Full text of G.13 Selected Interest Rates : January 7, 1981

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FEDERAL RESERVE statistical release

IfSI:

SELECTED INTEREST RATES
( Y i e l d s i n p e r c e n t per annum)

G. 13(415)

For Immediate Release
January 7, 1981

Dec. 5

Dec. 12

Weekly
Dec. 19

Dec. 26

Jan. 2

17.72

18.82

19.83

19.44

18.45

15.85r

18.90

13. 1)

17.42
17.09
16.05

19.64
19.00
17.57

20.33
19.55
17.49

19.06
17.51
15.49

17.89
16.34
15.05

15.23
15.18
14.73

18.95
18.07
16.49

12.76
12.66
12.29

16.90
14.18
14.03
17.28

18.55
15.17
14.84
19.23

19.36
15.62
15.32
19.24

17.30
15.26
15.11
16.84

16.66
14.63
14,53
16.28

14.87
13.14
13.07
15.34

17.87
15.00
14.78
17.96

12.44
11.4V
11.28
12. 78

17.66
17.58
16.57
17.96
12.00

20.08
19.93
18.34
19.07
12.86

20.76
20.23
18.19
20.29
13.00

19.23
17.60
15.87
21.43
13.00

17.87
16.99
15.76
21.50
13.00

15.39
15.68
15.36
16.06
11.47

19.24
18.65
17.10
20.35
12.87

12.41
13.0/
12. n
15.27
11.77

14.649
14.554
13.261

16.335
15.069

16.667
15.423

14.992
14.032

13.908
13.411
12.074

13.888
13.612
12.219

15.661
14.770
13.261

11.506
11.374
10.748

14.98
14.57
13.43

16.76
15.39
13.75

16.21
15.18
13.71

14.62
13.81
12.40

14.31
13.73
12.38

13.73
13.50
12.66

15.49
14.64
13.23

11.43
11.37
10.89

15.18
14.21
13.77
13.40
13.09
10-year
12.91
20-year . . . . . . . . . .
12.48
12.44
Coupon i s s u e s due i n 1 0 - y e a r s o r more ( l o n g - t e r m ) 5 / 11.92

15.52
14.66
14.10
13.68
13.38
13.19
12.86
12.78
12.25

15.44
14.77
14.17
13.69
13.40
13,18
12.81
12.68
12.15

13.82
13.15
12.91
12.50
12.37
12.29
11.99
11.87
11.38

13.86
13.00
12.81
12.54
12.43
12.36
12.05
11.95
11.49

14.15
13.51
13.31
12.83
12.71
12.68
12.44
12.37
11.83

14.88
14.08
13.65
13.25
13.00
12.84
12.49
12.40
11.89'

12.05
11.77
11.55
11.48
11.43
11.46
11.39
11.30
10.81

13,85
13.15
14.84
9.20

14.19
13.47
15.21
9.40

14.31
13.49
15.36
9.80

13.91
12.89
15.19
9.80

13.82
12.83
15.09
9.00

13.64r
12.97
14.64
8.71

14.04
13.21
15.14
9.44

12.75
11.94
13.67
7.85

14.43

14.83

14.95

14.95

14.21

14.79

13.77

Instruments
F e d e r a l funds ( e f f e c t i v e r a t e ) 2 / .
Commercial paper 3 / 7 /

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

Bankers 1 a c c e p t a n c e s (prime, 90 d a y s ) 3/
CDs (secondary m a r k e t )

. . . . . .

Prime loan ( l a r g e b u s i n e s s prime r a t e - m a j o r i t y ) 2 / . .
Discount r a t e ( F e d e r a l 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 ( I s s u e d a t e )
3-month . . . . . . . . .
6-month . . . . . .
,
1-year
.
Secondary market
1-year . .
Treasury c o n s t a n t m a t u r i t i e s 4 /
2-year

Corporate bonds (Moody's), a l l i n d u s t r i e s
Baa . .
S t a t e and l o c a l government Aaa (MoodyU)
Conventional mortgage 6/
See back f o r f o o t n o t e s .




. . . .

.

. ..

Monthly
Dec.
Nov,

Year

1980

-

\

, ; "i

v

yr

,-

-

%,% '

,

- -

,

^ ,, ^

INTEREST RATES
( Y i e l d s i n p e r c e n t p e r annum)

G« 13 ( c o n t i n u e d )
bally
1980
Dec.

- »

CDS
j
sec.rakt. 1
3-mo.
1
17.33

U'
L
.
T r e a s u r y M i l s 3/
3-mo
6-mo
1-yr

,

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

20-yr

17.71

Comm.
paper.y
3-mo,£/
16.90

16,. 75

16.94

17.46

14.82

14.61

13.50

15.27

14.25

13.77

13.37

13.09

12.95

12.54

12.50

15.58

16.96

17.46

14.66

14.34

13.25

14.95

14.04

13.67

13.42

13.10

12.92

12.45

12.41

IB*. 11

16.96

17.50

14.86

14.44

13.32

15.04

14.15

13.73

13.43

13.10

12.91

12.47

12.43

19.32

17.67

18.14

15.84

14.83

13,53

15.29

14.34

13.89

13.45

13.10

12.85

12.39

12.33

Federal
funds ;

1-yr

30-yr

8

18.80

17.96

18.81

16.53

15.15

13.60

15.37

14.45

13.95

13.51

13.16

12.91

12.43

12.42

9

18.37

18.52

19.40

16.72

15.36

13.68

15.45

14.54

14.04

13.61

13.30

13.10

12.75

12.68

10

18.52

18.98

19.81

16.88

15.48

13.82

15.60

14.59

14.03

13.63

13.33

13.15

12.85

12.80

11

20.14

19.65

20.90

17.14

15.74

14.01

15.85

14.97

14.37

14.04

13.74

13.57

13.26

13.17

12

19.44

19.88

20.73

16.55

15.24

13.62

15.35

14.74

14.09

13.63

13.37

13.21

12.99

12.82

15

19.62

19.52

19.87

16.77

15.53

13.84

15.61

14.83

14.19

13.75

13.45

13.25

13.00

12.85

16.70

15.51

14.06

15.88

15.12

14.41

14.04

13.75

13.51

13.13

12.93

14.31

13.87

13.55

13.28

12.87

12.74

16

20.45

19.81

20.62

17

20.27

19.82

20.76

16.47

15.43

13.92

15.70

14.98

18

20.74

19.52

20.48

16.20

15.27

13.81

15.55

14.89

14.28

13.79

13.48

13.22

12.72

12.62

19

20.07

19.06

19.44

14.93

14.17

12.93

14.47

14.05

13.66

13.02

12.77

12.64

12.31

12.22

22

19.75

18.56

17.88

14.84

13.77

12.46

13.83

13.24

12.89

12.34

12.21

12.14

11.86

11.75

23

18.84

17.52

17.29

14.49

13.72

12.28

13.61

13.04

12.86

12.50

12.41

12.35

12.04

11.93

14.05

13.37

13.07

12.61

12.48

12.42

12.08

11.95

C

' L

0

S

E

D

12.81

12.53

12.38

12.25

11.97

11.84
11.84

T
2.
3.
4.
5.
6.
7.

24

16.52

16.94

17.56

14.71

13.99

12.53

25

M

A

R

K

E

T

26

17.26

17.02

17.67

14.45

13.77

12.31

13.78

29

17.93

16.81

17.41

14.18

13.60

12.25

13.70

12.87

12.71

12.41

12.31

12.20

11.93

30

20.89

16.26

16.83

14.12

13.64

12.34

13.81

12.97

12.83

12.55

12.43

12.39

12.07

n.96

31

22.00

16.29

16.91

14.30

13.76

12.38

13.86

13.06

12.85

12.59

12.49

12.43

12.09

11.98

12.95

Averages of "daily f i g u r e s except f o r s t a t e and l o c a l government and c o n v e n t i o n a l mortgages, which a r e 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 b a n k - d i s c o u n t b a s i s .
Y i e l d s 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 to 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 n o r c a l l a b l e in 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 yic :
" 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. S o u r c e : 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 .