Full text of H.15 Selected Interest Rates : October 31, 1983

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FEDERAL RESERVE statistical release
For immediate release
OCTCBEB 3 1 , 1983

H.15 (519)

SELECTED INTEREST RATES
Yields in percent per annum
Instruments

FEDEBAL FUNDS (EFFECTIVE) 1 /
COHflEBCIAL PAPEB
2/3/
1-HONTH
3-MONTH
6-MO NTH
FINANCE PAPER PLACED DlfiECTLY 2 /
1-MONTH
3-MONTH
6-HO NTH
BANKERS ACCEPTANCES (TOP BATED) 2 /
3-MONTH
6-MONTH
CDS (SECONDARY BASKET)
1-HONTH
3-MONTH
6-MONTH
BANK PRIME LOAN
1/ 4 /
DISCOUNT SINDOS BORROWING 1 / 5 /
G.S.GOVERNMENT SECURITIES
TREASURY BILLS 2 /
AUCTION AVERAGE (ISSUE DATE)
3-HOHTH
6-MONTH
1-YEAfi
SECONDARY MAfiKEI
3-BO NTH
6-MONTH
1-YEAfi
TfiEASOBY CONSTANT MAIOBITIES 6 /
1-YEAB
2-YEAB
3-YEAR
5-YEAR
7-YEAR
10-YEAR
20-YEAR
30-YEAB
COMPOSITE
OVER 10 YEABS(LONG-TEBH)7/
COBPORATE BONDS (HOODYS), SEASONED
ALL INDUSTRIES
AAA
BAA
STATE & LOCAL BONDS(HOODYS) ,AAA
CONVENTIONAL MOBTGAGES 8 /

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

OCT
24

OCT
25

OCT
26

OCT

27

OCX
28

9.47

9.30

9.23

9.40

9.09
9.05
9.05

9.08
9.05
9.03

9.01
9.01
8.98

9.. 04
8.78
8.75

9.01
8.78
8.75

9.10
9.05
9.17
9.27
9.38
11.00
8.50

Week ending
OCT
OCT

SEPT

28

21

9.31

9.36

9.36

9.45

9.01
9.02
8.99

9.02
9.01
8.96

9.04
9.03
9.00

8.98
8.95
8.93

9.19
9.24
9.28

9.00
8.78
8.75

9.03
8.78
8.75

9.04
8.78
8.75

9.02
8.78
8.75

8.95
8.80
8.78

9.15
9.09
9.09

9.10
9.05

9.05
9.00

9.05
9.00

9.00
9.00

9.06
9*02

8.96
8.87

9.23
9.26

9.17
9.24
9.33
11.00
8.50

9.14
9.24
9.32
11.00
8.50

9.13
9.25
9.35
11.00
8.50

9.12
9.23
9.34
11.00
8.50

9« 15
9.. 25
9.34
11.00
8.50

9.07
9.13
9.24
11.00
8.50

9-28
9.39
9.64
11.00
8.50

8.66
8.91

8.63
8.79

9.05
9.19
9.64

8.66
8.91
8.68
8.92
9.05

8«66
8., 90
9.04

8.66
8.88
9.01

8.65
8.85
8.99

8.63
8.84
9.00

8.66
8.88
9.02

8.53
8.72
8.89

9.00
9.15
9.27

9.89
10.68
11.02
11.39
11.58
1U66
11.90
11.69

9.87
10.63
11.00
11.40
11.59
1U70
11.92
11.73

9.86
10.63
10.99
11.40
11.60
11.72
11.91
11.73

9.81
10.60
10.96
11.39
11.55
11.66
1U90
11.71

9.85
10.61
10.94
11.39
11.57
11.68
11.89
11.74

9.36
10.63
10.98
11.19
11.58
11.68
1U90
11.72

9.69
10.51
10.79
11.20
11.40
11«47
11.71
11.51

10-16
10.79
11,07
11.43
11.61
11.65
11.82
11.63

11.32

11.36

11.34

11.33

11.35

11.34

11.16

11.26

12.85
12.34
13.52
8.90
13.43

12.75
12-2 1
13-42
8.90
13-52

12.91
12-37
13.55
8.97
13.73

12.81
12-31
13.47

12.84
12.33
13-51

12.87
12.34
13.53

12.86
12.35
13.53
8.90

12.88
12.38
13.55
13.43

WEEKLY FIGURES ABE AVERAGES OF 7 CALENDAR DAYS ENDING ON HEDNESDAY OF TB£ COBflEIT »EEK;
MONTHLY FIGOBES INCLUDE EACH CALENDAR DAY IN THE MONTH.
QUOTED ON BANK-DISCOONT B A S I S .
RATES ON COMMERCIAL PAPEfl PLACED FOB FIBfiS iHOSE BOND BATING I S AA OM 7El EQUIVALENT.
BATE CHARGED BY BANKS ON SHOfil-TEBH BUSINESS LOANS.
RATE FOB THE FEDEBAL BESEBVE BANK OF NEW YOBK.
YIELDS ON ACTIVELY TBADED ISSUES ADJUSTED TO CONSTANT BATOIITIES.
SOURCE: U . S . TfiEASUBY.
UNWEIGHTED AVERAGE OF ALL ISSUES OUTSTANDING OF BONDS HEITHEE DUE IOR CAILABLE IN LESS THAN 10 YEABS,
INCLUDING SEVERAL VEBY LOI YIELDING "FLOWER" BONDS.
CONTRACT INTEREST BATES ON COMMITHEKTS FOB FIRST MORTGAGES. SOUBCE: FHLflC.

NOTE: iEEKLY AND MONTHLY FIGUfiES ARE AVERAGES OF DAILY BATES, EXCEPT FOB STATE & LOCAL BONDS
AND CONVENTIONAL MORTGAGES, 1HICH ABE BASED ON THURSDAY AND FBIDAY FIGURES,
fiESPECTIVELY.