View original document

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 per cent per annum)
Calendar week ending June 16, 1979

H.15(519)

Instruments

June
11
10.31
9.91
9.84
9.58
9.80
11.75
9.50

June
12
10.24
9.88
9.80
9.52
9.73
11.75
9.50

.ederal funds (effective rate)
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),
Yields on U.S. Government securities: 3/
Auction Average (Issue date):
3-month bill
,
,
6-month bill
1-year bill
,
Market Yields:
9.06
8.88
3-month bill
,
9.15
8.89
6-month bill
,
8.61
8.80
1-year bill
Treasury constant maturities: 4/
9.57
9.33
1-year
9.27
9.05
2-year
8.96
8.82
3-year
8.87
8.71
5-year
8.90
8.74
7-year
8.94
8.79
10-year
8.92
8.84
20-year
8.94
8.84
30-year
Coupon issues due in: 5/
8.90
8.78
3 to 5 years
....
Average yields on corporate bonds (Moody'
9.86
9.83
9.30
Aaa
9.26
10.43
10.43
Baa
State and local government Aaa (Moc
(Moody*s).
1978.
1/ As of week ending June 17, 197?
7-day average for statement week ended on preceding Wednesday.
3/ Bills quoted on bank discount basis.
Yields on actively traded issues adjusted to constant maturities.
Unweighted average for all issues outstanding.
5/

1/
5/




June
13
10.01
9.67
9.63
9.41
9.70
11.75
9.50

For Immediate Release
June 18, 1979

June
14
10.29
9.70
9.63
9.41
9.68
11.75
9.50

June
15
10.31
9.68
9.63
9.37
9.77
11.75
9.50

8.957
9.047

This
Week
10.23 21
9.11
9.71
9.46
9.73
11.75
9.50

Last
Year
Week
Ago 1/
10.23 2/\ 7.49 2/
.61
9.92 "
.66
9.88
9.62
.38
9.90
,74
11.75
8.75
9.50
7.00

8.957
9.047

9.554
9.425

6.618
7.121

8.87
8.90
8.67

8.90
8.95
8.70

9.15
9.15
8.94

8.97
9.01
8.74

9.36
9.29
8.94

6.65
7.16
7.46

9.39
9.08
8.84
8.75
8.77
8.83
8.86
8.87

9.42
9.12
8.88
8.79
8.80
8.87
8.88
8.89

9.71
9.24
9.00
8.90
8.91
8.96
8.93
8.94

9.48
9.15
8.90
8.80
8.82
8.88
8.89
8.90

9.74
9.41
9.06
8.91
8.94
8.97
8.98
8.98

8.03
8.13
8.19
8.29
8.35
8.41
8.47
8.45

8.81

8.82

8.22

9.78
9.22
10.33
5.40

8.85
9.81
9.25
10,39
5.40

8.97

9.80
9.24
10.41

8.95
9.77
9.22
10.34

9.90
9.41
10.44
5.75

9.10
8.72
9.58
5.65

Source:

U.S. Treasury.