Full text of H.15 Selected Interest Rates : September 24, 1979
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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 September 22, 1979 H-15(519) Instruments Federal 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: 3-month bill , 6-month bill , 1-year bill Treasury constant maturities: kj 1-year , 2-year , 3wyear 5-year , 7-year , 10-year . . . 20-year , 30-year , Coupon issues due in: 5/ 3 to 5 years > Sept. 17 11.51 11.74 11.71 10.55 11.80 13.00 10.50 Sept. 18 11,53 11.81 11.77 10.55 11.90 13.00 10.50 Sept. 19 11.11 11.78 11.75 10.65 11.82 13.00 11.00 For Immediate Release September 24, 1979 Sept. 20 11.54 11.79 11.75 10.65 11.83 13. QQ lit 00 Sept. 21 11.60 11.78 11.73 10.79 11.75 13.25 11.00 10.353 10.315 This Week 11.37 2/ 11.78 11.74 10.64 11.82 13.25 11.00 Last Week 11.30 2/ 11.73 11.70 10.58 11.75 13.00 10.50 Year., Ago -' 8.36 2/ 8.48 8.51 8.27 8.62 9.50 8.00 10.353 10.315 10.531 10.294 7.884 7.979 9.893 10.37 10.30 9.97 10.40 10.39 9.99 10.20 10.17 9.86 10. ?1 10.19 9.87 10.10 10.08 9.82 10.26 10.23 9.90 10.45 10.27 9.96 8.02 8.10 8.08 10.97 10.13 9.74 9.44 9.41 9.37 9.22 9.19 10.99 10.14 9.76 9.45 9.41 9.36 9.22 9.19 10.84 10.08 9.71 9.38 9.37 9.31 9.20 9.16 10.85 10.03 9.71 9.38 9.35 9.29 9f18 9.13 10.78 10.00 9.68 9.38 9.32 9.26 9.15 9.11 10.89 10.08 9.72 9.41 9.37 9.32 9.19 9.16 10.91 10.06 9.66 9.36 9.34 9.31 9.19 9.15 8.72 8.62 8.45 8.46 8.46 8.46 8.49 8.50 9.60 9.63 9.57 9,58 9.56 9.59 9.51 8.40 9.93 9.95 Average yields on corporate bonds (Moody1s) 9.50 9.47 Aaa 10,59 10.53 Baa State and local government Aaa (MoodyTs) 1/ As of week ending September 23, 1978. 2J 7-day average for statement week ended on preceding Wednesday. 3j Bills quoted on bank discount basis. 4/ Yields on actively traded issues adjusted to constant maturities. J/ Unweighted average for all issues outstanding. 9.95 9.49 10.56 9,97 9.50 10.57 5.90 9.97 9.47 10.58 9.95 9.49 10.57 5.90 9.89 9.42 10.48 5.90 9.03 8.70 9.39 5.60 Source: U.S. Treasury.