Full text of G.13 Selected Interest Rates : December 2, 1980

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G.13(415)

SELECTED INTEREST RATES
1
(Yields in percent per annum)
Nov. 7

For Immediate Release
December 2, 1980

Weekly
Nov. 14
Nov. 21

Nov. 28

Monthly
October
1November

13.99

14.65

15.22

17.43

12.81

15.59

14.29
1.4.47
14.34

14.59
14.52
14.12

15.41
15.37
14.91

16.60
16.33
15.48

12.59
12.52
12.32

15.23
15.18
14.73

14.06
12.49
12.38
14.68

14.30
12.96
12.93
14.64

14.94
: 13.32
13.28
15.46

16.15
13.76
13.63
16.58

12.32
11.24
11.15
12.69

14.87
13.14
13.07
15.34

14.50
14.98
15.02
14.50
11.00

14.80
14.95
14.70
15.50
11.00

15.44
15.79
15.52
15.82
11.43

16.79
16.97
16.15
17.00
12.00

12.69
12.94
12.99
13.79
11.00

15 . 39
15.68
15.36
16.06
11.47

13.344
13.269
12.219

13.514
13.231

14.309
13.917

14.384
14.030

11.580
11.566

13.888
13.612

13.28
13.18
12.47

13.29
13.03
12.21

13.98
13.71
12.74

14.31
14.05
13.22

11.62
11.63
11.30

13.73
13.50
12.66

13.97
13.39
13.27
12.94
12.76
12.69
12.56
12.44
11.94

13.61
13.07
12.99
12.59
12.50
12.63
12.45
12.41
11.82

14.20
13.58
13.33
12.77
12.74
12.69
12.38
12.33
11.77

14.81
14.00
13.62
13.06
12.82
12.72
12.37
12.30
11.80

12.49
12.09
12.01
11.86
11.79
11.75
11.75
11.59
11.20

14.15
13.51
13.31
12.83
12.71
12.68
12.44
12.37
11.83

Corporate bonds (Moody's), a l l i n d u s t r i e s , .
Aaa
Baa
State and local government Aaa (Moody's)

13.56
12.96
14.56
9.05

13.62
12.93
14.61
8.60

I 13.62
1 12.96
j 14.61
8.60

13.76
13.03
14.79
8.60

13.07
12.31
14.23
8.38

13.64
12.97
14.64
8.71

Conventional mortgage 6/

14.08

14.18

1 14.28

14.28

13. 79

14.21

Federal funds ( e f f e c t i v e r a t e ) 2/
Commercial paper 3/7/

.

3-month
Finance paper placed d i r e c t l y 3/

Bankers' acceptances (prime, 90 days) 3/
CDs (secondary market)
1-month
Prime loan (large business prime r a t e - m a j o r i t y ) 2/ . . . .
Discount r a t e (Federal Reserve Bank of New York) 2 / . . . .
U.S. government s e c u r i t i e s
Treasury b i l l s 3/
Auction Average (Issue d a t e )
3-month . . .
6-month . . . . .
1-year
. . . . . .
Secondary market
6-month .
1-year
Treasury constant m a t u r i t i e s 4/
2-year
3-year
10-year
Coupon issues due in 10-years or more (long-term) 5/

See back for f o o t n o t e s .




.

INTEREST RATES
(Yields i n p e r c e n t per annum)

b . 13 (continued)
Federal
funds

3

14.06

13.92

14.47

13.17

13.22

12.52

14.04

4

14.02

A

R

K

E

T

5

14.76

M
14.12

14.77

13.40

13.30

12.56

14.09

13.38

6

15.35

14.82

15.31

13.50

13.34

12.61

14.15

15.01

15.02

15.35

13.04

12.85

12.19

13.61
13.83

1.

6.
7.

CDs
s e c . mkt.
3-mo

Treasury b i l l s 3/
1-yr
6-mo
3-mo

1-yr

20-yr

30-yr

13.03

12.74

12.54

12.46

12.37

12.22

C

L

0

S

E

D

13.34

12.95

12.72

12.61

12.51

12.36

13.57

13.49

13.19

13.07

13.04

12.74

12.59

13.36

13.22

12.87

12.72

12.66

12.63

12.59

13.29

13.23

12.88

12.75

12.78

12.75

12.71

C

L

0

S

E

D

13.23

14.57

14.84

15.15

13.48

13.20

12.39

M

A

R

K

E

T

12

13.01

14.51

14.85

13.18

12.90

12,07

13.43

12.86

12.79

12.39

12.30

12.47

12.30

12.26

13

14.00

14.32

14.82

13.09

12.84

12.05

13.41

12.89

12.80

12.38

12.30

12.49

12.27

12.23

14

14.23

14.41

14.99

13.39

13.17

12.34

13.75

13.25

13.15

12.70

12.66

12.79

12.49

12.45

17

16.22

15.00

15.64

14.19

13.93

12.95

14.50

13.71

13.52

12.95

12.95

12.95

12.65

12.60

18

17.19

15.36

15.70

13.69

13.54

12.59

14.05

13.47

13.25

12.67

12.65

12.62

12.32

12.29

19

16.41

15.17

15.70

13.72

13.48

12.48

13.90

13.37

13.08

12.60

12.56

12.51

12.22

12.19

20

17.01

15.24

15.76

13.96

13.64

12.66

14.06

13.53

13.27

12.68

12.64

12.59

12.28

12.22

21

17.63

16.09

16.15

14.32

13.98

13.00

14.51

13.83

13.54

12.97

12.88

12.80

12.45

12.37

24

17.11

16.29

16.93

14.41

14.02

13.03

14.54

13.88

13.57

13.00

12.82

12.76

12.39

12.31

25

16.69

16.21

16.88

14.16

13.91

13.15

14.62

13.99

13.63

13.07

12.85

12.74

12.37

12.30

18.33

16,38

16.96

14.20

13.97

13.30

14.94

14.00

13.59

13.01

12.76

12.65

12.33

12.27

27

M

R

K

E

T

C

L

0

S

E

28

18.56

A
16.42

17.09

14.48

14.28

13.39

14.13

13.69

13.14

12.86

12.72

D
12.38

12.32

26

2.
3.
4#
5.

Comm.
phper
3-mo,2'

11

* 1 0

#

U,,S. Government S e c u r i t i e s
Treasury c o n s t a n t m a t u r i t i e s
2-yr
3-yr
5-yr
7-yr
10-yr

Daily
1980
Nov.

15.13

Averages of d a i l y f i g u r e s except f o r s t a t e and l o c a l government and conventional mortgages, which are based on Thursday and Friday f i g u r e s ,
respectively.
7-day average f o r s t a t e m e n t week ended on preceding Wednesday.
Quoted on bank-discount b a s i s .
Yields on a c t i v e l y t r a d e d i s s u e s a d j u s t e d t o c o n s t a n t m a t u r i t i e s . Source; U.S. T r e a s u r y .
Unweighted average of a l l i s s u e s o u t s t a n d i n g of bonds n e i t h e r due nor c a l l a b l e i n l e s s than 10 y e a r s , i n c l u d i n g s e v e r a l very low y i e l d i n g
" f l o w e r " , bonds.
C o n t r a c t i n t e r e s t r a t e s on commitments f o r f i r s t mortgages. Source: FHLMC.
Rates on the commercial paper f o r f i r m s whose bond r a t i n g i s Aa or the e q u i v a l e n t .