Full text of U.S. Financial Data : Week Ending: May 12, 1982
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F/yv/i/vc:/>aiL ax\ ts\ Week ending: May 12, 1982 LIBRARY MAY 1 i 19® Most short-term interest rates have declined slightly since March 12, with the declines since mid-April slightly more than offsetting the increases of the previous four weeks. The exception to this pattern is the federal funds rate, which has risen by about 60 basis points since mid-March. Changes in short-term interest rates since mid-March have been much smaller than changes from late November last year to the middle of March. Short-term interest rates increased rapidly from late November to mid-February, then declined sharply. Long-term rates have declined since the middle of February. Rates on long-term Treasury securities and corporate Aaa bonds are only about 30 basis points above their November 1981 levels, while most short-term interest rates are about 200 basis points above their November levels. Consequently, the rate spread between long-term Treasury securities and 3-month Treasury bills has narrowed from 248 basis points during the week ending November 27, 1981 to 61 basis points during the week ending May 14, 1982. Changes in Yields on Selected Securities* (weekly averages of daily figures) Week Ending 11/27/81 to 2/19/82 Federal funds rate** 90-day certificates of deposit 4-month prime commercial paper 3-month Treasury bill 1-year Treasury bill 5-year Treasury securities Long-term Treasury securities Corporate Aaa bonds . 319 415 396 383 274 177 130 142 2/19/82 to 3/12/82 -126 -174 -165 -159 -107 -76 -64 -79 3/12/82 to 4/16/82 4/16/82 to 5/14/82 33 68 70 30 29 18 -19 -2 29 -80 -80 -39 -46 -31 -19 -31 * Changes in basis points ** Seven-day averages for week ending two days prior to the date shown Prepared by Federal Reserve Bank of St. Louis http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis Released: May 14, 1982 2 ADJUSTED MONETARY BASE AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED BY THIS BANK BILLIONS OF DOLLARS BILLIONS OF DOLLARS 178 BILLIONS 74.3 74.9 75.8 75.7 75.5 176.3 OCT JAN NOV FEB 1982 LATEST DATA PLOTTED WEEK ENDING: MAY 12, 1982 THE ADJUSTED MONETARY BASE CONSISTS OF: ( 1 ) RESERVE ACCOUNTS OF FINANCIAL INSTITUTIONS AT FEDERAL RESERVE BANKS, (2) CURRENCY IN CIRCULATION (CURRENCY HELD BY THE PUBLIC AND IN THE VAULTS OF COMMERCIAL BANKS), AND (3) AN ADJUSTMENT FOR RESERVE REQUIREMENT RATIO CHANGES. THE MAJOR SOURCE OF THE ADJUSTED MONETARY BASE IS FEDERAL RESERVE CREDIT. DATA ARE COMPUTED BY THIS BANK. A DETAILED DESCRIPTION OF THE ADJUSTED MONETARY BASE IS AVAILABLE FROM THIS BANK. ADJUSTED MONETARY BASE COMPOUNDED ANNUAL RATES OF CHANGE, 5/13/81 8/12/81 2.0 2.3 3. 1 4.0 4.8 5.3 5.3 5.8 -0.2 1.8 3.5 4.8 5.4 5.4 6. 1 10/14/81 AVERAGE OF FOUR WEEKS ENDING: 11/11/81 12/9/81 1/13/82 2/10/82 9.3 10. 1 10.0 8.9 9.4 10.7 10.3 9.0 9.5 10.7 8.7 9.4 7.3 8.6 TO THE AVERAGE OF FOUR WEEKS ENDING: 10/14/81 11/11/81 12/ 9/81 1/13/82 2/10/82 3/10/82 4/14/82 5/12/82 http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis 6.4 7.6 8.6 8.8 8.2 8.6 PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS I ADJUSTED RESERVES AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED BILLIONS OF DOLLARS BILLIONS OF DOLLARS 52 BILLIONS MAR. 48.0 49.6 48.8 JAN FEB 1981 APR MAY 1982 LATEST DATA PLOTTED WEEK ENDING-. MAY 5, 1982 ADJUSTED MONETARY BASE (RESERVE ACCOUNTS OF FINANCIAL INSTITUTIONS AT FEDERAL RESERVE BANKS PLUS CURRENCY IN CIRCULATION) LESS CURRENCY HELD BY THE NONBANK PUBLIC. ADJUSTED RESERVES COMPOUNDED ANNUAL RATES OF CHANGE, 5/6/81 8/5/81 -2.5 -1 .7 0.0 0.9 2.0 3.9 3.7 4.5 -5.8 -1.9 0.0 1 .7 4.4 4. 1 5. 1 AVERAGE OF FOUR WEEKS ENDING: 10/7/81 11/4/81 12/2/81 7.2 7. 1 8. 1 11.0 9.2 9.9 9.0 9.8 13.0 10.4 1 1.0 8.9 13.4 10.2 10.9 1/6/82 2/3/82 17.7 11.5 12.1 11.4 12.3 3/3/82 TO THE AVERAGE OF FOUR WEEKS ENDING: 10/ 11/ 12/ 1/ 2/ 3/ 4/ 5/ 7/81 4/81 2/81 6/82 3/82 3/82 7/82 5/82 http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis 7.4 PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS 3 4 MONEY STOCK ( Ml ) AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED BILLIONS OF DOLLARS 470 r---------1------------- 1-----1982 MAR. BILLIONS 446.6 454.4 452.5 454.4 449. 1 449.9 30 APR BILLIONS OF DOLLARS ----------- ------------------------ —i MAY JUN JUL 14 28 II 25 9 23 AUG 1981 MAR 1982 LATEST DATA PLOTTED WEEK ENDING: MAY 5, 1982 CURRENT DATA APPEAR IN THE BOARD OF GOVERNORS’ H.6 RELEASE. Ml CONSISTS OF CURRENCY HELD BY THE NONBANK PUBLIC PLUS COMMERCIAL BANK DEMAND DEPOSITS HELD BY THE NONBANK PUBLIC (EXCLUDING THOSE HELD BY FOREIGN BANKS AND OFFICIAL INSTITUTIONS) AND OTHER CHECKABLE DEPOSITS OF ALL DEPOSITORY INSTITUTIONS PLUS TRAVELERS’ CHECKS. MONEY STOCK (Ml ) COMPOUNDED ANNUAL RATES OF CHANGE , 5/6/81 AVERAGE OF FOUR WEEKS ENDING: 8/5/81 10/7/81 11/4/81 12/2/81 4. 1 5.4 7.4 9.5 7.3 6.9 7.0 8.3 10.6 13. 1 9.3 8.3 8.2 12.5 15.2 9.9 8.7 8.5 17.6 9.9 8.4 8.2 /6/82 2/3/82 7. 1 6. 1 6.4 -0. 1 2.2 3/3/82 TO THE AVERAGE OF FOUR WEEKS END 1 NG •. 10/ 11/ 12/ 1/ 2/ 3/ 4/ 5/ 7/81 4/81 2/81 6/82 3/82 3/82 7/82 5/82 -0.8 0.3 1.5 3.3 5.0 4.0 4.0 4.3 http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis 5.8 PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS 470 MONEY MULTIPLIER^ CURRENCY COMPONENT OF MONEY STOCK 2/ AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED RATIO MAR. APR! Ml MULTIPLIER LATEST DATA PLOTTED WEEK ENDING: MAY 5, 1982 BILLIONS OF DOLLARS 128 BILLIONS OF DOLLARS 128 1 III - COMPOUNDED ANNUAL RATES OF CHANGE, AVERAGE OF THE FOUR WEEKS ENDING MA Y 5. 1982 FROM TH E FOUR WEEKS END 1 JG: MA R. — FE B. JA N. DE C. NO V. AU G. --- MA 3, 3, 6, 2, 4, 5, 1982 1982 1982 1981 1981 1981 - 8.C 8. 7. 8.? 8. 6. / CURREN :y V - - iSl MAF APF - . . B ILLIO NS — 25.4 31 7 14 21 MA'i 51 1 1 i .1 .i i I MAR 15 29 APR mi 13 27 MAY 111 10 24 JUN 111 i 8 22 JUL 111 S 19 .1 ii i 2 AUG 1981 LATEST DATA PLOTTED WEEK ENDING: MAY 5, 16 30 SEP _ 26! 26.7 28 5 l-L-l. 1 U -LI U_ J_LL 1 LL.LllllI_LLLLllL 14 28 OCT II NOV 25 9 23 DEC 6 20 JAN 3 17 FEB 3 17 MAR 1982 31 14 APR 28 12 26 MAY 1982 1/ RATIO OF MONEY STOCK (Ml ) TO ADJUSTED MONETARY BASE 2/ CURRENT DATA APPEAR IN THE BOARD OF GOVERNORS’ H.6 RELEASE. http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS 5 6 YIELDS ON SELECTED SECURITIES AVERAGES OF DAILY RATES ENDED FRIDAY PERCENT 22.0 22.0 21.0 PRIME BANK LOAN RATE 21.0 20.0 20.0 19.0 90 DAY CD'S 18.0 18.0 17.0 16.0 16.0 COMMERCIAL PAPER 15.0 14.0 14.0 CORPORATE Aaa bonds 13.0 13.0 12.0 12.0 I I .0 MUNICIPAL BONDS** 10.0 10.0 9.0 I I I I 1 I I I 8 22 5 19 5 19 2 16 30 14 28 1981 LATEST DATA PLOTTED ARE AVERAGES OF RATES AVAILABLE FOR THE WEEK ENDING: MAY 14, 1982 MAR. APR. MAY 5 12 19 26 2 9 16 23 30 7 14 * 21 28 90 DAY CD'S 13.99 13.92 14.40 14.20 14.70 14.56 14.60 14.34 14.21 14. 16 13.80 PRIME COMMERC1AL PAPER *** 13.55 13.40 13.89 13.67 14.15 14.04 14.10 13.81 13.69 13.65 13.30 PRIME BANKERS' ACCEPTANCES 13.53 13.57 13.95 13.81 14.22 14. 17 14.14 13.91 13.79 13.67 13.36 CORPORATE Aaa BONDS 14.61 14.55 14.55 14.53 14.66 14.68 14.53 14.31 14.31 14.36 14.22 1982 CORPORATE Baa BONDS MUNICIPAL BONDS ** 16.84 16.74 16.84 16.79 16.91 16.89 16.80 16.69 16.70 16.72 16.54 12.53 12.71 12.99 13.04 13.13 12.99 12.54 12.29 11.97 12.04 N. A. * AVERAGES OF RATES AVAILABLE. ** BOND BUYER'S AVERAGE INDEX OF 20 MUNICIPAL BONDS, THURSDAY DATA. *** DATA ARE 4-MONTH COMMERCIAL PAPER RATES. N.A. - NOT AVAILABLE http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS 0 SELECTED INTEREST RATES AVERAGES OF DAILY RATES ENDED FRIDAY PERCENT PERCENT 22.0 i— — 21.0 22.0 21.0 FEDERAL FUNDS RATE 20.0 20.0 19.0 19.0 18.0 3-MONTH TREASURY BILL 16.0 5-YEAR TREASURY SECURITIES 15.0 15.0 14.0 14.0 DISCOUNT RATE 1 1.0 10.0 1 15 29 12 26 10 24 30 AUG 13 27 11 25 SEP LATEST DATA PLOTTED ARE AVERAGES OF RATES AVAILABLE FOR THE WEEK ENDING-. MAY 14, 1982 MAR. APR. MAY 5 12 19 26 2 16 23 30 7 14 # 21 28 FEDERAL FUNDS ** 3-MONTH TREASURY BILL 14.07 14.35 14.89 14.48 14.99 15.15 14.68 15.01 14.72 15.53 14.97 12.26 12.47 12.85 12.72 13.32 13.10 12.77 12.39 12.42 12.54 12.38 6-MONTH TREASURY BILL xk* 12.79 12.06 12.96 12.67 13.24 12.80 12.90 12.72 12.64 12.78 12.24 1-YEAR TREASURY BILL 12.27 12.30 12.58 12.50 12.76 12.69 12.59 12.38 12.30 12.29 12. 13 1982 5-YEAR TREASURY SECUR1T1ES LONG-TERM TREASURY SECURITIES 13.76 13.82 14.04 14.03 14.34 14.25 14.00 13.85 13.87 13.87 13.69 13.29 13.37 13.39 13.31 13.56 13.50 13.18 13.07 13. 10 12.99 * AVERAGES OF RATES AVAILABLE. ** SlV.iy~D6Y AVERAGES FOR WEEK ENDING WEDNESDAY TWO DAYS EARLIER THAN DATE SHOWN. CUWEg DMAAIVEiW IN THE B0ARD 0F GOVERNORS' H. 15 RELEASE. *** NcW IbbUt RATE ftSSuiS http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis C0MPUTED 8Y THE FE0ERAL RESERVE BANK OF ST. LOUIS. PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS 7 8 TOTAL CHECKABLE DEPOSITS^ BILLIONS of AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED dollars billions of dollars billions. 325 __ MAR. 316.8 — MAY 322.3 323.8 317.9 318.9 I I I I I I I I 2 LATEST DATA PLOTTED WEEK ENDING: MAY 5, 16 30 M 28 II 25 9 23 6 20 3 17 1982 1/ DEMAND DEPOSITS PLUS OTHER CHECKABLE DEPOSITS AT ALL DEPOSITORY INSTITUTIONS TOTAL CHECKABLE DEPOSITS COMPOUNDED ANNUAL RATES DF CHANGE, AVERAGE OF FOUR WEEKS ENDING: 5/6/81 8/5/81 -2.7 -1 . 1 0.5 2.5 4.8 3.4 3.3 3.6 4.7 6.3 8.2 1 1 .0 8.0 7.3 7.2 10/7/81 11/4/81 12/2/81 10.0 1 1 .9 15.4 10.2 8.7 8.5 13.5 17.7 10.6 8.8 8.5 20.5 10.3 8.2 7.9 /6/82 2/3/82 7.5 5.7 5.9 -2.8 0.0 3/3/82 TO THE AVERAGE OF FOUR WEEKS ENDING: 10/ 11/ 12/ 1/ 2/ 3/ 4/ 5/ 7/81 4/81 2/81 6/82 3/82 3/82 7/82 5/82 http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis 4.6 PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS TOTAL TIME DEPOSITS 1/ ALL COMMERCIAL BANKS AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED BILLIONS OF DOLLARS 820 r---------,------------- 1------ BILLIONS OF DOLLARS ---------------------------- U 820 BILLIONS MAR. APR. 792.7 794.8 797.8 797.2 800.3 804.0 2 MAR APR MAY JUN JUL AUG 16 30 SEP 14 OCT 28 11 25 3 NOV JAN 17 FEB 31 14 28 APR 12 26 MAY 1981 LATEST DATA PLOTTED WEEK ENDING: MAY 5, 1982 1/ SAVINGS DEPOSITS PLUS SMALL TIME DEPOSITS PLUS LARGE TIME DEPOSITS TOTAL TIME DEPOSITS COMPOUNDED ANNUAL RATES OF CHANGE, 5/6/81 8/5/81 15.7 14.4 13. 1 11.1 10.9 11.6 12.5 12.9 9.8 8.8 6.6 7.0 8.5 10. 1 10.9 AVERAGE OF FOUR WEEKS ENDING: 10/7/81 11/4/81 12/2/81 6.5 3.8 5.0 7.5 9.8 10.9 2.2 4.2 7.5 10.2 11.4 3.6 8. 1 1 1.3 12.5 1/6/82 2/3/82 3/3/82 13.8 16.2 16.7 19.6 19.2 19.2 TO THE AVERAGE OF FOUR WEEKS END 1NG: 10/ 11/ 12/ 1/ 2/ 3/ 4/ 5/ 7/81 4/81 2/81 6/82 3/82 3/82 7/82 5/82 http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS 9 10 SMALL TIME DEPOSITS^ COMMERCIAL BANK SAVINGS DEPOSITS AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED BILLIONS OF DOLLARS Z ----Z Z_ COMPOUNDED ANNUAL RATES OF CHANGE, AVERAGE OF THE FOUR WEEKS ENDING MAY 5, 1982 FROM THE F6UR WEEKS ENDING: Z Z - MAR. FEB. JAN. DEC. NOV. AUG. MAY 1982 1982 29.7 26.8 BILLIONS OF DOLLARS 400 390 380 370 SMALL TIME DEPOSITS 22.2 16.4 16.3 20.5 21.3 360 350 340 330 8 ILL IONS MAR. 31 320 310 I I I I I I I I I I 1 .1 Llll LATEST DATA PLOTTED WEEK ENDING: MAY 5, 1982 BILLIONS OF DOLLARS 190 BILLIONS OF DOLLARS 1982 MAR. BILLIONS 185 31 180 175 SAVINGS DEPOSITS Z— Z - COMPOUNDED ANNUAL RATES OF CHANGE. AVERAGE OF THE FOUR taKS ENDING MAY 5, 1982 FROM THE FOUR WEEKS ENDING: -----JAN. DEC. — aug! Z MAY 18 1 155 1982 1982 1982 MAR. 4 160 150 145 -2.9 -7.3 Mill 111 15 29 13 27 10 24 8 22 llll 5 19 2 LATEST DATA PLOTTED WEEK ENDING: MAY 5, 16 30 14 28 II 25 9 23 6 20 3 17 3 17 31 14 28 12 26 1982 1/ COMMERCIAL BANK TIME DEPOSITS ISSUED IN DENOMINATIONS OF LESS THAN t100,000. http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS BORROWINGS FROM FEDERAL RESERVE BANKS AVERAGES OF DAILY FIGURES BILLIONS OF DOLLARS BILLIONS OF DOLLARS 5.0 4.5 4.0 1500 1 120 3.5 3.0 2.5 2.0 LATEST DATA PLOTTED WEEK ENDING: MAY 12, 1982 BUSINESS LOANS ^ (COMMERCIAL AND INDUSTRIAL) WEEKLY REPORTING LARGE COMMERCIAL BANKS 2/ SEASONALLY ADJUSTED BY THIS BANK BILLIONS OF DOLLARS BILLIONS OF DOLLARS 208 COMPOUNDED ANNUAL RATES OF OF ur CHANGE, un«iNuc., AVERAGE ur “THE FOUR WEEKS ENDING I MAY 5. 1982 FROM _ THE FOUR WEEKS ENDING: MAR. 1982 ------1982 ____ 1981 1981 1981 DEC. NOV. AUG. 204 200 17.6 20.3 22. 1 20.6 18.2 15.5 17.8 196 192 MAR. 31 APR. 7 I I I I MILLIONS 176 201,968 203,679 172 204,520 204,332 206,403 168 I I I I I I I I I I I I I I JAN FEB APR MAY 1982 LATEST DATA PLOTTED WEEK ENDING: MAY 5, 1982 1/ BUSINESS LOANS INCLUDE BANKERS’ ACCEPTANCES AND COMMERCIAL PAPER. 2/ BANKS WITH DOMESTIC ASSETS OF *750 MILLION OR MORE http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS 11 12 LARGE TIME DEPOSITS ALL COMMERCIAL BANKS BILLIONS OF DOLLARS AVERAGES OF DAILY FIGURES SEASONALLY ADJUSTED BILLIONS OF DOLLARS 270 BILLIONS 265 260 13 27 10 24 8 22 5 19 2 16 30 14 28 II 25 9 23 6 20 3 17 3 17 31 14 28 12 26 1961 LATEST DATA PLOTTED WEEK ENDING-. MAY 5, 1982 CURRENT DATA APPEAR IN THE BOARD OF GOVERNORS' H.6 RELEASE. TIME DEPOSITS ISSUED IN DENOMINATIONS OF $100,000 OR MORE. http://fraser.stlouisfed.org Federal Reserve Bank of St. Louis PREPARED BY FEDERAL RESERVE BANK OF ST. LOUIS
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