Full text of G.13 Selected Interest Rates : April 5, 1977
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 For Immediate Release April 5, 1977 SELECTED INTEREST RATES AND BOND PRICES (Yields in per cent per annum)* G. 13 re I e as e Monthly Mar. Feb. 4.69 4.68 4.75 4.76 4.87 4.82 4.77 4.75 4.80 4.73 6.25 6.25 5.25 5.25 Weekly Mar. 19 4.62 4.75 4.88 4.75 4.81 6.25 5.25 Mar. 26 4.77 4.75 4.88 4.75 4.79 6.25 5.25 Apr. 2 4.74 4.75 4.88 4.85 4.76 6.25 5.25 4.652 4.965 5.226 4.545 4.813 4.553 4.826 4.609 4.870 4.662 4.896 4.613 4.883 4.66 4.93 5.23 4.63 4.92 5.22 4.59 4.87 5.18 4.57 4.85 5.17 4.57 4.81 5.15 4.67 4.90 5.16 4.60 4.88 5.19 5.55 6.11 6.49 6.96 7.22 7.46 7.75 7.81 5.52 6.12 6.50 6.96 7.23 7.49 7.76 7.82 5.49 6.08 6.46 6.90 7.17 7.45 7.72 7.78 5.49 6.06 6.44 6.89 7.18 7.45 7.71 7.77 5.45 6.05 6.45 6.94 7.22 7.45 7.74 7.79 5.47 6.09 6.44 6.83 7.16 7.39 7.64 n.a. 5.50 6.09 6.47 6.93 7.20 7.46 7.74 7.80 5.55 6.76 3 to 5 years. . . 7.21 10 years or more (long-term) 5/ . . . . 55.78 Price of long-term Treasury bonds 5 / 6 / . . . . . 8.51 Average yields on corporate bonds {Moody's). . . 8.10 9.16 5.20 State and local government Aaa (Moody's) . . . . 5.54 6.77 7.22 55.67 8.52 8.12 9.15 5.23 5.50 6.71 7.20 55.85 8.50 8.09 9.10 5.20 5.46 6.68 7.18 55.95 8.51 8.09 9.09 5.20 5.45 6.70 7.19 55.91 8.53 8.10 9.11 5.20 5.50 6.69 7.15 56.23 8.48 8.04 9.12 5.17 5.50 6.73 7.20 55.83 8.51 8.10 9.12 5.21 Mar. 5 Instruments 4.68 Federal funds (effective rate) 1/. . . . ... 4.75 Commercial paper (prime, 90 to 119 days) . . • • 4.85 Commercial paper (prime, 4 to 6 mos.). . . . . . 4.75 Bankers' acceptances (prime, 90 days). . . . . . . 4.83 Prime loan (large business prime rate-majority). 6.25 Discount rate (Federal Reserve Bank of New York) 5.25 Yields on U.S. Government securities 2/ Auction Average (Issue date): 4.708 6-month bill . • • • • • • . • .* 4.943 Market Yields: 3-month bill . . • .... . 1-year bill Treasury constant maturities 3/ 1 I 1/ * 3-year 5-year. . . . . . . . 7-year. . . . . . . . . . . . . . . . . 10-year ... . . . . . . . 20-year. . . . . . . . . . . . . . . . . 30-year Coupon issues due in: 4/ Mar. 12 4.63 4.75 4.85 4.75 4.84 6.25 5.25 Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury Department. Unweighted average of all issues outstanding. 5/ Bonds neither due nor callable in less than 10 years. Derived from "long-term" yield above on the basis of an assumed 20-year bond with a 3 per cent coupon. Averages of daily figures except for state and local governments, which are based on Thursday figures. INTEREST RATES (Yields in per cent per annum) G.13 continued April 5, 1977 Daily Mar. 1977 1 2 3 4 7 8 9 14 15 16 17 18 21 22 23 24 25 28 31 1/ 4.70 4.65 4.68 4.66 Comm. paper 90-119 days 4.75 4.75 4.75 4.75 3-mo. bill 4.70 4.64 4.61 4.63 6-mo bill 4.97 4.91 4.91 4.93 1-yr. bill 5.27 5.21 5.20 5.22 Coupons due in: Treasury constant maturities 1-yr.I 2-yr.| 3-.yr.| 5-.yr.I 7-yr.l 10-yr.l 20-yr. |30-yr. 3-5 yrs. [ Over 10 7.23 6.79 7.84 7.77 7.49 5.62 6.16 6.54 6.99 7.26 7.21 6.76 7.81 7.75 7.45 5.54 6.12 6.47 6.93 7.19 7.19 6.73 7.79 7.73 7.43 5.53 6.08 6.43 6.90 7.17 7.22 7.82 6.77 7.76 7.48 5.52 6.10 6.50 6.98 7.24 4.70 4.63 4.41 4.65 4.62 4.75 4.75 4.75 4.75 4.75 4.65 4.66 4.63 4.62 4.59 4.96 4.97 4.93 4.91 4.85 5.25 5.25 5.23 5.22 5.15 5.54 5.54 5.53 5.54 5.45 6.12 4.67 4.61 4.57 4.67 4.66 4.75 4.75 4.75 4.75 4.75 4.57 4.57 4.62 4.62 4.59 4.83 4.84 4.91 4.91 4.87 5.13 5.16 5.21 5.22 5.17 5.44 5.47 5.49 5.55 5.50 6.06 6.06 6.08 4.72 4.69 5.34 4.76 4.75 4.75 4.75 4.75 4.75 4.75 4.56 4.56 4.54 4.59 4.62 4.82 4.83 4.82 4.88 4.88 5.14 5.15 5.14 5.21 5.21 5.48 5.47 5.46 5.50 5.53 4.74 4.67 4.74 4.72 4.75 4.75 4.75 4.75 4.59 4.59 4.57 4.54 4.84 4.84 4.81 4.78 5.17 5.17 5.15 5.12 5.48 5.48 5.45 5.40 Federal funds U. S. Government Securities 1/ Bills quoted on a bank discount basis. 6.51 6.54 6.53 6.49 6.44 6.99 6.99 6.97 6.95 6.90 7.24 7.25 7.24 7.22 7.20 7.50 7.52 7.50 7.49 7.44 7.76 7.78 7.76 7.76 7.73 7.84 7.84 7.81 7.81 7.80 6.79 6.77 6.76 6.72 7.24 7.24 7.22 7.22 7.20 6.44 6.46 6.47 6.50 6.44 6.89 6.87 6.90 6.94 6.90 7.17 7.16 7.17 7.20 7.16 7.45 7.44 7.44 7.47 7.44 7.74 7.71 7.72 7.72 7.70 7.80 7.78 7.79 7.78 7.76 6.72 6.71 6.71 6.73 6.70 7.22 7.20 7.19 7.20 7.18 6.03 6.04 6.04 6.07 6.41 6.42 6.43 6.46 6.50 6.88 7.43 7.43 7.44 7.46 7.48 7.69 7.70 7.72 7.73 7.73 7.74 7.77 7.78 7.78 7.78 6.67 6.90 6.94 7.15 7.15 7.18 7.19 7.23 6.69 6.72 7.17 7.18 7.18 7.19 7.20 6.11 6.50 6.46 6.43 6.42 6.96 6.93 6.95 6.94 7.22 7.22 7.22 7.21 7.47 7.47 7.44 7.42 7.74 7.77 7.73 7.72 7.80 7.80 7.80 7.79 6.73 6.71 6.69 6.69 7.20 7.20 7.19 7.18 6.14 6.12 6.11 6.09 6.14 6.08 6.10 6.08 6.05 6.01 6.87 6.88 6.80 6.66 6.68