Full text of H.15 Selected Interest Rates : November 23, 1981

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

FEDERAL RESERVE statistical release

=*™<

H.15(519)

For immediate release

SELECTED INTEREST RATES
Yields in percent per annum
Instruments

FEDERAL FUNDS (EFFECTIVE) 1 / *
COBBBHCIAL PAPEB 2 / 3 /
1-BONTH
3-BONTH
6-aONTH
FINANCE PAPE* PLACED DIBEC1LY 2 /
1-BONIH
3-BONTH
6-BON1H
BANKEBS ACCEPTANCES (TOP BATED) 2 /
3-BONiH
b-BONTH
CDS (SECONDABY BABKET)
1-HONTH
J-BONTH
6-BONTH
BANK PRIBE LOAN 1 / 4 /
DISCOUNT WINDOW BORROWING 1 / 5 /
U.S.GOVEhNBENT SECUBITIES
TBEASUBY BILLS 2 /
AUCTION AVERAGE (ISSUE DATE)
3-BONIH
6-BONTH
1-YEAB
SECONDARY BASKET
3-aONIH
6-BONTH
1-YEAR
TBEASURY CONSTANT BATOBITIES 6 /
1-YEAR
2-YEAB
3-YEAB
5-YEAti
7-YEAR
10-YEAR
20-YEAR
30-YEAa
COBPOSIIE
OVEB 10 YEABS(LONG-TEBB)7/
COBPOBATE BONDS (1OOD*S), SEASONED
ALL INDUSTRIES
AAA
BAA
STATE & LOCAL BONDS(BOODYS) #AAA
CONVENTIONAL MOitlGAGES 8 /

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

This

Last

week

week

12.38

13.17

14.01

15.08

11.66
11.46
11.19

11.51
11.30
11.15

11.89
11.65
11.45

12.73
12.50
12. 19

14.80
14.85
14.72

11.59
11.33
11.23

11.50
11.20
11.15

11.28
11.15
11.13

11.59
11.37
11.29

12.44
12.06
11.98

14.63
14.04
13.96

11.70
11.60

11.35
11.10

11.35
11.05

11.30
11.10

11.47
11.29

12.29
12.03

14.78
14.62

12.16
12.21
12.41
16.50-17
13.00

12.04
12.03
12.15
16.50-17
13.00

11.75
11.76
11.80
16.50-17
13.00

11.65
11.68
11.77
16.50
13.00

11.96
11.97
12.09
16.93
13.00

12.84
12.77
12.85
17.29
13.00

14.97
15.J9
15.71
18.45
14.00

10.693
10.972

11.128
11.510

13.873
14.013
14.580

NOV
16

NOV
17

NOV
18

NOV
19

NOV
20

13.33

13.16

12.90

12.94

12.23
11.88
11.70

12.11
11.84
11.63

11.94
11.76
11.59

12.05
11.65
11.55

11.53
11.50
11.40

11.65
11.60
12.19
12.15
12.30
17.00
13.00

10.693
10.972

OCT

10.63
11.10
10.99

10.63
11.08
11.00

10.07
10.67
10.65

10.12
10.62
10.62

10.11
10.64
10.63

10.31
10.82
10.78

10.93
11.44
11.29

13.54
13.82
13.62

12.15
12.69
12.79
13.21
13.25
13.07
13.31
13. 11

12.16
12.71
12.85
13.21
13.25
13.18
13.45
13.25

11.73
12.19
12.65
13.11
13.17
13.00
13.24
13.05

11.69
12.22
12.67
13.04
13.07
13.04
13.20
13.09

11.69
12.21
12.63
13.01
13.11
13.14
13.23
13.08

11.88
12.40
12.72
13.12
13.17
13.09
13.29
13.12

12.51
13.00
13.07
13.43
13.41
13.29
13.61
13.40

15.38
15.54
15.50
15.41
15.33
15.15
15.13
14.68

12.38

12.53

12.39

12.35

12.39

12.41

12.78

14. 13

15.11
13.94
16.20

15.14
13.96
16.26

15.14
13.90
16.29

15.03
13.89
16.20
10.70

15.02
13.37
16.06

15.10
13.91
16.20
10.70
17.70

15.38
14.18**
16.41
10.50
18.02

16.20
15.40
17. 11
12.05
18.45

17.70

WEEKLY FIGURES A.HE AVENGES OF 7 CALENDAR DAYS £NDIN3 ON WEDNESDAY OF THE COftBBMT WEEK*
MONTHLY FIGOiiEJ INCLUDE EACH CALENDAR DAY IN THE BONTH.
QUOTED ON BANK-DISCOUNT B A S I S .
RAXES ON COBSERCIAL PAPEB PLACED FOR FIRrtS WHOSE BOND HATING I S AA OR THE EQUIVALENT
RATE CHARGED BY BANKS ON SHORT-IERH BUSINESS LOANS.
RATE FOB THE FiiDBfaAL RESERVE iJANK OF HEW YORK.
YIELDS ON ACTIVELY TRADED ISSUES ADJUSTED TO CONSTANT MATURITIES.
SOURCE: D . S . TREASURY.
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS NfilTHEfi DUE NOB CALLABLE I S LESS THAN 10 YEABS
INCLUDING SEVERAL VERY LOW YIELDING "FLOWER" BONDS.
'
CONTRACT INTEREST RATES ON COBBITBENTS FOB F I B S T HOBIGAGES.
SOURCE: FHLBC.

NOTE: WEEKLY AND BONTHLY FIGURES ABE AVERAGES OF DAILY RATES # EXCEPT FOB STATE S LOCAL BONDS
AND CONVENTIONAL BORTGAGES, WHICH ABE BASED ON THURSDAY AND FBIDAY FIGOBES, BESPECTIVELY.
*
Fed funds r a t e f o r Nov. 6 r e v i s e d t o 1 3 . 7 9 .
** Rate f o r Nov. 9 r e v i s e d t o 1 4 . 3 4 .