Full text of G.13 Selected Interest Rates : August 3, 1979

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F E D E R A L R E S E R V E statistical release
For Immediate Release
August 3, 1979

SELECTED INTEREST RATES AND BOND PRICES
(Yields in percent per annum) 1/

G.13(415)

Instruments
Federal funds (effective rate). 2/
Commercial paper (prime, 90 to 119 days) . . . . . .
Commercial paper (prime, 4 to 6 mos.)
.
Finance paper placed directly (3 to 6 mos.)
Bankers' acceptances (prime, 90 days)
.
Prime loan (large business prime rate-majority). . .
Discount, rate (Federal Reserve Bank of New York) . .
U.S. Government securities: 3/
Auction Average (Issue date):
6-month bill
Market Yields:

Treasury constant maturities:
1-year .
2-year
3-year
5-year
7-year
10-year
Coupon issues due in:

6/7/

Corporate bonds (Moody's), all industries

.
. . . . .

Monthly
July
June
10.29
10.47
9.87
9.76
9.82
9.71
9.39
9.44
9.99
9.79
11.54
11.65
9.69
9.50

9.336
9,255

9.479
9.473
8.896

9.045
9.062

9.262
9.190

9.10
8.97
8.70

9.28
9.19
8.79

9.31
9.31
8.93

9.28
9.39
9.00

9.06
9.06
8.81

9.24
9.24
8.87

9.44
8.97
8.78
8.73
8.74
8.79
8.79
8.82

9.53
9.03
8.88
8.86
8.87
8.93
8.88
8.90

9.70
9.13
8.96
8.94
8.97
9.01
8.97
8.97

9.82
9.32
9.05
8.98
9.00
9.01
8.98
8.99

9.57
9.22
8.95
8.85
8.86
8.91
8.91
8.92

9.64
9.14
8.94
8.90
8.92
8.95
8.92
8.93

8.71
8.24
49.08

8.82
8.32
48.60

8.91
8.38
48.23

9.00
8.42
48.00

8.89
8.32
48.61

8.88
8.35
48.39

9.67
9.17
10.29
5.60

9.67
9.19
10.27
5.60

9.70
9.23
10.30
5.60

9.81
9.29
10.38
5.54

9.69
9.20
10.29
5.58

11.08

11.08

11.08

11.04

11.09

Baa
State and local government Aaa (Moody's) . . . .

.
. .

Conventional mortgages

, .

11.13

8/

July 28
10.63
9.99
9.98
9.51
10.17
11.75
10.00

9.265
9.164

9.68
9.16
10.30
5.50

SEE BACK FOR FOOTNOTES.



Weekly
July 21
July 14
10.28
10.35
9.89
9.83
9.83
9.75
9.31
9.36
9.94
10.03
11.50
11.50
10.00
9.50

8.968
8.867

4/

5_f

Price of long-term Treasury bonds

July 7
10.42
9.68
9.62
9.25
9.73
11.50
9.50

I

INTEREST RATES
(Yields in percent per annum)

Comm.
paper
90-119
days

3-mo
bill

6-mo
bill

1-yr
bill

10.66
10.05
H
10.33
10.29

9.68
9.66
A
9.66
9.71

8.93
9.06
R
9.19
9.20

8.89
8.93
K
9.00
9.07

9
10
11
12
13

10.31
10.24
10.24
10.31
10.32

9.75
9.79
9.86
9.87
9.89

9.26
9.32
9.27
9.26
9.30

16
17
18
19
20

10.44
10.36
10.37
10.41
10.61

9.87
9.87
9.87
9.88
9.94

23
24
25
26
27

10.97
10.76
10.45
10.60
10.70

30
31

10.96
10.81

Daily
1979
July

Feder:1
funds

2
3
4
5
6

1/

U.S. Government Securities

3/

Treasury constant: maturities

1-yr

2-yr

3-yr

5-yr

7-yr

10-yr

20-yr

30-yr

8.64
8.67
E
8.73
8.75

9.38
9.41

8.93
8.95
8.98
9.00

8.70
8.71
L
8.73
8.78

8.72
8.72
0
8.74
8.76

8.76
8.77

9.48
9.50

8.74
8.76
C
8.79
8.82

8.80
8.82

8.77
8.79
E
8.79
8.80

8.80
8.81
D
8.82 i
8.83

9.20
9.20
9.18
9.17
9.19

8.82
8.82
8.76
8.76
8.78

9.58
9.57
9.50
9.49
9.51

9.04
9.04
9.04
9.01
9.01

8.87
8.88
8.90
8.88
8.88

8.82
8.85
8.88
8.88
8.88

8.81
8.86
8.90
8.90
8.90

8.86
8.92
8.97
8.95
8.94

8.82
8.88
8.90
8.90
8.91

8.86
8.89
8.93
8.91
8.91

9.36
9.28
9.25
9.26
9.42

9.28
9.28
9.28
9.30
9.42

8.86
8.87
8.93
8.96
9.02

9.60
9.60
9.67
9.78
9.85

9.08
9.10
9.10
9.14
9.24

8.93
8.94
8.94
8.97
9.01

8.92
8.93
8.93
8.96
8.96

8.96
8.98
8.98
8.99
8.96

8.99
9.01
9.03
9.04
8.98

8.95
8.97
8.97
8.98
8.97

8.95
8.97
8.99
8.99
8.95

10.00
10.00
10.00
9.97
9.98

9.44
9.38
9.22
9.13
9.23

9.44
9.44
9.40
9.27
9.40

9.02
9.05
8.99
8.91
9.01

9.85
9.88
9.81
9.71
9.83

9.28
9.33
9.36
9.25
9.38

9.04
9.08
9.05
8.99
9.08

8.98
9.01
8.98
8.94
9.01

9.00
9.03
9.00
8.97
9.02

9.03
9.06
8.99
8.97
9.02

8.98
9.00
&.97
8.96
8.99

8.99
9.01
8.97
8.98
9.01j

9.98
9.99

9.09
9.18

9.33
9.28

8.96
8.95

9.77
9.75

9.32
9.31

9.05
9.05

9.01
8.99

9.04
9.02

9.03
9.01

9.00
8.98

9.01
8.99

T

S

2J
3/
4/
3/

Average of daily figures except for state and local government and conventional mortgages, which are based on Thursday
and Friday figures, respectively.
7-day average for statement week ended on preceding Wednesday.
Bills quoted on bank discount basis.
Yields on actively traded issues adjusted to constant maturities.
Source: U.S. Treasury.
Unweighted average of all issues outstanding.

6/
77
8/

Bonds neither due nor callable in less than 10 years, including a number of very low yielding "flower" bonds.
Derived from "long-term" yields above on the basis of an assumed 20-year bond with a 3 percent coupon.
Contract interest rates on commitments for first mortgages.
Source: FHLMC.