Full text of G.13 Selected Interest Rates : December 2, 1976

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o.13W"

For Immediate Release
December 2, 1976

OPEN MARKET MONEY RATES AND BOND PRICES
(Yields in per cent per annum)

Average of Daily Figures*
T&ieral funds (effective rate) 1/

Monthly
Oct.

Nov.

5.03

4.95

4.81
4.88
4.75
4.77
6.50

5.10
5.22
5.08
5.06
6.78

4.98
5.05
4.92
4.90
6.50

7.50

7.50

7.50

7.50

5.50

5.50

5.25(11/22)

5.50

5.43

4.862
5.030

4.892
5.044

4.890
5.018

4.596
4.682

4.930
5.073

4.810
4.944

4.83
5.00
5.12

4.92
5.06
5.19

4.80
4.92
5.05

4.60
4.68
4.79

4.92
5.06
5.19

4.75
4.88
5.00

5.43
6.51
6.69

5.43
6.55
6.71

5.35
6.44
6.62

5.08
6.09
6.52

5.49
6.50
6.65

5.29
6.35
6.62

. . . . . . 59.64

59.52

60.15

61.00

59.93

60.21

8.60
8.31
9.12

8.60
8.27
9.13

8.54
8.17
9.10

8.58
8.25
9.12

8.63
8.32
9.18

5.29

5.27

.

Commercial paper (prime, 90 to 119 day). . . . . . .

.

Bankers' acceptances (prime, 90 days)
. .
Prime loan (large business prime rate-majority). . . .

Discount rate (Federal Reserve Bank of New York) . . .

Nov.
6
5.06

Nov.
13
4.98

Weekly
Nov.
20
5.02

Nov.
27
4.90

5.00
5.13
5.00
4.98
6.50

5.13
5.13
5.00
5.02
6.50

5.08
5.13
5.00
4.95
6.50

7.50

7.50

5.50

2/
Yields on U.S. Government SecuritiesAuction average:

^ ^ a r k e t yield:
1-year bills
Coupon issues due in:
9 to 12 months . . .
3 to 5 years
.
3 #. . . . . . . . .
10 years or more (long-term)— . . . . . . . . . .
3/4/
Price of long-term Treasury bonder r . . .

Average yields on corporate bonds (Moody's). . . . . .
Aaa
. . . . . . . . . ... . .

8.61
8.30
9.14

5.36
5.24
5.16
State and local Government Aaa (Moody's)
. 5.31
1/ 7-day average for statement week ended on preceding Wednesday.
"2/ Bills quoted on hank discount basis.
3/ Unweighted average of bonds neither due nor callable in less than 10 years.
4J Prices derived from average market yields on the basis of an assumed 3 per cent, 20-vear bond.
jjjV Average of daily figures except state and local Governments, which are based on Thursday figures.




OPEN MARKET MONEY RATES AND BOND PRICES
(Yields in per cent per annum)

G.13 continued

Federal
Funds

Period
1976—Nov.

1
2
3
4
5

5.04
M A
5.31
5.03
4.96

9
10
11
12

4.92
4.93
5.07
M A
5.05

15
16
17
18
19

5.09
4.99
4.87
4.95
4.90

5.13
5.13
5.13
5.00
5.00

22
23
24
25

4.84
4.85
4.97
M A
4.80

4.88
4.88
4.75
K E T
4.75

29
30
1/

Commercial
Paper
90-119
Day

4.71
4.69

R

R

R

K

5.00
E T
5.00
5.00
5.00

5.13
5.13
5.13
K E T
5.13

4.75
4.75

C

4.84
L 0
4.85
4.79
4.84

4.89
4.93
4.92
C L 0
4.92
4.90
4.83
4.81
4.81
4.67
4.61
4.64
4.63
C L 0
4.51
4.49
4.42

Bills quoted on a bank discount basis.




b-month
Bills

3-month
Bills
S

5.03
E D
5.01
4.94
5.01

5.06
5.08
5.05
S E D
5.05
5.02
4.95
4.92
4.92
4.77
4.71
4.72
4.70
S E D
4.60
4.59
4.57

U.S. Government Securities
Market Yields 1/
1-year
Other Issues
Issues due
Bills due in 9-12 mo. in 3-5 yrs.
5.15
—

E

5.13
5.07
5.14
5.18
5.22
5.18

5.45
L
E
5.46
5.40
5.42

5.18

5.45
5.44
5.42
R
M
5.41

5.16
5.07
5.05
5.07
4.89

5.44
5.38
5.35
5.34
5.24

4.83
4.84
4.83
4.66

5.12
5.10
5.09
H A
5.00

4.69
4.69

5.01
5.02

—

• : —

A

T

C

I

N

T

6.49
I
6.53
6.48
6.52

6.57
6.57
6.54
S
T
6.53

Prices,
Long-term
Bonds

Long-term
Bonds

6.70
6.69
6.70

59.79
Y
59.56
59.64
59.56

6.72
6.71
6.71
C
E
6.69

59.40
59.48
59.48
A
Y
59.64

6.67
0

I

N

D

A

D

6.57
6.46
6.42
6.45
6.31

6.67
6.63
6.62
6.62
6.58

59.79
60.11
60.18
60.18
60.50

6.15
6.15
6.12
K
S
5.94

6.53
6.54
6.54
I
V
6.46

60.90
60.82
60.82
G
61.46

5.94
5.94

G

6.48
6.47

I

N

61.30
€1.38