Full text of G.13 Selected Interest Rates : November 2, 1978

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statistical

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). .
Commercial paper (prime, 4 to 6 mos,) . . .
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:
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-—yeasr . . . . . . . . . . . . . . . .
30-year . . . .
. . . . . . . .
Coupon issues due in: 5j
3 to 5 years « . . , ,
10 years or more (long-term) 6/ * . ,
Prisae of long-term Treasury bonds 6 / 7 ,
Corporate bonds (Moody ^ s) * all isdaistries . . .
State and local government Aaa (Moody1 s),
Convention.* I rrn-.rtr-8/ . . * . . . . .
gEE BACK F05 FOOTNOTES




S

Oct. 7
8.85
8.70
8.75
8.54
8.89
9.75

8.00

8.161
8.377
8.14
8.39
8.23

8.88

8.69
8.50
8.52

8.56
8.58
8,64
8.63

8.48
7.99
$0,56
9.10

8.81

- 9.48
5.50

Weekly
Oct. 21
Oct. 14
8.78
8.71
8.92
9.02
8.97
9.07
8,80
8,71
9.33
9.06
10.00
10.00
8.50
8.00

r . l e a . .

For Immediate Release
November 2, 1978
Oct. 28
9.24
9.13
9,19
8,92
9.59
10.25
8.50

Monthly"
Sept.
.45
8.39
8,44

8.18
8.54
9.41
7,83

8.256
8.422

8.209
8.561

7.900
8.612

7,836
7,948

7.98
8.39

7.89
8.59
8.46

7,70
8.57
8.53

7.85
7,99
8,01

8.93
8.70
8.47
8.49
8.52
8.54

9.17

9.24

8.64
8.57
8.41
8.43
8.42
8.42
^.47
8.47

8.28

8.61
8.60

8.80

8.96

8.66

8.69
8.66
8.69
8.69
8.73
9.70

8.57
8.59
8.63

8.62
8.67

8,00

8.06

8,56

8.68

50.54

50/12

49,80

9.15
a.,85
9.52
5.50

9.21
8.88
9.40
5.50

9.29
8.94
9.69
5.60

9..06c
8.69c
9^42^
5.53

9.88

9.76

8.47

9.85

8.12

8.38
7.82
51 .,67

INTEREST RATES
(Yields in per cent per annum)

G.13 continued

Daily
1978
October

2
3
4
5

6
9

10
11
12

Comm.
Federal paper
funds
90-119
days
8.96
8.83

8.68

8.75
8.71
M
9.06
8.30

8.81

13

8.73

16

8.84
8.76

17

8.63
8.67
8.70
8.73
8.78

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

20-yr

30-yr

8.86

8.71
8.69
8.69
8.69
8.69

8.48
8.50
8.51
8.51
8.49

8.53
8.52
8.53
8.53
8.51

8.57
8.55
8.56
8.56
8.56

8.58
8.57
8.59
8.60
8.58

8.65
8.64
8.65
8.65
8.62

8.63
8.63
8.63
8.64
8.61

8.70
8.70
8.69
8.69

C
8.47
8.48
8.47
8.47

L
8.50
8.51
8.47
8.47

0
8.54
8.53
8.49
8.50

S
8.58
8.56
8.51
8.52

E
8.62
8.62
8.60
8.60

D
8.61
8.61
8.58
8.59

8.51
8.54
8.58

8.57
"8.57

8.61

9.13
9.19
9.22

8.73
8.77
8.83
8.84
8.85

8.59
8.60
8.62
8.64
8.66

8.65
8.66
8.67
8.68
8.70

8.65
8.65
8.65
8.67
8.69

8.45
8.49
8.45
8.59

8.84
8.85
8.96
9.05
9.12

8.63
8.63

8.62

8.68

9.15
9.19
9.14
9.30
9.40

8.69
8.84

8.69

8.64
8.67
8.71
8.76

8.66
8.64
8.65
8.72
8.78

8.72
8.70
8.71
8.74
8.78

8.69
8.67
8.68
8.71
8.75

9.05
9.13

9.82
9.92

9.35
9.49

9.05
9.32

8.93

8.91
9.00

8.88
8.98

8.88
8.90

8.84
8.87

1-yr
bill

7.98

8.35
8.38
8.40
8.41
8.42

8.21
8.20
8.22

K
8.42
8.42
8.35
8.36

E
8.27
8.29
8.29

8.98

8.55

8.43
8.45
8.43
8.48
8.51

9.14

8.16

8.18

8.19
8.19
R

A
8.87
8.92
8.93
8.95

8.09
7.78
7.82

8.96
8.99
9.GO
9.03
9.10

7.88
8.15
7.94
7.75
7.75

8.21

8.62

18

8.86
8.95
9.07

23
24
25

9.10
9.11
9.13
9.15

9.18

7.52
7.77
7.54
7.76
7.93

8.51

27

9.30
9.65
9.55
9.15
9.15

30
31

9.23
9.35

9.20
9.40

8.47
8.75

8.94
9.23

26

2-yr

6-mo
bill

19

20

1-yr

3-mo
bill

8.57
8.57
8.63

8.60
8.48
8.59
8.65

8.25

8.28

8.26

8.85
8.87
8.89
8.92
T
8.91
8.93
8.90

9.16

8.60

8.63

8.66

8.58
8.60
8.62

8.60
8.62

8.78
9.16

8.61
8.64
8.64
8.67

8.66

Average of daily figures except for State and local Government and conventional mortgages, which are based
on Thursday and Friday figures, respectively.
2/ 7-day average for statement week ended on preceding Wednesday.
3/ Bills quoted on bank discount basis.
4/ Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury Department.
51/ Unweighted average of all issues outstanding.
61 Bonds neither due nor callable in less than 10 years,
~
including a number of very low yielding "flower" bonds.
7j Derived from "long-term" yields above on the basis of an assumed 20-year bond with a 3 per cent coupon.
8/ Contract interest rates on commitments for first mortgages. Source: FHLMC.
1/