Full text of G.13 Selected Interest Rates : June 5, 1979

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Uof'coiV

FED E R A L

RESERVE

statistical release
For Immediate Release

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

G. 13(415)

June 5, 1979

Weekly

Instruments

Federal funds (effective rate) 2/ . . . . .
Commercial paper (prime, 90 to Tl9 days) . ,
Commercial paper (prime, 4 to 6 moa.) . . .
Finance 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:

Mav 5
10.22
9.87
9.91
9.67
9.99
V .75
9.50

May 12
10.25
9.95
10.00
9.77
10.04
11.75
9.50

May 19
10.25
9.99
10.03
9.76
10.00
11.75
9.50

Mav 26
10.17
9.98
9.98
9.81
9.94
11.75
9.50

June 2
10.28
9.92
9.91
9.70
9.93
11.75
9.50

9.498
9.570

9.621
9.617

9.506
9.459

9.744
9.602

Monthly
April
Mav

10.01
9.85
9.87
9.64
9.90
11.75
9.50

10.24
9.95
9.98
9.75
9.98
11.75
9.50

9.526
9.409
9.153

9.493
9.498

9.592
9.562

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: I)/
3 to 5 years . . . . . . . . . . . . .
10 years ot more (long-term) 6/. . . .
Price of long-term Treasury bonds 6/77

9.58
9.60
9.40

9.63
9.61
9.39

9.60
9.50
9.26

9.64
9.49
9.14

9.55
9.44
9.05

9.46
9.49
9.28

9.61
9,54
9.27

10.30
9.92
9.54
9.36
9.34
9.36
9.28
9.24

10.27
9.91
9.54
9.35
9.34
9.37
9.30
9.27

10.09
9.80
9.45
9.27
9.26
9.28
9.23
9.21

9.95
9.63
9.27
9.08
9.08
9.11
9.11
9.11

9.88
9.54
9.19
9.01
9.01
9.04
9.06
9.06

10.12
9.78
9.43
9.25
9.21
9.18
9.12
9.08

10.12
9.78
9.42
9.24
9.23
9.25
9.21
9.19

9.42
8.55
47.24

9.42
8.59
47.02

9.32
8.61
46.93

9.14
8.51
47.51

9.08
8.44
47.89

9.32
8.44
47.89

9.30
8.55
47.24

Corporate bonds (Moody's), all industries . . .
Aaa . . . . . . . , . . . . . . . . . . .' .
Baa
State and local government Aaa (Moody^s) . . . .

9.92
9.51
10.40
5.80

9.96
9.52
10.47
5.85

9.98
9.51
10.50
5.90

9.98
9.49
10.51
5.75

9.94
9.48
10.45
5.75

9.81
9.38
10.33
5.80

9.96
9.50
10.47
5.81

Conventional mortgages 8/

10.60

10.68

10.73

10.75

10.90

10.50

10.69

SEE BACK FOR FOOTNOTES.



. . . . . .

INTEREST RATES

(Yields in per cent per annum)
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

20-yr

10.38
10.20
10.24
10.25

9.85
9.87
9.86
9.92

9.50
9.55
9.61
9.68

9.56
9.59
9.63
9.63

9.35
9.39
9.44
9.44

10.2410.28
10.34
10.33

9.91
9.91
9.93
9.93

9.54
9.54
9.55
9.55

9.35
9.34
9.36
9.38

9.33
9.32
9.34
9.37

9.36
9.34
9.38
9.39

9.25
9.27
9.29
9.32

: 9 21
9.22
9.27
9.29

7
8
9
10
11

10.29
10.21
10.25
10.23
10.26

9.92
9.93
9.97
9.96
9.98

9.66
9.66
9.64
9.64
9.56

9.62
9.65
9.62
9.63
9.52

9.42
9.43
9.41
9.41
9.30

10.31
10.31
10.29
10.29
10.15

9.91
9.91
9.90
9.92
9.90

9.54
9.55
9.55
9.54
9.52

9.36
9.36
9.35
9.37
9.33

9.34
9.35
9.34
9.36
9.32

9.39
9.38
9.36
9.36
9.34

9.32
9.31
9.30
9.31
9.28

9.28
9.28
9.26
9.27
9.26

14
15
16
17
18

10.33
10.28
10.13
10.24
10.25

10.00
9.99
9.99
9.98
9.98

9.55
9.60
9.57
9.57
9.72

9.48
9.53
9.48
9.46
9.56

9.29
9. 31
9. 27
9. 19
9. 25

10.13
10.15
10.10
10.00
10.06

9.87
9.87
9.84
9.72
9.71

9.49
9.50
9.49
9.42
9.36

9.30
9.32
9.30
9.22
9.20

9.29
9.31
9.29
9.22
9.21

9.30
9.32
9.31
9.24
9.23

9.24
9.25
9.24
9,22
9.19

9.22
9.24
9*22
9.20
9.18

21
22
23
24
25

10.34
10.18
9.66
10.18
10.05

9.99
10.00
9.98
9.97
9.95

9.77
9.70
9.67
9.53
9.54

9.64
9.50
9.49
9.40
9.41

9.32
9. 16
9. 16
9.04
9.02

10.14
9.95
9.95
9.87
9.85

9.75
9.69
9.65
9.58
9.50

9.39
9.35
9.27
9.21
9.14

9.22
9.14
9.05
9.02
8.98

9.22
9.15
9.04
9.01
8.97

9.24
9.15
9.07
9.06
9.01

9.20
9.16
9.09
9.07
9.04

9.20
9.16
9.09
9.07
9.03

28
29
30
31

10.49
10.48
10.65
10.31

9.55

M
9.42
M
9.46

R
A
9.00
A
R
9.08

K

9.93

9.01

9.03

9.03

9.06

9.08

9.08

Daily
1979
May

Federal
funds

1
2
3
4

If
~
If
\f
4/
5/
6/
U
8/

9.93

U.S. Government Securities

9.57

E
9.82
K
E
9.91

T
T

9.50
9.56

C
9.16
C
9.20

L

0
8.99
0
L
9.04

3/

S

E
8.98
S
E
9.02

30-yr

D
D

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.
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.