Full text of H.15 Selected Interest Rates : August 20, 1979
The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
F E D E R A L R E S E R V E statistical release SELECTED INTEREST RATES AND BOND PRICES (Yields in percent per annum) Calendar week ending August 18, 1979 August August Instruments 14 13 Federal funds (effective rate) 10.80 10.93 Commercial paper (prime, 90 to 119 days) 10.31 10.23 Commercial paper (prime, 4 to 6 mos.) 10.25 10.19 Finance paper placed directly (3 to 6 mos.) . . . 9.76 9.67 Bankers1 acceptances (prime, 90 days) 10.55 10.58 Prime loan (large business prime rate-majority) . 11.75 11.75 Discount rate (Federal Reserve Bank of New York). 10.00 10.00 Yields on U.S. Government securities: 3/ Auction Average (Issue date): 3-month bill 6-month bill 1-year bill Market Yields: 3-month bill 9.49 9.47 6-month bill 9.44 9.47 1-year bill , 9.05 9.11 Treasury constant maturities: 4/ 9.81 1-year 9..88 9.32 9..34 2-year 9.02 9..04 3-year 8.98 9..00 5-year 9..00 8.97 7-year 9..00 8.98 10-year 8.94 8.97 20-year 8.95 8.97 30-year Coupon issues due in: !>/ 9.02 9.03 3 to 5 years 9.72 9.73 Average yields on corporate bonds (Moody1s) 9.21 9.21 Aaa 10.36 10.34 Baa State and local government Aaa (Moody1s). . T 7 A s of week ending August 19, 1978. 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. 5>/ Unweighted average for all issues outstanding. August 15 10.97 10.33 10.30 9.81 10.60 11.75 10.00 For Immediate Release August 20, 1979 August 16 11.08 10.46 10.41 9.85 10.58 12.00 10.00 August 17 11.05 10.50 10.43 9.85 10.70 12.00 10.50 9.495 9.481 This Week. , 10.80^' 10.37 10.32 9.79 10.60 12.00 10.50 Last Week 21 10.6710.10 10.07 9.63 10.27 11.75 10.00 9.495 9.481 9.320 9.320 6.887 7.259 00 7.25 9.55 9.50 9.19 9.52 9.44 9.17 9.58 9.48 9.22 9.52 9.47 9.15 9.40 9.39 8.95 7.12 7.40 7.78 9.97 9.41 9.05 9.02 9.00 9.00 8.95 8.96 10.03 9.39 9.07 9.02 9.01 9.00 8.94 8.95 10.08 9.44 9..10 9..03 9..02 9..01 8..94 8.95 9.,95 9.,38< 9.06 9.01 9.00 9.00 8.95 8.96 9.72 9.27 8.98 8.93 8.95 8.94 8.92 8.93 8.38 8.41 8.37 8.37 8.43 8.48 8.52 8.54 9.01 9.01 9.04 9.02 8.95 9.72 9.71 9.18 9.18 10.32 10.33 5.70 I 9.72 9.20 10.34 5.70 9.73 9.20 10.35 5.70 -8.34 9.08 8.70 9.47 5.50 9.71 9.20 10.33 Source: U.S. Treasury,