Full text of H.15 Selected Interest Rates : March 26, 1984

The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.

FEDERAL RESERVE statistical release
For immediate release

H.15(519)

SELECTED INTEREST RATES

MARCH

26 f 198H

Yields in percent per annum

Instruments

FEDERAL FONDS (EFFECTIVE) 1 /
CCMHERCIAL PAPEB 2 / 3 /
1-HONTH
3-HONTH
6-HONTH
FINANCE PAPEfi PLACED DIRECTLY 2 /
1-HONTH
3-HONTH
6-HONTH
EANKERS ACCEPTARCES (TOP RATED) 2 /
3-HONTH
6-MONTH
CDS (SECONDARY MARKET)
1-MONTH
3-MO NTH
6-HONTH
EURODOLLAR DEPOSIT
(3-HONTH) 4 /
BANK PRIBE LOAN 1 / 5 /
DISCOUNT WINDOW BORBOWING 1 / 6 /
U.S.GOVERNHENT SECURITIES
TREASURY BILLS 2 /
AUCTION AVERAGE (ISSUE DATE)
3-flONTH
6-BONTH
1-YEAP
SECONDARY MARKET
3-BOSTH
6-HONTH
1-YEAR
TBEASORY CONSTANT HATUBITIES 7 /
1-YEAR
2-YEAR
3-YEAR
5-YEAB
7-YEAR
10-YEAB
20-YEAR
30-YEAR
COMPOSITE
OVER 10 YEARS(LONG-TERH)8/
CORPORATE BONDS (HOODYS), SEASONED
ALL INDUSTRIES
AAA
BAA

STATE S LOCAL BONDS (HOODYS) ,AAA
CONVENTIONAL HOFTGAGES 9 /

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

Week ending
HAP
HAR
16
23

HAB
19

HAR
20

HAR
21

HAR

HAB

22

23

10.07

10.25

10.36

10.45

10.28

10.04

9-79

9.59

9.88
9.89
9.95

10.00
10.03
10.05

10.05
10.08
10.12

10.17
10.16
10.14

10.19
10. 19
10. 18

10.06
10.07
10.09

9.73
9.77
9.82

9.35
9.32
9.31

9.90
9.60
9.43

9.98
9.78
9.48

10.05
9.83
9.50

10.19
9.93
9.63

10. 16
9.93
9.63

10.06
9.81
9.53

9.679.45
9.29

9.34
9.14
9.06

9.95
10.00

10.10
10.15

10.12
10.15

10.20
10.20

10.20
10.25

10.11
10.15

9.79
9.88

9.38
9.35

9.91
10.11
10.45
10.44
11.50
8.50

10.08
10.33
10.61
10.56
11.50
8.50

10.09
10.32
10.62
10.63
11.50
8.50

10.22
10.39
10.72
10.69
11.50
8.50

10.25
10.42
10.70
10-75
11.50
8.50

10.11
10.31
10.62
10.61
11.21
8.50

9.80
9.99
10.35
10.31
11-00
8.50

9.43
9.54
9.73
9.91
11.00
8.50

9.65
9.79
9.68

9.37
9.52

9.03
9.13
9.24

9.65
9.79
9.68
9.64
9.77
9.80

9.80
9.88
9.87

9.81
9.90
9-92

9.79
9.93
9.95

9.77
9.93
9.95

9.76
9.88
9.90

9.43
9.59
9.60

9.09
9. 18
9.20

10.73
11.39
11.69
12.11
12.37
12.45
12.62
12.53

10.81
11.45
11.73
12.13
12.38
12.44
12.60
12.51

10.85
11.57
11.77
12.17
12.38
12.45
12.59
12.53

10.93
11.59
11.83
12.22
12.43
12.49
12.60
12.53

10.91
11.59
11.83
12.23
12.43
12.48
12.59
12.50

10.85
11.52
11.77
12.17
12.40
12.46
12.60
12.52

10.53
11.24
11.53
11.98
12-22
12.29
12.46
12.38

10.04
10.79
11.05
11.54
11.75
11.84
12.00
11.95

12.00

12.03

12.01

12.04

12.02

12.02

11.89

11.44

13.42
12.66
14.09

13.42
12.61
14.10

13.43
12.64
14.08

13.45
12.65
14.13
9.50

13.46
12.69
14. 12

13.44
12.65
14.10
9.50
13.48

13.32
12.58
13.97
9.45
13.37

12.88
12.08
13.59
9.04
13.23

13.48

MEEKLY FIGURES ARE AVERAGES OF 7 CALENDAR DAYS ENDING ON WEDNESDAY OF THE CURRENT 1EEK;
MONTHLY FIGURES INCLUDE EACH CALEMDAB DAY IN THE HOITH.
QUOTED ON BANK-CISCCUNT BASIS.
RATES ON COMMERCIAL PAPEB PLACED FOB FIRMS iHOSE BOND RATING IS AA OR THE EQOIVALEIT.
FOR INDICATION PURPOSES ONLY.
RATE CHARGED EY BANKS ON SHORT-TERM BUSINESS LOANS.
RATE FOB THE FEDERAL RESERVE EANK OF NEI YORK.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES. SOURCE: U.S. TREASURY.
UNWEIGHTED AVERAGE CF ALL ISSUES OUTSTANDING OF BONDS NEITHER DUE NOR CAILABLE IN LESS THAN
INCLUDING SEVERAL VERY LOW YIELDING "FLCWER" BONDS.
CONTBACT INTEREST RATES ON COHMITBENTS FOR FIRST MORTGAGES. SOUBCE: FHL1!C.

NOTE: WEEKLY AND HONTHLY FIGURES APF AVERAGES OF DAILY RATES, EXCEPT ?OR STATE S LOCAL BONDS
AND CONVENTIONAL HORTGAGES, WHICH ARE BASED ON THURSDAY AND FRIDAY FIGURES, RESPECTIVELY.




FEB

10 YEARS,

SELECTED INTEREST RATES
Weeks Ending Wednesdays
Yields in percent per annum1

Instruments
Federal funds (effective)2
3-month Treasury bill-*
90-day dealer placed commercial paper-*
3-month CD (secondary market)
3-month Eurodollar^
U.S. government bond^

Week ended
Mar. 21
Mar. 14
10.04
9.65
9.92
10.50
10.48
12.56

9.79
9.37
9.71
10.26
10.28
12.43

4 weeks5 ended
Mar. 21
Feb. 22
9.80
9.36
9.63
10.17
10.23
12.36

9.53
9.02
9.26
9.63
9.82
11.91

1. Except where noted, rates are averages of business days for weeks ending Wednesdays.
2. Federal funds rates are averages of effective rates for seven calendar days ending
on Wednesday.
3. Quoted on a bank-discount basis.
4. For indication purposes only.
5. Yield at 20-year constant maturity. Source: U.S. Treasury.