Full text of G.13 Selected Interest Rates : December 2, 1981

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FEDERAL RESERVE statistical release
SELECTED INTEREST RATES
(Yields in percent per annum)

G.13(415)
Instruments
Federal funds (effective)*
. . . .
Commercial paper2 3
1-month
3-month
6-month
Finance paper placed directly 2
1-month
3-month
6-month
Bankers Acceptances (top rated) 2
3-month
6-month
CDs (secondary market)
1-month
3-month
6-month
Bank prime loan* 4
Discount window borrowing* ^
. . .
U.S. government securities
2
Treasury b i l l s
Auction average (Issue date)
3-month
6-month
1-year
Secondary market
6-month
1-year
Treasury constant maturities^
1-year
2-year
3-year
5-year
7-year
10-year
20-year
30-year
Composite
Over 10 years (long-term)?. . .
Corporate bonds (Moody's), seasoned
All industries
Aaa
Baa
State and local bonds (Moody's),Aaa
Conventional mortgages®

Oct. 30

Nov. 6

For Immediate Release
December 2, 1981

Weekly
Nov. 13
Nov. 20

Nov. 27

Monthly
Oct.
Nov.

14.87

14.79

14.01

13.17

12.42

15.08

13.31

14.56
14.60
14.47

13.92
13.71
13.50

12.73
12.50
12.19

11.89
> 11.65
11.45

11.26
11.15
11.04

14.80
14.85
14.72

12.35
12.16
11.96

14.45
13.84
13.74

13.82
13.18
13.05

12.44
12.06
11.98

11.59
11.37
11.29

11.10
10 95
10.90

14.63
14.04
13.96

12.13
11.80
11.72

14.53
14.39

13.50
13.28

12.29
12.03

11.47
11.29

11.10
11.08

14.78
14.62

12.00
11.84

14.76
15.14
15.49
18.00
14.00

14.02
14.13
14.27
17.86
13.57

12.84
12.77
12.85
17.29
13.00

11.96
11.97
12.09
16.93
13.00

11.45
11.51
11.78
16.39
13.00

14.97
15.39
15.71
18.45
14.00

12.45
12,48
12.65
16.84
13.00

13.352
13.619

12.695
12.721
13.159

11.128
11.510

10.693
10.972

10.560
10.915

13.873
14.013
14.580

11.269
11.530
13.159

13.14
13.43
13.36

12.21
12.54
12.35

10.93
11.44
11 .-29

10.31
10.82
10.78

10.23
10.65
10.63

13.54
13.82
13.62

10.86
11.30
11.20

15.02
15.24
15.34
15.36
15.33
15.25
15.27
14.87

13.83
14.15
14.17
14.36
14.34
14.22
14.41
14.07

12.51
13.00
13.07
13.43
13.41
13.29
13.61
13.40

11.88
12.40
12.72
13.12
13.17
13.09
13.29
13.12

11.70
12.22
12.67
12.81
12.97
13.12
13.12
13.00

15.38
15.54
15.50
15.41
15.33
15.15
15.13
14.68

12.41
12.88
13.11
13.38
13.42
13.39
13.56
13.35

14.27

13.39

12.78

12.41

12.32

14.13

12.68

16.31
15.51
17.19
12.60
18.44

15.89
14.88
16.87
12.00
18.37

15.38
14.18
16.41
10.50
18.02

15.10
13.92
16.20
10.70
17.70

15.04
13.92
16.08
10.98
17.21

16.20
15.40
17.11
12.05
18.45

15.35
14.22
16.39
11.05
17.84

1. Weekly figures are averages of 7 calendar days ending on Wednesday of the current week; monthly figures
include each calendar day in the month.
Quoted on bank-discount basis.
Rates on commercial paper placed for firms whose bond rating is AA or the equivalent.
Rate charged by banks on short-term business loans.
Rate for the Federal Reserve Bank of New York.
Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury.
Unweighted average of all issues outstanding of bonds neither due nor callable in less than 10 years,
including several very low yielding "flower" bonds.
8. Contract interest rates on commitments for first mortgages. Source: FHLMC.
2.
3.
/.
5.
6.
7.

NOTE:

Weekly and monthly figures are averages of daily rates, except for state and local bonds and conventional mortgages, which are based on Thursday and Friday figures respectively.




DAILY INTEREST BATES
(YIELDS IN PERCENT PER ANNUA)

G. 13 (CONTINUED)

FEDERAL
FUNDS

1981-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV
-NOV

2
3
4
5
6
9
10
11
12
13
16
17
18
19
20
23
24
25
26
27
30

15.06
15. 15
15.50
14.60
13.79
13.51
14.29
14.29
13.56
13.08
13.33
13. 16
12.90
12.94
12.38
12.15
11.97
12.71
12.25
12.44




COMM.
CDS
PAPER
SECONDARY
3-MO. 2/ M A R K E T
TREASURY BILLS
2
3-MO.
3-MO.
6-MO.
1-YR.

14.00
M
13.88
13.56
13.40
12.59
12.66
M
12.46
12.27
11.88
11.84
11.76
11.46
11.30
11.20
11.26
11.09
H
11.04
11.15

14.56
A
14.24
14.02
13.68
12.97
13.05
A
12.58
12. 49
12.15
12.21
12.03
11.76
11.68
11.68
11.71
11.36
A
11. 27
11.23

12.69
R
12.30
12.18
11.68
11.19
11.15
R
10.60
10.78
10.63
10.63
10.07
10.12
10.11
10.49
10.17
10. 10
R
10.17
10.37

12.87
K
12.50
12.59
12.20
11.63
11.57
K
11.25
11.31
11.10
11.08
10.67
10.62
10.64
10.99
10.62
10.46
K
10.54
10.70

12.65
E
12.36
12.39
12.00
11.48
11.46
E
11.11
11.09
10.99
11.00,
10.65
10.62
10.63
10.90
10.62
10.45
E
10.53
10.70

1-YR.

14.20
T
13.84
13.88
13.38
12.75
12.72
T
12.29
12.26
12.15
12. 16
11.73
11.69
11.69
12.01
11.68
11.49
T
11.61
11.82

U.S. GOVERNMENT SECURITIES
'
.
TREASURY CONSTANT MATURITIES
2-YR.
3-YR.
5-YR,
7-YR.
10-YR.

14.44
14.11
14.20
13.86
13. 17
13.22
12.77
12.83
12.69
12.71
12.19
12.22
12.21
12.50
12.15
12.13
12.11
12.36

14.44
C
14.13
14.23
13.88
13.25
13.23
C
12.85
12.93
12.79
12.85
12.65
12.67
12.63
12.97
12.63
12.54
C
12.55
12.81

14.61
L
14.32
14.43
14.07
13.54
13.63
L
13.23
13.31
13.21
13.21
13.11
13.04
13.01
13.31
12.75
12.61
L
12.58
12.79

14.66
O
14.26
14.35
14.10
13.52
13.56
O
13.22
13.35
13.25
13.25
13.17
13.07
13.11
13.41
13.05
12.73
o
12.68
12.86

14.57
S
14.18
14-19
13.94
13.39
13.40
S
13.19
13.18
13.07
13.18
13.00
13.04
13.14
13.44
13.13
12.98
s
12.92
13.13

20-YR.

30-YB.

14.74
E
14.34
14.39
14.18
13.78
13.72
E
13.49
13.45
13.31
13.45
13.24
13.20
13.23
13.44
13. 14
12.98
E
12.92
13.13

14.41
D
13.96
14.06
13.85
13.56
13.55
D
13.21
13.26
13.11
13.25
13.05
13.09
13.08
13.38
13.03
12.83
D
12.76
12.91