Full text of H.15 Selected Interest Rates : September 22, 1980

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FEDERAL RESERVE statistical release
SELECTED INTEREST RATES
(Yields in percent per annum)
Calendar week ending Sept. 19, 1980

H.15(519)

Instruments
Federal

funds

(effective

rate)

• • • • • • • • » • • • «

Sept.
17
9.88

For Immediate Release
September 22, 1980

Sept.
18
10.36

Sept.
19
10.75

This
Week
10.641/

Last
Week
10.221/

10.68
10.86
10.99

10.63
10.87
10.93

10.71
10.92
10.95

10.76
10.93
11.00

10.44
10.61
10.65

10.70
10.33
10.33

10.48
10.38
1C.40

10.35
10.35

10.50
10.33
1C.33

10.55
10.32
10.33

10.35
10.01
10.03

11.05
11.51
11.88
12.25
10.00

10.73
11.21
11.69
12.25
10.00

10.85
11.25
11.73
12.25
10.00

10.79
11.13
11.66
12.50
10.00

10.91
11.34
11.77
12.211/
10.0017

10.44
10.90
11.31
11.711/
10.00JL/

10,638
10,875

10.060
10.234

Sept.
15
10.96

Sept.
16
10.81

10.96
11.05
11.11

10.80
10.95
11.04

10.73
10.20
10.20
11.11
11.59
11.90
12.25
10.00

Commercial paper 2JkJ

Finance paper placed d i r e c t l y 2 /

CI)s ( s e c o n d a r y m a r k e t )

prime loan (large, b u s i n e s s prime r a t e - m a j o r i t y )
D i s c o u n t r a t e ( F e d e r a l R e s e r v e Bank o f New York)
U . S . government s e c u r i t i e s
Treasury b i l l s 2/
Auction average (Issue d a t e )

. . . .
. . . .

10.638
10.875
9.967
Secondary market
3-month
• • • • « • « . . • • . * . * • • • •

T r e a s u r y c o n s t a n t m a t u r i t i e s ^3/
1-ycar •
• • • • • • • • • • • • • • * • • . •
2-year
. . . . . . . . . . . . . . . . . . . . .
5-year

• • • « • « • • • • • « • • « » . . » •

10-year « « • • • • • • • • • * . . • • • • • •
20-year •
• » • • • • • • • • . • • • • • • • •
30-year
•
C o r p o r a t e bonds ( M o o d y f s ) , a l l i n d u s t r i s s
Baa

. . . . . . . .

» • • • • • .

. . . . . . . . . .

10.47
10.76
10.67

10.29
10.67
10.59

10.34
10.70
10.68

10.15
10.54
10.60

10.03
10.33
10.34

10.26
10.60
10.58

10.09
10.26
10,15

11.77
11.79
11.83
11.75
11.69
11.62
11.54
11.38

11.67
11.68
11.69
11.63

11.58
11.52
11.48
11.33

11.77
11.79
11.83
11.73
11.63
11.57
11.54
11.41

11.67
11.84
11.82
11.75
11.64
11.53
11.49.
11.35

11.36
11.59
11.53
11.53
11.44
11.33
11.35
11.25

11.65
11.74
11.74
11.68
11.60
11.51
11.48
11.34

11,12
11.19
11.13
11- U
XI, ;0
11.26
11.24
11.11

12.73
.12.01
13.60

12.77
11.99
13.67

12.82
12.03
13.70

12.82
12.01
13.72
8.35

12.81
11.97
13.74

12.79
12.00
13.69
8.35

12.71
11.90
13.57
8.30

1. 7-day average for statement week ended on preceding Wednesday.
2. Quoted on bank-discount basis.
3. Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury.

4. Kates on the commercial paper placed for firms whose bond rating is Aa or the equivalent.