Full text of H.15 Selected Interest Rates : December 5, 1983

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FEDERAL RESERVE statistical release

For immediate release
DECBHBER 5 , 198:

H.15(519)

SELECTED INTEREST RATES
Yields in percent per annum
Instruments

FEDERAL FUNDS (EFFECTIVE) 1 /
COflHERCIAL PAPER 2 / 3 /
1-HONTH
3-HO NTH
6-MONTH
FINANCE PAPER PLACED DIRECTLY 2 /
1-flONTH
3-HO NTH
6-HONTH
BANKERS ACCEPTANCES (TOP HATED) 2 /
3-HONTH
6-HOHTH
CDS (SECONDABY MARKET)
1-HO NTH
3-HONTH
6-HONTH
BANK PBIHE LOAN
1/ 4 /
DISCOUNT WINDOW BORROWING 1 / 5 /
O.S.GOVERNMENT SECURITIES
TBEASOBY BILLS 2 /
AUCTION AVERAGE (ISSUE DATE)
3-HONTH
6-JHONTK
1-YEAS
SECONDARY MARKET
3-HONTH
6-HONTH
1-YEAB
TREASURY CONSTANT HATUBITIES 6 /
1-YEAR
2-YEAR
3-YEAB
5-YEAfi
7-YEAR
10-YEAB v
20-YEAfi
30-YEAR
COHPOSITE
OVER 10 YEABS(LONG-TEfifl)7/
COfiPOBATE BOUDS (HOODYS), SEASONED
ALL INDUSTRIES
AAA
BAA

STATE & LOCAL BONDS(flOGDYS),AAA
CONVENTIONAL HOBTGAGES 6 /

*.
2.
3.
4.
5.
6.
7.
4.

29

IOV
30

DEC
1

DEC
2

Week ending
NO7
DEC
25
2

9.23

9.27

9.341

9.46

9.51

9.27

9.26

9.34

9.03
9.05
9.07

9.05
9.10
9.13

9.03
9.06
9.07

9.06
9.10
9.11

9.12
9.17
9.17

9.06
9.10
9.31

9.06
9.08
9.09

9.10
9.10
9.09

8.99
8.92
8.90

9.06
8.93
8.92

9.00
8.93
8.92

9.05
8.93
8.92

9.14
8.93
8.92

9.05
8.93
8.92

9.02
8.92
8.90

9.06
8-87
8.S4

9.15
9.15

9.15
9. 10

9.15
9.15

9.15
9.15

9.25
9.25

9.17
9.16

9.13
9.10

9.16
9»13

9,17
9.30
9.49
11.00
8.50

9.21
9.35
9.55
11.00
8.50

9.19
9.31
9.50
11.00
8.50

9-25
9.35
9.54
11.00
8.50

9.29
9.40
9.59
11.00
8.50

9.22
9.34
9.53
11.00
8«50

9.20
9.34
9.51
11.00
8.50

9.22
9.36
9.51
11.00
8.50

8.90
9-05
9.09

8.81
8.96

8.71
8.89
9.03

NO?

NOV

28

8.90
9.05
9.09

NOV

8-87
9-05
9.15

8.. 87
9.04
9.12

8.88
9.04
9.12

8.87
9.03
9.12

8.93
9.09
9.22

8.88
9.05
9.15

8.75
8.94
9.06

8.76
8.93
9.08

10.02
10.69
10.96
11.41
11.56
11.63
11.85
11.70

9.97
10.65
10.92
11.31
11.52
11.58
11.80
11.62

9.98
10.67
10.96
11.36
11.57
11.63
11.83
11.67

9.99
10.66
10.97
11.37
11.58
11.63
11.83
11.67

10.08
10.77
11.07
11.47
1U71
11.74
11.94
11.79

10.01
10.69
10.98
11.38
11.59
11.64
1U35
11.69

9.90
10.63
10.88
11.35
11.52
11.59
11.83
11.66

9.94
10.66
10.96
11.41
11.61
11.69
11.92
11.75

11..25

11.22

11.22

11.24

11.35

11.26

11.23

11.32

12.91
12.37
13.61

12.90
12,. 35
13.61

12.92
12.37
13.63

12.91
12.38
13.61
9.30

12.96
12.46
13.67

12.92
12.39
13.63
9.30
13.41

12.92
12.36
13.59
9.05
13.43

12.93
12,41
13..61
9.01
13.44

13. U1

IBE1T HER
HftEtfLY FIGURES ARE AVERAGES OF 7CALENDAR DAYS ENDING ON WEDNESDAY OF THE CD'
HONTHLY FIGUBES INCLUDE EACH CALENDAR DAY IN THE HONTH.
QUOTED ON BANK-DISCCONT B A S I S .
BATES ON COflHEBCIAL PAPEB PLACED FOB FIBHS WHOSE BOND BATING I S AA Q& TH1 EQUIVALENT.
BATE CHARGED BY BANKS ON SHORT-TERM BUSINESS LOANS.
BATE FOR THE FEDERAL RBSEBVE BANK OF NEii YORK.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TC CONSTANT HATOBITIES.
SOOBCE: U . S . TBEASOBY.
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BOHDS NEITHER DUE NOB CALLABLE III LESS THAN 10 YBABS,
INCLUDING SEVERAL VERY LOW YIELDING "FLCWEF" BONDS.
CONTRACT INTEREST RATES ON COHfllTHENTS FOR FIRST HORTGAGES. SOURCE: FHLHC.

IOTE: WEEKLY AND HCNTHLY FIGUBES ARE AVEBAGES OF DAILY RATES, EXCEPT FOB STAtfi & LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ABE BASED ON THURSDAY AND FRIDAY FIGURES, BESPBCTIfELY.