DISCOUNT WINDOW BOBBOWING 1 / 5 /
0.S.GOVERNMENT SECURITIES
TREASOBY BIXLS 2 /
AUCTION AVERAGE {ISSUE DATE)
3-MONTH
6-MONTH
1-YEAR
SECONDARY MARKET
3-HONTH
6-HONTH
1-YEAB
TREASURY CONSTANT MATURITIES 6 /
1-YEAfi

2-YEAR
3-YEAB
5-YEAR
7-YEAR
10-YEAB
20-YEAR
•30-YEAB
COMPOSI1E
OVEH 10 YEABS(LONG-T£EI!)7/
CORPORATE BONDS (MOODYS), SEASONED
ALL INDUSTRIES
AAA
BAA
STATE & LOCAL BONDSJHOODYS),AAA
CONVENTIONAL MORTGAGES 8 /

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

DEC
14

DEC
15

DEC
16

DEC

This

17

week

Last
week

NOV

13

8.99

8.55

9.13

8.99

8.79

8.86

8.84

9.20

8.66
8.74
8.75

8.29
8.33
8.37

8.48
8.46
8.47

8.52
8.50
8.46

8.59
8.55
8.47

8.51
8.52
8.50

8.44
8.46
8.50

8.66
8.69
8.72

8.63
8.35
8.35

8.08
8.10
8.10

8.33
8.08
8.08

8.48
8.08
8.08

8.40
8.08
8*08

8.38
8. 14
8.14

8.29
8.21
8.31

8.51
8.39
8.42

8.70
8.70

8.40
8.35

8.50
8.40

8.55
8.50

8.55
8.55

8.54
8.50

8.53
8.54

8.76
8.77

8.77
8.90
9.08
11.50
9.00

8.55
8.58
8.65
11.50
9.00

8.59
8.65
8.71
11.50
8*50

8.66
8.67
8.75
11.50
8.50

8.72
8.72
8.73
11.50
8.50

8.^6
8.70
8.78
11.50
9.00

8.53
8.67
8.84
11.50
9.00

8.82
8.95
9.13
11.85
9.35

7. 595
8.205

7.956
8.254

8.042
8.319
8.567

DEC

7.995
8.205
8.00
8.28
8.35

7.68
7.91

8.05

7.63
7.89
8.04

7.83
8.03
8.14

7.87
8.08
8. 18

7.80
8.04
8.15

7.96
8.30
8.36

8.07
8.34
8.44

9.03
9.84
10.00
10.34
10.57
10.61
10.61
10.57

8.71
9.54
9.73
10.13
10.41
10.46
10.46
10.48

8.72
9.49
9.74
10.15
10.45
10.50
10.49
10.55

8.79
9.59
9.83
10.24
10.53
10.59
10.59
10.66

8.91
9.66
9.90
10.28
10.53
10.64
10.64
10.69

8.83
9.62
9.84
10.23
10.50
10.5.6
10.56
10.59

9.06
9.80
9.95
10.26
10.48
10.56
10.56
10.51

9. 16
9.80
9.98
10.38

10.53
10.55
10.57
10.54

10.38

10.28

10.34

10.42

10.45

10.37

10.32

10.18

13.06
11.83
14.16

12.99
11.72
14.12

13.01
11.81
14.13

13.02
11.82
14.14
9.40

13.07
11. 92
14.20

13.03
11.82
14.15
9.40
13.63

13.00
11.79
14. 11
9.24
13.66

13.08
11.68
14.30
9.45
13.83

<•

13.63

MEEKLY FIGURES ABE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CUBBENT HEEK;
MONTHLY FIGUBES INCLUDE EACH CALENDAR DAY I N THE MONTH.
QUOTED ON BANK-DJSCOUNT B A S I S .
RATES CN COMMERCIAL PAPEB PLACED FO.R FIRMS WHOSE BOND RATING I S AA OR THE EQUIVALENT.
BATE CHARGED BY BANKS ON SHOUT-TERM BUSINESS LOANS.
RATE FOJ? THE FEDERAL BESE3VE BANK OF NEW YOBK.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES.
SOORCE: U . S . TREASURY.
UNttEJGHTED AVERAGE 01 ALL ISSUES OUTSTANDING OF BONDS NEITHER DUE NOR CALLABLE IN LESS THAN 10 YEARS,
H
M
INCLUDING SEVERAL VE31Y LOW YIELDING FLOWKR BONDS.
CONTRACT INTEREST BATES ON COMMITMENTS FOR FIRST MORTGAGES.
SOURCE: FHLMC.

NOTE: WEEKLY AND MONTHLY FIGURES ARE AVERAGES 01 DAILY SATES, EXCEPT FOR STATE S LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ARE BASED ON THURSDAY AND FRIDAY FIGURES, RESPECTIVELY.