Full text of G.13 Selected Interest Rates : December 4, 1979

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FEDERAL RESERVE statistical release

W

For Immediate Release
December 4, 1979

SELECTED INTEREST RATES
(Yields In percent per annum) 1/

G.13(415)
Instruments
Federal funds (effective rate)2/. . . . . . . . . . . .
Commercial paper 3/8/

Nov. 10
13.77

Weekly
Nov. 17
13. 30

Nov. 24
13. 10

Dec. 1
12.46

Oct.
13.77

Nov..
13.18

14.07
14.24
13.95

13. 60
13. 80
13. 37

13. 26
13. 50
13. 19

12.28
12.65
12.40

13.06
13.23
13.23

13.34
13.57
13.26

14.11

13.96
12.87
12.25
14.20

13. 59
12.80
12. 19
13.72

13. 14
12. 65
12. 14
13.,46

12.14
11.80
11.43
12.62

12.85
12.24
11.50
13.44

13.25
12.52
12.00
13.53

14.17
14.45
14.49
15.00
12.00

14.28
14.53
14.60
15.25
12.00

13. 83
14. 09
14. 11
15.46
12.,00

13. 62
13. 95
14.,03
15.,71
12. 00

12.61
12.96
13.09
15.75
12.00

13.36
13.66
13.83
14.39
11.77

13.60
13.90
13.97
15.55
12.00

12.256
12.193

12.098
12.086

12.,026
11,,945
11,,810

11,.944
12,.035

11.018
11.022

11.472
11.339

11.868
11.856

12.07
12.14
11.65

12.25
12.28
11.66

11,,90
11..92
11.,12

11,,77
11..84
11..25

11.26
11.25
10.74

11.70
11.66
11.23

11.79
11.82
11.22

12.91
12.13
11.64
11.25
11.00
10.78
10.44
10.26

12.94
12.15
11,56
11.21
11.03
10.87
10.56
10.45

12..31
11..78
11..12
10,.95
10 .83
10.69
10,.42
10 .36

12..45
12..02
11.,31
11..09
10,.91
10 .71
10.42
10.35

11.76
11.27
10.64
10.42
10.40
10.34
10.09
10.07

12.44
11.49
10.95
10.63
10.47
10.30
9.99
9.85

12.39
11.81
11.18
10.93
10.80
10.65
10.37
10.30

11.43
9.88
11.32
10.73
11.98
6.35

11.36
9.98
11.41
10.83
.11.99
6.35

10 .97
9 .86
11.37
10 .75
11.99
6 .55

11.08
9.84
11 .40
10 .83
11 .98
6 .60

10.42
9.51
11.30
10.63
12.00
6.60

10.75
9.44
10.17
10.13
11.40
6.25

10.98
9.80
11.37
10.76
11.99
6.49

12.80

12.85

12 .80

12 .80

12.90

11.64

12.83

NOV, 3
15.61
n.a.
n.a.

Monthly

Finance paper placed directly 3/9/
n.a.

Bankers' acceptances (prime, 90 days)3/ . . . . . . . .
CDs (secondary market)

prime loan (large business prime rate-majority)2/ . . .
Discount rate (Federal Reserve Bank of New York)2/. . «
U.S. government securities
Treasury bills 3/
Auction average (Issue date)
3-month . . . . . . . . . . . . . . . . . . .
6-month
. . . . .
. . . ,
Secondary market
3-month
6-month

. . . . . . . . .

Treasury constant maturities 4/
1-year
2-year . . . . . . . . . . . .
3-year
, . . . .
5-year . . . . .

Coupon issues due in

. . .
, . . . . . . .
.

5/

Corporate bonds (Moody's), all industries . . . , . . .

State and local government Aaa (Moody's)
Conventional mortgages
See back for footnotes.




7/

, . . .

INTEREST RATES
(Yields in percent per annum)

G.13 (continued)
Daily
1979
Nov.

Coram.

&

CDs
sec.mkt.
3-mo.

14.23
14.26

14.47
14.48

14.30
M
14.26
14.21
14.18

14.56
A

9

13.56
12.71
10.90
13.52
13.42

12
13
14
15
16

M
13.54
12.36
13.43
13.23

A
14.02
13.95
13.62
13.60

R
13.96
14.23
14.13
14.04

1
2

15.26
14.66

5
6
7

8

19

20
21
22
23
26
27
28
29
30
1/
~
2/
2/
4/
5/
Z/
7/
8/
~
9/

Federal
funds .

13.21
12.98
12.40
M
12.31
12.35
12.53
12.98
13.04
13.96

13.64
13.56
13.49
A;
13.32
13.11

12.66

12.52
12.45
12.51

14.60

14.63
14.31

14.11
13.95
14.07
R
13.67
13.06
13.02

12.80
12.78
13.15

Treasury bills 3/
3-mo
6-mo
1-yr

12.06

12.08

11.64

12.15

11.68

12.06

12.28

R
12.48
12.44

K
12.46
12.41
11.98

11.72
E
11.91

12.05

12.00

K

12.06
11.94
11.70
11.91

E
11.90
11.96

11.80
12.02

11.99
11.92

11.81

12.10
12.02
11.80

K
11.34

E
11.44

11.05
11.09
11.40
11.27
11.49

11.11
11.10
11.33
11.22
11.47

11.76

11.23

U.S. Government Securities
Treasury constant maturities
2-yr
3-yr
5-yr
7-yr
10-yr

12.88

12.08

12.93

12.19

12.97
T
13.19
13.12
12.48

12.15
12.36
12.29
11.78

11.06
11.17
11.00

11.26
11.39
11.42
11.29
T
10.91
10.67

10.61

10.80
10.73
10.87

12.25
12.38
12.17
12.44

11.64

11.82
11.68
11.97

12.62

12.08

12.65
12.50

12.12
12.17

12.02

11.69

11.73
11.64
11.84
11.73

11.88

11.44
11.11
11.23
11.23
11.33

30-yr

11.57
11.67

11.26

11.02

11.24

11.02

10.79
10.84

10.49
10.53

10.30
10.44

11.68

11.25
L
11.35

11.03
0

11.28

11.16
11.10

10.85
S
11.00
10.96

10.53
E
10.67

10.96

10.83

10.68

10.43

10.42
1
D
10.53
10.51
10.34

L

0
10.75

E
10; 39
10.46
10.36
10.46

D
10.32
10.40
10.30
10.41

C
11.70
11.67

11.20

C

T

20-yr

11.02
11.21
11.04

11.21
11.36
11.40
11.38
C

11.10
10.74
10.54
10.64

10.60

10.68

10.61

10.98

10.86

S
10,63
10:75

11.08

10.77
10.94

10.62
10.77

11.19

11.00

10.80

10.49
10.47
10.45
E
10.27

10.42
10.39
10.36
D

10.37
10.24
10.37
10.34
10.38

10.13

10.10

10.86

10.86

11.22

11.17
L
10.76

10.52

10.28
10.46
10.42
10.44

11.01

10.98
0

10.66
10.46
10.27
10.44
10.40
10.45

10.78
10.73
S
10.51

10.02
10.11
10.09

10.10

10.21

P

10.0
10.0
10.06
10.09

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.
Quoted on bank-discount basis.
Yields on actively traded issues adjusted to constant maturities. Source; U.S. Treasury.
Unweighted average of all issues outstanding.
^ :
Bonds neither due nor callable in less than 10 years, including several very low yielding "flower" bonds.
Contract Interest rates on commitments for first mortgages. Source: FHLMC.
Rates on the commercial paper placed for firms whose bond rating is Aa or the equivalent. October data show maturities
for 30-59 days, 90-119 days, and 120-179 days.
October data show maturities for 30-59 days, 90-119 days, and 150-179 days.