Full text of G.13 Selected Interest Rates : June 2, 1977

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FEDERAL

mm

G.13

§SBsP& :
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RESERVE

stotistical

SELECTED INTEREST RATES AND BOND PRICES
(Yields in per cent per annum)*
Instruments

Federal funds ( e f f e c t i v e rate) 1/ . . . . . . .
Commercial paper (prime, 90 to 119 days) . . . .
Commercial paper (prime, 4 to 6 mos.).
Finance paper placed d i r e c t l y (3 to 6 mos.)' - •
Bankers' acceptances (prime, 90 days). . . .
Prime loan (large business prime r a t e - m a j o r i t y ) .
Discount rate (Federal Reserve Bank of New York)
Yields on U.S. Government securities 2/
Auction Average (Issue date):
3-month b i l l
6-month b i l l . . . . . . . . . . . . . . .
1-year b i l l
. . . . . . .
Market Yields:
3-month b i l l
. . . . .
6-month b i l l . . . . . . . . . .
1-year b i l l
. . . . . . . . .
Treasury constant maturities 3/
1-year
. . . . . . . . . .
2-year**
3-year***
5-year
. . . . . . . . . . .
7-year
. . . . . . . . . . .
10-year
20-year
30-year****
Coupon issues due i n : 4/
9 to 12 months
3 to 5 years
10 years or more (long-term) 5/ . . . .
Price of long-term Treasury bonds 5 / 6 / . . . . .
Average yields on corporate bonds (Moody's). . .

release
For-Immediate Release
June 2, 1977

Weekly
May 14
May 21
5.31
5.34
5.20
5.40
5.25
5.53
5.00
5.30
5.43
5.33,,
6.32^
6.50
5.25
5.25

May 28
5.45
5.50
5.60
5.38
5.52
6.50
5.25

April
4.73
4.75
4.87
4.81
4.78
6.25
5.25

4.807
5.052
5.163

4.822
5.131

4.996
5.234

5.143
5.353

4.540
4.790

4.942
5.193

4.75
5.01
5.28

4.96
5.23
5.46

5.05
5.30
5.52

5.06
5.25
5.45

4.54
4.80
5.10

4.96
5.20
5.43

5.67
6.16
6.49
6.93
7.27
7.46
7.74
7.81

5.87
6.29
6.58
6.98
7.31
7.50
7.78
7.85

5.93
6.31
6.57
6.95
7.25
7.46
7.74
7.79

5.90
6.27
6.56
6.91
7.21
7.41
7.70
7.76

5.44
5.96r
6.31r
6.79
7.11
7.37
7.67
7.73r

5.84
6.25
6.55
6.94
7.26
7.46
7.74
7.80

May 7
5.15
4.90
4.98
4.78
5.06
6.25
5.25

Monthly

May
5.35
5.26
5.35
5.13
5.34
6.41
5.25

5.59
5.83
5.89
5.81
5.91
5.37
6.72
6.78
6.79
6.77
6.58
6.76
7.20
7.20
7.17
7.12
7.14
7.17
55.85
55.81
56.08
56.39
56.06
56.31
8.47
8.48
8.48
8.47
8.49
8.47
8.04
8.06
8.04
8.07
8.04
8.05
9.03
9.01
9.01
9.00
9.00
9.07
5.23
5.25
5.20
5.25
5.18
5.23
State and local government Aaa (Moody's) . . • .
2/ B i l l s quoted on bank discount basis.
1/ 7-day average f o r statement week ended on precec ing Wednesday.
3/ Yields on actively traded issues adjusted to constant maturities. Source: U.S. Treasury Department.
4/ Unweighted average of a l l issues outstanding.
5/ Bonds neither due nor callable in less than 10 years.
6/ Derived from "long-term" y i e l d above on the basis of an assumed 20-year bond with a 3 per cent coupon.
7/ Computed on a 7-day calendar week. * Averages of daily figures except f o r state and local governments, which
are based on Thursday figures. * * A p r i l 22 revised to 5.99; wk. avg. to 5.91. * * * April 26 revised to 6.23;
wk. avg. to 6.36. * * * * April 28 revised to 7.76; wk. avg. to 7.76.


INTEREST RATES
(Yields in per cent per annum)

G.I3 continued
June 2, 1977

Daily
May 1977

Federal
funds

Comm.
paper
90-119
days

2
3
4
5
6

5.34
5.18
5.26
5.21
5.36

9
10
11
12
13

3-mo 6-mo 1 -yr
bill bill bill

1-yr

U.S. Government Securities 1/
Treasury constant maturities
2-yr 3-yr 5-yr 7-vr 10-yr 20-yr 30-vr

4.75
4.88
5.00
4.88
5.00

4.75
4.75
4.69
4.74
4.80

4.96
4.99
4.96
5.02
5.14

5.26
5.23
5.23
5.29
5.40

5.70
5.63
5.60
5.65
5.77

6.15
6.15
6.11
6.16
6.24

6.48
6.48
6.45
6.50
6.56

6.94
6.90
6.89
6.94
7.00

7.25
7.26
7.25
7.27
7.32

7.45
7.44
7.45
7.47
7.50

7.74
7.72
7.72
7.74
7.80

7.80
7.79
7.78
7.80
7.86

6.71
6.70
6.69
6.73
6.78

7.19
7.18
7.18
7.20
7.24

5.30
5.21
5.35
5.33
5.33

5.13
5.13
5.13
5.25
5.38

4.81
4.94
5.04
5.00
4.99

5.13
5.22
5.30
5.26
5.25

5.39
5.44
5.52
5.49
5.45

5.80
5.85
5.92
5.88
5.88

6.25
6.27
6.34
6.32
6.28

6.55
6.58
6.63
6.60
6.54

6.97
6.99
7.03
6.98
6.94

7.31
7.33
7,35
7.31
7.26

7.50
7.52
7.52
7.50
7.48

7.78
7.79
7.80
7.78
7.74

7.86
7.86
7.86
7.86
7.80

6.77
6.78
6.81
6.79
6.74

7.21
7.20
7.22
7.21
7.18

16
17
18
19
20

5.38
5.36
5.29
5.40
5.51

5.38
5.38
5.38
5.38
5.50

4.99
5.00
4.98
5.09
5.17

5.24
5.25
5.23
5.40
5.39

5.45
5.46
5.45
5.62
5.61

5.88
5.90
5.90
5.97
6.00

6.26
6.25
6.24
6.37
6.43

6.52
6.51
6.52
6.62
6.68

6.92
6.91
6.89
7.00
7.01

7.24
7.24
7.22
7.28
7.29

7.46
7.45
7.43
7.49
7.49

7.73
7.72
7.72
7.76
7.75

7.79
7.77
7.77
7.81
7.81

6.77
6.76
6.75
6.83
6.85

7.18
7.15
7.15
7 18
7.17

23
24
25
26
27

5.51
5.41
5.30
5.39
5.36

5.50
5.50
5.50
5.50
5.50

5.13
5.10
5.06
5.03
4.99

5.33
5.27
5.22
5.23
5.18

5.54
5.47
5.41
5.44
5.38

5.97
5.92
5.86
5.92
5.84

6.38
6.30
6.23
6.24
6.20

6.66
6.57
6.53
6.54
6.48

6.99
6.93
6.88
6.86
6.88

7.26
7.21
7.18
7.23
7.18

7.46
7.41
7.39
7.42
7.38

7.73
7.70
7.69
7.68
7.68

7.80
7.76
7.74
7.76
7.74

6.83
6.78
6.74
6.76
6.72

7.16
7.12
7.12
7.12
7.10

30
31

M
5.47

A
5.50

R
5.03

K
5.23

E
5.42

T
5.86

6.18

6.49

6.87

C
7.16

L
7.38

0
7.68

S
7.74

E
6.72

D
7.10

]_/

Bills quoted on a bank discount basis.




Coupons due in:
3-5 yrs Over 10