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

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m

FEDERAL

statistic.

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

G.13
Instruments

Federal funds (effective rate) 2/ . . . . .
Commercial paper (prime, 90 to 119 days). .
^gmmercial paper (prime, 4 to 6 mos.) . . .
••nance paper placed directly (3 to 6 mos.)
Bankers1 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);
3-month bill . . . . . . . . . . . . . .
6-month bill
1-year bill
Market Yields:
3-month bill
. . . . .
6-month bill .
1-year bill
.
Treasury constant maturities: 4/
1-year
2-year . . . . .
3-year
5-year . . . . . . . . . . . . . . . .
7-year .
10-year
20-year
30-year . . . . .
....
Coupon issues due in: 5/
3 to 5 years
10 years or more (long-term) 6/. . . .
Price of long-term Treasury bonds 6/7/. . . . .
Corporate bonds (Moody's), all industries . . .
Aaa
Baa . . . . . . . . . . . . . . . . . . . .
State and local government Aaa (Moody's). . . .
Conventional mortgages 8/ .
SEE BACK FOR FOOTNOTES.




RESERVE

Weekly
Dec. 16
9.79
10.29
10.36
9.99
10.37
11.50
9.50

release
For Immediate Release
January 3, 1979

Dec. 23
9.75
10.45
10.50
10.14
10.78
11.50
9.50

Dec. 30
10.55
10.61
10.22
10.73
11.68
9.50

Monthly
Nov.
Dec.
9.76
10.03
10.14
10.37
10.23
10.43
9.82
10.06
10.53
10.55
10.94
11.55
9.50
9.50

8.929
9.263
9.320

9.237
9.524

9.336
9.580

8.787
9.204

9.122
9.397

7.221
7.572
7.678

8.93
9.24
9.32

8.93
9.24
9.28

9.28
9.58
9.61

9.25
9.46
9.65

8.64
9.24
9.20

9.08
9.36
9.44

7.19
7.58
7.74

10.11
9.56
9.16
8.92
8.88
8.85
8.78
8.78

10.14
9.50
9.12
8.89
8.86
8.86
8.79
8.80

10.12
9.54
9.19
8.97
8.95
8.95
8.85
8.86

10.49
9.93
9.52
9.25
9.19
9.14
9.00
8.98

10.54
9.98
9.59
9.32
9.22
9.14
8.99
8.95

10.01
9.42
9.04
8.84
8.80
8.81
8.75
8.75

10.30
9.72
9.33
9.08
9.03
9.01
8.90
8.88

8.34
8,34
8.29
8.32
8.36
8.41
8.48
8.49

9.01
8.21
49.23

9.02
8.27
48.87

9.12
8.32
48.58

9.41
8.44
47.87

9.48
8.43
47.94

8.9?
3.16
49.54

9.23
8.36
46.38

8.30
7.89
51.26

9.39
9.04
9.85
5.55

9.40
9.06
9.85
5.70

9.44
9.12
9.89
5.85

9.55
9.24
9.99
6.05

9.62
9.27
10.08
6.05

10.30

10.35

10.35

10.35

10.38

Dec. 2
9.85
10.20
10.28
9.89
10.52
11.50
9.50

Dec. 9
9.8 '
10.25
10.32
9.95
10.38
11.50
9.50

9.166
9.330

8.984
9.220

8.98
9.27
9.29

w

9.40
9.03*
9.83
5.59
10.11

Year
1-78
7.94
7 94
7.99
7.78
8 11
9.06
7.46

V.49
S.16
9.94
5.SI

9,07;
8.73;
9.45;
5.52

10.35

9.63

INTEREST RATES
(Yields in per cent per annum)

G.13 continued
Daily
1978
December

T 7

2J
3/
4/
5/
6/
7/
8/

T

Fed<sral
furids

Comm.
paper
90-119
days

3-mo
bill

6-mo
bill

1-yr
bill

1-yr

2-yr

Treasury constant maturities
3-yr
5-yr
7-yr
10-yr

8.85

9.13

9.22

10.02

9.50

9.09

8.81

8.80

U. S. Government Securities 3/
20--yr

30-yr

8.80

8.77

8.73

8.81
8.84
8.85
8.89
8.90

8.82
8.85
8.85
8.89
8.90

8.78
8.79
8..77
8,79
8..80

8,79
8.79
8.78
8.81
8.81

8.93
8.92
8.98
8.98
9.05

8.90
8.91
8.97
8.96
9.01

8.90
8.92
8.98
8.96
9.00

8.80
8.83
8,.88
8,.88
8,.88

8.81
8.82
8.89
8.88
8.90

9.17
9.17
9.26
9.35
9.32

9.14
9.15
9.21
9.25
9.20

9.13
9.14
9.16
9.16
9.11

8..98
8..99
9,.03
9..02
9..00

8.99
8.97
8.99
8.98
8.95

0
9.21
9.20
9.23
9.23

S
9.13
9.12
9.16
9.15

E
8.,98
8.,97
9..01
8,.99

D
8.94
8.93
8.97
8.96

1

9,95

10.24

4
5
6
7
8

9 88
9 78
9 66
9 80
9,.82

10 24
10 25
10 28
10,25
10,,24

8.95
8.95
8.89
8.90
8,.95

9.19
9.26
9.24
9.25
9.26

9.30
9.33
9.32
9.32
9.31

10.11
10.13
10.12
10.19
10.17

9.51
9.50
9.50
9.50
9.51

9.11
9.12
9.12
9.13
9.14

8.85
8.87
8.88
8.92
8.93

11
12
13
14
15

9..94
9..94
9..39
9,.84
9,,83

10..26
10,.28
10,.30
10..30
10..30

8,,93
8,.86
8,.88
8..90
9..08

9.23
9.21
9.21
9.20
9.37

9.26
9.22
9.25
9.25
9.40

10.10
10.06
10.09
10.09
10.25

9.52
9.52
9.54
9.54
9.58

9.16
9.16
9.19
9.20
9.23

18
19
20
21
22

9..97
9..94
8,.98
9,.99
10,.01

10..38
10,.42
10,.42
10,,51
10.51

9..26
9,.21
9,.25
9,.29
9.37

9.55
9.61
9.61
9.57
9.57

9.54
9.61
9.63
9.63
9.62

10.41
10.49
10.52
10.51
10.50

9.86
9.91
9.96
9.98
9.96

9.46
9.49
9.52
9.57
9.57

25
26
27
28
29

M
10,.89
10,.82
10..71
10,.84

A
10,.51
10,.55
10.,60
10.55

R
9..36
9,.19
9.20
9.26

K
9.51
9.39
9.44
9.48

E
9.62
9.61
9.69
9.69

T
10.50
10.50
10.58
10.57

9.98
9.98
9.98
9.98

C

9.59
9.58
9.60
9.59

L

9.32
9.31
9.34
9 . 32

Average of daily figures except for State and local Government and conventional mortgages, w h i c h 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.
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 per cent coupon.
Contract interest rates on commitments for first mortgages. Source: FHLMC.
October number was reported last month as 9.89; correct number is 8.89.