View original document

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 November 17, 1979

H.15(519)

Instruments
Federal funds (effective rate). \ \ ". ] ". . . . .
Commercial paper
'hj^l
1-month
3-month
6-month
•
Finance paper placed directly 3/V
1-month
3-month
...
6-month . . .
Bankers' acceptances (prime, 90 <^ays) ^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 V
Auction average (Issue date)
3-month . . .
6-month
1-year
Secondary market
3-month
.
6-month . . . .
1-year
Treasury 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 J5/
1

Nov.
12

M
A

For Immediate Release
November 19, 1979

Nov.
13
13.54

Nov.
14
12.36

Nov.
15
13.43

Nov.
16
13.23

This
Week
13.30 2/

Last
Week
13.77 2/

13.94
14.02
13.61

13.62
13.95
13.48

13.39
13.62
13.25

13.46
13.60
13.14

13.60
13.80
13.37

14.07
14.24
13.95

10.00
10.28
10.38

13.86
12.88
12.20
13.63

13.76
12.88
12.20
13.85

13.38
12.73
12.18
13.68

13.34
12.70
12.18
13.73

13.59
12.80
12.19
13.72

13.96
12.87
12.25
14.20

9.97
9.93
9.90
10.47

13.79
13.96
13.93
15.50
12.00

13.95
14.23
14.27
15.50
12.00

13.83
14.13
14.14
15.50
12.00

13.74
14.04
14.10
15.75
12.00

13.83
14.09
14.11
15.46 2/
12.00 2/

14.28
14.53
14.60
15.25 2/
12.00 2/

10.02
10.72
11.13
10.75 2/
9.50 2/

12.026
11.945

12.098
12.086

8.593
9.291

~
9.68 2/

R
K
E
T

12.026
11.945

C
11.810
L
0

12.06
11.90
11.06

11.94
11.96
11.17

11.70
11.80
11.00

11.91
12.02
11.26

11.90
11.92
11.12

12.25
12.28
11.66

8.14
9.08
9.08

12.25
11.64
11.02
10.86
10.75
10.63
10.39
10.32

12.38
11.82
11.21
10.98
10.86
10.75
10.46
10.40

12.17
11.68
11.04
10.86
10.77
10.62
10.36
10.30

12.44
11.97
11.21
11.08
11.04
10.77
10.46
10.41

12.31
11.78
11.12
10.95
10.86
10.69
10.42
10.36

12.94
12.15
11.56
11.21
11.03
10.8V
10.56
10.45

9.89
9.31
8.95
8.78
8.76
8.77
8.72
8.72

10.91

11.06

10.89

11.01

10.97

11.36r*

8.93

S
E
D

11.38
11.36
11.37
11.38
11.37
11.41
11.37
Corporate bonds (Moody s), all industries
10.81
10.72
10.73
10.76
10.73
10.75
10.83
Aaa
11.98
11.99
11.99
12.00
11.99
11.99
11.99
Baa
6.55
6,55
6.35
State and local government Aaa (Moody1s).
T7 As of week ending November 18, 1978.
\l 7-day average, for statement week ended on preceding Wednesday.
3/ Quoted on bank-discount basis.
4/ 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.
Ij Year ago data show maturities for 30-59 days, 90-119 days, and 150-179 days,
*
Nov. 5 revised to 11.39, Nov. 1 to 11,50, Nov. 9 to 11.08.




Year

9.40
9.02
9.83
5.50

days,