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

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FEDERAL RESERVE statistical release
For immediate release
FEBRUARY 2 7 , 1984

H.15(519)

SELECTED INTEREST RATES
Yields in percent per annum

FEDERAL FUNDS (EFFECTIVE)
COMMERCIAL PAPER 2 / 3 /

1/

FE3
23

FBB

20

FEB
22

M

9.64

9.67

9.72

9.63

9.60

9.53

9.56

9. 42
9.39
9.37

9.41
9.43
9,42

9.43
9.41
9.37

9.43
9.42

9.42

9.42
9.41
9.40

9.39
9.35
9.35

9.23
9.20
9.18

9.43
9.20
9.10

9.43
9.21
9.10

9.39
9.22
9.10

9.41
9.24
9.13

9.42
9*22
9. 11

9.38
9.12
9.07

9.^0
9.08
9.02

9.50
9.45

9.45
9.45

9.55
9.55

9.50
9.50

9.50
9.49

9,41
9.38

9.23
9.19

9.52
9.66
9.87
10.06
11.00
8.50

9.53
9.66
9.85
10.00
11.00
8.50

9.57
9.73
9.93
10.06
11.00
8.50

9.54
9.72
9.94
10.13
11.00
8.50

9.54
9.69
9.90
10.00
11.00
8.50

9.46
9,57
9.76
9.91
11. 00
8.50

9.33
9.42
9.56
9.78
11. 00
8.50

9.13
9.28
9.24

9.04
9. 16

8.93
9.06
9,04

9.18
9.32
9.35

9.09
9.21
9.21

8.90
9.01
9.07

1-HONTH
3-MONTH

6-MONTH
FINANCE PAPER PLACED DIRECTLY 2 /
1-MONTH
3-HONTH
6-flONTH
BANKERS ACCEPTANCES (TOP RATED) 2 /
3-MONTH
6-HONTH
CDS (SECONDARY MARKET)
1-MONTH
3-MONTH
6-MONTH
EURODOLLAR DEPOSIT
(3-MONTH) 4 /
BANK PRIME LOAN 1 / 5 /
DISCOUNT WINDOW BORROWING 1 / 6 /
U.S.GOVERNMENT SECURITIES
TREASURY BILLS 2 /
AUCTION AVERAGE (ISSUE DATE)
3-HONTH
6-MONTH
1-YEAR
SECONDARY MARKET
3-MONTH
6-MONTH
1-YEAfi
TREASURY CONSTANT MATURITIES 7 /
1-YEAR
2-YFAR
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAfi
3O-YEAF
COMPOSITE
OVER 10 YEARS(LONG-TFRH)8/
CORPORATE BONDS (MOODYS), SEASONED
ALL INDTJSTPIES
AAA
BAA

STATF S LOCAL BONDS(MOODYS) ,AAA
CONVENTIONAL MORTGAGES 9 /

1.
2.
3.
4.
5
#.
8.
9.

Week ending
FBB
17
24

FEB
21

FBB

Instruments

24

FBB

JAM

R
Y

E
T
1

10.06

9.13
9.28
9.24
C

9.13
9.29
9.32

9.13
9.28
9.32

9.26
9.40
9.42

9. 18
9.29
9.33

10.18
10.85
11.12
11.62
11.81
11.91
12.06
12.02

10.17
10.92
11.13
11.61
11.81
11.93
12.09
12.06

10.29
11.03
11.26
11.76
11.94
12.05
12.21
12.17

10.18
10.94
11.17
11.69
11.90
11.99
12.13
12. 10

10.21
10.94
11.17
11.67
11.87
11.97
12.12
12.09

10.05
10.78
11.04
11.55
11.75
11.85
12,02
11,96

9.90
10.64
10.93
11.37
11.58
11.67
11.82
11.75

11.50

11.51

11.63

11.58

11.56

11.44

11.29

12-96
12.22
13.70
9.15
13.25

12.84
12.06
13.56
9.15
13.19

12.92
12.20
13.65
9.00
13.37

L
0

S
E
D

12.90
12.15
13,66

12.91
12.14
13.67

13.02
12.29
13.76
9.15

13.02
12.29
13.71
13.25

7

WEEKLY FIGURES ABE AVERAGES OF 7 CALENDAR DAYS FNDING ON WEDNESDAY OF THF CUBRBMT WEEK;
MONTHLY FIGURES INCLUDE EACH CALENDAR DAY IN THE MONTH.
QUOTED ON DANK-DISCOUNT BASIS.
RATES ON COMMERCIAL PAPER PLACED FOR FIRMS WHOSE"BOND RATING IS A* OR THE EQUIVALENT.
FOB INDICATION PURPOSES ONLY.
PATE CHARGED BY BANKS ON SHORT-TERM BUSINESS LOANS.
RATE FOR THE FEDERAL FESEEVE BANK OF NEW YORK.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES. SOURCE: U.S. TREASURY.
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS NFITHER DUE NOR CALLABLE IN LESS THAN 10 YEARS,
INCLUDING SEVERAL VERY LOW YIELDING "FLOWS?" BONDS.
CC
CONTRACT INTEREST PATES ON COMMITMENTS FOR FIRST MORTGAGES, SOURCE: FHLMC.

NOTF: WFEKLY AND MONTHLY FIGURES ARE AVERAGES OF DAILY RATES, EXCEPT FOR STATE & LOCAL BONDS
AND CONVENTIONAL MORTGAGES, WHICH ARE BASED ON THURSDAY AND FRIDAY FIGURES, RESPECTIVELY.
Full text of H.15 Selected Interest Rates : February 27, 1984

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