Full text of H.15 Selected Interest Rates : July 25, 1983

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FEDERAL RESERVE statistical release
For immediate release
JULY 2 5 , 1983

H.15 (519)

SELECTED INTEREST RATES
Yields In percent per annum
Instruments

FEDERAL FOMDS (EFFECTIVE) 1 /
COHflERCIAL PAPEB 2 / 3 /
V-flOITH
3-HO*T«
6 - HO lit H
FIHANCE PAPER PLACED DIBECTLI

3-HOHTH
6-flOHtfl
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MOUTH
6-HOMTfl
CDS (SECONDARY HARKST)
1-fiOITfl
3-MOHTH
6-JJOITB
fiAUK PRI0E LOAB
1/ 4 /
DISCOUNT MIMD09 BORROWING 1 / 5 /
U.S.GOVEBHBEMT SECURITIES
TREASUBI BILLS 2 /
ADCTIOI AVERAGE (ISSUE DATE)
3-HOHTfl
6-AOHTfi
1-IBAR
SECONDARY MARKET
3-lOHTfl
6-HOHTH
1-YEAR
TREASURY CONSTANT MATURITIES 6 /
WEAR
2 - TEAR
3-YEAR
5-FEAR
7-YBAH
10-TEAR
20-YEAR
30-YEAH
COMPOSITE
OrER 10 YEARS(LONG-TEflfl)7/
CORPORATE BONDS (flOODYS), SEASOIED
ALL INDUSTRIES
AAA
BAA
STATE £ LOCAL BOMDS (HOODYS)#AAA
CONVENTIONAL MORTGAGES 8 /

2.
3.
4.
5.
6.
8.

JOHE

9.46

9.43

9.21

8.98

9.17
9.23
9.37

9.15
9.24
9.36

9.18
9.28
9.41

9.15
9.26
9.37

8.97
9.00
9.03

8.95
9.15
9.15

8.93
9.15
9.15

9.11
9.15
9.15

9.07
9.16
9.15

9.20
9.11
9.09

8.86
8.81
8.80

9.35
9.50

9.30
9-35

9.30
9.35

9.35
9.50

9.34
9.45

9.39
9.53

9.04
9.06

9.32
9.63
10.02
10.50
8.50

9.29
9.43
9.82
10.50
8.50

9.30
9.46
9.86
10.50
8.50

9.32
9.51
9.95
10.50
8.50

9.32
9,53
9.94
10.50
8.50

9.30
9.51
9.94
10.50
8.50

9.06
9.20
9.45
10.50
8.50

9. 19
9.37

9.07
9.26
9.36

8.82
8.89
8.80

9. 10
9.30
9.39

8.79
8.89
8.87

JOLY

JOLY

21

22

9.53

9.49

9.43

9.23
9.36
9.47

9.22
9.35
9.51

9.15
9.23
9.33

9.19
9.18
9.15

9.15
9.18
9.15

9.40
9.55
9.35
9.64
10.04
10.50
8.50

JULY

9.54

19

2/

i-noiT«

1.

Week ending
JOLT
JULY
15
22

JOLY
20

JULY
18

9.19
9.37
9.11
9.30
9.40

9.14
9.28
9.34

9.07
9.20
9.29

9.07
9.18
9.27

9.09
9.23
9.35

9.10
9.24
9.33

10.27
10.76
11.00
11.30
11.38
11.41
11.56
11,37

10.22
10.69
10.93
11.23
11.34
11.36
11.52
11.33

10.12
10.64
10.87
11.14
11.25
11.28
11.47
11.28

10.10
10.66
10.89
11.16
11.29
11.32
11.51
11.34

10.19
10.77
10.96
11.26
11.36
11.43
11.67
11.48

10.18
10.70
10.93
11.22
11.32
11.36
11.55
11.36

10.27
10.71
10.92
11.22
11.37
11.40
11.60
11.41

9.66
10.18
10.32
10.63
10.83
10.85
11.12
10.93

11.09

11.06

10.99

11.05

11.18

11.07

11. 12

10.64

12.74
12.16
13.38

12.74
12.16
13.36

12.70
12.11
13,32

12.73
12.15
13.34
8.65

12.79
12.27
13.39

12.74
12.17
13.36
8.65
13.58

12,73
12.13
13.41
8.65
13.50

12.54
11.74
13.37
8.73
12.87

13.58

WEEKLY FIGURES ARE AVERAGES OF 7 CALENDAR DAYS EHDIIG 08 VEDNBSDAY OP THE CORBBMT WEEK;
MONTHLY FIGURES INCLUDE EACH CALENDAR DAY IN THE AOHTH.
QUOTED ON BANK-DISCCUNT BASIS.
BATES OH COMMERCIAL PAPER PLACED FOB FIBAS WHOSE BOID RATIHG I S AA OR THE EQUIVALENT.
BATE CHARGED BY BANKS OH SHORT-TERM BUSINESS LOAIS.
RATE FOB THE FEDERAL RESERVE BANK OF IEB YORK.
YIELDS OH ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES.
SOURCE: U . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BO1DS NEITHER DUB HOB CALLABLE I S LESS THAR 10 YEARS,
INCLUDING SEVERAL VEBY LOU YIELDING "FLOWER- BONDSCONTRACT INTEREST RATES ON COflHITBEBTS FOB FIRST HQRTGAGES.
SOURCE: PHLMC.

VOTE: WEEKLY AID MOITHLY FIGURES ABB AVEBAGES OF DAILY BATES, EXCEPT FOR STATE S LOCAL BONDS
AMD CONVENTIONAL MORTGAGES, WHICH ABE BASED 0 1 THURSDAY AID FBIDAY FIGURES, RESPECTIVELY.