Full text of H.15 Selected Interest Rates : February 13, 1984

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FEDERAL RESERVE statistical release

|:_

H.15 (519)

For immediate reiease

FEBRUARY 1 3 , 1984

SELECTED INTEREST RATES
Yields in percent per annum

Instruments

FEB
7

FEB
8

FEB
9

FEB
10

Week ending
FEB
FEB
3
10

JAB

9.69

9.69

9,57

9.49

N.A.

9.58

9.41

9.56

9.26
9.18
9.15

9.31
9.26
9.25

9.33
9.25
9.23

9.31
9.27
9.26

9.30
9.27
9.25

9.30
9.25
9.23

9.18
9.15
9.14

9-23
9.20
9.18

9.27
9.07
9.03

9.30
9.07
9.03

9.34
9.07
9.03

9.28
9.10
9.05

9.33
9.08
9.03

9.30
9.08
9.03

9.17
9.05
8.99

9.20
9.08
9.02

9.30
9.25

9«30
9«25

9.30
9.25

9.30
9.25

9.35
9.30

9.31
9.26

9. 15
9.13

9.23
9.19

9-31

9-34
9.45
9.60
9-81
11.00
8-50

9.37
9.44
9.65
9.81
11.00
8.50

9.36
9.45
9.6*
9.75
11.00
8.50

9.37
9.45
9.67
9.81
11.00
8.50

9.35
9.44
9.62
9.78
11.00
8.50

9.25
9.33
9.44
9.68
11.00
8.50

9.33
9.42
9.56
9.78
11.00
8.50

9.08
9.11

8.87
8.97

8.93
9.06
9.04

9.06
9. 10
9.10

8.91
8.97
9.00

8.90
9.01
9.07

FEB

6
FEDERAL FUNDS (EFFECTIVE) 1 /
COMMERCIAL PAPEB 2 / 3 /
1-MONTH
3-BONTH
6-HO NTH
FINANCE PAPER PLACED DIRECTLY 2 /
1-MO NTH
3-MONTH
6-MONTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MO NTH
6-HONTH
CDS (SECONDABY MARKET)
1-MO NTH
3-MO NTH
6-MO NTH
EURODOLLAR DEPOSIT
(3-HCNTfl) 4 /
BAMK PRIME 1OAN 1 / 5 /
DISCOUNT WINDOW BOBROWING 1 / 6 /
a.S.GOVERNMBNT SECURITIES
TREASURY BILLS 2 /
AUCTION AVERAGE (ISSUE DATE)
3-MONTH
6-MONTB
1 - YE Afi
SECONDARY MARKET
3 - BO NTH
6-MO NTH
1-YEAfi
TREASURY CONSTANT MA2URITIES 7 /
1-YEAS
2 - YEAR
3-YBAfi
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS(LONG-TERM)8/
CORPORATE BONDS (MCCOYS), SEASONED
ALL INDUSTRIES
AAA
BAA

STATB S LOCAL BONDS(MOODYS),AAA
CONVENTIONAL MORTGAGES S/

1.
2.
3.
4.
5.
6.
7.
8.
9.

9.at
9.54
9-69
11.00
8.50

9.08
9.11

9.09
9* 11
9.11

9.06
9.11
9.. 11

9.06
9.08
9.09

9.03
9,09
9.08

9.06
9.12
9.12

9.97
10.67
10.96
11.40
11.60
11.70
11.37
11.79

9.95
10.66
10.93
11.40
11.61
11.71
11.87
11.79

9.94
10.65
10.95
11.41
11.63
11.72
11.88
11.83

9.90
10.66
10.96
11.43
11.64
11.73
11.90
11.84

9.95
10.73
10.99
11.52
11.75
11.83
12.00
11.92

9.94
10.67
10.96
11.43
11.65
11.74
U.90
11.83

9.81
10.56
10.87
1U31
11.53
11.63
11.79
11.74

9.90
10.64
10.93
11.37
11.58
11.67
11.82
11.75

11.29

11.31

1K33

11.36

11.42

11.34

11.26

11.29

12*75
11.91
13.49

12.75
11.96
13.49

12.75
11.95
13.46

12.78
11.99
13.48
9.00

J2.80
11.99
13.49

12.77
11.96
13.48
9.00
13.23

12.80
11.97
13.54
8.80
13.26

12.92
12.20
13.65
9-00
13.37

13.23

MEEKLY FIGUfiES ABE AVERAGES OF 7 CALENDAR DAYS ENDING OH WEDNESDAY OF THE CUBBEST
MONTHLY FIGUfiES INCLUDE EACH CALENDAR DAY IN THE MOUTH,
QUOTED ON BINK-EISCCUNT B A S I S .
RATES ON COHHEBCIAL PAPEB PLACED FOB FIBMS HHOSS BOND RATING I S AA OS THE S Q U I V i L E i T .
FOR INDICATION PU8PCSES ONLY.
RATE CHARGES EY BANKS 0 8 SHORT-TERM BUSINESS LOINS.
RATE FOB THE FEDERAL RESERVE BANK OF MEW Y08K.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES,,
SOURCE: U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS MEITHIE DOB HOi CALLABLE IN LESS THAH 10 YBA8S,
INCLUDING SEVERAL VEBY LOW YIELDING "FLCiEB* 1 BONDS.
CONTRACT INTEREST RATES ON COMMITMENTS FOR FIRST MOBTGAGS3.
SOUBCE2 FHLBC.

NOTES WEEKLY AND MONTHLY FIGURES ABE AVERAGES OF DAILY BATES, EXCEPT FOR STATS & LOCAL BOiDS
AND CONVENTIONAL MORTGAGES, WHICH ARE BASED ON THURSDAY AND FRIDAY FIGURES* BE5PBCTIVELY.