Full text of H.15 Selected Interest Rates : June 18, 1984
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FEDERAL RESERVE statistical release
For immediate release
JOBS 1 8 , 1984
H.15 (516)
SELECTED INTEREST RATES
Yields in percent per annum
Instruments
FEDEBAL FOBDS {EFFECTIVE) 1 /
COflflEBCXAL FAPEB 2 / 3 /
1-110 NTH
3-fiONTH
6-aONTfl
FINANCE PAPEB PLACED D1BECTLY 2 /
1-BONTH
3-J5O8TH
6-HOBTH
BAMK-ERS ACCEPTANCES (TOE BAUD) 2 /
3-HONTH
6-HONTH
CDS (SECOBDABY BASKET)
1-BQSTfl
3-HO ITH
6-BOBTB
BANK PBIflE LOAB
1/4/
DISCOUNT iXKDOU BOBBOBIBG 1 / 5 /
U.S.GOVEBBflEBT SECOBIfZES
TBEASBBY BILLS
AUCTION A¥BBAGE|DISCOUBT) 6 /
3-BONTB
6-flOBTB
1-YEAB
AUCTIOB A¥EBAGB(IB¥ESIBBBT) 6 /
3-BONTH
6-BOBTB
SBCOBDABY BASKET
3-HONTH
6-JIGNTH
1-YEAB
TBEASUEY CONSTANT fiATUBITIES 7 / 8 /
1-YBAB
2-YEAB
3-YEAB
5-IEAfi
7-YEAJB
10-IEAB
20-YEAB
30-IEAfi
COMPOSITE
OVBB 10 YEABS(1OBG-TEBB)9/
COBPOBATE BGBDS
HOODX'S SEASOBED
AAA
BAA
A-UTILITY 1 0 /
STATE £ LOCAL BOBDS 1 1 /
COBVEBTIOBAL HOBTGAGES 1 2 /
JOBS
11
JOBS
12
JOBS
13
JOBE
14
JOBE
15
Week ending
JOBE
JOBE
15
8
BAY
11.16
10.83
10.66
11.04
11.33
10.85
10.72
10.32
10.75
10.89
11.22
10a 77
10.89
11.21
10.70
10.85
11.18
10.77
10.88
11.17
10.78
10.85
11.15
10.75
10.87
11.19
10.56
10.78
11.13
10.38
10.65
10.87
10.76
10.28
10.15
10.62
10.28
10.15
10.56
10.28
10.15
10.75
10.28
10.15
10.75
10.28
10.15
10.69
10.28
10.15
10.53
10.26
10.13
10.26
10.16
10.03
10.90
11.30
10.85
11.25
10.75
11.15
10.75
11.15
10.80
11.10
10.81
11.19
10.76
11.20
10.84
11.06
10.84
11.15
11.95
12.50
9.00
10.86
11.23
12.30
12.50
9.00
10.81
11.15
11.89
12.50
9.00
10.82
11.10
11.82
12.50
9.00
10.83
11.01
11.72
12.50
9.00
10.83
11.13
11.94
12.50
9.00
10.69
11.09
11.83
12.50
9.00
10.62
11.11
11.64
12.39
9.00
10.07
10.66
10.92
10.07
10.66
10.92
9.90
10.57
9.90
10.31
10.64
10.48
11.42
10.48
11.42
10.30
11.32
10.30
11.03
10.03
10.65
11.02
10.07
10.64
10.96
9.89
10.45
10.83
9.88
10.38
10.80
9.88
10.38
10.73
9.95
10.50
10.87
9.81
10.49
10.80
9.83
10.31
10.57
12.20
13.00
13.23
13.57
13.61
13.58
13.60
13.48
12-13
12.92
13,15
13.45
13.59
13.54
13.53
13.39
11.97
12.33
13.07
13.37
13.48
13,44
13.46
13.29
11.93
12.75
13.04
13.31
13.40
13.39
13.41
13.28
11.85
12.63
12.90
13.12
13.20
13.21
13.23
13.14
12.02
12.83
13.08
13.36
13.46
13.43
13.45
13.32
11.92
12.71
12.99
13.34
13.45
13.47
13.47
13.42
11.66
12.47
12.75
13.17
13.34
13. 41
13.43
13.43
13.05
13.01
12.91
12.85
12.71
12.91
12.94
12.89
13.50
15.01
13.49
15.04
13.47
15.01
13.48
15.00
13.45
15.00
14.70
13.48
15.01
14.70
10.59
14.47
13.46
14.95
14.82
10.78
14.33
13.28
14.74
14.79
10.49
13.94
10.59
14.47
1. tfEEKLf FIGUBES ABE AYEBAGES OF 7 CALEBCAB DAYS EBDIBG OB BEDNESCAY OP TBE CDBBEBT SEEK;
HOHTBLY FXGOBES IBCLODE EACH CALEBDAfi DAY IB THE BOBTB.
2. QUOTED OB BASK-DISCOOBT BASIS.
3. BATES OB COHHEBCIAL PAPEB PLACED POB PIBMS SBOSt BOBD BATIBG IS AA OS TBE EQUIVALENT.
4. BATE GfiABGED BY BABKS OB SHOBT-TERB BBSIBBSS LOABS.
5. BATE FOB TBE FEDERAL BESESYE BASK OF BEH YOBK.
6. ISSUE DATE.
7.
YIELDS OB ACTIfELI TBADED ISSUES ADJUSTED TO COBSTABT BATOBITIES.
SOOBCB: U . S . TfiEASOBY.
8.
SEE BBVBBSE FOB A DESCSIPTOB OF THE COBSTABT B&TOBITY SEBIES.
9«
OBIEIGHTED AYEBAGE OF ALL ISSUES OUTSTABDIBG OF BOBDS BEITHEfi DOS BOB CALLABLE I B LESS TBAB 10 YEABS,
IBCLUDIBG SEYEBAL VEfiY LOV YIELDING "FLC9EB* BOBDS.
10.
ESTIflATE OF THE YIELD OB A BECEBTLY OPfEBED A-BATED UTILITY BOND HITH A BA1UBITY OF 3 0 YEABS ABD CALL
PROTECTION OF 5 YEABS; FBIDAY QUOTATIONS.
11.
BOBD BCTEB I B D E I , GENERAL OBLIGATION 20 YEABS TO HATUBITY, SIZED QUALITY; TBUBSDAY QUOTATIONS.
12.
COBTBACT IBTEBEST BATES OH COHBITMENTS FOB FIfiST HOBTGAGES. SODBCE: FHIHC.
BOTBs BBEKLY ABD HOBTHLY FI3UBES ABE AYEBAGES OF DAILY BATES, EICEPT FOB STATE 6 LOCAL BOBDS
ABD CONVENTIONAL BOBTGAGES, WHICH ABE BASED OB THUBSDAY ABD FBIDAY FlfiOBES, BESPECTIYELY.
SELECTED INTEREST RATES
YIELDS IN PERCENT PER ANNUM
WEEK ENDING WEDNESDAY
WEEK ENDED
1984 :
JUNE :
13 :
FEDERAL FUNDS (EFFECTIVE) 1/
3-MONTH TREASURY BILL 2/
3-MONTH COMMERCIAL PAPER 2/
3-MONTH CD (SECONDARY MARKET)
3-MONTH EURODOLLAR 3/
U. S. GOVERNMENT BOND 4/
10.85
9.94
10.87
11.16
11.52
13.53
4 WEEKS! ENDED
1984 :
JUNE :
6 :
10.72
9.78
10.75
11.17
11.46
13.54
:
:
:
:
:
:
1984 :
JUNE :
13 ::
1984
MAY
23
10.41
9.82
10.72
11.18
11.56
13.59
10.36
9.84
10.57
10.97
11.39
13.24
:
•:
:
:
:
:
FEDERAL FUNDS RATES ARE AVERAGES OF EFFECTIVE RATES FOR
SEVEN CALENDAR DAYS ENDING ON WEDNESDAY.
2. QUOTED ON BANK DISCOUNT BASIS. "
3. FOR INDICATION PURPOSES ONLY.
4. YIELD AT 20-YEAR CONSTANT MATURITY. SOURCE: U.S. TREASURY
DESCRIPTION OF THE TREASURY CONSTANT MATURITY SERIES
YIELDS ON TREASURY SECURITIES AT "CONSTANT MATURITY" ARE
ESTIMATED FROM THE TREASURY'S DAILY YIELD CURVE. THIS CURVE, WHICH
RELATES THE YIELD ON A SECURITY TO ITS TIME TO MATURITY, IS BASED ON
THE CLOSING MARKET BID YIELDS ON ACTIVELY-TRADED TREASURY SECURITIES
IN THE OVER-THE-COUNTER MARKET. THESE MARKET YIELDS ARE CALCULATED
FROM COMPOSITES OF QUOTATIONS REPORTED BY FIVE LEADING U.S.GOVERNMENT
SECURITIES DEALERS TO THE FEDERAL RESERVE BANK OF NEW YORK.
THE CONSTANT YIELD VALUES ARE READ FROM THE YIELD CURVE AT
FIXED MATURITIES, CURRENTLY 1, 2, 3, 4, 5, 7, 10, 20, AND 30 YEARS.
THIS METHOD PERMITS ESTIMATION OF THE YIELD FOR A 10-YEAR MATURITY,
FOR EXAMPLE, EVEN IF NO OUTSTANDING SECURITY HAS EXACTLY 10 YEARS
REMAINING TO MATURITY.
@FedFRASER