Full text of G.13 Selected Interest Rates : September 2, 1981

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FEDERAL RESERVE statistical release
•%LRBSt;V

Instruments
Federal funds ( e f f e c t i v e ) 2
1
8
.
Commercial p a p e r 3 / 7 /
1-month .
.
.
.
.
.
.
.
3-month
6—month . . . . . . . . . . . . . .
Finance paper placed d i r e c t l y 3/
1-month . . . . . . . . . . .
3-month
. . . . . . . . .
6—month . . . . . . . . . . . . . .
1
Bankers acceptances ( t o p - r a t e d ) 3/
3-month . . . . . . . . . . . . . .
6-month
CDs ( s e c o n d a r y maicket)
1-month
3-month
6-month . . . . . . . . . . . . . .
Prime l o a n ( s h o r t - t e r m b u s i n e s s ) 2 /
.
D i s c o u n t window b o r r o w i n g (FRBNY) 2/ .
U.S. government s e c u r i t i e s
Treasury b i l l s 3/
Auction average (Issue d a t e )
3-month
6-month . . . . . . . . . . .
1-year
Secondary market
3-month
6-month
1-year
Treasury c o n s t a n t m a t u r i t i e s 4/
1-year
. . . . . . . . . . .
2-yea r
•
3-year
. . . . . . . . . . .
5-year
7-year
10-year
.
20-year
30-year
Composite
Over 10 y e a r s ( l o n g - t e r m ) 5 /
.
Corporate bonds (Moody's), seasoned
All industries
Aaa
Baa . . . . . . .
S t a t e and l o c a l b o n d s ( M o o d y ' s ) , Aaa .
Conventional mortgage 6/

See b a c k f o r f o o t n o t e s .




For Immediate R e l e a s e
September 2 , 1981

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

G.13(415)

2

Monthly
August

Aug. 7

Weekly
Aug. 14

Aug. 21

Aug, 28

July

5

18.29

18.19

17.41

19.04

17.82

17.89
17.37
16.70

17.59
17.16
16.46

17.74
17.37
16.72

17.32
17.16
16.67

17.70
17.00
16.09

17.58
17.23

17.62
15.73
15.14

17.32
15.83
15.20

17.58
15.95
15.32

17.09
15.99
15.59

17.29
15,21
14.47

17.37
15.88
15.32

17.33
16.59

17.17
16.42

17.28
16.57

17.17
16.67

17.10
16.15

17.22
16.56

18.02
18.04
17.99
20.50
14.00

17.93
17.88
17.80
20.50
14.00

18.02
18.03
18.07
20.50
14.00

17.84
18.02

20.50
14.00

17.98
17.76
17.40
20.39
14.00

17.91
17.96
17.98
20.50
14.00

15.674
15.571

15.235
15.122
14.542

15.705
15.644

15.832
15.854

14.699
14.402
13.735

15.612
15.548
14.542

15.43
15.40
14.63

15.25
15.28
14.43

15.63
15.58
14.70

15.71
15.76
14.99

14.95
14.74
13.91

15.51
15.52
14.70

16.56
16.09
15.88
15.45
15.15
14.90
14.51
14.14

16.45
15.97
15.67
15.13
14.83
14.61
14.14
13.83

16.74

15.72
15.35
15.15
14.79
14.49
14.28
13.92
13.59

16.72

15.98
15.51
15.13
14.83
14.34
14.00

17.07
16.71
16.39
16.04
15.69
15.32
14.99
14.57

13.58

13.25

13.46

14.02

13.05

13.61

15.53
14.82
16.31
11.10
17.13

15.42
14.62

15.51
14.78
16.25

15.87
15.21
16.54

15.18
14.38
16.17

15.60
14.89
16.34

17.48

16.83

17.29

16.21

11.10
17.27

16.28

11.10
17.26

18.16

11.10

10.21

16.62

16.28
16.00

15.56
15.22
14.94
14.52
14.17

11.10

INTEREST RATES
(Yields i n percent per annum)

G.13 (continued)
Bally
1981
August

Federal
Funds

' Wm,

\

CDs
s e c , mkt.
3-mo.

3-mo

Treasury b i l l s 3/
1-yr
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

30-yr

3

18.81

17.02

17.81

15.50

15.51

14. 63

16.58

16.16

16.04

15.62

15.23

14, 95

14.62

14.27

4

19.92

17.55

18.26

15.48

15.44

14, 5 9 - —

16.52

16.16

15.97

15.60

15.25

14,,95

14.54

14.17

5

19.06

17.4,3

18.06

15.35

15.29

14 58

16.51

16.07

15.83

15.40

15.16

14.,91

14.52

14.15

6

18.96

17.44

17.99

15.36

15.36

14, 61

16.53

16.03

15.77

15.31

15.07

14.,86

14.44

14.0*

7

18.51

17.40

18.09

15.44

15.42

14, 73

16.65

16.05

15.79

15.34

15.05

14.,83

14.43

14.07

10

18.11

17.30

17.89

15.22

15.23

14, 34

16.34

15.83

15.55

15.08

14.81

14,.65

14.19

13.88

11

17.85

17.13

17.82

14.85

14.93

14,,15

16.10

15.67

15.37

14.87

14.57

14.,40

13.98

13.63

12

17.58

16.90

17.75

15.28

15.30

14,,48

16.52

16.02

15.70

15.12

14.82

14.,61

14.12

13.82

13

17.92

17.21

17.92

15.42

15.44

14,,54

16.59

16.13

15.83

15.26

14.92

14.,65

14.14

13.88

14

17.53

17.27

18.02

15.50

15.52

14.66

16.72

16.19

15.88

15.34

15.04

14.,74

14.27

13.95
13.90

17

18.30

17.36

17.96

15.74

15.73

14.,75

16.82

16.22

15.91

15.39

15.00

14.,71

14.22

18

19.75

17.63

18.08

15.72

15.62

14.,74

16.80

16.30

15.99

15.45

15.08

14.,79

14.31

13.95

19

18.77

17.34

18.06

15.67

15.55

14,,65

16.69

16.32

15.97

15.48

15.05

14..77

14.27

13.95

20

18.38

17.29

18.04

15.62

15.59

14.,70

16.74

16.25

16.02

15.63

15.20

14..89

14.43

14.08

21

17.53

17.21

18.00

15.40

15.41

14.,66

16.67

16.31

15.99

15.62

15.30

14,,97

14.46

14.14

24

17.92

17.07

18.03

15.85

15.92

15.,07

17.19

16.86

16.46

16.00

15.71

15,.32

14.95

25

17.21

17.39

18.31

15.78

15.80

15..00

17.09

16.67

16.39

16.07

15.69

15,.35

15.06

14.5^0
14.6™

26

15.77

17.15

17.99

15.83

15.88

15.,02

17.10

16.69

16.39

15.99

15.67

15,.31

15.00

14.60

27

17.13

17.24

18.02

15.72

15.76

15..02

17.09

16.75

16.47

16.15

15.73

15 .36

15.05

14.59

28

16.3,5

16.94

17.75

15.38

15.45

14,.84

16.87

16.57

16.25

16.01

15.65

15 .25

14.87

14.49

31

16.83

16.63

17.36

15.52

15.69

14..93

16.97

16.73

16.33

16.11

15.71

15 .41

15.15

14.78

Averages of d a i l y f i g u r e s except f o r s t a t e and l o c a l government and conventional mortgagee, which a r e based on Thursday and Friday f i g u r e s ,
respectively.
7-day average f o r statement week ended on preceding Wednesday.
Quoted on bank-discount b a s i s .
Y i e l d s on a c t i v e l y traded 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. Treasury.
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 nor c a l l a b l e i n 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 y i e l d i n g
" f l o w e r " bonds,
6 . , 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 .

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