Full text of H.15 Selected Interest Rates : December 17, 1979
The full text on this page is automatically extracted from the file linked above and may contain errors and inconsistencies.
FEDERAL RESERVE statistical release SELECTED INTEREST RATES (Yields in percent per annum) Calendar week ending December 15, 1979 H.15(519) Instruments Federal funds (effective rate) Commercial paper 3/^1 1-month 3-month ,....,• 6-month . . . . . Finance paper placed directly 3/2/ 1-month • 3-month 6-month • Bankers' acceptances (prime, 90 days) 3/ CDs (secondary market) 1-month 3-month 6-month Prime loan (large business prime rate-majority) . Discount rate (Federal Reserve Bank of New York). U.S. government securities Treasury bills 3/ Auction average (Issue date) 3-month 6-month 1-year . Secondary market 3-month 6-month . . * . 1-year . . . rroassury constant maturities 4/ 1-year 2-year 3-year 5-year 7-year 10-year 20-year 30-year Coupon issues due in 3 to 5 years 5/ Dec. 10 Dec. 11 Dec. 12 14.17 14.11 13.13 12.79 12.48 13.20 13.02 12.56 13.13 11.65 11.60 13.05 13.20 13.23 13.17 15.25 12.00 For Immediate Release December 17, 1979 13.77 Dec. 13 14.64 14 13.96 This Week 13.79 2/ Last Week 13.77 2/ 13.37 13.25 12.92 13.69 13.65 13.03 13.80 13.84 13.36 13.44 13.31 12.87 12.85 12.85 12.62 10.07 10.29 10.36 13.16 11.70 11.78 13.33 13.33 11.70 11.78 13.83 13.43 11.75 11.73 13.90 13.40 11.65 11.80 13.78 13.29 11.69 11.74 13.58 12.70 11.68 11.48 12.83 10.06 10.00 9.97 10.37 13.35 13.38 13.38 15.25 12.00 13.56 13.58' 13.61 15.25 12.00 14.01 14.10 14.16 15.25 12.00 13.99 13.86 13T69 15.25 12.00 13.62 13.63 13.60 15.29 2/ 12.00 2/ 12.94 13.09 13.12 15.54 2/ 12.00 1/ 10.10 10.51 11.04 11.50 2/ 9.50 2/ 12.054 11.769 11.927 11.767 8.929 9.263 8.93 9.24 9.28 Dec. 12.054 11.769 Year r , Ago 9.79 2/ 10.818 12.09 11.77 10.84 12.29 12.08 11.09 12.60 12.43 11.38 12.42 12.18 11.18 12.30 11.98 11.01 12.34 12.09 11.10 11.75 1.1.65 10.86 11.98 11.25 10.36 10.29 10.30 10.27 10.07 10.03 12.28 11.60 10.87 10.47 10.50 10.46 10.25 10.18 12.62 11.85 11.14 10.60 10.62 10.58 10.31 10.27 12.38 11.67 10.95 10.51 10.53 10.51 10.31 10.23 12.16 11.47 10.80 10.40 10.44 10.45 10.20 10.17 12.28 11.57 10.86 10.45 10.48 10.45 10.23 10.18 11.93 11.24 10.61r* 10.34 10.35 10.29 10.07 10.03 10.29 10.44 10.66 10.59 10.47 10.49 10.33 11.26 11.33 11.23 11.29 11.29 11.35 11.23 Corporate bonds (Moody s ) , all industries 10.79 10.70 10.69 10.79 10.60 10.65 10.58 Aaa 12.02 12.00 11.99 11.99 11.96 11.97 11.93 Baa . . . . . . . 6.50 6.50 6.50 State and local government Aaa (Moody's). (Moody's 16, 1978. As of week ending December 16, 1 2/ 7-day average for statement week ended on preceding Wednesday 3/ Quoted on bank-discount basis. Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury. 5/ Unweighted average for all issues outstanding. 6/ Rates on the commercial paper placed for firms whose bond rating is Aa or the equivalent. Year ago data show maturities for 30-59 90-119 days, and 120-179 days. V Year ago data show maturities for 30-59 days, 90-119 days, and 150-179 days. * This number was erroneously reported last week as 10.01, and the prior week as 10.61 instead of 10.64. ! 10.12 9.54 9.19 8.97 8.95 8.95 8.85 8.86 9.12 9.44 9.12 9.89 5.85 TT days,